Expand description
Massive WebSocket market data messages, and the transformer turning them into market events.
A Massive frame is a JSON array of messages, each naming its channel in ev. The shared
connection hands each stream frames holding only the messages of its own subscriptions, so a
stream decodes every message in a frame as its kind’s message, and each one separately: one
that fails to decode is reported without losing the rest of the frame.
Structs§
- Massive
Aggregate - A per-second or per-minute aggregate:
{"ev":"XAS","pair":"BTC-USD","o":1.0,"h":1.2,"l":0.9,"c":1.1,"v":10.5,"s":1759056000000,"e":1759056001000}. - Massive
Messages - A frame of one stream’s messages, each decoded on its own.
- Massive
Quote - A quote.
- Massive
Trade - A trade:
{"ev":"XT","pair":"BTC-USD","p":82857.53,"s":0.01,"t":1759056000000,"c":[2],"i":"1"}. - Massive
Transformer - Transforms one stream’s Massive messages into market events of its kind.
Traits§
- Massive
Kind - A subscription kind Massive’s WebSocket serves, and the message it is decoded from.
- Massive
Message - A Massive market data message: what every kind’s message has in common.