websocket-gemini.yml

#
#
#
# This example showcases usage of AsyncAPI for the purpose of describing a WebSocket API. It is based on a real public service maintained by company called Gemini that provides cryptocurency trading products. It uses AsyncAPI bindings.
#
# This AsyncAPI document describes their v1 of the API. The v2 is also available and changes in the way that it provides a multimessage channel, where you subscribe for messages by sending a subscription message instead of using query parameters. For example with multimessage channel check out this article https://www.asyncapi.com/blog/websocket-part2 about another real public API called Kraken
#
# All available learning materials about AsyncAPI and WebSocket are:
# - WebSocket, Shrek, and AsyncAPI - An Opinionated Intro article: https://www.asyncapi.com/blog/websocket-part1
# - Creating AsyncAPI for WebSocket API - Step by Step article: https://www.asyncapi.com/blog/websocket-part2
# - From API-First to Code Generation - A WebSocket Use Case article: https://www.asyncapi.com/blog/websocket-part3
# - Live stream about topics mentioned in part 1 and 2 articles: https://www.youtube.com/watch?v=8tFBcf31e_c
#

asyncapi: '2.4.0'

#
# Overal information for users of the application
#
info:
  title: Gemini Market Data Websocket API
  version: '1.0.0'
  contact:
    name: Gemini
    url: https://www.gemini.com/
  description: |
    Market data is a public API that streams all the market data on a given symbol.
    
    You can quickly play with the API using [websocat](https://github.com/vi/websocat#installation) like this:
    ```bash
    websocat wss://api.gemini.com/v1/marketdata/btcusd?heartbeat=true -S
    ```
    
#
# Link to external docs
#
externalDocs:
  url: https://docs.sandbox.gemini.com/websocket-api/#market-data
    
#
# Details on how to connect to the application
#
servers:
  public:
    url: wss://api.gemini.com
    protocol: wss

#
# Details about all the channels that you can listen to or send to messages
#
channels:
  /v1/marketdata/{symbol}:
    parameters:
      symbol:
        description: |
          Symbols are formatted as CCY1CCY2 where prices are in CCY2 and quantities are in CCY1. To read more click [here](https://docs.sandbox.gemini.com/websocket-api/#symbols-and-minimums).
        schema:
          type: string
          enum: ['btcusd', 'ethbtc', 'ethusd', 'zecusd', 'zecbtc', 'zeceth', 'zecbch', 'zecltc', 'bchusd', 'bchbtc', 'bcheth', 'ltcusd', 'ltcbtc', 'ltceth', 'ltcbch', 'batusd', 'daiusd', 'linkusd', 'oxtusd', 'batbtc', 'linkbtc', 'oxtbtc', 'bateth', 'linketh', 'oxteth', 'ampusd', 'compusd', 'paxgusd', 'mkrusd', 'zrxusd', 'kncusd', 'manausd', 'storjusd', 'snxusd', 'crvusd', 'balusd', 'uniusd', 'renusd', 'umausd', 'yfiusd', 'btcdai', 'ethdai', 'aaveusd', 'filusd', 'btceur', 'btcgbp', 'etheur', 'ethgbp', 'btcsgd', 'ethsgd', 'sklusd', 'grtusd', 'bntusd', '1inchusd', 'enjusd', 'lrcusd', 'sandusd', 'cubeusd', 'lptusd', 'bondusd', 'maticusd', 'injusd', 'sushiusd']
    bindings:
      ws:
        bindingVersion: 0.1.0
        query:
          type: object
          description: |
            The semantics of entry type filtering is:

            If any entry type is specified as true or false, all of them must be explicitly flagged true to show up in the response
            If no entry types filtering parameters are included in the url, then all entry types will appear in the response

            NOTE: top_of_book has no meaning and initial book events are empty when only trades is specified
          properties:
            heartbeat:
              type: boolean
              default: false
              description: Optionally add this parameter and set to true to receive a heartbeat every 5 seconds
            top_of_book:
              type: boolean
              default: false
              description: If absent or false, receive full order book depth; if present and true, receive top of book only. Only applies to bids and offers.
            bids:
              type: boolean
              default: true
              description: Include bids in change events
            offers:
              type: boolean
              default: true
              description: Include asks in change events
            trades:
              type: boolean
              default: true
              description: Include trade events
            auctions:
              type: boolean
              default: true
              description: Include auction events
    subscribe:
      summary: Receive market updates on a given symbol
      message:
        $ref: '#/components/messages/marketData'

#
# All reusable parts for readability and staying DRY
#
components:
  messages:
    marketData:
      summary: Message with marked data information.
      description: |
        The initial response message will show the existing state of the order book. Subsequent messages will show all executed trades, as well as all other changes to the order book from orders placed or canceled.
      payload:
        $ref: '#/components/schemas/market'
      examples:
        - name: updateMessage
          summary: Example of an update message that contains a change in price information.
          payload:
            type: update
            eventId: 36902233362
            timestamp: 1619769673
            timestampms: 1619769673527
            socket_sequence: 661
            events:
              - type: change
                side: bid
                price: '54350.40'
                remaining: '0.002'
                delta: '0.002'
                reason: place
        - name: heartbeatMessage
          summary: Example of additional heartbeat message when you enable them. 
          payload:
            type: heartbeat
            socket_sequence: 1656
  schemas:
    market:
      type: object
      oneOf:
        - $ref: '#/components/schemas/heartbeat'
        - $ref: '#/components/schemas/update'
    heartbeat:
      allOf:
        - properties:
            type:
              type: string
              const: heartbeat
          required:
            - type
        - $ref: '#/components/schemas/default'
    update:
      allOf:
        - properties:
            type:
              type: string
              const: update
            eventId:
              type: integer
              description: A monotonically increasing sequence number indicating when this change occurred. These numbers are persistent and consistent between market data connections.
            events:
              $ref: '#/components/schemas/events'
            timestamp:
              type: string
              format: date-time
              description: The timestamp in seconds for this group of events (included for compatibility reasons). We recommend using the timestampms field instead.
            timestampms:
              type: string
              format: time
              description: The timestamp in milliseconds for this group of events.
          required:
            - type
            - eventId
            - events
            - timestamp
            - timestampms
        - $ref: '#/components/schemas/default'
    default:
      type: object
      description: This object is always part of the payload. In case of type=heartbeat, these are the only fields.
      required:
         - type
         - socket_sequence
      properties:
        socket_sequence:
          type: integer
          description: zero-indexed monotonic increasing sequence number attached to each message sent - if there is a gap in this sequence, you have missed a message. If you choose to enable heartbeats, then heartbeat and update messages will share a single increasing sequence. See [Sequence Numbers](https://docs.sandbox.gemini.com/websocket-api/#sequence-numbers) for more information.
    events:
      type: array
      description: Either a change to the order book, or the indication that a trade has occurred.
      items:
        type: object
        additionalProperties: false
        properties:
          type:
            type: string
            enum: ['trade', 'change', 'auction, block_trade']
          price:
            type: number
            multipleOf: 1.000
            description: The price of this order book entry.
          side:
            type: string
            enum: ['bid', 'side']
          reason:
            type: string
            enum: ['place', 'trade', 'cancel', 'initial']
            description: Indicates why the change has occurred. initial is for the initial response message, which will show the entire existing state of the order book.
          remaining: 
            type: number
            multipleOf: 1.000
            description: The quantity remaining at that price level after this change occurred. May be zero if all orders at this price level have been filled or canceled.
          delta:
            type: number
            multipleOf: 1.000
            description: The quantity changed. May be negative, if an order is filled or canceled. For initial messages, delta will equal remaining.