QFEX Market Data WebSocket (MDS)
Multiplexed WebSocket gateway for all QFEX real-time market data streams: order book, trades, candles, BBO, mark price, funding rate, open interest, market stats and reference data. Documented as AsyncAPI 3.0.
AsyncAPI Specification
asyncapi: 3.0.0
info:
title: QFEX Multiplexed WebSocket API
version: 1.0.0
description: |-
Single WebSocket gateway for all QFEX real‑time streams.
Clients publish subscription and order commands here,
and receive all updates over the same endpoint.
defaultContentType: application/json
servers:
production:
host: mds.qfex.com
protocol: wss
description: Production WebSocket gateway
channels:
qfex:
address: /
description: Single channel for orderbook, trades, candles
messages:
subscribeOrderBook:
$ref: '#/components/messages/SubscribeOrderBookCommand'
subscribeTrades:
$ref: '#/components/messages/SubscribeTradesCommand'
subscribeCandles:
$ref: '#/components/messages/SubscribeCandlesCommand'
subscribeBbo:
$ref: '#/components/messages/SubscribeBboCommand'
subscribeUnderlier:
$ref: '#/components/messages/SubscribeUnderlierCommand'
subscribeMarkPrice:
$ref: '#/components/messages/SubscribeMarkPriceCommand'
subscribeFundingRate:
$ref: '#/components/messages/SubscribeFundingRateCommand'
subscribeOpenInterest:
$ref: '#/components/messages/SubscribeOpenInterestCommand'
subscribeMinmaxPrice:
$ref: '#/components/messages/SubscribeMinmaxPriceCommand'
subscribeMarketStats:
$ref: '#/components/messages/SubscribeMarketStatsCommand'
orderBookUpdate:
$ref: '#/components/messages/OrderBookUpdate'
tradeUpdate:
$ref: '#/components/messages/TradeUpdate'
candleUpdate:
$ref: '#/components/messages/CandleUpdate'
bboUpdate:
$ref: '#/components/messages/BboUpdate'
underlierUpdate:
$ref: '#/components/messages/UnderlierUpdate'
markPriceUpdate:
$ref: '#/components/messages/MarkPriceUpdate'
fundingRateUpdate:
$ref: '#/components/messages/FundingRateUpdate'
openInterestUpdate:
$ref: '#/components/messages/OpenInterestUpdate'
minmaxPriceUpdate:
$ref: '#/components/messages/MinmaxPriceUpdate'
marketStatsUpdate:
$ref: '#/components/messages/MarketStatsUpdate'
operations:
subscribeOrderBookStream:
action: receive
channel:
$ref: '#/channels/qfex'
summary: Subscribe to a data stream
messages:
- $ref: '#/channels/qfex/messages/subscribeOrderBook'
subscribeTradesStream:
action: receive
channel:
$ref: '#/channels/qfex'
summary: Subscribe to a data stream
messages:
- $ref: '#/channels/qfex/messages/subscribeTrades'
subscribeBboStream:
action: receive
channel:
$ref: '#/channels/qfex'
summary: Subscribe to a data stream
messages:
- $ref: '#/channels/qfex/messages/subscribeBbo'
subscribeUnderlierStream:
action: receive
channel:
$ref: '#/channels/qfex'
summary: Subscribe to a data stream
messages:
- $ref: '#/channels/qfex/messages/subscribeUnderlier'
subscribeMarkPriceStream:
action: receive
channel:
$ref: '#/channels/qfex'
summary: Subscribe to a data stream
messages:
- $ref: '#/channels/qfex/messages/subscribeMarkPrice'
subscribeFundingRateStream:
action: receive
channel:
$ref: '#/channels/qfex'
summary: Subscribe to a data stream
messages:
- $ref: '#/channels/qfex/messages/subscribeFundingRate'
subscribeCandlesStream:
action: receive
channel:
$ref: '#/channels/qfex'
summary: Subscribe to a data stream
messages:
- $ref: '#/channels/qfex/messages/subscribeCandles'
subscribeOpenInterestStream:
action: receive
channel:
$ref: '#/channels/qfex'
summary: Subscribe to a data stream
messages:
- $ref: '#/channels/qfex/messages/subscribeOpenInterest'
subscribeMinmaxPriceStream:
action: receive
channel:
$ref: '#/channels/qfex'
summary: Subscribe to a data stream
messages:
- $ref: '#/channels/qfex/messages/subscribeMinmaxPrice'
subscribeMarketStatsStream:
action: receive
channel:
$ref: '#/channels/qfex'
summary: Subscribe to consolidated market statistics
messages:
- $ref: '#/channels/qfex/messages/subscribeMarketStats'
receiveUpdates:
action: send
channel:
$ref: '#/channels/qfex'
summary: Receive all update messages and events
messages:
- $ref: '#/channels/qfex/messages/orderBookUpdate'
- $ref: '#/channels/qfex/messages/tradeUpdate'
- $ref: '#/channels/qfex/messages/candleUpdate'
- $ref: '#/channels/qfex/messages/bboUpdate'
- $ref: '#/channels/qfex/messages/underlierUpdate'
- $ref: '#/channels/qfex/messages/markPriceUpdate'
- $ref: '#/channels/qfex/messages/fundingRateUpdate'
- $ref: '#/channels/qfex/messages/openInterestUpdate'
- $ref: '#/channels/qfex/messages/minmaxPriceUpdate'
- $ref: '#/channels/qfex/messages/marketStatsUpdate'
components:
messageTraits:
commonHeaders:
headers:
type: object
properties:
x-qfex-client:
type: string
description: Client identifier
operationTraits:
websocket:
bindings:
ws: {}
messages:
SubscribeOrderBookCommand:
name: subscribe_level2
title: level2
summary: Subscribe to the order book
contentType: application/json
traits:
- $ref: '#/components/messageTraits/commonHeaders'
payload:
$ref: '#/components/schemas/SubscribeOrderBookCommand'
SubscribeTradesCommand:
name: subscribe_trades
title: trade
summary: Subscribe to public trades
contentType: application/json
traits:
- $ref: '#/components/messageTraits/commonHeaders'
payload:
$ref: '#/components/schemas/SubscribeTradesCommand'
SubscribeCandlesCommand:
name: subscribe_candles
title: candle
summary: Subscribe to candles
contentType: application/json
traits:
- $ref: '#/components/messageTraits/commonHeaders'
payload:
$ref: '#/components/schemas/SubscribeCandlesCommand'
SubscribeBboCommand:
name: subscribe_bbo
title: bbo
summary: Subscribe to best bid and offer
contentType: application/json
traits:
- $ref: '#/components/messageTraits/commonHeaders'
payload:
$ref: '#/components/schemas/SubscribeBboCommand'
SubscribeUnderlierCommand:
name: subscribe_underlier
title: underlier
summary: Subscribe to underlier
contentType: application/json
traits:
- $ref: '#/components/messageTraits/commonHeaders'
payload:
$ref: '#/components/schemas/SubscribeUnderlierCommand'
SubscribeMarkPriceCommand:
name: subscribe_mark_price
title: mark_price
summary: Subscribe to mark price
contentType: application/json
traits:
- $ref: '#/components/messageTraits/commonHeaders'
payload:
$ref: '#/components/schemas/SubscribeMarkPriceCommand'
SubscribeFundingRateCommand:
name: subscribe_funding
title: funding
summary: Subscribe to funding rate
contentType: application/json
traits:
- $ref: '#/components/messageTraits/commonHeaders'
payload:
$ref: '#/components/schemas/SubscribeFundingRateCommand'
SubscribeOpenInterestCommand:
name: subscribe_open_interest
title: open_interest
summary: Subscribe to open interest
contentType: application/json
traits:
- $ref: '#/components/messageTraits/commonHeaders'
payload:
$ref: '#/components/schemas/SubscribeOpenInterestCommand'
SubscribeMinmaxPriceCommand:
name: subscribe_minmax_price
title: minmax_price
summary: Subscribe to minmax price
contentType: application/json
traits:
- $ref: '#/components/messageTraits/commonHeaders'
payload:
$ref: '#/components/schemas/SubscribeMinmaxPriceCommand'
SubscribeMarketStatsCommand:
name: subscribe_market_stats
title: market_stats
summary: Subscribe to consolidated market statistics
contentType: application/json
traits:
- $ref: '#/components/messageTraits/commonHeaders'
payload:
$ref: '#/components/schemas/SubscribeMarketStatsCommand'
OrderBookUpdate:
name: level2_update
title: level2
summary: Changes in the L2 order book
contentType: application/json
traits:
- $ref: '#/components/messageTraits/commonHeaders'
payload:
$ref: '#/components/schemas/OrderBookUpdate'
TradeUpdate:
name: trade_update
title: trades
summary: Public trades
contentType: application/json
traits:
- $ref: '#/components/messageTraits/commonHeaders'
payload:
$ref: '#/components/schemas/TradeUpdate'
CandleUpdate:
name: candle_update
title: candle
summary: Candle updates over various intervals
contentType: application/json
traits:
- $ref: '#/components/messageTraits/commonHeaders'
payload:
$ref: '#/components/schemas/CandleUpdate'
BboUpdate:
name: bbo_update
title: bbo
summary: Best bid and offer updates
contentType: application/json
traits:
- $ref: '#/components/messageTraits/commonHeaders'
payload:
$ref: '#/components/schemas/BboUpdate'
UnderlierUpdate:
name: underlier_update
title: underlier
summary: Underlier updates
contentType: application/json
traits:
- $ref: '#/components/messageTraits/commonHeaders'
payload:
$ref: '#/components/schemas/UnderlierUpdate'
MarkPriceUpdate:
name: mark_price_update
title: mark_price
summary: Mark price updates
contentType: application/json
traits:
- $ref: '#/components/messageTraits/commonHeaders'
payload:
$ref: '#/components/schemas/MarkPriceUpdate'
FundingRateUpdate:
name: funding_update
title: funding
summary: Funding rate updates
contentType: application/json
traits:
- $ref: '#/components/messageTraits/commonHeaders'
payload:
$ref: '#/components/schemas/FundingRateUpdate'
OpenInterestUpdate:
name: open_interest_update
title: open_interest
summary: Open Interest updates
contentType: application/json
traits:
- $ref: '#/components/messageTraits/commonHeaders'
payload:
$ref: '#/components/schemas/OpenInterestUpdate'
MinmaxPriceUpdate:
name: minmax_price_update
title: minmax_price
summary: Minmax Price updates
contentType: application/json
traits:
- $ref: '#/components/messageTraits/commonHeaders'
payload:
$ref: '#/components/schemas/MinmaxPriceUpdate'
MarketStatsUpdate:
name: market_stats_update
title: market_stats
summary: Consolidated market statistics updates
contentType: application/json
traits:
- $ref: '#/components/messageTraits/commonHeaders'
payload:
$ref: '#/components/schemas/MarketStatsUpdate'
schemas:
MessageEnvelope:
type: object
properties:
type:
type: string
connection_id:
type: string
message_id:
type: integer
channel:
type: string
id:
type: string
required:
- type
- connection_id
- message_id
SubscribeOrderBookCommand:
type: object
properties:
type:
type: string
enum:
- unsubscribe
- subscribe
channels:
type: array
items:
type: string
enum:
- level2
symbols:
type: array
items:
type: string
description: Trading pairs, e.g. "AAPL-USD", can also use "*" for all symbols
required:
- type
- channels
- symbols
examples:
- type: subscribe
channels:
- level2
symbols:
- AAPL-USD
SubscribeTradesCommand:
type: object
properties:
type:
type: string
enum:
- unsubscribe
- subscribe
channels:
type: array
items:
type: string
enum:
- trade
symbols:
type: array
items:
type: string
description: Trading pairs, e.g. "AAPL-USD", can also use "*" for all symbols
required:
- type
- channels
- symbols
examples:
- type: subscribe
channels:
- trade
symbols:
- AAPL-USD
SubscribeCandlesCommand:
type: object
properties:
type:
type: string
enum:
- unsubscribe
- subscribe
channels:
type: array
items:
type: string
enum:
- candle
description: candle
symbols:
type: array
items:
type: string
description: Symbol/Interval, e.g. "AAPL-USD/1MIN"
intervals:
type: array
items:
type: string
enum:
- 1MIN
- 5MINS
- 15MINS
- 1HOUR
- 4HOURS
- 1DAY
description: Candle intervals, e.g. "1MIN"
required:
- type
- channels
- symbols
- intervals
examples:
- type: subscribe
channels:
- candle
symbols:
- AAPL-USD
intervals:
- 1MIN
SubscribeBboCommand:
type: object
properties:
type:
type: string
enum:
- unsubscribe
- subscribe
channels:
type: array
items:
type: string
enum:
- bbo
description: bbo
symbols:
type: array
items:
type: string
description: Trading pairs, e.g. "AAPL-USD"
required:
- type
- channels
- symbols
examples:
- type: subscribe
channels:
- bbo
symbols:
- AAPL-USD
SubscribeUnderlierCommand:
type: object
properties:
type:
type: string
enum:
- unsubscribe
- subscribe
channels:
type: array
items:
type: string
enum:
- underlier
description: underlier
symbols:
type: array
items:
type: string
description: Trading pairs, e.g. "AAPL-USD"
required:
- type
- channels
- symbols
examples:
- type: subscribe
channels:
- underlier
symbols:
- AAPL-USD
SubscribeMarkPriceCommand:
type: object
properties:
type:
type: string
enum:
- unsubscribe
- subscribe
channels:
type: array
items:
type: string
enum:
- mark_price
description: mark_price
symbols:
type: array
items:
type: string
description: Trading pairs, e.g. "AAPL-USD"
required:
- type
- channels
- symbols
examples:
- type: subscribe
channels:
- mark_price
symbols:
- AAPL-USD
SubscribeFundingRateCommand:
type: object
properties:
type:
type: string
enum:
- unsubscribe
- subscribe
channels:
type: array
items:
type: string
enum:
- funding
description: funding
symbols:
type: array
items:
type: string
description: Trading pairs, e.g. "AAPL-USD"
required:
- type
- channels
- symbols
examples:
- type: subscribe
channels:
- funding
symbols:
- AAPL-USD
SubscribeOpenInterestCommand:
type: object
properties:
type:
type: string
enum:
- unsubscribe
- subscribe
channels:
type: array
items:
type: string
enum:
- open_interest
description: open_interest
symbols:
type: array
items:
type: string
description: Trading pairs, e.g. "AAPL-USD"
required:
- type
- channels
- symbols
examples:
- type: subscribe
channels:
- open_interest
symbols:
- AAPL-USD
SubscribeMinmaxPriceCommand:
type: object
properties:
type:
type: string
enum:
- unsubscribe
- subscribe
channels:
type: array
items:
type: string
enum:
- minmax_price
description: minmax_price
symbols:
type: array
items:
type: string
description: Trading pairs, e.g. "AAPL-USD"
required:
- type
- channels
- symbols
examples:
- type: subscribe
channels:
- minmax_price
symbols:
- AAPL-USD
SubscribeMarketStatsCommand:
type: object
properties:
type:
type: string
enum:
- unsubscribe
- subscribe
channels:
type: array
items:
type: string
enum:
- market_stats
description: market_stats
symbols:
type: array
items:
type: string
description: Trading pairs, e.g. "AAPL-USD", can also use "*" for all symbols
required:
- type
- channels
- symbols
examples:
- type: subscribe
channels:
- market_stats
symbols:
- '*'
OrderBookUpdate:
examples:
- type: level2
symbol: AAPL-USD
time: '2025-08-20T09:26:36.861195808Z'
bid:
- - '564.1'
- '0.1'
- - '560.3'
- '0.001'
ask:
- - '566.2'
- '2.118'
- - '566.3'
- '2.119'
sig_figs: 2
allOf:
- $ref: '#/components/schemas/MessageEnvelope'
- type: object
properties:
contents:
type: array
items:
$ref: '#/components/schemas/OrderBookPayload'
TradeUpdate:
examples:
- type: trade
trade_id: ab59768f-f81e-4535-80c0-7b35f6709704
time: '2025-08-20T09:26:36.861195808Z'
symbol: PLTR-USD
size: '0.100000'
price: '157.025000'
side: SELL
execution_type: T
allOf:
- $ref: '#/components/schemas/MessageEnvelope'
- type: object
properties:
contents:
type: array
items:
$ref: '#/components/schemas/TradePayload'
CandleUpdate:
examples:
- type: candle
symbol: PLTR-USD
start: '2025-08-20T09:27:00Z'
resolution: 1MIN
low: '155.700000'
high: '157.225000'
open: '156.475000'
close: '156.900000'
usdVolume: 16700
trades: 16
allOf:
- $ref: '#/components/schemas/MessageEnvelope'
- type: object
properties:
contents:
type: array
items:
$ref: '#/components/schemas/CandlePayload'
BboUpdate:
examples:
- type: bbo
symbol: AAPL-USD
time: '2025-08-20T09:26:36.861195808Z'
bid:
- - '564.1'
- '2.126'
ask:
- - '566.2'
- '2.118'
allOf:
- $ref: '#/components/schemas/MessageEnvelope'
- type: object
properties:
contents:
type: array
items:
$ref: '#/components/schemas/BboPayload'
UnderlierUpdate:
examples:
- type: underlier
symbol: AAPL-USD
price: '437.45'
time: '2025-05-08T20:52:48.000Z'
source: external
allOf:
- $ref: '#/components/schemas/MessageEnvelope'
- type: object
properties:
contents:
type: array
items:
$ref: '#/components/schemas/UnderlierPayload'
MarkPriceUpdate:
examples:
- type: mark_price
symbol: AAPL-USD
price: '437.45'
time: '2025-05-08T20:52:48.000Z'
allOf:
- $ref: '#/components/schemas/MessageEnvelope'
- type: object
properties:
contents:
type: array
items:
$ref: '#/components/schemas/MarkPricePayload'
FundingRateUpdate:
examples:
- type: funding
symbol: AAPL-USD
funding_rate: '0.21'
time_remaining: 32 //in seconds
time: '2025-05-08T20:52:48.000Z'
allOf:
- $ref: '#/components/schemas/MessageEnvelope'
- type: object
properties:
contents:
type: array
items:
$ref: '#/components/schemas/FundingRatePayload'
OpenInterestUpdate:
examples:
- type: open_interest
symbol: AAPL-USD
open_interest: '1000000'
time: '2025-05-08T20:52:48.000Z'
allOf:
- $ref: '#/components/schemas/MessageEnvelope'
- type: object
properties:
contents:
type: array
items:
$ref: '#/components/schemas/OpenInterestPayload'
MinmaxPriceUpdate:
examples:
- type: minmax_price
symbol: AAPL-USD
min_price: '400.00'
max_price: '450.00'
time: '2025-05-08T20:52:48.000Z'
allOf:
- $ref: '#/components/schemas/MessageEnvelope'
- type: object
properties:
contents:
type: array
items:
$ref: '#/components/schemas/MinmaxPricePayload'
MarketStatsUpdate:
examples:
- type: market_stats
sequence: 30272540
time: '2025-09-04T09:26:40Z'
symbol: '*'
bbos:
- time: '2025-09-04T09:26:39.545268322Z'
symbol: AAPL-USD
bid:
- - '10101.1'
- '0.4505414'
ask:
- - '10102.55'
- '0.57753524'
mark_prices:
- time: '2025-09-04T09:26:39.545268322Z'
symbol: AAPL-USD
price: '10102'
open_interests:
- time: '2025-09-04T09:26:39.545268322Z'
symbol: AAPL-USD
open_interest: '12.5'
daily_volumes:
- symbol: AAPL-USD
volume: '12.5'
allOf:
- $ref: '#/components/schemas/MessageEnvelope'
- type: object
properties:
contents:
type: array
items:
$ref: '#/components/schemas/MarketStatsPayload'
BboPayload:
type: object
properties:
time:
type: string
format: date-time
symbol:
type: string
bid:
type: array
items:
type: array
items:
type: string
minItems: 2
maxItems: 2
ask:
type: array
items:
type: array
items:
type: string
minItems: 2
maxItems: 2
UnderlierPayload:
type: object
properties:
time:
type: string
format: date-time
symbol:
type: string
price:
type: string
source:
type: string
enum:
- internal
- external
FundingRatePayload:
type: object
properties:
time:
type: string
format: date-time
symbol:
type: string
funding_rate:
type: string
time_remaining:
type: integer
MarkPricePayload:
type: object
properties:
time:
type: string
format: date-time
symbol:
type: string
price:
type: string
OpenInterestPayload:
type: object
properties:
time:
type: string
format: date-time
symbol:
type: string
open_interest:
type: string
MinmaxPricePayload:
type: object
properties:
time:
type: string
format: date-time
symbol:
type: string
min_price:
type: string
max_price:
type: string
MarketStatsPayload:
type: object
properties:
time:
type: string
format: date-time
symbol:
type: string
description: Requested symbol or "*" for wildcard subscriptions
bbos:
type: array
items:
$ref: '#/components/schemas/BboPayload'
mark_prices:
type: array
items:
$ref: '#/components/schemas/MarkPricePayload'
open_interests:
type: array
items:
$ref: '#/components/schemas/OpenInterestPayload'
daily_volumes:
type: array
items:
$ref: '#/components/schemas/DailyVolumePayload'
DailyVolumePayload:
type: object
properties:
symbol:
type: string
volume:
type: string
OrderBookPayload:
type: object
properties:
time:
type: string
format: date-time
symbol:
type: string
bid:
type: array
items:
type: array
items:
type: string
minItems: 2
maxItems: 2
ask:
type: array
items:
type: array
items:
type: string
minItems: 2
maxItems: 2
sig_figs:
type: integer
TradePayload:
type: object
properties:
trade_id:
type: string
time:
type: string
format: date-time
symbol:
type: string
size:
type: string
price:
type: string
side:
type: string
execution_type:
type: string
CandlePayload:
type: object
properties:
start:
type: string
format: date-time
symbol:
type: string
resolution:
type: string
open:
type: string
high:
type: string
low:
type: string
close:
type: string
usdVolume:
type: integer
trades:
type: integer
BalancePayload:
type: object
properties:
deposit:
type: number
realised_pnl:
type: number
unrealised_pnl:
type: number
order_margin:
type: number
position_margin:
type: number
available_balance:
type: number
PositionPayload:
type: object
properties:
symbol:
type: string
position:
type: number
average_price:
type: number
PnlEntryPayload:
type: object
properties:
user_id:
type: string
available_balance:
type: number
realised_pnl:
type: number