Auction Feed

asyncapi: 3.0.0
info:
  title: Auction Feed
  version: 1.0.0
  description: |
    The Auction Feed provides real-time auction data for markets with auctions enabled.

    Two topics are available:

    - `noii` - Net Order Imbalance Indicator (NOII) updates. Available during the Lockdown phase only, providing periodic snapshots of indicative clearing price, imbalance direction/quantity, and matched volume. A final `CROSS` event is sent when the auction cross completes.
    - `phase` - Auction phase transition notifications. Sends events when the auction starts (`AUCTION_STARTED`), enters lockdown (`AUCTION_LOCKDOWN`), is postponed (`AUCTION_CROSS_POSTPONED`), or completes (`AUCTION_CROSS_COMPLETED`).

    ```
    /trading-api/v1/market-data/auction
    ```
servers:
  prod-public:
    host: api.exchange.bullish.com
    protocol: wss
    description: Production / Public
  prod-registered:
    host: registered.api.exchange.bullish.com
    protocol: wss
    description: Production / Registered
  prod-direct:
    host: prod.access.bullish.com
    protocol: wss
    description: Production / Direct Connect
  simnext-public:
    host: api.simnext.bullish-test.com
    protocol: wss
    description: SimNext / Public
  simnext-registered:
    host: registered.api.simnext.bullish-test.com
    protocol: wss
    description: SimNext / Registered
  simnext-direct:
    host: simnext.access.bullish.com
    protocol: wss
    description: SimNext / Direct Connect

channels:
  data:
    address: /trading-api/v1/market-data/auction
    messages:
      subscribe:
        title: Subscription
        summary: Let you subscribe to a given topic
        payload:
          type: object
          required:
            - jsonrpc
            - type
            - method
            - params
            - id
          properties:
            method:
              type: string
              description: '"subscribe"'
              example: subscribe
            jsonrpc:
              $ref: "#/components/schemas/AuctionJsonRpcVersion"
            id:
              $ref: "#/components/schemas/AuctionJsonRpcRequestId"
            type:
              $ref: "#/components/schemas/AuctionJsonRpcCommandType"
            params:
              type: object
              required:
                - topic
                - symbol
              properties:
                topic:
                  type: string
                  description: '"noii" or "phase"'
                  example: noii
                symbol:
                  type: string
                  description: Market symbol, such as BTCUSDC
                  example: BTCUSDC
      subscribe-ack:
        title: Acknowledgment
        summary: Confirm the topic being subscribed
        payload:
          type: object
          properties:
            jsonrpc:
              $ref: "#/components/schemas/AuctionJsonRpcVersion"
            id:
              $ref: "#/components/schemas/AuctionJsonRpcRequestId"
            result:
              type: object
              properties:
                responseCodeName:
                  type: string
                  description: '"OK"'
                  example: OK
                responseCode:
                  type: string
                  description: "200"
                  example: "200"
                message:
                  type: string
                  description: Confirmation of what has been subscribed
                  example: Successfully subscribed (noii BTCUSDC)
      subscribe-msg-0-noii:
        title: NOII Snapshot
        summary: Initial NOII state on subscribe
        payload:
          type: object
          properties:
            type:
              type: string
              description: '"snapshot"'
              example: snapshot
            dataType:
              type: string
              description: '"V1TANoii"'
              example: V1TANoii
            data:
              type: array
              description: List of NOII entries
              items:
                $ref: "#/components/schemas/AuctionNoii"
      subscribe-msg-1-noii:
        title: NOII Update
        summary: Net Order Imbalance Indicator update during lockdown or cross result
        payload:
          type: object
          properties:
            type:
              type: string
              description: '"update"'
              example: update
            dataType:
              type: string
              description: '"V1TANoii"'
              example: V1TANoii
            data:
              description: A single NOII entry
              type: object
              properties:
                auctionId:
                  type: string
                  description: Auction identifier
                eventType:
                  type: string
                  description: UPDATE (periodic NOII during lockdown) or CROSS (auction cross completed)
                  enum:
                    - UPDATE
                    - CROSS
                  example: UPDATE
                symbol:
                  type: string
                  description: Market symbol
                  example: BTCUSDC
                timestamp:
                  type: string
                  description: Event timestamp, ISO 8601 with millisecond as string
                clearingPrice:
                  type: string
                  description: Final clearing price (applicable for CROSS eventType)
                farPrice:
                  type: string
                  description: Indicative clearing price from auction orders (applicable for UPDATE eventType)
                referencePrice:
                  type: string
                  description: Last Trade Price on Regular Continuous Orderbook; if not available, then Index Price
                imbalanceDirection:
                  type: string
                  description: BUY, SELL, or NONE
                  enum:
                    - BUY
                    - SELL
                    - NONE
                  example: BUY
                imbalanceQuantity:
                  type: string
                  description: Imbalance quantity
                pairedQuantity:
                  type: string
                  description: Matched volume
      subscribe-msg-0-phase:
        title: Phase Snapshot
        summary: Initial auction phase state on subscribe
        payload:
          type: object
          properties:
            type:
              type: string
              description: '"snapshot"'
              example: snapshot
            dataType:
              type: string
              description: '"V1TAAuctionPhase"'
              example: V1TAAuctionPhase
            data:
              type: array
              description: Current auction phase
              items:
                $ref: "#/components/schemas/AuctionPhase"
      subscribe-msg-1-phase:
        title: Phase Update
        summary: Auction phase transition notification
        payload:
          type: object
          properties:
            type:
              type: string
              description: '"update"'
              example: update
            dataType:
              type: string
              description: '"V1TAAuctionPhase"'
              example: V1TAAuctionPhase
            data:
              description: A single phase update
              type: object
              properties:
                auctionId:
                  type: string
                  description: Auction identifier
                eventType:
                  type: string
                  description: AUCTION_STARTED, AUCTION_LOCKDOWN, AUCTION_CROSS_POSTPONED, or AUCTION_CROSS_COMPLETED
                  enum:
                    - AUCTION_STARTED
                    - AUCTION_LOCKDOWN
                    - AUCTION_CROSS_POSTPONED
                    - AUCTION_CROSS_COMPLETED
                  example: AUCTION_STARTED
                phase:
                  type: string
                  description: Current auction phase
                  enum:
                    - ACCUMULATION
                    - LOCKDOWN
                    - CROSS
                    - COOLING
                  example: ACCUMULATION
                symbol:
                  type: string
                  description: Market symbol
                  example: BTCUSDC
                timestamp:
                  type: string
                  description: Event timestamp, ISO 8601 with millisecond as string
                startTime:
                  type: string
                  description: Accumulation start time, ISO 8601 with millisecond as string
                lockdownTime:
                  type: string
                  description: Lockdown start time, ISO 8601 with millisecond as string
                scheduledCrossTime:
                  type: string
                  description: Scheduled cross time, ISO 8601 with millisecond as string
                createAuctionOrderEnabled:
                  type: boolean
                  description: Whether new auction orders can be placed in the current phase
                amendAuctionOrderEnabled:
                  type: boolean
                  description: Whether existing auction orders can be amended in the current phase
                cancelAuctionOrderEnabled:
                  type: boolean
                  description: Whether existing auction orders can be cancelled in the current phase
                message:
                  type: string
                  description: Optional message (e.g. reason for postponement)
                createdAt:
                  type: string
                  description: denotes the time the phase event was created, ISO 8601 with millisecond as string
                updatedAt:
                  type: string
                  description: denotes the time the phase event was last updated, ISO 8601 with millisecond as string
      subscribe-nack:
        title: Rejection
        summary: Explain why the topic could not be subscribed
        payload:
          type: object
          properties:
            jsonrpc:
              $ref: "#/components/schemas/AuctionJsonRpcVersion"
            id:
              $ref: "#/components/schemas/AuctionJsonRpcRequestId"
            error:
              type: object
              properties:
                code:
                  type: string
                  description: a high-level code for the error
                  example: "-32602"
                errorCode:
                  type: string
                  description: a precise typed error code
                  example: "29013"
                errorCodeName:
                  type: string
                  description: An explanation of which value was invalid
                  example: "'abcde' is not a valid topic"
      keepalive-ping:
        title: Keepalive Ping
        payload:
          type: object
          required:
            - jsonrpc
            - type
            - method
            - params
            - id
          properties:
            method:
              type: string
              description: '"keepalivePing"'
              example: keepalivePing
            params:
              type: object
            jsonrpc:
              $ref: "#/components/schemas/AuctionJsonRpcVersion"
            id:
              $ref: "#/components/schemas/AuctionJsonRpcRequestId"
            type:
              $ref: "#/components/schemas/AuctionJsonRpcCommandType"
      keepalive-pong:
        title: Keepalive Pong
        payload:
          type: object
          properties:
            jsonrpc:
              $ref: "#/components/schemas/AuctionJsonRpcVersion"
            id:
              $ref: "#/components/schemas/AuctionJsonRpcRequestId"
            result:
              type: object
              properties:
                responseCodeName:
                  type: string
                  description: '"OK"'
                  example: OK
                responseCode:
                  type: integer
                  description: "200"
                  example: 200
                message:
                  type: string
                  description: '"Keep alive pong"'
                  example: Keep alive pong
operations:
  subscribe:
    action: send
    channel:
      $ref: "#/channels/data"
    description: |
      ## Subscribe
      Multiple subscriptions could be opened within the same websocket.

      The auction data of different markets to be subscribed are controlled by the parameters in
      the subscription message listed below.

      Two topics are available:
      - `noii` — Net Order Imbalance Indicator updates (available during Lockdown phase only)
      - `phase` — Auction phase transition notifications
    messages:
      - $ref: "#/channels/data/messages/subscribe"
  receive-noii:
    action: receive
    channel:
      $ref: "#/channels/data"
    description: |
      ## Receive NOII
    messages:
      - $ref: "#/channels/data/messages/subscribe-msg-0-noii"
      - $ref: "#/channels/data/messages/subscribe-msg-1-noii"
  receive-phase:
    action: receive
    channel:
      $ref: "#/channels/data"
    description: |
      ## Receive Phase
    messages:
      - $ref: "#/channels/data/messages/subscribe-msg-0-phase"
      - $ref: "#/channels/data/messages/subscribe-msg-1-phase"
  subscribe-nack:
    action: receive
    channel:
      $ref: "#/channels/data"
    description: In case of *invalid* subscription message, an error rejection would be sent.
    messages:
      - $ref: "#/channels/data/messages/subscribe-nack"
  keepalive-ping:
    action: send
    channel:
      $ref: "#/channels/data"
    description: |
      ## Keepalive
      In case nothing is subscribed to, keep the websocket connection alive.
    messages:
      - $ref: "#/channels/data/messages/keepalive-ping"
  keepalive-pong:
    action: receive
    channel:
      $ref: "#/channels/data"
    description: |
      Acknowledgement returned by the server in response to a keepalive-ping.
    messages:
      - $ref: "#/channels/data/messages/keepalive-pong"
components:
  schemas:
    AuctionNoii:
      type: object
      properties:
        auctionId:
          type: string
          description: Auction identifier
        eventType:
          type: string
          description: UPDATE (periodic NOII during lockdown) or CROSS (auction cross completed)
          enum:
            - UPDATE
            - CROSS
          example: UPDATE
        symbol:
          type: string
          description: Market symbol
          example: BTCUSDC
        timestamp:
          type: string
          description: Event timestamp, ISO 8601 with millisecond as string
        clearingPrice:
          type: string
          description: Final clearing price (applicable for CROSS eventType)
        farPrice:
          type: string
          description: Indicative clearing price from auction orders (applicable for UPDATE eventType)
        referencePrice:
          type: string
          description: Last Trade Price on Regular Continuous Orderbook; if not available, then Index Price
        imbalanceDirection:
          type: string
          description: BUY, SELL, or NONE
          enum:
            - BUY
            - SELL
            - NONE
          example: BUY
        imbalanceQuantity:
          type: string
          description: Imbalance quantity
        pairedQuantity:
          type: string
          description: Matched volume
    AuctionPhase:
      type: object
      properties:
        auctionId:
          type: string
          description: Auction identifier
        eventType:
          type: string
          description: AUCTION_STARTED, AUCTION_LOCKDOWN, AUCTION_CROSS_POSTPONED, or AUCTION_CROSS_COMPLETED
          enum:
            - AUCTION_STARTED
            - AUCTION_LOCKDOWN
            - AUCTION_CROSS_POSTPONED
            - AUCTION_CROSS_COMPLETED
          example: AUCTION_STARTED
        phase:
          type: string
          description: Current auction phase
          enum:
            - ACCUMULATION
            - LOCKDOWN
            - CROSS
            - COOLING
          example: ACCUMULATION
        symbol:
          type: string
          description: Market symbol
          example: BTCUSDC
        timestamp:
          type: string
          description: Event timestamp, ISO 8601 with millisecond as string
        startTime:
          type: string
          description: Accumulation start time, ISO 8601 with millisecond as string
        lockdownTime:
          type: string
          description: Lockdown start time, ISO 8601 with millisecond as string
        scheduledCrossTime:
          type: string
          description: Scheduled cross time, ISO 8601 with millisecond as string
        createAuctionOrderEnabled:
          type: boolean
          description: Whether new auction orders can be placed in the current phase
        amendAuctionOrderEnabled:
          type: boolean
          description: Whether existing auction orders can be amended in the current phase
        cancelAuctionOrderEnabled:
          type: boolean
          description: Whether existing auction orders can be cancelled in the current phase
        message:
          type: string
          description: Optional message (e.g. reason for postponement)
        createdAt:
          type: string
          description: denotes the time the phase event was created, ISO 8601 with millisecond as string
        updatedAt:
          type: string
          description: denotes the time the phase event was last updated, ISO 8601 with millisecond as string
    AuctionJsonRpcRequestId:
      type: string
      description: Request identifier
      example: "1"
    AuctionJsonRpcVersion:
      type: string
      description: '"2.0"'
      example: "2.0"
    AuctionJsonRpcCommandType:
      description: '"command"'
      example: command