Anonymous Trades

asyncapi: 3.0.0
info:
  title: Anonymous Trades
  version: 1.0.0
  description: |
    This allows simultaneous trade subscriptions to multiple markets. Additionally, instead of sending trades one by one, trades are sent in batches.

    Upon subscribing to a market, the client will first receive a snapshot of the latest 100 trades, followed by batches of trade updates.

    Anonymous trades from different markets to be subscribed to are controlled by the parameters in the subscription message listed below.

    ```
    /trading-api/v1/market-data/trades
    ```
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/trades
    messages:
      subscribe:
        title: Subscription
        summary: Let you subscribe to a given topic
        payload:
          type: object
          required:
            - id
            - method
            - params
          properties:
            method:
              type: string
              description: '"subscribe"'
              example: subscribe
            id:
              $ref: "#/components/schemas/MarketDataTradesJsonRpcRequestId"
            jsonrpc:
              $ref: "#/components/schemas/MarketDataTradesJsonRpcVersion"
            type:
              $ref: "#/components/schemas/MarketDataTradesJsonRpcCommandType"
            params:
              $ref: "#/components/schemas/MarketDataTradesTopicSubscriptionParams"
      subscribe-ack:
        title: Acknowledgment
        summary: Confirm the topic being subscribed
        payload:
          type: object
          properties:
            id:
              $ref: "#/components/schemas/MarketDataTradesJsonRpcRequestId"
            jsonrpc:
              $ref: "#/components/schemas/MarketDataTradesJsonRpcVersion"
            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 (anonymousTrades BTCUSD)
      subscribe-msg-0:
        title: Snapshot
        summary: Initial full state of the subscribed trade data
        payload:
          type: object
          properties:
            type:
              type: string
              description: '"snapshot"'
              example: snapshot
            dataType:
              type: string
              description: '"V1TAAnonymousTradeUpdate"'
              example: V1TAAnonymousTradeUpdate
            data:
              type: object
              properties:
                symbol:
                  type: string
                  description: Market symbol
                createdAtDatetime:
                  type: string
                  description: Denotes the time the latest order was ACK'd by the exchange, ISO 8601 with millisecond as string
                publishedAtTimestamp:
                  type: string
                  description: Denotes the time the update was broadcasted to connected WebSockets
                trades:
                  type: array
                  items:
                    $ref: "#/components/schemas/MarketDataTradesAnonymousTrade"
                  description: List of trades
                  example:
                    - tradeId: "100069000000063765"
                      isTaker: true
                      price: "23404.8636"
                      createdAtTimestamp: "1721879160353"
                      quantity: "0.00029411"
                      publishedAtTimestamp: "1721879162124"
                      side: SELL
                      createdAtDatetime: "2024-07-25T03:46:00.353Z"
                      symbol: BTCUSDC
                      otcMatchId: "1"
                      otcTradeId: "200069000000063765"
                      clientOtcTradeId: "300069000000063765"
                    - tradeId: "100069000000063764"
                      isTaker: false
                      price: "23104.8636"
                      createdAtTimestamp: "1721879160355"
                      quantity: "0.00029412"
                      publishedAtTimestamp: "1721879162125"
                      side: BUY
                      createdAtDatetime: "2024-07-25T03:46:00.355Z"
                      symbol: ETHUSDC
                      otcMatchId: "2"
                      otcTradeId: "200069000000063766"
                      clientOtcTradeId: "300069000000063766"
      subscribe-msg-1:
        title: Update
        summary: Incremental update to the subscribed trade data
        payload:
          type: object
          properties:
            type:
              type: string
              description: '"update"'
              example: update
            dataType:
              type: string
              description: '"V1TAAnonymousTradeUpdate"'
              example: V1TAAnonymousTradeUpdate
            data:
              type: object
              properties:
                symbol:
                  type: string
                  description: Market symbol
                createdAtDatetime:
                  type: string
                  description: Denotes the time the latest order was ACK'd by the exchange, ISO 8601 with millisecond as string
                publishedAtTimestamp:
                  type: string
                  description: Denotes the time the update was broadcasted to connected WebSockets
                trades:
                  type: array
                  items:
                    $ref: "#/components/schemas/MarketDataTradesAnonymousTrade"
                  description: Singleton-List of trades
                  example:
                    - tradeId: "100069000000063765"
                      isTaker: true
                      price: "23404.8636"
                      createdAtTimestamp: "1721879160353"
                      quantity: "0.00029411"
                      publishedAtTimestamp: "1721879162124"
                      side: SELL
                      createdAtDatetime: "2024-07-25T03:46:00.353Z"
                      symbol: BTCUSDC
                      otcMatchId: "1"
                      otcTradeId: "200069000000063765"
                      clientOtcTradeId: "300069000000063765"
      subscribe-nack:
        title: Rejection
        summary: Explain why the topic could not be subscribed
        payload:
          $ref: "#/components/schemas/MarketDataTradesRejectionPayload"
      keepalive-ping:
        title: Keepalive Ping
        payload:
          type: object
          required:
            - id
            - method
            - params
          properties:
            method:
              type: string
              description: '"keepalivePing"'
              example: keepalivePing
            params:
              type: object
            id:
              $ref: "#/components/schemas/MarketDataTradesJsonRpcRequestId"
            jsonrpc:
              $ref: "#/components/schemas/MarketDataTradesJsonRpcVersion"
            type:
              $ref: "#/components/schemas/MarketDataTradesJsonRpcCommandType"
      keepalive-pong:
        title: Keepalive Pong
        payload:
          type: object
          properties:
            id:
              $ref: "#/components/schemas/MarketDataTradesJsonRpcRequestId"
            jsonrpc:
              $ref: "#/components/schemas/MarketDataTradesJsonRpcVersion"
            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
      unsubscribe:
        title: Unsubscription
        summary: Let you unsubscribe to a given index
        payload:
          type: object
          required:
            - id
            - method
            - params
          properties:
            method:
              type: string
              description: '"unsubscribe"'
              example: unsubscribe
            id:
              $ref: "#/components/schemas/MarketDataTradesJsonRpcRequestId"
            jsonrpc:
              $ref: "#/components/schemas/MarketDataTradesJsonRpcVersion"
            type:
              $ref: "#/components/schemas/MarketDataTradesJsonRpcCommandType"
            params:
              $ref: "#/components/schemas/MarketDataTradesTopicSubscriptionParams"
      unsubscribe-ack:
        title: Acknowledgment
        summary: Confirm the topic being unsubscribed
        payload:
          type: object
          properties:
            id:
              $ref: "#/components/schemas/MarketDataTradesJsonRpcRequestId"
            jsonrpc:
              $ref: "#/components/schemas/MarketDataTradesJsonRpcVersion"
            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 unsubscribed
                  example: Successfully unsubscribed (anonymousTrades BTCUSD)
      unsubscribe-nack:
        title: Rejection
        summary: Explain why the topic could not be unsubscribed
        payload:
          $ref: "#/components/schemas/MarketDataTradesRejectionPayload"
operations:
  subscribe:
    action: send
    channel:
      $ref: "#/channels/data"
    description: |
      ## Subscribe
      Multiple subscriptions could be opened within the same websocket.

      The trades of different markets to be subscribed are controlled by the parameters in
      the subscription message listed below.
    messages:
      - $ref: "#/channels/data/messages/subscribe"
  subscribe-ack:
    action: receive
    channel:
      $ref: "#/channels/data"
    description: |
      After subscribing, the server sends :
      - an acknowledgement
      - then an initial snapshot with the latest 100 trades upon subscription.
      - followed by incremental updates.
    messages:
      - $ref: "#/channels/data/messages/subscribe-ack"
      - $ref: "#/channels/data/messages/subscribe-msg-0"
      - $ref: "#/channels/data/messages/subscribe-msg-1"
  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"
  unsubscribe:
    action: send
    channel:
      $ref: "#/channels/data"
    description: |
      ## Unsubscribe
      Let you unsubscribe a specific topic while keeping your websocket opened.
    messages:
      - $ref: "#/channels/data/messages/unsubscribe"
  unsubscribe-ack:
    action: receive
    channel:
      $ref: "#/channels/data"
    description: After unsubscribing, the server sends an acknowledgement.
    messages:
      - $ref: "#/channels/data/messages/unsubscribe-ack"
  unsubscribe-nack:
    action: receive
    channel:
      $ref: "#/channels/data"
    description: In case of *invalid* unsubscription message, an error rejection would be sent.
    messages:
      - $ref: "#/channels/data/messages/unsubscribe-nack"
components:
  schemas:
    MarketDataTradesJsonRpcRequestId:
      type: string
      description: ID returned by server in the acknowledgement
      example: "1611082473000"
    MarketDataTradesJsonRpcVersion:
      description: Version of the Json RPC protocol
      example: "2.0"
    MarketDataTradesJsonRpcCommandType:
      description: '"command"'
      example: command
    MarketDataTradesAnonymousTrade:
      type: object
      properties:
        tradeId:
          type: string
          description: Unique trade id
        symbol:
          type: string
          description: Market symbol
        price:
          type: string
          description: Price, see asset value format
        quantity:
          type: string
          description: Quantity, see asset value format
        side:
          type: string
          description: Order side
        isTaker:
          type: boolean
          description: Denotes whether this is a taker's trade
        otcMatchId:
          type: string
          description: Unique OTC match id
        otcTradeId:
          type: string
          description: Unique Bullish OTC trade id
        clientOtcTradeId:
          type: string
          description: Unique client OTC trade id
        createdAtTimestamp:
          type: string
          description: Denotes the time the order was ACK'd by the exchange
        createdAtDatetime:
          type: string
          description: Denotes the time the order was ACK'd by the exchange, ISO 8601 with millisecond as string
        publishedAtTimestamp:
          type: string
          description: Denotes the time the update was broadcasted to connected WebSockets
        auctionId:
          type: string
          description: Unique Bullish auction identifier. Present only for auction trades
    MarketDataTradesRejectionPayload:
      type: object
      properties:
        id:
          $ref: "#/components/schemas/MarketDataTradesJsonRpcRequestId"
        jsonrpc:
          $ref: "#/components/schemas/MarketDataTradesJsonRpcVersion"
        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"
    MarketDataTradesTopicSubscriptionParams:
      type: object
      required:
        - topic
        - symbol
      properties:
        topic:
          type: string
          description: '"anonymousTrades"'
          example: anonymousTrades
        symbol:
          type: string
          description: Market symbol, such as BTCUSD or ETHUSDC
          example: BTCUSD