For AI agents: the documentation index is at /llms.txt, and this page is available as Markdown at /api/websocket/institutional/depth.md.
Depth
Receive
Server
Message sent from server containing the latest market data change for a subscribed instrument.
const socket = new WebSocket("wss://api.truemarkets.co/v1/cefi/market");socket.addEventListener("message", (event) => { console.log(event.data);});- payload
seqnum*stringCurrent sequence number of the channel.
channel*"DEPTH"Value in
"DEPTH"update*stringValue in
"SNAPSHOT""UPDATE"data*Example
{ "seqnum": "string", "channel": "DEPTH", "update": "SNAPSHOT", "data": { "symbol": "string", "bids": [ { "price": "string", "qty": "string", "depth": "string" } ], "asks": [ { "price": "string", "qty": "string", "depth": "string" } ] }}Ebbo
Message sent from server containing the latest exchange best bid and offer information for a subscribed instrument.
Auction
Message sent from server containing the latest opening-auction indicative for a subscribed instrument. A status of INVALID indicates the instrument is not currently in an opening auction; updates are emitted while an auction is in progress, plus one final zeroed update (status INVALID) when the auction completes.