WebSocket Topics Reference

This document provides complete documentation for all WebSocket topics, including message structures and field descriptions.

Topic Overview

Topic	Pattern	Auth	Description
Trades	`{pair}@trades`	No	Public trade stream
Depth	`{pair}@depth@{speed}`	No	Order book updates (speed: `100ms`, `1000ms`)
Prices	`*@prices@{category}`	No	Price feed
Market Schedules	`{pair}@market-schedules`	No	Trading hours
Sub-Account Orders	`{id}@subaccount-orders`	Yes	Order updates
Sub-Account OTC Orders	`{id}@subaccount-otc-orders`	Yes	OTC order updates
Balances	`{id}@balances`	Yes	Balance updates
Balance Aggregate	`{id}@balance-agg@{quote}`	Yes	Aggregate balance
Exposures	`{id}@exposures`	Yes	Exposure updates
OTC Trades	`{pair}@otc-trades`	No	OTC trade stream
OTC Depth Snapshots	`{pair}@otc-depth-snapshots`	No	OTC depth
OTC Pair Listings	`{pair}@otc-listings`	No	OTC availability

Public Topics

Trades

Real-time trade stream for a trading pair.

Topic: {pair}@trades Example: BTC/CHF@trades Authentication: Not required

{
  "e": "tdx:subscribe",
  "t": "BTC/CHF@trades"
}

Confirmation

{
  "e": "tdx:subscription_received",
  "t": "BTC/CHF@trades"
}

Trade Event

{
  "e": "trade",
  "t": "BTC/CHF@trades",
  "d": {
    "d": 1705667200000,
    "p": "45000.50",
    "q": "1.5",
    "i": "trade-uuid",
    "a": "BUY"
  }
}

Field	Type	Description
`d`	integer	Timestamp (Unix milliseconds)
`p`	string	Price
`q`	string	Quantity
`i`	string	Trade ID
`a`	string	Aggressor side: `BUY` or `SELL`

Depth (Order Book)

Order book depth updates for a trading pair.

Topic: {pair}@depth@{speed} Speed Values: 100ms, 1000ms Example: BTC/CHF@depth@1000ms Authentication: Not required

Note: The speed parameter is required. It determines how frequently updates are sent (e.g., 100ms for 10 updates/second, 1000ms for 1 update/second).

{
  "e": "tdx:subscribe",
  "t": "BTC/CHF@depth@1000ms"
}

Full Snapshot Event

Sent on initial subscription and periodically.

{
  "e": "orderbook",
  "t": "BTC/CHF@depth@1000ms",
  "d": {
    "u": 12345,
    "b": [
      ["44999.00", "1.0"],
      ["44998.00", "2.5"]
    ],
    "a": [
      ["45001.00", "0.5"],
      ["45002.00", "1.2"]
    ]
  }
}

Field	Type	Description
`u`	integer	Update ID (always present)
`b`	array	Bids (buy orders) as `[[price, quantity], ...]`, sorted by price descending. Omitted if no bids.
`a`	array	Asks (sell orders) as `[[price, quantity], ...]`, sorted by price ascending. Omitted if no asks.

Note: When the orderbook is completely empty, only u is present: {"u": 12345}

Incremental Update Event

Partial updates between snapshots.

{
  "e": "update",
  "t": "BTC/CHF@depth@1000ms",
  "d": {
    "u": 12340,
    "U": 12345,
    "b": [["44999.00", "1.5"]],
    "a": [["45001.00", "0.0"]]
  }
}

Field	Type	Description
`u`	integer	First update ID in this batch
`U`	integer	Last update ID in this batch
`b`	array	Changed bids as `[[price, quantity], ...]` (quantity `"0.0"` = removed)
`a`	array	Changed asks as `[[price, quantity], ...]` (quantity `"0.0"` = removed)

Prices

Real-time price feed. Supports multiple price categories.

Topic: *@prices@{category} Categories: platform, mid, auction, market Example: *@prices@auction Authentication: Not required Debouncing: Yes (500ms)

{
  "e": "tdx:subscribe",
  "t": "*@prices@auction"
}

Price Event

{
  "e": "price",
  "t": "BTC/CHF@prices@auction",
  "d": {
    "v": "45000.50",
    "c": "-500.00",
    "C": "-1.10"
  }
}

Field	Type	Description
`v`	string	Current price value
`c`	string (optional)	24h change (absolute)
`C`	string (optional)	24h change (percentage)

Note: The topic in the response includes the actual pair symbol, not the wildcard.

Market Schedules

Trading schedule updates for a pair.

Topic: {pair}@market-schedules Example: BTC/CHF@market-schedules Authentication: Not required

{
  "e": "tdx:subscribe",
  "t": "BTC/CHF@market-schedules"
}

Schedule Event

{
  "e": "market_schedule",
  "t": "BTC/CHF@market-schedules",
  "d": {
    "c": {
      "state": "OPEN",
      "start": "2025-01-19T09:00:00Z",
      "end": "2025-01-19T17:00:00Z"
    },
    "n": {
      "state": "CLOSED",
      "start": "2025-01-19T17:00:00Z",
      "end": "2025-01-20T09:00:00Z"
    },
    "t": "2025-01-19T17:00:00Z"
  }
}

Field	Type	Description
`c`	object	Current period
`c.state`	string	Current state: `OPEN`, `CLOSED`, `AUCTION`, etc.
`c.start`	timestamp	Period start time
`c.end`	timestamp	Period end time
`n`	object (optional)	Next period
`t`	timestamp (optional)	Time of next period change

Authenticated Topics

Sub-Account Orders

Order updates for a specific sub-account. Used for both subscribing to updates and placing/canceling orders.

Topic: {subAccountId}@subaccount-orders Authentication: Required

{
  "e": "tdx:subscribe",
  "t": "7376524e-6b6b-4137-9719-7e07a7709804@subaccount-orders",
  "a": "jwt_token"
}

Order Event

Sent when an order status changes.

{
  "e": "order",
  "t": "7376524e-6b6b-4137-9719-7e07a7709804@subaccount-orders",
  "d": {
    "requestId": "req-123",
    "orderId": "order-456",
    "clientOrderId": "client-123",
    "status": "NEW",
    "type": "LIMIT",
    "side": "BUY",
    "quantity": "1.5",
    "cumulativeQuantity": "0.0",
    "price": "45000.50",
    "symbol": "BTC/CHF"
  }
}

Field	Type	Description
`requestId`	string	Request ID (for correlation)
`orderId`	string	Order ID
`clientOrderId`	string	Client-provided order ID
`status`	string	Order status (see below)
`type`	string	`LIMIT` or `MARKET`
`side`	string	`BUY` or `SELL`
`quantity`	string	Order quantity
`cumulativeQuantity`	string	Filled quantity
`price`	string	Limit price
`symbol`	string	Pair symbol

Order Status Values: NEW, PARTIALLY_FILLED, FILLED, CANCELED, REJECTED, EXPIRED

Order Cancel Rejection Event

Sent when a cancel request fails.

{
  "e": "order_cancel_reject",
  "t": "7376524e-6b6b-4137-9719-7e07a7709804@subaccount-orders",
  "d": {
    "orderId": "order-456",
    "clientOrderId": "client-123",
    "reason": "Order not found",
    "text": "Unable to cancel"
  }
}

Create Order

{
  "e": "tdx:order_create",
  "t": "7376524e-6b6b-4137-9719-7e07a7709804@subaccount-orders",
  "a": "jwt_token",
  "d": {
    "dry": false,
    "order": {
      "subAccountId": "7376524e-6b6b-4137-9719-7e07a7709804",
      "symbol": "BTC/CHF",
      "side": "BUY",
      "type": "LIMIT",
      "quantity": "1.5",
      "price": "45000.50",
      "timeInForce": "GTC",
      "clientOrderId": "client-123"
    }
  }
}

Field	Type	Required	Description
`dry`	boolean	No	If true, validates without creating
`order.subAccountId`	string	Yes	Sub-account ID
`order.symbol`	string	Yes	Pair symbol
`order.side`	string	Yes	`BUY` or `SELL`
`order.type`	string	Yes	`LIMIT` or `MARKET`
`order.quantity`	string	Yes	Order quantity
`order.price`	string	For LIMIT	Limit price
`order.timeInForce`	string	No	`GTC`, `IOC`, `FOK`
`order.clientOrderId`	string	No	Client-provided ID
`order.minQuantity`	string	No	Minimum fill quantity

Response:

{"e": "tdx:order_create_received", "t": "...@subaccount-orders"}

{
  "e": "tdx:order_create_submitted",
  "t": "...@subaccount-orders",
  "d": {"clientOrderId": "client-123", "orderId": "order-789"}
}

Cancel Order

Order cancellation is asynchronous. The server responds in stages:

Acknowledgment (tdx:order_cancel_received) - Request received
Submission (tdx:order_cancel_submitted) - Cancel submitted to exchange
Result (async) - Either order event (status changed) or order_cancel_reject if failed

{
  "e": "tdx:order_cancel",
  "t": "7376524e-6b6b-4137-9719-7e07a7709804@subaccount-orders",
  "a": "jwt_token",
  "d": {
    "orderId": "order-789",
    "subAccountId": "7376524e-6b6b-4137-9719-7e07a7709804"
  }
}

Response Flow:

// Step 1: Acknowledgment (immediate)
{"e": "tdx:order_cancel_received", "t": "...@subaccount-orders"}
// Step 2: Submission
{
  "e": "tdx:order_cancel_submitted",
  "t": "...@subaccount-orders",
  "d": {"requestId": "req-789", "orderId": "order-789"}
}
// Step 3: Result (async - may arrive later)
// Success: order event with updated status
// Failure: order_cancel_reject event

Note: The order_cancel_reject event arrives asynchronously and may not be immediate. Applications should handle timeouts and check order status separately if confirmation is critical.

Sub-Account OTC Orders

OTC order updates for a specific sub-account.

Topic: {subAccountId}@subaccount-otc-orders Authentication: Required

{
  "e": "tdx:subscribe",
  "t": "7376524e-6b6b-4137-9719-7e07a7709804@subaccount-otc-orders",
  "a": "jwt_token"
}

OTC Order Update Event

{
  "e": "otc_order_update",
  "t": "7376524e-6b6b-4137-9719-7e07a7709804@subaccount-otc-orders",
  "d": {
    "id": "otc-order-123",
    "subAccountId": "7376524e-6b6b-4137-9719-7e07a7709804",
    "clientOrderId": "client-456",
    "pairId": "pair-789",
    "status": "PENDING",
    "type": "MARKET",
    "side": "BUY",
    "clientAmount": "50000.00",
    "quantity": "1.0",
    "cumulativeQuantity": "0.0",
    "price": "50000.00",
    "timeInForce": "GTC",
    "comment": "optional comment",
    "createdAt": "2025-01-19T10:00:00Z",
    "updatedAt": "2025-01-19T10:00:00Z",
    "triggeredAt": null
  }
}

Field	Type	Description
`id`	string	OTC order ID
`subAccountId`	string	Sub-account ID
`clientOrderId`	string	Client-provided ID
`pairId`	string	Pair ID
`status`	string	Status (see OTC order status values)
`type`	string	Order type
`side`	string	`BUY` or `SELL`
`clientAmount`	string	Amount charged to client
`quantity`	string	Order quantity
`cumulativeQuantity`	string	Filled quantity
`price`	string	Execution price
`timeInForce`	string	`GTC`, etc.
`comment`	string	Optional comment
`createdAt`	timestamp	Creation time
`updatedAt`	timestamp	Last update time
`triggeredAt`	timestamp	Trigger time (for scheduled orders)

OTC Order Status Values: TENTATIVE, PENDING, OPEN, FILLED, CANCELED, REJECTED, PENDING_CANCEL

Balances

Balance updates for a sub-account. Updates are debounced by instrument.

Topic: {subAccountId}@balances Authentication: Required Debouncing: Yes (500ms, by instrument)

{
  "e": "tdx:subscribe",
  "t": "7376524e-6b6b-4137-9719-7e07a7709804@balances",
  "a": "jwt_token"
}

Balance Event

{
  "e": "balance",
  "t": "7376524e-6b6b-4137-9719-7e07a7709804@balances",
  "d": {
    "i": "btc-instrument-uuid",
    "a": "2.50000000",
    "o": "0.50000000",
    "w": "0.10000000",
    "c": "0.00000000"
  }
}

Field	Type	Description
`i`	string	Instrument ID
`a`	string	Available balance
`o`	string	Orders reserved
`w`	string	Withdrawals reserved
`c`	string	Settlement line used

Balance Aggregate

Aggregate portfolio value in a quote currency. Updates are debounced.

Topic: {subAccountId}@balance-agg@{quoteCurrency} Example: 7376524e-6b6b-4137-9719-7e07a7709804@balance-agg@CHF Authentication: Required Debouncing: Yes (500ms, by quote currency)

{
  "e": "tdx:subscribe",
  "t": "7376524e-6b6b-4137-9719-7e07a7709804@balance-agg@CHF",
  "a": "jwt_token"
}

Balance Aggregate Event

{
  "e": "balance-agg",
  "t": "7376524e-6b6b-4137-9719-7e07a7709804@balance-agg@CHF",
  "d": {
    "q": "CHF",
    "v": "500000.00"
  }
}

Field	Type	Description
`q`	string	Quote currency
`v`	string	Total value in quote currency

Exposures

Exposure and overdraft updates for a sub-account.

Topic: {subAccountId}@exposures Authentication: Required

{
  "e": "tdx:subscribe",
  "t": "7376524e-6b6b-4137-9719-7e07a7709804@exposures",
  "a": "jwt_token"
}

Exposure Event

{
  "e": "exposure",
  "t": "7376524e-6b6b-4137-9719-7e07a7709804@exposures",
  "d": {
    "i": "quotation-instrument-uuid",
    "o": "100000.00",
    "u": "50000.00"
  }
}

Field	Type	Description
`i`	string	Quotation instrument ID
`o`	string	Overdraft amount
`u`	string	Utilized amount

OTC Topics

OTC Trades

Public OTC trade stream for a pair.

Topic: {pair}@otc-trades Example: BTC/USD@otc-trades Authentication: Not required

{
  "e": "tdx:subscribe",
  "t": "BTC/USD@otc-trades"
}

OTC Trade Event

{
  "e": "otc-trade",
  "t": "BTC/USD@otc-trades",
  "d": {
    "i": "otc-trade-uuid",
    "p": "50000.00",
    "q": "1.0",
    "s": "Buy",
    "d": 1705667200000
  }
}

Field	Type	Description
`i`	string	Trade ID
`p`	string	Price
`q`	string	Quantity
`s`	string	Side: `Buy` or `Sell`
`d`	integer	Timestamp (Unix milliseconds)

OTC Depth Snapshots

OTC liquidity depth snapshots.

Topic: {pair}@otc-depth-snapshots Example: BTC/USD@otc-depth-snapshots Authentication: Not required

{
  "e": "tdx:subscribe",
  "t": "BTC/USD@otc-depth-snapshots"
}

OTC Depth Snapshot Event

{
  "e": "otc-depth-snapshot",
  "t": "BTC/USD@otc-depth-snapshots",
  "d": {
    "symbol": "BTC/USD",
    "bids": [
      {"price": "49999.00", "quantity": "0.5"},
      {"price": "49998.00", "quantity": "1.0"}
    ],
    "asks": [
      {"price": "50001.00", "quantity": "0.5"},
      {"price": "50002.00", "quantity": "1.0"}
    ],
    "timestamp": "2025-01-19T10:00:00Z"
  }
}

Field	Type	Description
`symbol`	string	Pair symbol
`bids`	array	Bid levels
`asks`	array	Ask levels
`bids[].price`	string	Bid price
`bids[].quantity`	string	Bid quantity
`asks[].price`	string	Ask price
`asks[].quantity`	string	Ask quantity
`timestamp`	timestamp	Snapshot time

OTC Pair Listings

OTC pair listing availability updates.

Topic: {pair}@otc-listings Example: BTC/USD@otc-listings Authentication: Not required

{
  "e": "tdx:subscribe",
  "t": "BTC/USD@otc-listings"
}

OTC Listing Update Event

{
  "e": "otc_listing_update",
  "t": "BTC/USD@otc-listings",
  "d": {
    "pairId": "pair-123",
    "symbol": "BTC/USD",
    "live": true,
    "updatedAt": "2025-01-19T10:00:00Z"
  }
}

Field	Type	Description
`pairId`	string	Pair ID
`symbol`	string	Pair symbol
`live`	boolean	Whether OTC trading is available
`updatedAt`	timestamp	Last update time

RFQ (Request for Quote)

RFQ is the primary workflow for OTC trading. For complete documentation, see the RFQ documentation in the trading domain.

Topics:

{subAccountId}@quotes - Start quoting, receive streaming quotes
{subAccountId}@accept - Accept a quote
{subAccountId}@stop - Cancel an RFQ session

Session Management

Cancel on Disconnect

Enable automatic cancellation of all orders when the connection drops.

Topic: Not required Authentication: Required

{
  "e": "tdx:cancel_on_disconnect",
  "a": "jwt_token"
}

Response

{
  "e": "tdx:cancel_on_disconnect_succeeded"
}

Notes:

Only one cancel-on-disconnect session per client account is allowed
If a second connection attempts to enable this, it will fail
Orders are canceled when the WebSocket connection closes

Unsubscribe

Unsubscribe from any topic.

{
  "e": "tdx:unsubscribe",
  "t": "BTC/CHF@trades"
}

Response

{
  "e": "tdx:unsubscription_succeeded",
  "t": "BTC/CHF@trades"
}

Error Handling

All errors are returned with the tdx:error event:

{
  "e": "tdx:error",
  "t": "invalid@topic",
  "d": {
    "message": "Invalid topic format"
  }
}

Common Error Scenarios

Error	Description
Invalid topic format	Topic doesn’t match `{target}@{category}` pattern
Authentication required	Token missing for authenticated topic
Permission denied	User lacks access to sub-account
Rate limit exceeded	Too many messages (anonymous: 1 per 500ms)
Invalid event type	Unknown event in `e` field
Order validation failed	Order parameters invalid
Subscription conflict	Cancel-on-disconnect already active for account

WebSocket Topics Reference

Topic Overview

Public Topics

Trades

Subscribe

Confirmation

Trade Event

Depth (Order Book)

Subscribe

Full Snapshot Event

Incremental Update Event

Prices

Subscribe

Price Event

Market Schedules

Subscribe

Schedule Event

Authenticated Topics

Sub-Account Orders

Subscribe

Order Event

Order Cancel Rejection Event

Create Order

Cancel Order

Sub-Account OTC Orders

Subscribe

OTC Order Update Event

Balances

Subscribe

Balance Event

Balance Aggregate

Subscribe

Balance Aggregate Event

Exposures

Subscribe

Exposure Event

OTC Topics

OTC Trades

Subscribe

OTC Trade Event

OTC Depth Snapshots

Subscribe

OTC Depth Snapshot Event

OTC Pair Listings

Subscribe

OTC Listing Update Event

RFQ (Request for Quote)

Session Management

Cancel on Disconnect

Response

Unsubscribe

Response

Error Handling

Common Error Scenarios