> ## Documentation Index > Fetch the complete documentation index at: https://docs.polymarket.com/llms.txt > Use this file to discover all available pages before exploring further. # Live Data Channel > PolyBolt WebSocket message reference for crypto, equity and TWAP reference prices. ## AsyncAPI ````yaml https://ws-live-v2.polymarket.com/asyncapi.json ws id: ws title: Live Data Channel description: >- Send JSON text frames tagged with op. The server answers every op with an ack or an error ack (never a close, except for policy breaches, close 4008) and pushes envelopes for subscribed channels. Limits per connection: 64 active (channel, filter) subscriptions, 20 subscribe or unsubscribe frames per second (a batch frame counts once), 64 KB per frame, 8 auth attempts. The server sends a WebSocket ping every 25 seconds; two missed pongs close 4002. Close codes: 4001 authentication failed on a presented credential, 4002 slow consumer or pong timeout, 4003 server draining (reconnect once after a uniform 0 to 10 s delay), 4008 policy violation (fix the client; do not reconnect blindly). servers: - id: production protocol: wss host: ws-live-v2.polymarket.com bindings: [] variables: [] address: /ws parameters: [] bindings: [] operations: - &ref_7 id: subscribe title: Subscribe description: Add one or more (channel, filter) subscriptions type: receive messages: - &ref_17 id: subscribe payload: - oneOf: &ref_0 - type: object required: - op - subscriptions properties: op: const: subscribe x-parser-schema-id: subscriptions: type: array minItems: 1 items: &ref_1 type: object required: - channel - filter properties: channel: type: string enum: - price.polymarket - price.crypto - price.equity - price.crypto.twap x-parser-schema-id: filter: oneOf: - type: object required: - asset_id properties: asset_id: type: string pattern: ^[0-9]{1,78}$ description: >- Outcome token id (clobTokenIds entry), decimal string. Leading zeros are normalized. x-parser-schema-id: x-parser-schema-id: AssetIdFilter - type: object required: - symbol properties: symbol: type: string description: >- Lowercase symbol. Matching is case-insensitive. x-parser-schema-id: x-parser-schema-id: SymbolFilter - type: object required: - symbol - window_seconds properties: symbol: type: string x-parser-schema-id: window_seconds: type: integer minimum: 1 description: Only 60 carries data today. x-parser-schema-id: x-parser-schema-id: TwapFilter x-parser-schema-id: x-parser-schema-id: SubscriptionItem x-parser-schema-id: rid: type: string description: >- Client request id, echoed on every ack this frame produces. x-parser-schema-id: x-parser-schema-id: - type: object required: - op - channel - filter properties: op: const: subscribe x-parser-schema-id: channel: type: string x-parser-schema-id: filter: type: object x-parser-schema-id: rid: type: string x-parser-schema-id: x-parser-schema-id: x-parser-schema-id: SubscribeRequest name: subscribe headers: [] jsonPayloadSchema: oneOf: *ref_0 x-parser-schema-id: SubscribeRequest title: Subscribe example: |- { "op": "subscribe", "rid": "s1", "subscriptions": [ { "channel": "price.polymarket", "filter": { "asset_id": "21742633143463906290569050155826241533067272736897614950488156847949938836455" } }, { "channel": "price.crypto", "filter": { "symbol": "btcusd" } } ] } bindings: [] extensions: - id: x-parser-unique-object-id value: subscribe bindings: [] extensions: &ref_3 - id: x-parser-unique-object-id value: ws - &ref_8 id: unsubscribe title: Unsubscribe description: Remove subscriptions; same singular and batch shapes as subscribe type: receive messages: - &ref_18 id: unsubscribe payload: - oneOf: &ref_2 - type: object required: - op - subscriptions properties: op: const: unsubscribe x-parser-schema-id: subscriptions: type: array minItems: 1 items: *ref_1 x-parser-schema-id: rid: type: string x-parser-schema-id: x-parser-schema-id: - type: object required: - op - channel - filter properties: op: const: unsubscribe x-parser-schema-id: channel: type: string x-parser-schema-id: filter: type: object x-parser-schema-id: rid: type: string x-parser-schema-id: x-parser-schema-id: x-parser-schema-id: UnsubscribeRequest name: unsubscribe headers: [] jsonPayloadSchema: oneOf: *ref_2 x-parser-schema-id: UnsubscribeRequest title: Unsubscribe example: |- { "op": "unsubscribe", "channel": "price.crypto", "filter": { "symbol": "btcusd" } } bindings: [] extensions: - id: x-parser-unique-object-id value: unsubscribe bindings: [] extensions: *ref_3 - &ref_9 id: auth title: Authenticate description: >- Unlock the gated channels on this connection with CLOB API credentials or a web-app ticket type: receive messages: - &ref_19 id: auth payload: - name: auth type: object properties: - name: const type: string description: auth required: false - name: auth type: object description: >- The CLOB L2 API credential trio, the same credentials used for the CLOB user WebSocket. required: false properties: - name: apiKey type: string required: true - name: secret type: string required: true - name: passphrase type: string required: true - name: rid type: string required: false - name: ticket type: string description: >- The one-time ticket from POST /api/ws-ticket (the Polymarket web app's credential), consumed by the attempt whatever the outcome. Minted from a Cloudflare Turnstile solve; when the widget was rendered with this connection's challenge nonce as cData, the ticket verifies only on this socket, whatever IP either request came from. A stale, consumed or unknown ticket, or one minted for another socket, answers the non-closing auth_expired: mint again. required: false headers: [] jsonPayloadSchema: type: object required: - op properties: op: const: auth x-parser-schema-id: auth: type: object required: - apiKey - secret - passphrase properties: apiKey: type: string x-parser-schema-id: secret: type: string x-parser-schema-id: passphrase: type: string x-parser-schema-id: description: >- The CLOB L2 API credential trio, the same credentials used for the CLOB user WebSocket. x-parser-schema-id: ClobCredentials rid: type: string x-parser-schema-id: ticket: type: string maxLength: 128 description: >- The one-time ticket from POST /api/ws-ticket (the Polymarket web app's credential), consumed by the attempt whatever the outcome. Minted from a Cloudflare Turnstile solve; when the widget was rendered with this connection's challenge nonce as cData, the ticket verifies only on this socket, whatever IP either request came from. A stale, consumed or unknown ticket, or one minted for another socket, answers the non-closing auth_expired: mint again. x-parser-schema-id: oneOf: - required: - auth x-parser-schema-id: - required: - ticket x-parser-schema-id: description: >- Exactly one credential per frame: auth (CLOB API credentials, third-party clients) or ticket (the web app). Zero or two answer the non-closing bad_op. x-parser-schema-id: AuthRequest title: Auth example: |- { "op": "auth", "rid": "a1", "auth": { "apiKey": "00000000-0000-4000-8000-000000000000", "secret": "", "passphrase": "" } } bindings: [] extensions: - id: x-parser-unique-object-id value: auth bindings: [] extensions: *ref_3 - &ref_10 id: ping title: Ping description: Optional application-level liveness probe; answered with pong type: receive messages: - &ref_20 id: ping payload: - name: ping type: object properties: - name: const type: string description: ping required: false - name: rid type: string required: false headers: [] jsonPayloadSchema: type: object required: - op properties: op: const: ping x-parser-schema-id: rid: type: string x-parser-schema-id: x-parser-schema-id: PingRequest title: Ping example: |- { "op": "ping", "rid": "p1" } bindings: [] extensions: - id: x-parser-unique-object-id value: ping bindings: [] extensions: *ref_3 - &ref_12 id: acknowledgements title: Acknowledgements description: >- challenge (on request), subscribed, unsubscribed, authed, pong and error acks; rid is echoed when the request carried one type: send messages: - &ref_22 id: challenge payload: - name: challenge description: >- This connection's challenge nonce, the answer to a challenge request; never pushed unasked type: object properties: - name: const type: string description: challenge required: false - name: nonce type: string description: >- This connection's challenge nonce (a UUID). Render the Turnstile widget with it as cData before minting a ticket at POST /api/ws-ticket; the ticket then verifies only on this socket, whatever IP either request came from. Not a secret, never rotated for the life of the connection. required: true - name: rid type: string required: false headers: [] jsonPayloadSchema: type: object required: - op - nonce properties: op: const: challenge x-parser-schema-id: nonce: type: string pattern: ^[A-Za-z0-9_-]{1,255}$ description: >- This connection's challenge nonce (a UUID). Render the Turnstile widget with it as cData before minting a ticket at POST /api/ws-ticket; the ticket then verifies only on this socket, whatever IP either request came from. Not a secret, never rotated for the life of the connection. x-parser-schema-id: rid: type: string x-parser-schema-id: x-parser-schema-id: ChallengeAck title: Challenge description: >- This connection's challenge nonce, the answer to a challenge request; never pushed unasked example: |- { "op": "challenge", "nonce": "3f2b6c1e-9a4d-4c2b-8e1f-0a1b2c3d4e5f", "rid": "c1" } bindings: [] extensions: - id: x-parser-unique-object-id value: challenge - &ref_23 id: subscribed payload: - name: subscribed type: object properties: - name: op type: string enumValues: - subscribed - unsubscribed required: true - name: channel type: string required: true - name: rid type: string required: false headers: [] jsonPayloadSchema: &ref_4 type: object required: - op - channel properties: op: type: string enum: - subscribed - unsubscribed x-parser-schema-id: channel: type: string x-parser-schema-id: rid: type: string x-parser-schema-id: x-parser-schema-id: ChannelAck title: Subscribed example: |- { "op": "subscribed", "channel": "price.crypto", "rid": "s1" } bindings: [] extensions: - id: x-parser-unique-object-id value: subscribed - &ref_24 id: unsubscribed payload: - name: unsubscribed type: object properties: - name: op type: string enumValues: - subscribed - unsubscribed required: true - name: channel type: string required: true - name: rid type: string required: false headers: [] jsonPayloadSchema: *ref_4 title: Unsubscribed example: |- { "op": "unsubscribed", "channel": "price.crypto" } bindings: [] extensions: - id: x-parser-unique-object-id value: unsubscribed - &ref_25 id: authed payload: - name: authed type: object properties: - name: op type: string enumValues: - authed - pong required: true - name: rid type: string required: false headers: [] jsonPayloadSchema: &ref_5 type: object required: - op properties: op: type: string enum: - authed - pong x-parser-schema-id: rid: type: string x-parser-schema-id: x-parser-schema-id: SimpleAck title: Authed example: |- { "op": "authed", "rid": "a1" } bindings: [] extensions: - id: x-parser-unique-object-id value: authed - &ref_26 id: pong payload: - name: pong type: object properties: - name: op type: string enumValues: - authed - pong required: true - name: rid type: string required: false headers: [] jsonPayloadSchema: *ref_5 title: Pong example: |- { "op": "pong", "rid": "p1" } bindings: [] extensions: - id: x-parser-unique-object-id value: pong - &ref_27 id: error payload: - name: error type: object properties: - name: const type: string description: error required: false - name: code type: string description: >- bad_op malformed frame; bad_channel unknown channel; bad_filter missing or invalid filter; sub_limit 65th subscription (followed by close 4008); rate_limited more than 20 subscribe/unsubscribe frames per second (followed by close 4008); auth_required gated channel before auth; auth_expired consumed or unknown ticket (web app lane); auth_unavailable verifier unreachable, retry later; auth_invalid credentials refused; auth_attempts ninth auth frame (followed by close 4008). enumValues: - bad_op - bad_channel - bad_filter - sub_limit - rate_limited - auth_required - auth_expired - auth_unavailable - auth_invalid - auth_attempts required: true - name: channel type: string required: false - name: rid type: string required: false headers: [] jsonPayloadSchema: type: object required: - op - code properties: op: const: error x-parser-schema-id: code: type: string enum: - bad_op - bad_channel - bad_filter - sub_limit - rate_limited - auth_required - auth_expired - auth_unavailable - auth_invalid - auth_attempts description: >- bad_op malformed frame; bad_channel unknown channel; bad_filter missing or invalid filter; sub_limit 65th subscription (followed by close 4008); rate_limited more than 20 subscribe/unsubscribe frames per second (followed by close 4008); auth_required gated channel before auth; auth_expired consumed or unknown ticket (web app lane); auth_unavailable verifier unreachable, retry later; auth_invalid credentials refused; auth_attempts ninth auth frame (followed by close 4008). x-parser-schema-id: channel: type: string x-parser-schema-id: rid: type: string x-parser-schema-id: x-parser-schema-id: ErrorAck title: Error example: |- { "op": "error", "code": "auth_required", "channel": "price.crypto", "rid": "s1" } bindings: [] extensions: - id: x-parser-unique-object-id value: error bindings: [] extensions: *ref_3 - &ref_13 id: pricePolymarket title: price.polymarket description: Best bid and ask per outcome token (public, no auth) type: send messages: - &ref_28 id: pricePolymarket payload: - name: price.polymarket envelope type: object properties: - name: v type: integer description: Envelope version. required: true - name: channel type: string description: price.polymarket required: true - name: seq type: integer description: >- Dense per-connection, per-channel sequence, assigned at delivery. Resets on every reconnect. Snapshot frames consume a seq. required: true - name: ts type: integer description: Producer event time, Unix milliseconds. required: true - name: snapshot type: boolean description: >- Present and true on the one snapshot frame sent after each new subscription. Absent on live frames. required: false - name: dropped type: integer description: >- Number of frames dropped on this channel since the last delivered frame (slow-consumer signal). Absent when zero. required: false - name: payload type: oneOf required: true properties: - name: market type: string description: Condition id, 0x-prefixed. required: true - name: asset_id type: string description: Outcome token id, decimal string. required: true - name: best_bid type: string description: Decimal string price. required: true - name: best_ask type: string description: Decimal string price. required: true - name: hash type: string description: Order book hash at this change. required: true - name: timestamp type: integer description: Order book time, Unix milliseconds. required: true headers: [] jsonPayloadSchema: type: object required: - v - channel - seq - ts - payload properties: v: type: integer const: 1 description: Envelope version. x-parser-schema-id: channel: type: string const: price.polymarket x-parser-schema-id: seq: type: integer description: >- Dense per-connection, per-channel sequence, assigned at delivery. Resets on every reconnect. Snapshot frames consume a seq. x-parser-schema-id: ts: type: integer description: Producer event time, Unix milliseconds. x-parser-schema-id: snapshot: type: boolean description: >- Present and true on the one snapshot frame sent after each new subscription. Absent on live frames. x-parser-schema-id: dropped: type: integer description: >- Number of frames dropped on this channel since the last delivered frame (slow-consumer signal). Absent when zero. x-parser-schema-id: payload: oneOf: - type: object required: - market - asset_id - best_bid - best_ask - hash - timestamp properties: market: type: string description: Condition id, 0x-prefixed. x-parser-schema-id: asset_id: type: string description: Outcome token id, decimal string. x-parser-schema-id: best_bid: type: string description: Decimal string price. x-parser-schema-id: best_ask: type: string description: Decimal string price. x-parser-schema-id: hash: type: string description: Order book hash at this change. x-parser-schema-id: timestamp: type: integer description: Order book time, Unix milliseconds. x-parser-schema-id: x-parser-schema-id: BestBidAsk - type: array maxItems: 0 description: Empty snapshot for a cold token. x-parser-schema-id: x-parser-schema-id: PricePolymarketPayload description: >- Snapshot payload is a BestBidAsk object or an empty array; live payload is a BestBidAsk object. x-parser-schema-id: PricePolymarketEnvelope title: price.polymarket envelope example: |- { "v": 1, "channel": "price.polymarket", "seq": 1, "ts": 1788973000123, "snapshot": true, "payload": { "market": "0x9deb0baac40648821f96f01339229a422e2f5c877de55dc4dbf981f95a1e709c", "asset_id": "21742633143463906290569050155826241533067272736897614950488156847949938836455", "best_bid": "0.51", "best_ask": "0.53", "hash": "3f9c1e7a", "timestamp": 1788972999871 } } bindings: [] extensions: - id: x-parser-unique-object-id value: pricePolymarket bindings: [] extensions: *ref_3 - &ref_14 id: priceCrypto title: price.crypto description: >- Pyth crypto reference prices, about one update per second per symbol (gated) type: send messages: - &ref_29 id: priceCrypto payload: - name: price.crypto envelope type: object properties: - name: v type: integer description: Envelope version. required: true - name: channel type: string description: price.crypto required: true - name: seq type: integer description: >- Dense per-connection, per-channel sequence, assigned at delivery. Resets on every reconnect. Snapshot frames consume a seq. required: true - name: ts type: integer description: Producer event time, Unix milliseconds. required: true - name: snapshot type: boolean description: >- Present and true on the one snapshot frame sent after each new subscription. Absent on live frames. required: false - name: dropped type: integer description: >- Number of frames dropped on this channel since the last delivered frame (slow-consumer signal). Absent when zero. required: false - name: payload type: object required: true properties: - name: symbol type: string description: Lowercase symbol, for example btcusd or aapl. required: true - name: value type: number description: Price as a float. Prefer full_accuracy_value. required: true - name: full_accuracy_value type: string description: Exact decimal price as published by the source. required: true - name: timestamp type: integer description: Source event time, Unix milliseconds. required: true - name: symbol type: string required: true - name: data type: array description: >- The array holds the previous two minutes of points by event time and is empty for a symbol with no recent data. required: true properties: - name: symbol type: string description: Lowercase symbol, for example btcusd or aapl. required: true - name: value type: number description: Price as a float. Prefer full_accuracy_value. required: true - name: full_accuracy_value type: string description: Exact decimal price as published by the source. required: true - name: timestamp type: integer description: Source event time, Unix milliseconds. required: true headers: [] jsonPayloadSchema: type: object required: - v - channel - seq - ts - payload properties: v: type: integer const: 1 description: Envelope version. x-parser-schema-id: channel: type: string const: price.crypto x-parser-schema-id: seq: type: integer description: >- Dense per-connection, per-channel sequence, assigned at delivery. Resets on every reconnect. Snapshot frames consume a seq. x-parser-schema-id: ts: type: integer description: Producer event time, Unix milliseconds. x-parser-schema-id: snapshot: type: boolean description: >- Present and true on the one snapshot frame sent after each new subscription. Absent on live frames. x-parser-schema-id: dropped: type: integer description: >- Number of frames dropped on this channel since the last delivered frame (slow-consumer signal). Absent when zero. x-parser-schema-id: payload: oneOf: - &ref_6 type: object required: - symbol - value - full_accuracy_value - timestamp properties: symbol: type: string description: Lowercase symbol, for example btcusd or aapl. x-parser-schema-id: value: type: number description: Price as a float. Prefer full_accuracy_value. x-parser-schema-id: full_accuracy_value: type: string description: Exact decimal price as published by the source. x-parser-schema-id: timestamp: type: integer description: Source event time, Unix milliseconds. x-parser-schema-id: x-parser-schema-id: VendorPoint - type: object required: - symbol - data properties: symbol: type: string x-parser-schema-id: data: type: array items: *ref_6 description: >- The array holds the previous two minutes of points by event time and is empty for a symbol with no recent data. x-parser-schema-id: x-parser-schema-id: x-parser-schema-id: PriceCryptoPayload description: Snapshot payload is a symbol batch; live payload is a single point. x-parser-schema-id: PriceCryptoEnvelope title: price.crypto envelope example: |- { "v": 1, "channel": "price.crypto", "seq": 1, "ts": 1788973000000, "snapshot": true, "payload": { "symbol": "btcusd", "data": [ { "timestamp": 1788972880000, "value": 64123.5, "full_accuracy_value": "64123.50000000" }, { "timestamp": 1788972881000, "value": 64125.1, "full_accuracy_value": "64125.10000000" } ] } } bindings: [] extensions: - id: x-parser-unique-object-id value: priceCrypto bindings: [] extensions: *ref_3 - &ref_15 id: priceEquity title: price.equity description: Pyth equity, ETF, forex, metals and commodity reference prices (gated) type: send messages: - &ref_30 id: priceEquity payload: - name: price.equity envelope type: object properties: - name: v type: integer description: Envelope version. required: true - name: channel type: string description: price.equity required: true - name: seq type: integer description: >- Dense per-connection, per-channel sequence, assigned at delivery. Resets on every reconnect. Snapshot frames consume a seq. required: true - name: ts type: integer description: Producer event time, Unix milliseconds. required: true - name: snapshot type: boolean description: >- Present and true on the one snapshot frame sent after each new subscription. Absent on live frames. required: false - name: dropped type: integer description: >- Number of frames dropped on this channel since the last delivered frame (slow-consumer signal). Absent when zero. required: false - name: payload type: object required: true properties: - name: symbol type: string description: Lowercase symbol, for example btcusd or aapl. required: true - name: value type: number description: Price as a float. Prefer full_accuracy_value. required: true - name: full_accuracy_value type: string description: Exact decimal price as published by the source. required: true - name: timestamp type: integer description: Source event time, Unix milliseconds. required: true - name: received_at type: integer description: Ingest receive time, Unix milliseconds. Live frames only. required: false - name: is_carried_forward type: boolean description: >- True when the value is carried forward from the last session (market closed). Live frames only. required: false - name: symbol type: string required: true - name: data type: array description: >- The array holds the previous two minutes of points by event time and is empty for a symbol with no recent data. required: true properties: - name: symbol type: string description: Lowercase symbol, for example btcusd or aapl. required: true - name: value type: number description: Price as a float. Prefer full_accuracy_value. required: true - name: full_accuracy_value type: string description: Exact decimal price as published by the source. required: true - name: timestamp type: integer description: Source event time, Unix milliseconds. required: true headers: [] jsonPayloadSchema: type: object required: - v - channel - seq - ts - payload properties: v: type: integer const: 1 description: Envelope version. x-parser-schema-id: channel: type: string const: price.equity x-parser-schema-id: seq: type: integer description: >- Dense per-connection, per-channel sequence, assigned at delivery. Resets on every reconnect. Snapshot frames consume a seq. x-parser-schema-id: ts: type: integer description: Producer event time, Unix milliseconds. x-parser-schema-id: snapshot: type: boolean description: >- Present and true on the one snapshot frame sent after each new subscription. Absent on live frames. x-parser-schema-id: dropped: type: integer description: >- Number of frames dropped on this channel since the last delivered frame (slow-consumer signal). Absent when zero. x-parser-schema-id: payload: oneOf: - type: object required: - symbol - value - full_accuracy_value - timestamp properties: symbol: type: string description: Lowercase symbol, for example btcusd or aapl. x-parser-schema-id: value: type: number description: Price as a float. Prefer full_accuracy_value. x-parser-schema-id: full_accuracy_value: type: string description: Exact decimal price as published by the source. x-parser-schema-id: timestamp: type: integer description: Source event time, Unix milliseconds. x-parser-schema-id: received_at: type: integer description: >- Ingest receive time, Unix milliseconds. Live frames only. x-parser-schema-id: is_carried_forward: type: boolean description: >- True when the value is carried forward from the last session (market closed). Live frames only. x-parser-schema-id: x-parser-schema-id: EquityPoint - type: object required: - symbol - data properties: symbol: type: string x-parser-schema-id: data: type: array items: *ref_6 description: >- The array holds the previous two minutes of points by event time and is empty for a symbol with no recent data. x-parser-schema-id: x-parser-schema-id: x-parser-schema-id: PriceEquityPayload description: Snapshot payload is a symbol batch; live payload is a single point. x-parser-schema-id: PriceEquityEnvelope title: price.equity envelope example: |- { "v": 1, "channel": "price.equity", "seq": 5, "ts": 1788973001200, "payload": { "symbol": "aapl", "value": 189.42, "full_accuracy_value": "189.4217", "timestamp": 1788973001200, "received_at": 1788973001207, "is_carried_forward": false } } bindings: [] extensions: - id: x-parser-unique-object-id value: priceEquity bindings: [] extensions: *ref_3 - &ref_16 id: priceCryptoTwap title: price.crypto.twap description: >- Chainlink time-weighted average prices used by crypto up/down market resolution (gated) type: send messages: - &ref_31 id: priceCryptoTwap payload: - name: price.crypto.twap envelope type: object properties: - name: v type: integer description: Envelope version. required: true - name: channel type: string description: price.crypto.twap required: true - name: seq type: integer description: >- Dense per-connection, per-channel sequence, assigned at delivery. Resets on every reconnect. Snapshot frames consume a seq. required: true - name: ts type: integer description: Producer event time, Unix milliseconds. required: true - name: snapshot type: boolean description: >- Present and true on the one snapshot frame sent after each new subscription. Absent on live frames. required: false - name: dropped type: integer description: >- Number of frames dropped on this channel since the last delivered frame (slow-consumer signal). Absent when zero. required: false - name: payload type: object required: true properties: - name: symbol type: string description: Lowercase symbol, for example btcusd or aapl. required: true - name: value type: number description: Price as a float. Prefer full_accuracy_value. required: true - name: full_accuracy_value type: string description: Exact decimal price as published by the source. required: true - name: timestamp type: integer description: Source event time, Unix milliseconds. required: true - name: window_seconds type: integer description: Averaging window of the TWAP series. Only 60 exists today. required: true - name: symbol type: string required: true - name: data type: array description: >- The array holds the previous two minutes of points by event time and is empty for a symbol with no recent data. required: true properties: - name: symbol type: string description: Lowercase symbol, for example btcusd or aapl. required: true - name: value type: number description: Price as a float. Prefer full_accuracy_value. required: true - name: full_accuracy_value type: string description: Exact decimal price as published by the source. required: true - name: timestamp type: integer description: Source event time, Unix milliseconds. required: true - name: window_seconds type: integer description: 60 required: true headers: [] jsonPayloadSchema: type: object required: - v - channel - seq - ts - payload properties: v: type: integer const: 1 description: Envelope version. x-parser-schema-id: channel: type: string const: price.crypto.twap x-parser-schema-id: seq: type: integer description: >- Dense per-connection, per-channel sequence, assigned at delivery. Resets on every reconnect. Snapshot frames consume a seq. x-parser-schema-id: ts: type: integer description: Producer event time, Unix milliseconds. x-parser-schema-id: snapshot: type: boolean description: >- Present and true on the one snapshot frame sent after each new subscription. Absent on live frames. x-parser-schema-id: dropped: type: integer description: >- Number of frames dropped on this channel since the last delivered frame (slow-consumer signal). Absent when zero. x-parser-schema-id: payload: oneOf: - type: object required: - symbol - value - full_accuracy_value - timestamp - window_seconds properties: symbol: type: string description: Lowercase symbol, for example btcusd or aapl. x-parser-schema-id: value: type: number description: Price as a float. Prefer full_accuracy_value. x-parser-schema-id: full_accuracy_value: type: string description: Exact decimal price as published by the source. x-parser-schema-id: timestamp: type: integer description: Source event time, Unix milliseconds. x-parser-schema-id: window_seconds: type: integer const: 60 description: >- Averaging window of the TWAP series. Only 60 exists today. x-parser-schema-id: x-parser-schema-id: TwapPoint - type: object required: - symbol - data - window_seconds properties: symbol: type: string x-parser-schema-id: data: type: array items: *ref_6 description: >- The array holds the previous two minutes of points by event time and is empty for a symbol with no recent data. x-parser-schema-id: window_seconds: type: integer const: 60 x-parser-schema-id: x-parser-schema-id: x-parser-schema-id: PriceCryptoTwapPayload description: >- Snapshot payload is a symbol batch carrying window_seconds; live payload is a single point carrying window_seconds. x-parser-schema-id: PriceCryptoTwapEnvelope title: price.crypto.twap envelope example: |- { "v": 1, "channel": "price.crypto.twap", "seq": 3, "ts": 1788973002000, "payload": { "symbol": "btcusd", "value": 64120.7, "full_accuracy_value": "64120.70000000", "timestamp": 1788973002000, "window_seconds": 60 } } bindings: [] extensions: - id: x-parser-unique-object-id value: priceCryptoTwap bindings: [] extensions: *ref_3 - &ref_11 id: challenge title: Request the challenge description: Ask for this connection's challenge nonce type: receive messages: - &ref_21 id: challengeRequest payload: - name: challenge (request) description: Ask for this connection's challenge nonce type: object properties: - name: const type: string description: challenge required: false - name: rid type: string required: false headers: [] jsonPayloadSchema: type: object required: - op properties: op: const: challenge x-parser-schema-id: rid: type: string x-parser-schema-id: x-parser-schema-id: ChallengeRequest title: challenge (request) description: Ask for this connection's challenge nonce example: |- { "op": "challenge", "rid": "c1" } bindings: [] extensions: - id: x-parser-unique-object-id value: challengeRequest bindings: [] extensions: *ref_3 sendOperations: - *ref_7 - *ref_8 - *ref_9 - *ref_10 - *ref_11 receiveOperations: - *ref_12 - *ref_13 - *ref_14 - *ref_15 - *ref_16 sendMessages: - *ref_17 - *ref_18 - *ref_19 - *ref_20 - *ref_21 receiveMessages: - *ref_22 - *ref_23 - *ref_24 - *ref_25 - *ref_26 - *ref_27 - *ref_28 - *ref_29 - *ref_30 - *ref_31 extensions: - id: x-parser-unique-object-id value: ws securitySchemes: [] ````