Skip to content

[RFC] Update API docs and specs #37

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Open
Hibsbod wants to merge 1 commit into
base: main
Choose a base branch
from
Open

[RFC] Update API docs and specs #37

Show file tree
Hide file tree
Changes from all commits
Commits
Show all changes
1 commit
Select commit
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
96 changes: 64 additions & 32 deletions artifacts/apidocs/market_data_streams.md
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -44,7 +44,8 @@ STREAM: v1.mini.s
"num_snapshots": [10],
"first_sequence_number": [872634876]
},
"id": 123
"id": 123,
"method": "subscribe"
}
```
??? question "Unsubscribe"
Expand All @@ -68,7 +69,8 @@ STREAM: v1.mini.s
"stream": "v1.mini.s",
"unsubs": ["BTC_USDT_Perp@500"]
},
"id": 123
"id": 123,
"method": "subscribe"
}
```
??? question "Legacy Subscribe"
Expand Down Expand Up @@ -167,7 +169,8 @@ STREAM: v1.mini.s
"code": 1002,
"message": "Internal Server Error"
},
"id": 123
"id": 123,
"method": "subscribe"
}
```
**Lite Error Response**
Expand All @@ -178,7 +181,8 @@ STREAM: v1.mini.s
"c": 1002,
"m": "Internal Server Error"
},
"i": 123
"i": 123,
"m": "subscribe"
}
```
**Legacy Error Response**
Expand Down Expand Up @@ -599,7 +603,8 @@ STREAM: v1.mini.d
"num_snapshots": [10],
"first_sequence_number": [872634876]
},
"id": 123
"id": 123,
"method": "subscribe"
}
```
??? question "Unsubscribe"
Expand All @@ -623,7 +628,8 @@ STREAM: v1.mini.d
"stream": "v1.mini.d",
"unsubs": ["BTC_USDT_Perp@500"]
},
"id": 123
"id": 123,
"method": "subscribe"
}
```
??? question "Legacy Subscribe"
Expand Down Expand Up @@ -722,7 +728,8 @@ STREAM: v1.mini.d
"code": 1002,
"message": "Internal Server Error"
},
"id": 123
"id": 123,
"method": "subscribe"
}
```
**Lite Error Response**
Expand All @@ -733,7 +740,8 @@ STREAM: v1.mini.d
"c": 1002,
"m": "Internal Server Error"
},
"i": 123
"i": 123,
"m": "subscribe"
}
```
**Legacy Error Response**
Expand Down Expand Up @@ -1154,7 +1162,8 @@ STREAM: v1.ticker.s
"num_snapshots": [10],
"first_sequence_number": [872634876]
},
"id": 123
"id": 123,
"method": "subscribe"
}
```
??? question "Unsubscribe"
Expand All @@ -1178,7 +1187,8 @@ STREAM: v1.ticker.s
"stream": "v1.ticker.s",
"unsubs": ["BTC_USDT_Perp@500"]
},
"id": 123
"id": 123,
"method": "subscribe"
}
```
??? question "Legacy Subscribe"
Expand Down Expand Up @@ -1303,7 +1313,8 @@ STREAM: v1.ticker.s
"code": 1002,
"message": "Internal Server Error"
},
"id": 123
"id": 123,
"method": "subscribe"
}
```
**Lite Error Response**
Expand All @@ -1314,7 +1325,8 @@ STREAM: v1.ticker.s
"c": 1002,
"m": "Internal Server Error"
},
"i": 123
"i": 123,
"m": "subscribe"
}
```
**Legacy Error Response**
Expand Down Expand Up @@ -1735,7 +1747,8 @@ STREAM: v1.ticker.d
"num_snapshots": [10],
"first_sequence_number": [872634876]
},
"id": 123
"id": 123,
"method": "subscribe"
}
```
??? question "Unsubscribe"
Expand All @@ -1759,7 +1772,8 @@ STREAM: v1.ticker.d
"stream": "v1.ticker.d",
"unsubs": ["BTC_USDT_Perp@500"]
},
"id": 123
"id": 123,
"method": "subscribe"
}
```
??? question "Legacy Subscribe"
Expand Down Expand Up @@ -1884,7 +1898,8 @@ STREAM: v1.ticker.d
"code": 1002,
"message": "Internal Server Error"
},
"id": 123
"id": 123,
"method": "subscribe"
}
```
**Lite Error Response**
Expand All @@ -1895,7 +1910,8 @@ STREAM: v1.ticker.d
"c": 1002,
"m": "Internal Server Error"
},
"i": 123
"i": 123,
"m": "subscribe"
}
```
**Legacy Error Response**
Expand Down Expand Up @@ -2317,7 +2333,8 @@ STREAM: v1.book.s
"num_snapshots": [10],
"first_sequence_number": [872634876]
},
"id": 123
"id": 123,
"method": "subscribe"
}
```
??? question "Unsubscribe"
Expand All @@ -2341,7 +2358,8 @@ STREAM: v1.book.s
"stream": "v1.book.s",
"unsubs": ["BTC_USDT_Perp@500-50"]
},
"id": 123
"id": 123,
"method": "subscribe"
}
```
??? question "Legacy Subscribe"
Expand Down Expand Up @@ -2443,7 +2461,8 @@ STREAM: v1.book.s
"code": 1002,
"message": "Internal Server Error"
},
"id": 123
"id": 123,
"method": "subscribe"
}
```
**Lite Error Response**
Expand All @@ -2454,7 +2473,8 @@ STREAM: v1.book.s
"c": 1002,
"m": "Internal Server Error"
},
"i": 123
"i": 123,
"m": "subscribe"
}
```
**Legacy Error Response**
Expand Down Expand Up @@ -2875,7 +2895,8 @@ STREAM: v1.book.d
"num_snapshots": [10],
"first_sequence_number": [872634876]
},
"id": 123
"id": 123,
"method": "subscribe"
}
```
??? question "Unsubscribe"
Expand All @@ -2899,7 +2920,8 @@ STREAM: v1.book.d
"stream": "v1.book.d",
"unsubs": ["BTC_USDT_Perp@500"]
},
"id": 123
"id": 123,
"method": "subscribe"
}
```
??? question "Legacy Subscribe"
Expand Down Expand Up @@ -3000,7 +3022,8 @@ STREAM: v1.book.d
"code": 1002,
"message": "Internal Server Error"
},
"id": 123
"id": 123,
"method": "subscribe"
}
```
**Lite Error Response**
Expand All @@ -3011,7 +3034,8 @@ STREAM: v1.book.d
"c": 1002,
"m": "Internal Server Error"
},
"i": 123
"i": 123,
"m": "subscribe"
}
```
**Legacy Error Response**
Expand Down Expand Up @@ -3433,7 +3457,8 @@ STREAM: v1.trade
"num_snapshots": [10],
"first_sequence_number": [872634876]
},
"id": 123
"id": 123,
"method": "subscribe"
}
```
??? question "Unsubscribe"
Expand All @@ -3457,7 +3482,8 @@ STREAM: v1.trade
"stream": "v1.trade",
"unsubs": ["BTC_USDT_Perp@500"]
},
"id": 123
"id": 123,
"method": "subscribe"
}
```
??? question "Legacy Subscribe"
Expand Down Expand Up @@ -3556,7 +3582,8 @@ STREAM: v1.trade
"code": 1002,
"message": "Internal Server Error"
},
"id": 123
"id": 123,
"method": "subscribe"
}
```
**Lite Error Response**
Expand All @@ -3567,7 +3594,8 @@ STREAM: v1.trade
"c": 1002,
"m": "Internal Server Error"
},
"i": 123
"i": 123,
"m": "subscribe"
}
```
**Legacy Error Response**
Expand Down Expand Up @@ -3989,7 +4017,8 @@ STREAM: v1.candle
"num_snapshots": [10],
"first_sequence_number": [872634876]
},
"id": 123
"id": 123,
"method": "subscribe"
}
```
??? question "Unsubscribe"
Expand All @@ -4013,7 +4042,8 @@ STREAM: v1.candle
"stream": "v1.candle",
"unsubs": ["BTC_USDT_Perp@CI_1_M-TRADE"]
},
"id": 123
"id": 123,
"method": "subscribe"
}
```
??? question "Legacy Subscribe"
Expand Down Expand Up @@ -4110,7 +4140,8 @@ STREAM: v1.candle
"code": 1002,
"message": "Internal Server Error"
},
"id": 123
"id": 123,
"method": "subscribe"
}
```
**Lite Error Response**
Expand All @@ -4121,7 +4152,8 @@ STREAM: v1.candle
"c": 1002,
"m": "Internal Server Error"
},
"i": 123
"i": 123,
"m": "subscribe"
}
```
**Legacy Error Response**
Expand Down
11 changes: 6 additions & 5 deletions artifacts/apidocs/schemas/api_cancel_order_response.md
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -61,14 +61,15 @@
|book_size<br>`bs` |[string]|True|The number of assets available for orderbook/RFQ matching. Sorted in same order as Order.Legs|
|traded_size<br>`ts` |[string]|True|The total number of assets traded. Sorted in same order as Order.Legs|
|update_time<br>`ut` |string|True|Time at which the order was updated by GRVT, expressed in unix nanoseconds|
|avg_fill_price<br>`af` |[string]|True|The average fill price of the order. Sorted in same order as Order.Legs|
??? info "[OrderStatus](/../../schemas/order_status)"
|Value| Description |
|-|-|
|`PENDING` = 1|Order is waiting for Trigger Condition to be hit|
|`OPEN` = 2|Order is actively matching on the orderbook, could be unfilled or partially filled|
|`FILLED` = 3|Order is fully filled and hence closed|
|`REJECTED` = 4|Order is rejected by GRVT Backend since if fails a particular check (See OrderRejectReason)|
|`CANCELLED` = 5|Order is cancelled by the user using one of the supported APIs (See OrderRejectReason)|
|`PENDING` = 1|Order has been sent to the matching engine and is pending a transition to open/filled/rejected.|
|`OPEN` = 2|Order is actively matching on the matching engine, could be unfilled or partially filled.|
|`FILLED` = 3|Order is fully filled and hence closed. Taker Orders can transition directly from pending to filled, without going through open.|
|`REJECTED` = 4|Order is rejected by matching engine since if fails a particular check (See OrderRejectReason). Once an order is open, it cannot be rejected.|
|`CANCELLED` = 5|Order is cancelled by the user using one of the supported APIs (See OrderRejectReason). Before an order is open, it cannot be cancelled.|
??? info "[OrderRejectReason](/../../schemas/order_reject_reason)"
|Value| Description |
|-|-|
Expand Down
11 changes: 6 additions & 5 deletions artifacts/apidocs/schemas/api_create_order_request.md
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -63,14 +63,15 @@
|book_size<br>`bs` |[string]|True|The number of assets available for orderbook/RFQ matching. Sorted in same order as Order.Legs|
|traded_size<br>`ts` |[string]|True|The total number of assets traded. Sorted in same order as Order.Legs|
|update_time<br>`ut` |string|True|Time at which the order was updated by GRVT, expressed in unix nanoseconds|
|avg_fill_price<br>`af` |[string]|True|The average fill price of the order. Sorted in same order as Order.Legs|
??? info "[OrderStatus](/../../schemas/order_status)"
|Value| Description |
|-|-|
|`PENDING` = 1|Order is waiting for Trigger Condition to be hit|
|`OPEN` = 2|Order is actively matching on the orderbook, could be unfilled or partially filled|
|`FILLED` = 3|Order is fully filled and hence closed|
|`REJECTED` = 4|Order is rejected by GRVT Backend since if fails a particular check (See OrderRejectReason)|
|`CANCELLED` = 5|Order is cancelled by the user using one of the supported APIs (See OrderRejectReason)|
|`PENDING` = 1|Order has been sent to the matching engine and is pending a transition to open/filled/rejected.|
|`OPEN` = 2|Order is actively matching on the matching engine, could be unfilled or partially filled.|
|`FILLED` = 3|Order is fully filled and hence closed. Taker Orders can transition directly from pending to filled, without going through open.|
|`REJECTED` = 4|Order is rejected by matching engine since if fails a particular check (See OrderRejectReason). Once an order is open, it cannot be rejected.|
|`CANCELLED` = 5|Order is cancelled by the user using one of the supported APIs (See OrderRejectReason). Before an order is open, it cannot be cancelled.|
??? info "[OrderRejectReason](/../../schemas/order_reject_reason)"
|Value| Description |
|-|-|
Expand Down
11 changes: 6 additions & 5 deletions artifacts/apidocs/schemas/api_create_order_response.md
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -61,14 +61,15 @@
|book_size<br>`bs` |[string]|True|The number of assets available for orderbook/RFQ matching. Sorted in same order as Order.Legs|
|traded_size<br>`ts` |[string]|True|The total number of assets traded. Sorted in same order as Order.Legs|
|update_time<br>`ut` |string|True|Time at which the order was updated by GRVT, expressed in unix nanoseconds|
|avg_fill_price<br>`af` |[string]|True|The average fill price of the order. Sorted in same order as Order.Legs|
??? info "[OrderStatus](/../../schemas/order_status)"
|Value| Description |
|-|-|
|`PENDING` = 1|Order is waiting for Trigger Condition to be hit|
|`OPEN` = 2|Order is actively matching on the orderbook, could be unfilled or partially filled|
|`FILLED` = 3|Order is fully filled and hence closed|
|`REJECTED` = 4|Order is rejected by GRVT Backend since if fails a particular check (See OrderRejectReason)|
|`CANCELLED` = 5|Order is cancelled by the user using one of the supported APIs (See OrderRejectReason)|
|`PENDING` = 1|Order has been sent to the matching engine and is pending a transition to open/filled/rejected.|
|`OPEN` = 2|Order is actively matching on the matching engine, could be unfilled or partially filled.|
|`FILLED` = 3|Order is fully filled and hence closed. Taker Orders can transition directly from pending to filled, without going through open.|
|`REJECTED` = 4|Order is rejected by matching engine since if fails a particular check (See OrderRejectReason). Once an order is open, it cannot be rejected.|
|`CANCELLED` = 5|Order is cancelled by the user using one of the supported APIs (See OrderRejectReason). Before an order is open, it cannot be cancelled.|
??? info "[OrderRejectReason](/../../schemas/order_reject_reason)"
|Value| Description |
|-|-|
Expand Down
Loading