Description of a simple protocol to register for streaming and querying rates.
| Message | Code | Description/Arguments |
|---|---|---|
| subscribe_all | A | Susbcribe globally to all instruments. |
| ( ) | ||
| list_instruments | I | List all the supported instruments. |
| ( ) | ||
| unsubscribe_all | Z | Remove subscriptions (global and specific). |
| ( ) | ||
| getrate | G | Immediately fetch a rate for a specific instrument. |
| ( str8 instrument ) | ||
| subscribe | S | Subscribe for notifications on a specific instrument. |
| ( str8 instrument ) | ||
| unsubscribe | U | Remove a subscription to a specific instrument. |
| ( str8 instrument ) | ||
| getrateall | T | Immediately fetch rates for all supported instruments. |
| ( int8 txnid ) | ||
Description of a simple protocol that provides individual rate updates.
| Message | Code | Description/Arguments |
|---|---|---|
| end_txn | X | End transaction. |
| ( int8 txnid ) | ||
| rate | R | Rate notification. |
| ( int16 timestamp, str8 instrument, int16 bid, int16 ask ) | ||
| decl_instrument | I | Instrument declaration. |
| ( str8 instrument ) | ||