> For the complete documentation index, see [llms.txt](https://ocx.gitbook.io/ocx-doc/llms.txt). Markdown versions of documentation pages are available by appending `.md` to page URLs; this page is available as [Markdown](https://ocx.gitbook.io/ocx-doc/ocx/api/streams.md).

# streams

OCX offers three streaming transports: WebSocket for interactive subscriptions, and Server-Sent Events (SSE) for fire-and-forget read-only streams.

## Envelope

Every streamed message uses the same envelope, regardless of transport:

```json
{
  "eventId":       "price-123456-1714000000000",
  "eventType":     "PerpPrice",
  "eventSeq":      123456,
  "engineTs":      1714000000000,
  "sourceTs":      1714000000000,
  "correlationId": null,
  "causationId":   null,
  "payload":       { /* event-specific */ }
}
```

| Field           | Description                                                   |
| --------------- | ------------------------------------------------------------- |
| `eventId`       | Unique per message: `{type}-{seq}-{ts}`                       |
| `eventType`     | Discriminator — branch on this                                |
| `eventSeq`      | Monotonic per-stream sequence                                 |
| `engineTs`      | OCX engine timestamp (unix ms)                                |
| `sourceTs`      | Upstream data timestamp (unix ms). `null` for internal events |
| `correlationId` | Optional request correlation                                  |
| `causationId`   | If this event is caused by another, its ID                    |
| `payload`       | Event-specific body                                           |

## Reconnection & gap recovery

* Track the last `eventSeq` you've processed per stream.
* On reconnect, the server sends a fresh snapshot. Treat that snapshot as the new baseline.
* If you observe a gap (received `seq N`, next is `seq N+2`) on the same connection, reconnect to force a snapshot resync.
* Hot-path streams maintain a replay buffer of 5,000 frames, so short client pauses usually don't require a full snapshot.

***

## Available streams

| Endpoint                         | Transport |   Auth   | Emits                               |
| -------------------------------- | --------- | :------: | ----------------------------------- |
| `GET /ws/perps/prices`           | WebSocket |  public  | Perp mark price ticks               |
| `GET /perps/book-stream`         | SSE       |  public  | Linear orderbook snapshots + deltas |
| `GET /markets/board/stream`      | SSE       |  public  | Options board snapshots + deltas    |
| `GET /stream/options/ticks`      | SSE       |  public  | Option tick snapshots + deltas      |
| `GET /ws/feeds`                  | WebSocket |  public  | Options orderbook + fills           |
| `GET /ws/quotes`                 | WebSocket |  public  | Quote stream                        |
| `GET /portfolio/balances/stream` | SSE       | required | Balance snapshots                   |

***

## Subscription protocol (WebSocket)

Clients send JSON frames; the server acks.

### Subscribe

```json
{
  "method": "subscribe",
  "subscription": {
    "type": "prices",
    "symbol": "BTC-PERP"
  }
}
```

Server ack:

```json
{ "type": "ack", "subscription": { "type": "prices", "symbol": "BTC-PERP" } }
```

### Unsubscribe

```json
{
  "method": "unsubscribe",
  "subscription": { "type": "prices", "symbol": "BTC-PERP" }
}
```

### Ping / Pong

Clients should send a text `"ping"` every 30 seconds to keep the connection alive. The server replies with `"pong"`. If the server doesn't receive a ping for 90 seconds, it closes the connection.

***

## Example — subscribing to perp prices

```js
const ws = new WebSocket('wss://api.ocx.global/ws/perps/prices');

ws.onopen = () => {
  ws.send(JSON.stringify({
    method: 'subscribe',
    subscription: { type: 'prices', symbol: 'BTC-PERP' }
  }));
};

ws.onmessage = (e) => {
  const msg = JSON.parse(e.data);
  if (msg.eventType === 'PerpPrice') {
    console.log(msg.payload.symbol, msg.payload.price);
  }
};

// Keep-alive
setInterval(() => ws.readyState === 1 && ws.send('ping'), 30000);
```

***

## Example — subscribing to the linear orderbook (SSE)

```js
const es = new EventSource(
  'https://api.ocx.global/perps/book-stream?marketId=BTC-PERP'
);

es.onmessage = (e) => {
  const msg = JSON.parse(e.data);
  if (msg.eventType === 'OrderbookSnapshot') {
    book = applySnapshot(msg.payload);
  } else if (msg.eventType === 'OrderbookDelta') {
    book = applyDelta(book, msg.payload);
  }
};
```

The first message after connection is always an `OrderbookSnapshot`. Subsequent messages are `OrderbookDelta`s that mutate the snapshot in place.

***

## Example — option tick stream (SSE)

```js
const es = new EventSource(
  'https://api.ocx.global/stream/options/ticks?underlying=BTC'
);

es.onmessage = (e) => {
  const msg = JSON.parse(e.data);
  // msg.eventType: "OptionSnapshot" or "OptionDelta"
  // msg.payload.ticks: array of { instrumentId, bid, ask, mark, iv, delta }
};
```

***

## Payload shapes

### Perp price

```json
{
  "kind":   "price",
  "symbol": "BTC-PERP",
  "price":  "67450.00",
  "tsMs":   1714000000000
}
```

### Orderbook snapshot

```json
{
  "kind":     "snapshot",
  "marketId": "BTC-PERP",
  "sequence": 123456,
  "bids":     [["67450", "0.5"], ["67449", "1.2"]],
  "asks":     [["67451", "0.3"], ["67452", "0.8"]]
}
```

### Orderbook delta

```json
{
  "kind":     "delta",
  "marketId": "BTC-PERP",
  "sequence": 123457,
  "changes": [
    { "side": "bid", "price": "67450", "size": "0.8" },
    { "side": "ask", "price": "67452", "size": "0" }
  ]
}
```

A `size` of `"0"` means the level was removed.

### Option tick

```json
{
  "kind": "delta",
  "seq": 43,
  "ticks": [
    {
      "instrumentId": "BTC-2026-06-26-60000-C",
      "bid":          "0.045",
      "ask":          "0.055",
      "mark":         "0.050",
      "iv":           "0.65",
      "delta":        "0.52"
    }
  ]
}
```


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