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WebSocket API for Market Data

Status: Not yet implemented (空缺).

Industry-standard USD-margined perpetual futures exchanges publish both a WebSocket API (call-and-response over WS) and WebSocket streams (server-pushed market data). Rocky currently exposes neither for perpetual (/fapi) markets — perpetual interaction goes through REST today. The only WebSocket surface that exists is the spot market-data streams (/ws/<stream>, /stream?streams=…; public, no subscribe messages, no user-data streams), documented under Spot › WebSocket Streams.

Planned shape​

When implemented, Rocky will follow the standard structure:

URLPurpose
wss://api.rocky.exchange/ws-fapi/v1WebSocket API (request/response, signed)
wss://api.rocky.exchange/ws/<stream>Single market stream (live today for spot streams only)
wss://api.rocky.exchange/stream?streams=...Combined market streams (live today for spot streams only)

The live spot surface has no SUBSCRIBE / UNSUBSCRIBE messages — a connection's stream list is fixed by its URL; inbound text frames are ignored.

Current alternatives​

  • Polling — call REST endpoints on a timer. Acceptable for low-frequency clients.
  • Backend NATS subjects — internal services subscribe to oracle.index_price.>, matching.fill.spot.>, etc. directly. Not exposed externally.

Track this section's status in the Changelog.