Message catalog

This page is the quick-reference index for the orderbook stream at wss://wss.parlayx.com/v1/orderbook. Each frame type links to the page that documents it in full. For a guided walkthrough, start with the Quickstart.

Frame conventions

Every server frame is a JSON object with a type, a v: 1 version discriminator, and a serverTimestamp (epoch milliseconds). Every client frame has a type and an optional requestId, a correlation token you choose (any string) that the server echoes on the matching reply, so you can pair async responses with the request that triggered them.

Client → server

`type`	Purpose	Reference
`SUBSCRIBE`	Create subscriptions for one or more `(market, channel)` pairs.	Subscriptions & markets
`UNSUBSCRIBE`	Tear down subscriptions by `subscriptionId`.	Subscriptions & markets
`LIST`	Snapshot every active subscription on this connection.	Subscriptions & markets
`PING`	Application-level keepalive; replies with `PONG`.	Connection lifecycle

Server → client

`type`	When	Key fields	Reference
`WELCOME`	once, on connect	`credentialId`, `connectionId`, `activeConnections`, `limits`	Connection lifecycle
`SUBSCRIBED`	per market on a successful `SUBSCRIBE`	`market`, `channel`, `subscriptionId`, `snapshotPending`	Subscriptions & markets
`UNSUBSCRIBED`	per held id on `UNSUBSCRIBE`; unknown ids get no reply	`subscriptionId`, `market`, `channel`	Subscriptions & markets
`SNAPSHOT`	first book frame, and on every resync	`subscriptionId`, `seq`, `venueTimestamp`, `bids[]`, `asks[]`, `status`	Orderbook channel
`DELTA`	book changes	`subscriptionId`, `seq`, `venueTimestamp`, `changes[]`	Orderbook channel
`TRADE`	a fill on a trade-channel subscription	`subscriptionId`, `seq`, `venueTimestamp`, `price`, `size`, `takerSide`, `tradeId?`	Trades channel
`STATUS`	subscription state change	`subscriptionId`, `state`, `reason?`	Errors & status
`ERROR`	a request or subscription failed	`code`, `message`, plus addressing fields	Errors & status
`PONG`	reply to `PING`	`requestId?`	Connection lifecycle
`SUBSCRIPTIONS`	reply to `LIST`	`subscriptions[]`	Subscriptions & markets
`GOODBYE`	just before the server closes the socket	`reason`	Connection lifecycle

Get started

Connecting

Market data

Reference

Message catalog

Frame conventions

Client → server

Server → client

​Frame conventions

​Client → server

​Server → client

Frame conventions

Client → server

Server → client