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Version: testnet (v0.77)

Observe markets data

GET 
/api/v2/stream/markets/data

Subscribe to a stream of data about a given market

Request​

Query Parameters

    marketIds string[]

    Restrict updates to market data by the given market IDs.

Responses​

A successful response.(streaming responses)

Schema
    error object
    code int32
    details object[]
  • Array [
    • @type string

    A URL/resource name that uniquely identifies the type of the serialized protocol buffer message. This string must contain at least one "/" character. The last segment of the URL's path must represent the fully qualified name of the type (as in path/google.protobuf.Duration). The name should be in a canonical form (e.g., leading "." is not accepted).

    In practice, teams usually precompile into the binary all types that they expect it to use in the context of Any. However, for URLs which use the scheme http, https, or no scheme, one can optionally set up a type server that maps type URLs to message definitions as follows:

    • If no scheme is provided, https is assumed.
    • An HTTP GET on the URL must yield a [google.protobuf.Type][] value in binary format, or produce an error.
    • Applications are allowed to cache lookup results based on the URL, or have them precompiled into a binary to avoid any lookup. Therefore, binary compatibility needs to be preserved on changes to types. (Use versioned type names to manage breaking changes.)

    Note: this functionality is not currently available in the official protobuf release, and it is not used for type URLs beginning with type.googleapis.com.

    Schemes other than http, https (or the empty scheme) might be used with implementation specific semantics.

  • ]
    • message string
    result object
    marketData object[]

    List of market data.

  • Array [
    • auctionEnd int64

    Time in seconds until the end of the auction (zero if currently not in auction period).

    auctionStart int64

    Time until next auction, or start time of the current auction if market is in auction period.

    bestBidPrice string

    Highest price level on an order book for buy orders, as an unsigned integer, for example 123456 is a correctly formatted price of 1.23456 assuming market configured to 5 decimal places.

    bestBidVolume uint64

    Aggregated volume being bid at the best bid price, as an integer, for example 123456 is a correctly formatted price of 1.23456 assuming market is configured to 5 decimal places.

    bestOfferPrice string

    Lowest price level on an order book for offer orders. This field is an unsigned integer scaled to the market's decimal places.

    bestOfferVolume uint64

    Aggregated volume being offered at the best offer price, as an integer, for example 123456 is a correctly formatted price of 1.23456 assuming market is configured to 5 decimal places.

    bestStaticBidPrice string

    Highest price on the order book for buy orders not including pegged orders. This field is an unsigned integer scaled to the market's decimal places.

    bestStaticBidVolume uint64

    Total volume at the best static bid price excluding pegged orders.

    bestStaticOfferPrice string

    Lowest price on the order book for sell orders not including pegged orders. This field is an unsigned integer scaled to the market's decimal places.

    bestStaticOfferVolume uint64

    Total volume at the best static offer price, excluding pegged orders.

    extensionTrigger Auction triggers indicate what condition triggered an auction (if market is in auction mode)

    Possible values: [AUCTION_TRIGGER_UNSPECIFIED, AUCTION_TRIGGER_BATCH, AUCTION_TRIGGER_OPENING, AUCTION_TRIGGER_PRICE, AUCTION_TRIGGER_LIQUIDITY, AUCTION_TRIGGER_LIQUIDITY_TARGET_NOT_MET, AUCTION_TRIGGER_UNABLE_TO_DEPLOY_LP_ORDERS, AUCTION_TRIGGER_GOVERNANCE_SUSPENSION, AUCTION_TRIGGER_LONG_BLOCK]

    Default value: AUCTION_TRIGGER_UNSPECIFIED

    When a market auction is extended, this field indicates what caused the extension.

    indicativePrice string

    Indicative price (zero if not in auction). This field is an unsigned scaled to the market's decimal places.

    indicativeVolume uint64

    Indicative volume (zero if not in auction).

    lastTradedPrice string

    Last traded price of the market. This field is an unsigned integer scaled to the market's decimal places.

    liquidityProviderFeeShare object[]

    Equity-like share of liquidity fee for each liquidity provider.

  • Array [
    • averageEntryValuation string

    Average entry valuation of the liquidity provider for the market.

    averageScore string

    Average liquidity score.

    equityLikeShare string

    Share own by this liquidity provider.

    party string

    Liquidity provider party ID.

    virtualStake string

    The virtual stake of this liquidity provider.

  • ]
    • liquidityProviderSla object[]

    SLA performance for each liquidity provider.

  • Array [
    • currentEpochFractionOfTimeOnBook string

    Indicates how often LP meets the commitment during the current epoch.

    hysteresisPeriodFeePenalties string[]

    Determines how the fee penalties from past epochs affect future fee revenue.

    lastEpochBondPenalty string

    Shows the bond penalties from past epochs.

    lastEpochFeePenalty string

    Indicates the fee penalty amount applied in the previous epoch.

    lastEpochFractionOfTimeOnBook string

    Indicates how often LP met the commitment in the previous epoch.

    notionalVolumeBuys string

    Notional volume of orders within the range provided on the buy side of the book.

    notionalVolumeSells string

    Notional volume of orders within the range provided on the sell side of the book.

    party string

    Liquidity provider party ID.

    requiredLiquidity string

    Represents the total amount of funds LP must supply. The amount to be supplied is in the market’s settlement currency, spread on both buy and sell sides of the order book within a defined range.

  • ]
    • markPrice string

    Mark price, as an unsigned integer, for example 123456 is a correctly formatted price of 1.23456 assuming market configured to 5 decimal places.

    markPriceState object

    State of the internal composite price.

    priceSources object[]
  • Array [
    • lastUpdated int64

    Timestamp in Unix nanoseconds when the price source was last updated.

    price string

    Current value of the composite source price.

    priceSource string

    Source of the price.

  • ]
    • markPriceType vegaCompositePriceType

    Possible values: [COMPOSITE_PRICE_TYPE_UNSPECIFIED, COMPOSITE_PRICE_TYPE_WEIGHTED, COMPOSITE_PRICE_TYPE_MEDIAN, COMPOSITE_PRICE_TYPE_LAST_TRADE]

    Default value: COMPOSITE_PRICE_TYPE_UNSPECIFIED

    The method used for calculating the mark price.

    market Market ID for the data
    marketGrowth string

    Market growth at the last market time window.

    marketState Current state of the market

    Possible values: [STATE_UNSPECIFIED, STATE_PROPOSED, STATE_REJECTED, STATE_PENDING, STATE_CANCELLED, STATE_ACTIVE, STATE_SUSPENDED, STATE_CLOSED, STATE_TRADING_TERMINATED, STATE_SETTLED, STATE_SUSPENDED_VIA_GOVERNANCE]

    Default value: STATE_UNSPECIFIED

    Current state of the market.

    marketTradingMode Trading mode the market is currently running, also referred to as 'market state'

    Possible values: [TRADING_MODE_UNSPECIFIED, TRADING_MODE_CONTINUOUS, TRADING_MODE_BATCH_AUCTION, TRADING_MODE_OPENING_AUCTION, TRADING_MODE_MONITORING_AUCTION, TRADING_MODE_NO_TRADING, TRADING_MODE_SUSPENDED_VIA_GOVERNANCE, TRADING_MODE_LONG_BLOCK_AUCTION]

    Default value: TRADING_MODE_UNSPECIFIED

    Current trading mode for the market.

    marketValueProxy string

    Market value proxy.

    midPrice string

    Arithmetic average of the best bid price and best offer price, as an integer, for example 123456 is a correctly formatted price of 1.23456 assuming market configured to 5 decimal places.

    nextMarkToMarket int64

    Time in Unix nanoseconds when the next mark-to-market calculation will occur.

    nextNetworkCloseout int64

    Time in Unix nanoseconds when the market will next submit a trade to reduce its position.

    openInterest uint64

    Sum of the size of all positions greater than zero on the market.

    priceMonitoringBounds object[]

    One or more price monitoring bounds for the current timestamp.

  • Array [
    • active boolean

    Has this bound been triggered yet or is it still active.

    maxValidPrice string

    Maximum price that isn't currently breaching the specified price monitoring trigger. This field is an unsigned integer scaled to the market's decimal places.

    minValidPrice string

    Minimum price that isn't currently breaching the specified price monitoring trigger. This field is an unsigned integer scaled to the market's decimal places.

    referencePrice string

    Reference price used to calculate the valid price range. This field is an unsigned integer scaled to the market's decimal places.

    trigger object

    Price monitoring trigger associated with the bounds.

    auctionExtension int64

    Price monitoring auction extension duration in seconds should the price breach its theoretical level over the specified horizon at the specified probability level.

    horizon int64

    Price monitoring projection horizon τ in seconds.

    probability string

    Price monitoring probability level p.

  • ]
    • productData object

    Data related to the particular product type of the market.

    perpetualData object

    Represents market data specific to a perpetual market.

    externalTwap string

    Time-weighted-average the external data points for the in-progress funding period.

    fundingPayment string

    Current funding payment for the in-progress funding period.

    fundingRate string

    Current funding rate for the in-progress funding period.

    internalCompositePrice string

    The internal composite price used for perpetual markets.

    internalCompositePriceState object

    State of the internal composite price.

    priceSources object[]
  • Array [
    • lastUpdated int64

    Timestamp in Unix nanoseconds when the price source was last updated.

    price string

    Current value of the composite source price.

    priceSource string

    Source of the price.

  • ]
    • internalCompositePriceType vegaCompositePriceType

    Possible values: [COMPOSITE_PRICE_TYPE_UNSPECIFIED, COMPOSITE_PRICE_TYPE_WEIGHTED, COMPOSITE_PRICE_TYPE_MEDIAN, COMPOSITE_PRICE_TYPE_LAST_TRADE]

    Default value: COMPOSITE_PRICE_TYPE_UNSPECIFIED

    The method used for calculating the internal composite price, for perpetual markets only.

    internalTwap string

    Time-weighted-average the internal data-points for the in-progress funding period.

    nextInternalCompositePriceCalc int64

    The next time the internal composite price is calculated for the perpetual market, in Unix nanoseconds.

    seqNum uint64
    startTime int64
    underlyingIndexPrice string

    Last seen value of the settlement oracle.

    staticMidPrice string

    Arithmetic average of the best static bid price and best static offer price. This field is an unsigned integer scaled to the market's decimal places.

    suppliedStake string

    Available stake for the given market. This field is an unsigned integer scaled to the settlement asset's decimal places.

    targetStake string

    Targeted stake for the given market. This field is an unsigned integer scaled to the settlement asset's decimal places.

    timestamp int64

    Timestamp in Unix nanoseconds at which this mark price was relevant.

    trigger Auction triggers indicate what condition triggered an auction (if market is in auction mode)

    Possible values: [AUCTION_TRIGGER_UNSPECIFIED, AUCTION_TRIGGER_BATCH, AUCTION_TRIGGER_OPENING, AUCTION_TRIGGER_PRICE, AUCTION_TRIGGER_LIQUIDITY, AUCTION_TRIGGER_LIQUIDITY_TARGET_NOT_MET, AUCTION_TRIGGER_UNABLE_TO_DEPLOY_LP_ORDERS, AUCTION_TRIGGER_GOVERNANCE_SUSPENSION, AUCTION_TRIGGER_LONG_BLOCK]

    Default value: AUCTION_TRIGGER_UNSPECIFIED

    When a market is in an auction trading mode, this field indicates what triggered the auction.

  • ]
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