Live streams

Server-to-server connection: wss://api.rook.pm/v1/stream, with Authorization: Bearer <api-key> in the handshake. This protocol is separate from the REST OpenAPI specification.

{
  "op": "subscribe",
  "request_id": "subscribe-1",
  "channel": "books",
  "listing_ids": ["lst_a_yes"],
  "depth": 10
}

Channel	Selection	Initial state
`quotes`	Nonempty `listing_ids`	Quote snapshots, then updates
`books`	Nonempty `listing_ids`, optional positive `depth`	L2 snapshots, then level updates
`trades`	Nonempty `listing_ids`	Acknowledgement, then new public prints
`reference`	Nonempty `family_ids`, optional `resource_types`	Acknowledgement with change cursor, then matching changes

Acknowledgements identify accepted and rejected selectors, the subscription ID and epoch. They never broaden subscriptions silently. Quote/book snapshots end at snapshot_complete before subsequent updates. Trade subscriptions do not replay historical prints; use REST for retained history.

Sequence and recovery

Data envelopes carry type, subscription_id, epoch, a monotonically increasing sequence, published_at and channel-specific data. Epochs and sequences are scoped to each subscription. Reconnects or sequence gaps require a new affected-state snapshot. Book deltas identify the listing, revision, timestamps and changed levels with side, exact price and exact quantity. Quantity is the new absolute size; zero removes the level. Reference recovery uses the acknowledged cursor with the same family/resource filters on GET /changes.

{
  "op": "unsubscribe",
  "request_id": "unsubscribe-1",
  "subscription_id": "sub_example"
}

Unsubscribe ends the named subscription and returns an acknowledgement. Errors include request/subscription references and retry or resnapshot guidance. Heartbeats indicate connection liveness, while data timestamps indicate upstream freshness. RFQs, maker confirmation, orders and fills remain on the execution venue or broker. Customer fair values are private and outside these public channels.

Core concepts

Integrate

On the horizon

Live streams

Sequence and recovery

​Subscribe explicitly

​Sequence and recovery

Subscribe explicitly

Sequence and recovery