Trading Platform Feed WebSocket API is used to connect to the Trading Platform using secure web sockets technology (wss://) to get feed information (currencies, symbols) and subscribe to real-time feed ticks.
Connection operation is perfromed in two phases. First you need to create and instance of WebSocket object and provide an address to connect. Then you should perfrom HMAC authentication in 'onopen' event handler.
Login request should be a valid JSON message with the following fields:
{
"Id": <some unique Id>,
"Request": "Login",
"Params": {
"AuthType": "HMAC",
"WebApiId": <Web API Id>,
"WebApiKey": <Web API Key>,
"Timestamp": <timestamp (e.g. Date.now(), milliseconds)>,
"Signature": <signature>,
"DeviceId": <Device Id>,
"AppSessionId": <Application Session Id>
}
}
Success Login response from Trading Platform is a valid JSON message with the following fields:
{
"Id": <your unique Id>,
"Response": "Login",
"Result": {
"Info": "ok",
"TwoFactorFlag": true or false
}
}
Error Login response from Trading Platform is a valid JSON message with the following fields:
{
"Id": <your unique Id>,
"Response": "Error",
"Error": <error description from Trading Platform>
}
Signature should be calculated from "<timestamp>+<id>+<key>" with the "<secret>" using HMAC/SHA256 with BASE64 encoding. For example you can use Crypto-JS API to calculate the required signature:
function CreateSignature(timestamp, id, key, secret) {
var hash = CryptoJS.HmacSHA256(timestamp + id + key, secret);
return CryptoJS.enc.Base64.stringify(hash);
}
After success Login if session requires Two-factor authentication Trading Platform will send TwoFactor response. It should be a valid JSON message with the following fields:
{
"Id": <some unique Id>,
"Response": "TwoFactor",
"Result": {
"Info": "Two-factor authentication is required."
}
}
Client sends Two-factor authentication request to Trading Platform. It should be a valid JSON message with the following fields:
{
"Id": <your unique Id>,
"Request": "TwoFactor",
"Params": {
"OneTimePassword": <One-time password (e.g. TOTP is generated by Google Authenticator)>
}
}
To resume Two-factor authentication token the client sends request to Trading Platform. It should be a valid JSON message with the following fields:
{
"Id": <your unique Id>,
"Request": "TwoFactor",
}
Success Two-factor response from Trading Platform is a valid JSON message with the following fields:
{
"Id": <your unique Id>,
"Response": "TwoFactor",
"Result": {
"Info": "Success",
"ExpireTime": 1475157761354
}
}
Error Two-factor response from Trading Platform is a valid JSON message with the following fields:
{
"Id": <your unique Id>,
"Response": "TwoFactor",
"Result": {
"Info": "Invalid one-time password!"
}
}
Below you will find a complete JavaScript code fragment which connectes to Trading Platform using WebSockets technology:
<script src="http://crypto-js.googlecode.com/svn/tags/3.1.2/build/components/core-min.js" type='text/javascript'></script>
<script src="http://crypto-js.googlecode.com/svn/tags/3.1.2/build/components/enc-base64-min.js" type='text/javascript'></script>
<script src="http://crypto-js.googlecode.com/svn/tags/3.1.2/build/rollups/hmac-sha256.js" type='text/javascript'></script>
<script>
function CreateSignature(timestamp, id, key, secret) {
var hash = CryptoJS.HmacSHA256(timestamp + id + key, secret);
return CryptoJS.enc.Base64.stringify(hash);
}
var socket = null;
function Connect(address, id, key, secret) {
try {
var timestamp = Date.now();
var signature = CreateSignature(timestamp, id, key, secret);
socket = new WebSocket(address);
console.log('Socket state: ' + socket.readyState);
socket.onopen = function() {
console.log('Socket state: ' + socket.readyState + ' (open)');
var request = {
Id: "8AF57382-DE83-49DC-9B4E-CF9FF4A4A798",
Request: "Login",
Params: {
AuthType: "HMAC",
WebApiId: id,
WebApiKey: key,
Timestamp: timestamp,
Signature: signature,
DeviceId: "WebBrowser",
AppSessionId: "123"
}
};
var jsonrequest = JSON.stringify(request);
socket.send(jsonrequest);
}
socket.onmessage = function(msg) {
console.log(msg.data);
}
socket.onclose = function() {
console.log('Socket state: ' + socket.readyState + ' (closed)');
socket = null;
}
} catch(exception) {
console.log('Error: ' + exception.text);
}
}
</script>
Disconnection from WebSockets interface is performed simply by closing web socket object:
function Disconnect() {
socket.close();
}
Client session contains information about the current Trading Platform client session.
Session information request should be a valid JSON message with the following fields:
{
"Id": <some unique Id>,
"Request": "SessionInfo"
}
Success Session information response from Trading Platform is a valid JSON message with the following fields:
{
"Id": <your unique Id>,
"Response": "SessionInfo",
"Result": {
"ClientSessionId": "8165ADCC-5BFB-41B8-9A88-2F7CF0A0994B",
"ClientSessionCreated": 1443722400000,
"TradeAllowed": false
}
}
Error Session information response from Trading Platform is a valid JSON message with the following fields:
{
"Id": <your unique Id>,
"Response": "Error",
"Error": <error description from Trading Platform>
}
Access to the currency list in Trading Platform.
To get all avaliable currency types request should be a valid JSON message with the following fields:
{
"Id": <some unique Id>,
"Request": "CurrencyTypes"
}
Currency types response from Trading Platform is a valid JSON message with the following fields:
{
"Id": <your unique Id>,
"Response": "CurrencyTypes",
"Result": {
"CurrencyTypes": [{
"Name": "Default",
"Description": "Default currency type"
}, {
"Name": "Share",
"Description": "Share"
}]
}
}
Error currency types response from Trading Platform is a valid JSON message with the following fields:
{
"Id": <your unique Id>,
"Response": "Error",
"Error": <error description from Trading Platform>
}
To get all avaliable currencies request should be a valid JSON message with the following fields:
{
"Id": <some unique Id>,
"Request": "Currencies"
}
To get currencies by its names request should be a valid JSON message with the following fields:
{
"Id": <some unique Id>,
"Request": "Currencies",
"Params": {
"Currency": "currency1;currency2;currency3"
}
}
NOTE: An empty response may be returned if none of the currencies matches the Params.Currency
To get currencies by its types request should be a valid JSON message with the following fields:
{
"Id": <some unique Id>,
"Request": "Currencies",
"Params": {
"Type": <currencyType1;currencyType2;currencyType3>
}
}
NOTE: An empty response may be returned if none of the currencies matches the Params.Type
Currency information response from Trading Platform is a valid JSON message with the following fields:
{
"Id": <your unique Id>,
"Response": "Currencies",
"Result": {
"Currencies": [{
"Name": "USD",
"Precision": 2,
"Description": "United States Dollar"
}, {
"Name": "EUR",
"Precision": 2,
"Description": "Euro"
}]
}
}
Error currency information response from Trading Platform is a valid JSON message with the following fields:
{
"Id": <your unique Id>,
"Response": "Error",
"Error": <error description from Trading Platform>
}
Access to the symbols list in Trading Platform.
To get all avaliable symbols request should be a valid JSON message with the following fields:
{
"Id": <some unique Id>,
"Request": "Symbols"
}
To get symbols by its names request should be a valid JSON message with the following fields:
{
"Id": <some unique Id>,
"Request": "Symbols",
"Params": {
"Symbol": "symbol1;symbol2;symbol3"
}
}
NOTE: An empty response may be returned if none of the symbols matches the Params.Symbol
To get symbols by its security names request should be a valid JSON message with the following fields:
{
"Id": <some unique Id>,
"Request": "Symbols",
"Params": {
"Security": "security1;security2;security3"
}
}
NOTE: An empty response may be returned if none of the symbols matches the Params.Security
Symbols information response from Trading Platform is a valid JSON message with the following fields:
{
"Id": <your unique Id>,
"Response": "Symbols",
"Result": {
"Symbols": [{
"Symbol": "EURUSD",
"Precision": 5,
"IsTradeAllowed": true,
"MarginMode": "Forex",
"ProfitMode": "Forex",
"ContractSize": 100000,
"MarginHedged": 0.5,
"MarginFactor": 1,
"MarginCurrency": "EUR",
"MarginCurrencyPrecision": 2,
"ProfitCurrency": "USD",
"ProfitCurrencyPrecision": 2,
"Description": "Euro vs US Dollar",
"SwapEnabled": true,
"SwapSizeShort": 2.23,
"SwapSizeLong": 2.32,
"MinTradeAmount": 1000.00,
"MaxTradeAmount": 10000000,
"TradeAmountStep": 1000.00,
"CommissionType": "Percentage",
"CommissionChargeType": "PerLot",
"CommissionChargeMethod": "RoundTurn",
"Commission": 0.005,
"LimitsCommission": 0.005
"MinCommission": 0.005,
"MinCommissionCurrency": 0.005,
"DefaultSlippage": 0.005,
"StatusGroupId ": "Default",
"SecurityName": "Forex",
"SecurityDescription": "Forex",
"StopOrderMarginReduction": 0.005,
"HiddenLimitOrderMarginReduction": 0.005
}]
}
}
Error symbols information response from Trading Platform is a valid JSON message with the following fields:
{
"Id": <your unique Id>,
"Response": "Error",
"Error": <error description from Trading Platform>
}
Subscribe to feed ticks updates in Trading Platform.
Feed subscribe request should be a valid JSON message with the following fields:
{
"Id": <some unique Id>,
"Request": "FeedSubscribe",
"Params": {
"Subscribe": [{
"Symbol": <symbol 1>,
"BookDepth": <book depth 1>
}, {
"Symbol": <symbol N>,
"BookDepth": <book depth N>
}]
}
}
Subscribe to feed ticks updates in Trading Platform with selected frequency (once per 2FrequencyPriority*500 ms).
Feed subscribe request should be a valid JSON message with the following fields:
{
"Id": <some unique Id>,
"Request": "FeedSubscribe",
"Params": {
"Subscribe": [{
"Symbol": <symbol 1>,
"BookDepth": <book depth 1>,
"FrequencyPriority" : <frequency priority 1>
}, {
"Symbol": <symbol N>,
"BookDepth": <book depth N>,
"FrequencyPriority" : <frequency priority N>
}]
}
}
Feed subscribe response from Trading Platform is a valid JSON message with the following fields:
{
"Id": <your unique Id>,
"Response": "FeedSubscribe",
"Result": {
"Snapshot": [{
"Symbol": "EURUSD",
"Timestamp": 1443789754160,
"BestBid": {
"Type": "Bid",
"Price": 1.12912,
"Volume": 1000000
},
"BestAsk": {
"Type": "Ask",
"Price": 1.12913,
"Volume": 1000000
},
"Bids": [{
"Type": "Bid",
"Price": 1.12912,
"Volume": 1000000
}, {
"Type": "Bid",
"Price": 1.12911,
"Volume": 2500000
}, {
"Type": "Bid",
"Price": 1.1291,
"Volume": 3700000
}],
"Asks": [{
"Type": "Ask",
"Price": 1.12913,
"Volume": 1000000
}, {
"Type": "Ask",
"Price": 1.12914,
"Volume": 500000
}, {
"Type": "Ask",
"Price": 1.12915,
"Volume": 2550000
}]
}]
}
}
After feed subscribe response response you will start to recieve feed tick update notifications!
Error feed subscribe response from Trading Platform is a valid JSON message with the following fields:
{
"Id": <your unique Id>,
"Response": "Error",
"Error": <error description from Trading Platform>
}
Unsubscribe from feed ticks updates in Trading Platform.
Feed unsubscribe request should be a valid JSON message with the following fields:
{
"Id": <some unique Id>,
"Request": "FeedSubscribe",
"Params": {
"Unsubscribe": [
<symbol 1>,
<symbol N>
}]
}
}
Feed unsubscribe response from Trading Platform is a valid JSON message with the following fields:
{
"Id": <your unique Id>,
"Response": "FeedSubscribe",
"Result": {
"Snapshot": []
}
}
After feed unsubscribe response response you will stop to recieve feed tick update notifications!
Error feed unsubscribe response from Trading Platform is a valid JSON message with the following fields:
{
"Id": <your unique Id>,
"Response": "Error",
"Error": <error description from Trading Platform>
}
Subscribe to feed bar updates in Trading Platform.
Bar Feed subscribe request should be a valid JSON message with the following fields:
{
"Id": <your unique Id>,
"Request": "BarFeedSubscribe",
"Params":
{
"Subscribe":
[{
"Symbol": <symbol>,
"BarParams":
[{
"Periodicity" : <periodicity>,
"PriceType" : <price type>
}]
}]
}
}
Bar Feed subscribe response from Trading Platform is a valid JSON message with the following fields:
{
"Result":
{
"Updates":
[{
"Low": 1.13788,
"High": 1.13798,
"Time": 1643191200000,
"Open": 1.13788,
"PriceType": "Ask",
"Periodicity": "H1"
}],
"AskClose": 1.1379,
"SymbolAlias": "EURUSD"
},
"Response": "FeedBarUpdate"
}
After feed subscribe response response you will start to recieve bar update notifications!
Error bar feed subscribe response from Trading Platform is a valid JSON message with the following fields:
{
"Id": <your unique Id>,
"Response": "Error",
"Error": <error description from Trading Platform>
}
Unsubscribe from bar updates in Trading Platform.
Bar Feed unsubscribe request should be a valid JSON message with the following fields:
{
"Id": <some unique Id>,
"Request": "BarFeedSubscribe",
"Params": {
"Unsubscribe": [
<symbol 1>,
<symbol N>
}]
}
}
Bar Feed unsubscribe response from Trading Platform is a valid JSON message with the following fields:
{
"Id": <your unique Id>,
"Response": "BarFeedSubscribe",
"Result": {
}
}
After feed unsubscribe response response you will stop to recieve bar update notifications!
Error bar feed unsubscribe response from Trading Platform is a valid JSON message with the following fields:
{
"Id": <your unique Id>,
"Response": "Error",
"Error": <error description from Trading Platform>
}
Access to the quote history in Trading Platform.
Quote history version request should be a valid JSON message with the following fields:
{
"Id": <some unique Id>,
"Request": "QuoteHistoryVersion"
}
Quote history supported symbols request should be a valid JSON message with the following fields:
{
"Id": <some unique Id>,
"Request": "QuoteHistorySymbols"
}
Quote history supported periodicities request should be a valid JSON message with the following fields:
{
"Id": <some unique Id>,
"Request": "QuoteHistoryPeriodicities",
"Params": {
"Symbol": <symbol>
}
}
Quote history bars meta information request should be a valid JSON message with the following fields:
{
"Id": <some unique Id>,
"Request": "QuoteHistoryBarsInfo",
"Params": {
"Symbol": <symbol>,
"Periodicity": <periodicity>,
"PriceType": <bid/ask>
}
}
Quote history bars request should be a valid JSON message with the following fields:
{
"Id": <some unique Id>,
"Request": "QuoteHistoryBars",
"Params": {
"Symbol": <symbol>,
"Periodicity": <periodicity>,
"PriceType": <bid/ask>,
"Timestamp": <timestamp in milliseconds>,
"Count": <[-1000, -1]/[1, 1000]>
}
}
Access to the interest rate history in Trading Platform.
Interest rate history request should be a valid JSON message with the following fields:
{
"Id": <some unique Id>,
"Request": "InterestRateHistory",
"Params": {
"Currency": <currency>,
"TimestampFrom": <from timestamp (optional, milliseconds)>,
"TimestampTo": <to timestamp (optional, milliseconds)>,
"RequestDirection": <direction "Forward" or "Backward" (optional, default is "Forward")>,
"RequestPageSize": <page size (optional, default is 100)>,
"RequestLastId": <last record Id in previous request (optional)>
}
}
After subscription to some symbol in Trading Platform you will recieve the following notifications with a new feed tick value. Count of 'Bids' and 'Asks' collections are similar to the subscription book depth.
{
"Response": "FeedTick",
"Result": {
"Symbol": "EURUSD",
"Timestamp": 1443789756132,
"BestBid": {
"Type": "Bid",
"Price": 1.12906,
"Volume": 550000
},
"BestAsk": {
"Type": "Ask",
"Price": 1.12908,
"Volume": 2000000
},
"Bids": [{
"Type": "Bid",
"Price": 1.12906,
"Volume": 550000
}, {
"Type": "Bid",
"Price": 1.12905,
"Volume": 1500000
}, {
"Type": "Bid",
"Price": 1.12904,
"Volume": 6000000
}],
"Asks": [{
"Type": "Ask",
"Price": 1.12908,
"Volume": 2000000
}, {
"Type": "Ask",
"Price": 1.12909,
"Volume": 1500000
}, {
"Type": "Ask",
"Price": 1.1291,
"Volume": 1000000
}]
}
}
After subscription to some bar (symbol, periodicity and price type are required) in Trading Platform you will recieve the following notifications with a bar updates and closed bars.
{
"Result":
{
"Updates":
[{
"Low": 1.13788,
"High": 1.13798,
"Time": 1643191200000,
"Open": 1.13788,
"PriceType": "Ask",
"Periodicity": "H1"
}],
"AskClose": 1.1379,
"SymbolAlias": "EURUSD"
},
"Response": "FeedBarUpdate"
}