606 lines
21 KiB
Markdown
606 lines
21 KiB
Markdown
> ## Documentation Index
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> Fetch the complete documentation index at: https://docs.polymarket.com/llms.txt
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> Use this file to discover all available pages before exploring further.
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# BBO
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> Perps WebSocket best bid and offer updates.
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## AsyncAPI
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````yaml asyncapi-perps.json bbo
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id: bbo
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title: BBO
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description: Best bid and offer real-time updates.
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servers:
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- id: production
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protocol: wss
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host: ws.perpetuals.polymarket.com
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bindings: []
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variables: []
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address: /v1/ws
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parameters: []
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bindings: []
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operations:
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- &ref_1
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id: BBOSubscribe
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title: B b o subscribe
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description: Subscribe to BBO
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type: receive
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messages:
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- &ref_6
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id: SubscribeRequest
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contentType: application/json
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payload:
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- name: Subscribe
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description: Subscribe to BBO updates for a specific instrument
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type: object
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properties:
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- name: id
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type: integer
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description: Correlation ID for request-response matching
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required: false
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- name: req
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type: string
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description: Request type
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enumValues:
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- post
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- sub
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- unsub
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required: true
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- name: chs
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type: array
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description: |
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BBO subscription per instrument: `bbo::{iid}` (e.g. `bbo::1`).
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required: true
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properties:
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- name: item
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type: string
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required: false
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headers: []
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jsonPayloadSchema:
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type: object
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title: Base Request
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properties:
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id:
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type: integer
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description: Correlation ID for request-response matching
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x-parser-schema-id: <anonymous-schema-190>
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req:
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type: string
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description: Request type
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enum:
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- post
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- sub
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- unsub
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x-parser-schema-id: <anonymous-schema-191>
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chs:
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type: array
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description: |
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BBO subscription per instrument: `bbo::{iid}` (e.g. `bbo::1`).
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items:
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type: string
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pattern: ^bbo::\d+$
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x-parser-schema-id: <anonymous-schema-193>
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example:
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- bbo::1
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x-parser-schema-id: <anonymous-schema-192>
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required:
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- req
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- chs
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x-parser-schema-id: <anonymous-schema-189>
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title: Subscribe
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description: Subscribe to BBO updates for a specific instrument
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example: |-
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{
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"req": "sub",
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"chs": [
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"bbo::1"
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]
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}
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bindings: []
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extensions:
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- id: x-parser-unique-object-id
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value: SubscribeRequest
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bindings: []
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extensions: &ref_0
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- id: x-parser-unique-object-id
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value: bbo
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- &ref_3
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id: BBOSubscribeResponse
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title: B b o subscribe response
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description: BBO subscribe response
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type: send
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messages:
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- &ref_8
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id: SubscribeResponse
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contentType: application/json
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payload:
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- name: Subscribe Response
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description: Response to BBO subscribe request
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type: object
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properties:
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- name: id
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type: integer
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description: Correlation ID for request-response matching
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required: false
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- name: data
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type: array
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title: Subscribe Response
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required: true
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properties:
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- name: item
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type: object
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required: false
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properties:
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- name: status
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type: string
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enumValues:
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- ok
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required: true
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- name: status
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type: string
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enumValues:
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- err
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required: true
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- name: error
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type: string
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description: >-
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Error identifier. For domain rejections and transport
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errors (`401`/`404`/`429`/`500`) this is a stable,
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machine-readable snake_case identifier that is part of
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the API contract and safe to branch on, e.g.
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`insufficient_margin`, `insufficient_balance`,
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`order_not_found`, `reduce_only_invalid`,
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`unauthorized`, `not_found`. For `400` it is a
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human-readable validation detail whose wording may
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change. See the Error handling guide for the domain
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identifiers. (Post-only / Fill-or-Kill outcomes are
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order statuses such as `post_only_rejected`, not
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rejections.)
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required: true
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headers: []
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jsonPayloadSchema:
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type: object
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title: Base Response
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properties:
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id:
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type: integer
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description: Correlation ID for request-response matching
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x-parser-schema-id: <anonymous-schema-195>
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data:
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title: Subscribe Response
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type: array
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items:
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oneOf:
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- type: object
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required:
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- status
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properties:
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status:
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type: string
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enum:
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- ok
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x-parser-schema-id: <anonymous-schema-199>
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x-parser-schema-id: <anonymous-schema-198>
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- type: object
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required:
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- status
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- error
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properties:
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status:
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type: string
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enum:
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- err
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x-parser-schema-id: <anonymous-schema-201>
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error:
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type: string
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description: >-
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Error identifier. For domain rejections and transport
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errors (`401`/`404`/`429`/`500`) this is a stable,
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machine-readable snake_case identifier that is part of
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the API contract and safe to branch on, e.g.
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`insufficient_margin`, `insufficient_balance`,
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`order_not_found`, `reduce_only_invalid`,
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`unauthorized`, `not_found`. For `400` it is a
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human-readable validation detail whose wording may
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change. See the Error handling guide for the domain
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identifiers. (Post-only / Fill-or-Kill outcomes are
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order statuses such as `post_only_rejected`, not
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rejections.)
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example: insufficient_margin
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x-parser-schema-id: <anonymous-schema-202>
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x-parser-schema-id: <anonymous-schema-200>
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x-parser-schema-id: <anonymous-schema-197>
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x-parser-schema-id: <anonymous-schema-196>
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required:
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- data
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x-parser-schema-id: <anonymous-schema-194>
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title: Subscribe Response
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description: Response to BBO subscribe request
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example: |-
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{
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"data": []
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}
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bindings: []
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extensions:
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- id: x-parser-unique-object-id
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value: SubscribeResponse
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bindings: []
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extensions: *ref_0
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- &ref_2
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id: BBOUnsubscribe
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title: B b o unsubscribe
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description: Unsubscribe from BBO
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type: receive
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messages:
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- &ref_7
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id: UnsubscribeRequest
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contentType: application/json
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payload:
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- name: Unsubscribe
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description: Unsubscribe from BBO updates
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type: object
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properties:
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- name: id
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type: integer
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description: Correlation ID for request-response matching
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required: false
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- name: req
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type: string
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description: Request type
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enumValues:
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- post
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- sub
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- unsub
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required: true
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- name: chs
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type: array
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description: |
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BBO subscription per instrument: `bbo::{iid}` (e.g. `bbo::1`).
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required: true
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properties:
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- name: item
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type: string
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required: false
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headers: []
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jsonPayloadSchema:
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type: object
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title: Base Request
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properties:
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id:
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type: integer
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description: Correlation ID for request-response matching
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x-parser-schema-id: <anonymous-schema-204>
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req:
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type: string
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description: Request type
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enum:
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- post
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- sub
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- unsub
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x-parser-schema-id: <anonymous-schema-205>
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chs:
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type: array
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description: |
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BBO subscription per instrument: `bbo::{iid}` (e.g. `bbo::1`).
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items:
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type: string
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pattern: ^bbo::\d+$
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x-parser-schema-id: <anonymous-schema-207>
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example:
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- bbo::1
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x-parser-schema-id: <anonymous-schema-206>
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required:
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- req
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- chs
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x-parser-schema-id: <anonymous-schema-203>
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title: Unsubscribe
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description: Unsubscribe from BBO updates
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example: |-
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{
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"req": "unsub",
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"chs": [
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"bbo::1"
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]
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}
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bindings: []
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extensions:
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- id: x-parser-unique-object-id
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value: UnsubscribeRequest
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bindings: []
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extensions: *ref_0
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- &ref_4
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id: BBOUnsubscribeResponse
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title: B b o unsubscribe response
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description: BBO unsubscribe response
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type: send
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messages:
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- &ref_9
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id: UnsubscribeResponse
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contentType: application/json
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payload:
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- name: Unsubscribe Response
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description: Response to BBO unsubscribe request
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type: object
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properties:
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- name: id
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type: integer
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description: Correlation ID for request-response matching
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required: false
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- name: data
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type: array
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title: Subscribe Response
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required: true
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properties:
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- name: item
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type: object
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required: false
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properties:
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- name: status
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type: string
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enumValues:
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- ok
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required: true
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- name: status
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type: string
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enumValues:
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- err
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required: true
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- name: error
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type: string
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description: >-
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Error identifier. For domain rejections and transport
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errors (`401`/`404`/`429`/`500`) this is a stable,
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machine-readable snake_case identifier that is part of
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the API contract and safe to branch on, e.g.
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`insufficient_margin`, `insufficient_balance`,
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`order_not_found`, `reduce_only_invalid`,
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`unauthorized`, `not_found`. For `400` it is a
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human-readable validation detail whose wording may
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change. See the Error handling guide for the domain
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identifiers. (Post-only / Fill-or-Kill outcomes are
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order statuses such as `post_only_rejected`, not
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rejections.)
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required: true
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headers: []
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jsonPayloadSchema:
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type: object
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title: Base Response
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properties:
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id:
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type: integer
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description: Correlation ID for request-response matching
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x-parser-schema-id: <anonymous-schema-209>
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data:
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title: Subscribe Response
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type: array
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items:
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oneOf:
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- type: object
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required:
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- status
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properties:
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status:
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type: string
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enum:
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- ok
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x-parser-schema-id: <anonymous-schema-213>
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x-parser-schema-id: <anonymous-schema-212>
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- type: object
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required:
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- status
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- error
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properties:
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status:
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type: string
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enum:
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- err
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x-parser-schema-id: <anonymous-schema-215>
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error:
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type: string
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description: >-
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Error identifier. For domain rejections and transport
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errors (`401`/`404`/`429`/`500`) this is a stable,
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machine-readable snake_case identifier that is part of
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the API contract and safe to branch on, e.g.
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`insufficient_margin`, `insufficient_balance`,
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`order_not_found`, `reduce_only_invalid`,
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`unauthorized`, `not_found`. For `400` it is a
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human-readable validation detail whose wording may
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change. See the Error handling guide for the domain
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identifiers. (Post-only / Fill-or-Kill outcomes are
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order statuses such as `post_only_rejected`, not
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rejections.)
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example: insufficient_margin
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x-parser-schema-id: <anonymous-schema-216>
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x-parser-schema-id: <anonymous-schema-214>
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x-parser-schema-id: <anonymous-schema-211>
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x-parser-schema-id: <anonymous-schema-210>
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required:
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- data
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x-parser-schema-id: <anonymous-schema-208>
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title: Unsubscribe Response
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description: Response to BBO unsubscribe request
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example: |-
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{
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"data": []
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}
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bindings: []
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extensions:
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- id: x-parser-unique-object-id
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value: UnsubscribeResponse
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bindings: []
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extensions: *ref_0
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- &ref_5
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id: BBOUpdate
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title: B b o update
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description: Receive BBO updates
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type: send
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messages:
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- &ref_10
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id: Update
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contentType: application/json
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payload:
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- name: Update
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description: Real-time BBO updates for subscribed instruments
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type: object
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properties:
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- name: ch
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type: string
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description: >-
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Channel name for push data. Parameterized channels include the
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instrument ID (e.g. "trades::1", "book::1", "klines::1::1m",
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"tickers::all"). Private channels use plain names (e.g.
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"fills", "orders").
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required: true
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- name: ts
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type: integer
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description: >-
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Request timestamp. Unix milliseconds for most operations; Unix
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seconds for withdrawals (must match the on-chain EIP-712
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struct verified against block.timestamp).
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required: true
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- name: sq
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type: integer
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description: Sequence number
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required: true
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- name: data
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type: object
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title: BBO Data
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description: BBO object
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required: true
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properties:
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- name: iid
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type: integer
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description: Instrument ID
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required: true
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- name: bp
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type: string
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description: Best bid price
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required: true
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- name: bq
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type: string
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description: Best bid quantity
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required: true
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- name: ap
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type: string
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description: Best ask price
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required: true
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- name: aq
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type: string
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description: Best ask quantity
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required: true
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headers: []
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jsonPayloadSchema:
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title: BBO Update
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type: object
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properties:
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ch:
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type: string
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description: >-
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Channel name for push data. Parameterized channels include the
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instrument ID (e.g. "trades::1", "book::1", "klines::1::1m",
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"tickers::all"). Private channels use plain names (e.g. "fills",
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"orders").
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example: trades::1
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x-parser-schema-id: <anonymous-schema-218>
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ts:
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type: integer
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description: >-
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Request timestamp. Unix milliseconds for most operations; Unix
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seconds for withdrawals (must match the on-chain EIP-712 struct
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verified against block.timestamp).
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example: 1767225600000
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x-parser-schema-id: <anonymous-schema-219>
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sq:
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type: integer
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description: Sequence number
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example: 1234567890
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x-parser-schema-id: <anonymous-schema-220>
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data:
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type: object
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description: BBO object
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title: BBO Data
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properties:
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iid:
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type: integer
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description: Instrument ID
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example: 1
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x-parser-schema-id: <anonymous-schema-222>
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bp:
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type: string
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description: Best bid price
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example: '99.50'
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x-parser-schema-id: <anonymous-schema-223>
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bq:
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type: string
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description: Best bid quantity
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example: '10.00'
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x-parser-schema-id: <anonymous-schema-224>
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ap:
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type: string
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description: Best ask price
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example: '100.50'
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x-parser-schema-id: <anonymous-schema-225>
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aq:
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type: string
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description: Best ask quantity
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example: '10.00'
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x-parser-schema-id: <anonymous-schema-226>
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required:
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- iid
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- bp
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- bq
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- ap
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- aq
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x-parser-schema-id: <anonymous-schema-221>
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required:
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- ch
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- ts
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- sq
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- data
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x-parser-schema-id: <anonymous-schema-217>
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title: Update
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description: Real-time BBO updates for subscribed instruments
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example: |-
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{
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"ch": "bbo::1",
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"ts": 1767225600000,
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"sq": 1234567890,
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"data": {
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"iid": 1,
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"bp": "99.50",
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"bq": "10.00",
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"ap": "100.50",
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"aq": "10.00"
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}
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}
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bindings: []
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extensions:
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- id: x-parser-unique-object-id
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value: Update
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bindings: []
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extensions: *ref_0
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sendOperations:
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- *ref_1
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- *ref_2
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receiveOperations:
|
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- *ref_3
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- *ref_4
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- *ref_5
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sendMessages:
|
|
- *ref_6
|
|
- *ref_7
|
|
receiveMessages:
|
|
- *ref_8
|
|
- *ref_9
|
|
- *ref_10
|
|
extensions:
|
|
- id: x-parser-unique-object-id
|
|
value: bbo
|
|
securitySchemes: []
|
|
|
|
```` |