Venue health
The ops lane, symbol-less and tier-less, at the exchange altitude: one entry per exchange with any market-data presence, each carrying a connectivity rollup, the per-feed staleness census (classified lazily at the proven 10x/20x-of-rolling-mean thresholds against stream time), and the books sync-state counts — re-rendered every health interval while subscribed.
URL wss://marketdata.immix.xyz/
Topic health
Request parameters
| Parameter | Type | Required | Description |
|---|---|---|---|
op | string | Yes | subscribe |
reqId | string | No | client correlation id, echoed verbatim on the ack |
params | object | Yes | |
> topics | array of strings | Yes | the dotted topic string, e.g. trade.OKX@BTC/USDT or candlestick.OKX@BTC/USDT.ONE_MINUTE.250ms |
Response parameters
| Parameter | Type | Required | Description |
|---|---|---|---|
op | string | Yes | One of auth, subscribe, unsubscribe, error. |
reqId | string | No | |
success | boolean | Yes | |
error | string | No | One of auth_required, invalid_token, unknown_op, malformed, too_many_topics. |
topics | array of objects | No | answers ride in request order — the correlator for entries whose topic could not compose (error rows echo the composed topic best-effort, absent parts empty) |
> topic | string | Yes | |
> state | string | Yes | live: data flows now (latest-image lanes — tob, mark, funding, oi, ticker — answer live whether or not an image is held yet; the first image flows on arrival). syncing (book topics): the gateway holds no synced book yet — the snapshot is pushed unprompted the moment it syncs, at latest one connector restate interval. error on a plain (string-topic) row, no code: the topic composed nothing, and it never arms retroactively. Either the channel is outside the vocabulary or the tier suffix is outside the configured set (an unrecognized suffix reads as part of the symbol) — correct the topic — or the symbol is unknown to the gateway’s refdata fold (derivative symbols are refdata’s ccxt spelling BASE/QUOTE:SETTLE, e.g. OKX@BTC/USDT:USDT — there is no :SWAP form) — resubscribe once refdata holds the instrument. Composite rows: live iff every enabled source book is synced, stated within the topic’s output scales, AND every required FX pair is current (the full image pushes immediately); syncing otherwise, kept by the first tick at which the composite becomes computable — a source out for precision is named by a degraded frame at that tick, since syncing alone does not say it; a composite error row carries code. One of live, syncing, error, unsubscribed, not_subscribed. |
> priceScale | integer | No | composite live/syncing rows only — the resolved output price scale (max over all configured sources’ reference records, disabled included), bounding the fractional digits any price on the topic can carry; never padding. It holds until a status rescaled frame on the topic restates it |
> qtyScale | integer | No | composite rows only — the resolved output qty scale; as priceScale |
> code | string | No | composite error rows only — the closed vocabulary clients parse; every validation failure maps to exactly one code. One of unknown_channel, bad_name, bad_tier, tier_required, name_in_use, unknown_instrument, duplicate_source, mixed_base_asset, unit_mismatch, bad_normalisation, bad_depth, bad_ladder, too_many_sources, budget_exceeded, malformed. |
> message | string | No | supplementary human text naming the offending source or field — never something a client parses |
Push data parameters
| Parameter | Type | Required | Description |
|---|---|---|---|
event | string | Yes | health |
topic | string | Yes | health |
seq | string | Yes | the envelope’s global sequence, as a decimal string |
seqTs | string | Yes | |
data | object | Yes | |
> index | object | Yes | the pair-domain census (exchange-less, so it sits beside the exchange entries): pairs the gateway tracks, pairs current within the 30 s arrival window, and the expired remainder |
> > pairs | integer | Yes | |
> > live | integer | Yes | |
> > expired | integer | Yes | |
> exchanges | array of objects | Yes | one entry per exchange with any market-data presence (a connection readout, an observed instrument, or a tracked book), in ascending exchange-id order — a member-stable walk |
> > exchange | string | Yes | refdata’s exchange name (the natural key); the decimal exchange id if the refdata row has not yet replayed — transient by construction |
> > connectivity | string | Yes | the redundancy-honest connection rollup: full = every known connection live (vacuously full before any readout is known), down = none live, partial = anything between — a duplicated connection absorbing a blip, or a shard down, while its siblings carry the feed. One of full, partial, down. |
> > feeds | object | Yes | per-feed staleness census over this exchange’s instruments, each lane carrying unobserved, live, degraded and timedOut counts. The derivative-scoped lanes (mark/funding/oi) census observed instruments only — their connector-side enablement is not derivable here, so their unobserved buckets are structurally 0. |
> > > trade | object | Yes | instrument counts per staleness class for one feed lane |
> > > > unobserved | integer | Yes | |
> > > > live | integer | Yes | |
> > > > degraded | integer | Yes | |
> > > > timedOut | integer | Yes | |
> > > tob | object | Yes | instrument counts per staleness class for one feed lane |
> > > > unobserved | integer | Yes | |
> > > > live | integer | Yes | |
> > > > degraded | integer | Yes | |
> > > > timedOut | integer | Yes | |
> > > book | object | Yes | instrument counts per staleness class for one feed lane |
> > > > unobserved | integer | Yes | |
> > > > live | integer | Yes | |
> > > > degraded | integer | Yes | |
> > > > timedOut | integer | Yes | |
> > > mark | object | Yes | instrument counts per staleness class for one feed lane |
> > > > unobserved | integer | Yes | |
> > > > live | integer | Yes | |
> > > > degraded | integer | Yes | |
> > > > timedOut | integer | Yes | |
> > > funding | object | Yes | instrument counts per staleness class for one feed lane |
> > > > unobserved | integer | Yes | |
> > > > live | integer | Yes | |
> > > > degraded | integer | Yes | |
> > > > timedOut | integer | Yes | |
> > > oi | object | Yes | instrument counts per staleness class for one feed lane |
> > > > unobserved | integer | Yes | |
> > > > live | integer | Yes | |
> > > > degraded | integer | Yes | |
> > > > timedOut | integer | Yes | |
> > books | object | Yes | |
> > > total | integer | Yes | |
> > > synced | integer | Yes | |
> > > stale | integer | Yes |
Behaviour
Connector topology (shards, connection ordinals) is deliberately not on this wire — it is operations telemetry, and under duplicated-connection redundancy a single dead connection does not mean a degraded feed.