Stream protocol

The market-maker WebSocket: channels, frames and limits.

wss://api.zeustrade.io/mm/stream?key=<key>

Send the key as ?key= or in x-api-key where your client can set headers. A wrong key gets 401 on the upgrade and a sixth connection of one key gets 429.

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Client frames

{ "op": "subscribe", "channel": "fills", "accounts": ["0x…"] }
{ "op": "subscribe", "channel": "prices", "symbols": ["BTC", "ETH"] }
{ "op": "subscribe", "channel": "exposure" }
{ "op": "unsubscribe", "channel": "keeper" }

A new subscribe to a channel replaces the previous one.

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Server frames

Every frame is { "channel": "...", "data": ..., "ts": <ms> }.

Channel	Data
subscribed, unsubscribed	The subscription
fills	One fill: account, request key, status, market, side, size, fill price, fees, keeper transaction, time gap, block
exposure	/mm/exposure merged with /mm/hedge-recommendation, on subscribe and every 5 seconds
keeper	{ medianMs, p95Ms, queueLength }, on subscribe and every 5 seconds
prices	[{ symbol, price, publishTime }], publish time in Unix seconds
error	{ code, message } with BAD_REQUEST, TOO_MANY_ACCOUNTS, PRICES_DISABLED or SOURCE_UNAVAILABLE

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Limits

• 5 connections per key and 200 accounts per fills subscription.
• The server pings every 15 seconds and closes a connection that misses two pings.
• A connection with more than 1 MB unsent stops receiving everything except fills until it catches up.