AGG is currently in alpha. APIs, components, and docs may change.
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Arb-feed

Subscribe to the full arb-return broadcast feed. Send action: "subscribe", channel: "arb-feed" (no ids required). Receives batched arb_feed_batch messages for all markets whenever the engine publishes arb updates.

Connection

wss://ws.agg.market/ws

Production WebSocket server.

Connection: wss://ws.agg.market/ws?appId=xxx (required). Optionally pass &token=eyJ... for user-level auth on connect.

Reconnection: Reconnect with exponential backoff + jitter: delay = min(1s × 2^attempt + random(0–1s), 30s). On reconnect, re-subscribe to all channels.

Heartbeat: The service emits a JSON heartbeat message clients can observe directly.

Security schemes

appIduserPassword

App-level auth: pass appId as a query parameter on connect. Required for all connections. The appId must belong to an active app with matching allowed origins.

jwtJWT

User-level auth: pass JWT as token query param on connect, or send { action: 'authenticate', token } mid-session. Required for user-specific events (orders, balances). Same JWT as the REST API.

Send

Subscribe to orderbook

Subscribe to aggregated orderbook updates for markets

action"subscribe"required
channel"orderbook" | "trades"required
outcomeIdsstring[]required

Outcome IDs to subscribe to

{
  "action": "subscribe",
  "channel": "orderbook",
  "outcomeIds": [
    "clv2abc123def456",
    "clv2xyz789ghi012"
  ]
}

Unsubscribe from orderbook

action"unsubscribe"required
channel"orderbook" | "trades"required
outcomeIdsstring[]required

Outcome IDs to unsubscribe from

{
  "action": "unsubscribe",
  "channel": "orderbook",
  "outcomeIds": [
    "clv2abc123def456",
    "clv2xyz789ghi012"
  ]
}

Receive

Batched arb-return feed update

Pushed to clients subscribed to { channel: "arb-feed" }. Contains arb updates for multiple markets in a single batch.

type"arb_feed_batch"required
feed"arb"required
activeVenuesOnlytruerequired

Producer assertion that globally inactive venues were excluded

entriesobject[]required
flushTsnumberrequired
chunknumberrequired
chunkCountnumberrequired
{
  "type": "arb_feed_batch",
  "feed": "arb",
  "activeVenuesOnly": true,
  "entries": [],
  "flushTs": 1710000000000,
  "chunk": 1,
  "chunkCount": 1
}

Subscription confirmed

type"subscribed"required
outcomeIdsstring[]
marketIdsstring[]
channel"orderbook" | "trades" | "arb" | "arb-feed"required
{
  "type": "subscribed",
  "outcomeIds": [
    "clv2abc123def456",
    "clv2xyz789ghi012"
  ],
  "marketIds": [
    "string"
  ],
  "channel": "orderbook"
}

Unsubscription confirmed

type"unsubscribed"required
outcomeIdsstring[]
marketIdsstring[]
channel"orderbook" | "trades" | "arb" | "arb-feed"required
{
  "type": "unsubscribed",
  "outcomeIds": [
    "clv2abc123def456",
    "clv2xyz789ghi012"
  ],
  "marketIds": [
    "string"
  ],
  "channel": "orderbook"
}

Error

Sent on validation failures, auth errors, or malformed messages

type"error"required
messagestringrequired
{
  "type": "error",
  "message": "Invalid request: outcomeIds must be a non-empty array"
}