Prices and streams

const fills = zeus.streams.fills(['0xYourWallet'], (fill) => console.log(fill.status, fill.fillPrice))
const prices = zeus.streams.prices(['BTC', 'ETH'], (batch) => console.log(batch))
const exposure = zeus.streams.exposure((data) => console.log(data.netSkewUsd))
const keeper = zeus.streams.keeper(({ medianMs, queueLength }) => console.log(medianMs, queueLength))

fills.stop()

Every stream returns { stop() } and reconnects on its own after 0.5, 1, 2, 5 and then every 10 seconds, subscribing again after each reconnect. All streams of one client share one gateway connection. Pass an error handler as the last argument to hear about a refused key: the streams stop and the handler receives GatewayAuthError.

Stream	With an `apiKey`	Without one
`fills`	Every executed, cancelled or liquidated outcome of the accounts, with the request key, within about a second	Vault events polled over your RPC, without request keys
`prices`	Gateway Pyth Pro prices when ZEUS offers them	Vault minimum and maximum prices over your RPC, sent when they change
`exposure`	The pool’s exposure and hedge recommendation every 5 seconds	Not available
`keeper`	Median keeper latency, 95th percentile execution time and the pending queue every 5 seconds	Not available

A fill:

{
  "account": "0x…",
  "requestKey": "0x…",
  "status": "executed",
  "market": "ETH/USD",
  "side": "long",
  "sizeDelta": "100",
  "fillPrice": "2384.56",
  "fees": "0.1",
  "keeperTx": "0x…",
  "timeGapSec": 4,
  "blockNumber": 54836477
}

On Node 20, which has no global WebSocket, pass one: new Zeus({ ..., streams: { webSocket: WebSocket } }) with import WebSocket from 'ws'.

Getting started

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Liquidity

Advanced

Examples

Prices and streams