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Module messages

Module messages 

Source
Expand description

Raw CoinAPI WebSocket V1 frames, decoded directly from JSON bytes to preserve decimal tokens.

Structs§

Book
An L2 book message from book, book5, book20, or book50.
BookL3
An order-by-order book snapshot or update.
BookL3Entry
An order entry; a missing identifier marks an aggregated L2 fallback entry.
Channel
A data type, plus its period for OHLCV.
Ohlcv
An OHLCV period update, sent on close or while the period is still open.
Quote
A best bid and ask update; zero sizes mean the size is unknown.
Reconnect
A server notice that the connection closes before before_time.
Subscription
One symbol on one channel.
Trade
An executed trade.
VenueError
A terminal venue error; the server closes the connection after sending it.

Enums§

BookUpdateType
How an L3 update changes an order.
CoinApiWsMessage
Messages emitted by CoinApiWebSocketClient.
DataType
A market data stream type accepted in subscribe_data_type.
Frame
One decoded inbound text frame.
ScopeChange
A change to the session scope, applied in order with others that share one hello.