Analytics snapshots stream

Subscribe to any endpoint flagged streamable in GET /v1/catalog with the same query parameters as its REST route. Whenever the data of a subscribed endpoint changes the server sends its complete response (never a delta). Each subscription is refreshed at most once per the endpoint's minimum interval (interval_ms in the subscribed message). Client messages: {action: subscribe, id, route, params, interval_ms} and {action: unsubscribe, id}. The number of subscriptions is limited by the plan, and an account's subscriptions together may refresh at most 10 times a second (choose a longer interval_ms to fit more of them). Subscriptions to the same endpoint and parameters share one refresh. A paginated endpoint streams its first page: has_more is reported, next_cursor_id and next_url are null (page through REST). Under heavy load a refresh can be skipped and retried about one interval later, so a snapshot may arrive late; after several skipped refreshes in a row the server sends {type: status, state: degraded, reason: refresh_delayed, id}, and {state: live} when refreshes resume. Load never produces an error message.

Connect and subscribe

Open wss://api.ordermap.si/v1/ws/analytics with your key in the Authorization header, then send a subscribe message. One connection per account per stream; streams need API Pro. The protocol, limits and close codes are in WebSockets.

import WebSocket from "ws";

const ws = new WebSocket("wss://api.ordermap.si/v1/ws/analytics", {
  headers: { Authorization: `Bearer ${process.env.ORDERMAP_API_KEY}` },
});

ws.on("open", () => ws.send(JSON.stringify({ action: "subscribe", id: "levels", route: "/v1/options/levels", params: { underlying_symbol: "SPX" }, interval_ms: 5000 })));
ws.on("message", (raw) => {
  const message = JSON.parse(raw.toString());
  if (message.type === "event") console.log(message.seq, message.data);
  if (message.type === "gap") console.warn("continuity lost: refetch the range over REST", message);
});
ws.on("close", (code, reason) => console.log("closed", code, reason.toString()));

{"action":"subscribe","id":"levels","route":"/v1/options/levels","params":{"underlying_symbol":"SPX"},"interval_ms":5000}

Subscription parameters

This stream takes no parameters. Subscribe with a message after connecting.

Event

Each event is one message: {"type":"event","event_type":"analytics","seq":N,"data":{...}}.

{
  "type": "event",
  "event_type": "analytics",
  "seq": 1,
  "data": {
    "id": "levels",
    "response": {
      "data": {},
      "meta": {
        "as_of": 1792161000123,
        "coverage": {
          "complete": true
        },
        "delay_ms": 0,
        "delayed": false,
        "request_id": "0198c0a2-0000-7000-8000-000000000000",
        "source": "opra"
      }
    },
    "resync": false,
    "revision": "3",
    "route": "/v1/options/levels"
  }
}

Before the upgrade

Errors before the upgrade are ordinary JSON errors; after it, problems arrive as messages and close codes (see WebSockets).

Authenticated responses carry the X-RateLimit-* headers (see rate limits); 429 and 503 add Retry-After.

Related

• Streamable endpointsThe endpoints this stream can carry