Hi — I am trying to consume the public WebSocket feeds causally and would appreciate provider-level clarification on three schema points that do not appear to be documented.
References:
1. WsTrade.time
The schema defines WsTrade.time only as a number, while the tid comment separately recommends (block_time, coin, tid) as a globally unique trade ID.
- Is
WsTrade.time exactly that block_time value, converted to Unix milliseconds?
- If not, what event assigns
WsTrade.time (matching, execution, block production, or something else)?
- What are its units, and how should it be related to the node output's
block_time?
2. Initial snapshot scope for public trades
The documentation attaches isSnapshot to streaming user endpoints such as WsUserFills and WsUserFundings, whereas public trades is documented as WsTrade[] with no snapshot flag.
- Does a new public
trades subscription send an initial snapshot/backfill, or live updates only?
- If it sends a snapshot, how can clients identify it and determine its boundary?
3. Native candle completeness and revision
The candle schema defines t as open milliseconds and T as close milliseconds.
- Does
T represent only the interval boundary, or does it also indicate that the candle is complete/final?
- Can a candle be revised after its
T boundary has elapsed?
- Is any finalization flag, publication timestamp, sequence number, or block reference exposed for a specific candle version?
The goal is to avoid look-ahead when sequencing trades and candles in research/replay. I am asking for the authoritative semantics rather than an implementation change.
Thank you.
Hi — I am trying to consume the public WebSocket feeds causally and would appreciate provider-level clarification on three schema points that do not appear to be documented.
References:
1.
WsTrade.timeThe schema defines
WsTrade.timeonly as a number, while thetidcomment separately recommends(block_time, coin, tid)as a globally unique trade ID.WsTrade.timeexactly thatblock_timevalue, converted to Unix milliseconds?WsTrade.time(matching, execution, block production, or something else)?block_time?2. Initial snapshot scope for public
tradesThe documentation attaches
isSnapshotto streaming user endpoints such asWsUserFillsandWsUserFundings, whereas publictradesis documented asWsTrade[]with no snapshot flag.tradessubscription send an initial snapshot/backfill, or live updates only?3. Native candle completeness and revision
The candle schema defines
tas open milliseconds andTas close milliseconds.Trepresent only the interval boundary, or does it also indicate that the candle is complete/final?Tboundary has elapsed?The goal is to avoid look-ahead when sequencing trades and candles in research/replay. I am asking for the authoritative semantics rather than an implementation change.
Thank you.