WebSocket Overview
How the real-time feed works, the two partner channels, and when to use it over REST.
Authentication
Connect with your API key passed as a token query parameter; what the handshake accepts and rejects.
Subscriptions
Subscribe and unsubscribe to channels, filter by event, and the replace-on-resubscribe rule.
Message Format
The flat message envelope and the per-channel payloads for event and market updates.
Heartbeat
The optional client-initiated ping/pong you can use as a liveness and latency check.
Reconnecting
What happens on disconnect (no replay) and how to re-subscribe and re-baseline from REST.
WebSocket Errors
Handshake failures, subscribe errors, in-stream error messages, and close codes.