> ## Documentation Index > Fetch the complete documentation index at: https://docs.derivadex.com/llms.txt > Use this file to discover all available pages before exploring further. # Realtime Channels > DerivaDEX WebSocket channel reference: subscription messages, market-data feeds, user-data feeds, payload ordering fields, filters, and update reason codes. The Realtime API streams DerivaDEX market data and account-specific updates over one WebSocket connection. ```text theme={null} wss://testnet.derivadex.io/realtime-api ``` Clients send `subscribe` and `unsubscribe` messages on the connection and receive an acknowledgement with the same `nonce`. Market-data feeds send an initial `PARTIAL` snapshot before `UPDATE` messages. User-data feeds start with an empty `PARTIAL`, so clients fetch current order, strategy, and trader state with REST before applying realtime updates. ## Subscription control | Channel | Message | Payload | Use it for | | --------------------------- | ------------- | -------------------- | -------------------------------------------------------------------------------------------------- | | `subscribe` | `subscribe` | `subscribePayload` | Subscribe to one or more feeds with the parameters required by each feed. | | `unsubscribe` | `unsubscribe` | `unsubscribePayload` | Stop one or more feed subscriptions. | | `subscribe` / `unsubscribe` | `acknowledge` | `acknowledgePayload` | Match success or failure responses to client requests by `nonce`; an empty `result` means success. | ## Public market-data feeds | Channel | Feed | Payload | Snapshot behavior | Use it for | | ------------- | --------------- | -------------------- | ---------------------------------------------------------------------------------------------------------------------------- | ------------------------------------------------------------- | | `orderBookL2` | `ORDER_BOOK_L2` | `orderBookL2Payload` | First message is the current L2 book as `PARTIAL`; later messages are `UPDATE`s. An `amount` of `0` removes the price level. | Aggregated order book levels by symbol and price aggregation. | | `orderBookL3` | `ORDER_BOOK_L3` | `orderBookL3Payload` | First message is the current L3 book as `PARTIAL`; later messages are `UPDATE`s. An `amount` of `0` removes the order row. | Full-depth order book rows by symbol. | | `markPrice` | `MARK_PRICE` | `markPricePayload` | First message is the latest mark prices and funding rates as `PARTIAL`; later messages are `UPDATE`s. | Mark price and funding-rate updates by symbol. | ## Market-data filters | Feed | Filter fields | | --------------- | -------------------------------------------------------------------------------------------------------------------------------------------------------- | | `ORDER_BOOK_L2` | `orderBookL2Filters[]` with `symbol` and `aggregation`. Current aggregation values are `0.1`, `1`, and `10` for `ETHP`; `1`, `10`, and `100` for `BTCP`. | | `ORDER_BOOK_L3` | `symbols[]`; omitting parameters subscribes to all L3 book orders for all symbols. | | `MARK_PRICE` | `symbols[]`; omitting parameters subscribes to all mark prices for all symbols. | ## User-data feeds | Channel | Feed | Payload | Snapshot behavior | Use it for | | ---------------- | ----------------- | ----------------------- | --------------------------------------------------------------------------------- | ----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------- | | `orderUpdate` | `ORDER_UPDATE` | `orderUpdatePayload` | First message is an empty `PARTIAL`; use REST for the initial order state. | Order posts, fills, cancellations, liquidations, ADL, order rejections, and cancel rejections. Messages include maker and taker or liquidated-trader details when applicable. | | `strategyUpdate` | `STRATEGY_UPDATE` | `strategyUpdatePayload` | First message is an empty `PARTIAL`; use REST for the initial strategy state. | Strategy collateral changes, deposits, withdrawals, withdrawal intents, funding payments, PnL settlement, trades, fees, liquidations, ADL, and withdrawal rejections. | | `traderUpdate` | `TRADER_UPDATE` | `traderUpdatePayload` | First message is an empty `PARTIAL`; use REST for the initial trader DDX balance. | DDX deposits, DDX withdrawals, DDX withdrawal intents, trade mining rewards, fee distribution rewards, profile updates, admission, denial, DDX fees, and DDX withdrawal rejections. | ## User-data filters Trader addresses are prefixed with the blockchain discriminant. For Ethereum, the address is prefixed with `0x00`. | Feed | Filter fields | | ----------------- | ----------------------------------------------------------------------------------------------------------- | | `ORDER_UPDATE` | `orderFilters[]` with `traderAddress`, optional `strategyIdHash`, optional `symbol`, and optional `reason`. | | `STRATEGY_UPDATE` | `strategyFilters[]` with `traderAddress`, optional `strategyIdHash`, and optional `reason`. | | `TRADER_UPDATE` | `traderFilters[]` with `traderAddress` and optional `reason`. | `strategyIdHash` is the first 4 bytes of the `keccak256` hash of the strategy ID encoded as a 32-byte value. The default `main` strategy hashes to `0x2576ebd1`. ## Common payload fields | Field | Meaning | | ---------------------- | ----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------- | | `sequence` | Global monotonically increasing sequence assigned by the server to every notification across all feeds and connections. A single connection may see gaps when other notifications do not match its subscriptions. | | `ordinal` | Per-connection sequence number across all feed messages delivered to that connection. | | `feed` | Feed name, such as `ORDER_BOOK_L2` or `STRATEGY_UPDATE`. | | `subscriptionKey` | Normalized key for the subscription and ordering scope. | | `contents.messageType` | `PARTIAL` for the initial snapshot, `UPDATE` for later changes. | | `contents.data` | Feed-specific records. Decimal quantities are strings to preserve precision. | ## Update reason codes | Feed | Code | Reason | | ----------------- | ---: | ---------------------- | | `ORDER_UPDATE` | `0` | `Post` | | `ORDER_UPDATE` | `1` | `Trade` | | `ORDER_UPDATE` | `2` | `Liquidation` | | `ORDER_UPDATE` | `3` | `Cancellation` | | `ORDER_UPDATE` | `4` | `OrderRejection` | | `ORDER_UPDATE` | `5` | `CancelRejection` | | `STRATEGY_UPDATE` | `0` | `Deposit` | | `STRATEGY_UPDATE` | `1` | `Withdraw` | | `STRATEGY_UPDATE` | `2` | `WithdrawIntent` | | `STRATEGY_UPDATE` | `3` | `FundingPayment` | | `STRATEGY_UPDATE` | `4` | `PnlSettlement` | | `STRATEGY_UPDATE` | `5` | `Trade` | | `STRATEGY_UPDATE` | `6` | `Fee` | | `STRATEGY_UPDATE` | `7` | `Liquidation` | | `STRATEGY_UPDATE` | `8` | `ADL` | | `STRATEGY_UPDATE` | `9` | `WithdrawRejection` | | `TRADER_UPDATE` | `0` | `DepositDDX` | | `TRADER_UPDATE` | `1` | `WithdrawDDX` | | `TRADER_UPDATE` | `2` | `WithdrawDDXIntent` | | `TRADER_UPDATE` | `3` | `TradeMiningReward` | | `TRADER_UPDATE` | `4` | `ProfileUpdate` | | `TRADER_UPDATE` | `5` | `FeeDistribution` | | `TRADER_UPDATE` | `6` | `Admission` | | `TRADER_UPDATE` | `7` | `Denial` | | `TRADER_UPDATE` | `8` | `Fee` | | `TRADER_UPDATE` | `9` | `WithdrawDDXRejection` | ## Rejection codes | Field | Code | Reason | Meaning | | ---------------------- | ---: | --------------------------------------- | ------------------------------------------------------------------------------------------------------- | | `orderRejection` | `0` | `SelfMatch` | Part or all of the order was canceled because the same maker owns the best match. | | `orderRejection` | `1` | `SolvencyGuard` | Part or all of the order was canceled for failing solvency guards. | | `orderRejection` | `2` | `MaxTakerPriceDeviation` | Part or all of the order was canceled because the maker price deviated too far from the mark price. | | `orderRejection` | `3` | `NoLiquidity` | All of the order was canceled because no liquidity remained in the book. | | `orderRejection` | `4` | `InvalidStrategy` | All of the order was canceled because the strategy is invalid or nonexistent. | | `orderRejection` | `5` | `PostOnlyViolation` | All of the order was canceled because it would have matched immediately. | | `cancelRejection` | `0` | `InvalidOrder` | The cancel or modify request failed because the order does not exist. | | `withdrawRejection` | `0` | `InvalidStrategy` | The collateral withdrawal failed because the strategy is invalid or nonexistent. | | `withdrawRejection` | `1` | `InvalidInsuranceFundContribution` | The insurance fund withdrawal failed because the insurance fund contribution is invalid or nonexistent. | | `withdrawRejection` | `2` | `MaxWithdrawalAmount` | The collateral withdrawal failed because the amount exceeds the maximum withdrawal amount. | | `withdrawRejection` | `3` | `InsufficientInsuranceFundContribution` | The insurance fund withdrawal failed because the amount exceeds the contribution amount. | | `withdrawRejection` | `4` | `InsufficientRemainingInsuranceFund` | The insurance fund withdrawal failed because the remaining insurance fund would be dangerously low. | | `withdrawDDXRejection` | `0` | `InvalidTrader` | The DDX withdrawal failed because the trader is invalid or nonexistent. | | `withdrawDDXRejection` | `1` | `InsufficientDDXBalance` | The DDX withdrawal failed because the trader has insufficient DDX balance. | ## Integration notes | Topic | Detail | | --------------------- | ------------------------------------------------------------------------------------------------------------ | | Connection URL | Connect to `wss://testnet.derivadex.io/realtime-api`. | | Bootstrap | Use REST for the initial state of orders, strategies, and trader balances before applying user-data updates. | | Ordering | Use sequence and ordinal fields from message payloads to process updates deterministically. | | Subscription identity | User-data subscriptions are filtered by trader address, strategy, symbol, or reason. | | Recovery | Reconnect, then re-subscribe to the required feeds. |