Need help with your APIs? I offer API discovery, governance & evangelism services. Explore services →
API Evangelist API Evangelist
Discovery
Learnings
Guidance
Toolbox
Alignment
API Evangelist LLC

QFEX Market Data WebSocket (MDS)

Multiplexed WebSocket gateway for all QFEX real-time market data streams: order book, trades, candles, BBO, mark price, funding rate, open interest, market stats and reference data. Documented as AsyncAPI 3.0.

This event API exposes 0 operations across 1 channel, and defines 55 schemas. It is described by AsyncAPI 3.0.0, at version 1.0.0.

The API connects through a single server, mds.qfex.com (wss).

0 operations 1 channels 55 schemas

Metadata

The identity and technical contract details declared by the specification.

Specification
AsyncAPI 3.0.0
API Version
1.0.0
Base URL
wss://mds.qfex.com

Messages & Schemas 55

The contract defines 55 schemas that model the data carried by its messages. The most detailed are CandlePayload (9 properties), TradePayload (7 properties), MarketStatsPayload (6 properties), BalancePayload (6 properties). Each schema is shown below with its type and property counts.

SubscribeOrderBookCommand
message
Subscribe to the order book
SubscribeTradesCommand
message
Subscribe to public trades
SubscribeCandlesCommand
message
Subscribe to candles
SubscribeBboCommand
message
Subscribe to best bid and offer
SubscribeUnderlierCommand
message
Subscribe to underlier
SubscribeMarkPriceCommand
message
Subscribe to mark price
SubscribeFundingRateCommand
message
Subscribe to funding rate
SubscribeOpenInterestCommand
message
Subscribe to open interest
SubscribeMinmaxPriceCommand
message
Subscribe to minmax price
SubscribeMarketStatsCommand
message
Subscribe to consolidated market statistics
OrderBookUpdate
message
Changes in the L2 order book
TradeUpdate
message
Public trades
CandleUpdate
message
Candle updates over various intervals
BboUpdate
message
Best bid and offer updates
UnderlierUpdate
message
Underlier updates
MarkPriceUpdate
message
Mark price updates
FundingRateUpdate
message
Funding rate updates
OpenInterestUpdate
message
Open Interest updates
MinmaxPriceUpdate
message
Minmax Price updates
MarketStatsUpdate
message
Consolidated market statistics updates
MessageEnvelope
object
5 properties 3 required
SubscribeOrderBookCommand
object
3 properties 3 required
SubscribeTradesCommand
object
3 properties 3 required
SubscribeCandlesCommand
object
4 properties 4 required
SubscribeBboCommand
object
3 properties 3 required
SubscribeUnderlierCommand
object
3 properties 3 required
SubscribeMarkPriceCommand
object
3 properties 3 required
SubscribeFundingRateCommand
object
3 properties 3 required
SubscribeOpenInterestCommand
object
3 properties 3 required
SubscribeMinmaxPriceCommand
object
3 properties 3 required
SubscribeMarketStatsCommand
object
3 properties 3 required
OrderBookUpdate
object
TradeUpdate
object
CandleUpdate
object
BboUpdate
object
UnderlierUpdate
object
MarkPriceUpdate
object
FundingRateUpdate
object
OpenInterestUpdate
object
MinmaxPriceUpdate
object
MarketStatsUpdate
object
BboPayload
object
4 properties
UnderlierPayload
object
4 properties
FundingRatePayload
object
4 properties
MarkPricePayload
object
3 properties
OpenInterestPayload
object
3 properties
MinmaxPricePayload
object
4 properties
MarketStatsPayload
object
6 properties
DailyVolumePayload
object
2 properties
OrderBookPayload
object
5 properties
TradePayload
object
7 properties
CandlePayload
object
9 properties
BalancePayload
object
6 properties
PositionPayload
object
3 properties
PnlEntryPayload
object
3 properties

Specification

The full machine-readable AsyncAPI contract behind this narrative.

Source

qfex-mds-asyncapi.yml Raw ↑