BitMEX Realtime WebSocket API

asyncapi: '2.6.0'
info:
  title: BitMEX Realtime WebSocket API
  version: '1.0.0'
  description: |
    AsyncAPI 2.6 specification for the BitMEX public Realtime WebSocket API.

    BitMEX exposes a single WebSocket endpoint at `wss://ws.bitmex.com/realtime`.
    Clients subscribe to one or more topics ("tables") and receive a stream of
    JSON messages. Each topic delivers messages with one of four `action` values:

      * `partial` - the initial full snapshot of the table for this subscription
                    along with the key fields used to identify rows on subsequent
                    updates.
      * `insert`  - new rows appended to the table.
      * `update`  - partial updates to existing rows (matched by `keys`).
      * `delete`  - rows removed from the table.

    Most topics may be scoped to a specific symbol using `topic:symbol`
    (for example `trade:XBTUSD`). A small set of topics never take a symbol
    (see the `subscriptionSubjects` list returned by
    `/api/v1/schema/websocketHelp`).

    Authentication for the private topics uses two custom headers
    (`api-expires` and `api-signature`) or the equivalent
    `api-expires` / `api-signature` / `api-key` query string parameters.
    The signature is `HMAC_SHA256(apiSecret, 'GET' + '/realtime' + apiExpires)`.

    Source of truth for the topic list:
    `https://www.bitmex.com/api/v1/schema/websocketHelp` and
    `https://www.bitmex.com/app/wsAPI`.
  contact:
    name: BitMEX API
    url: https://www.bitmex.com/app/wsAPI
  license:
    name: Proprietary
    url: https://www.bitmex.com/app/terms
  x-source: https://www.bitmex.com/api/v1/schema/websocketHelp

defaultContentType: application/json

servers:
  production:
    url: ws.bitmex.com/realtime
    protocol: wss
    description: |
      BitMEX production Realtime WebSocket endpoint.
      Full URL: `wss://ws.bitmex.com/realtime`.

      Subscriptions may be requested either via the `subscribe`
      query string parameter (comma-separated topic list) or via
      subsequent `{"op":"subscribe","args":[...]}` messages after
      the connection is established.
    security:
      - {}
      - apiSignature: []

channels:

  # ============================================================
  # Public topics
  # ============================================================

  announcement:
    description: Site-wide notices from BitMEX. Public, no symbol scoping.
    bindings:
      ws:
        bindingVersion: '0.1.0'
    subscribe:
      operationId: subscribeAnnouncement
      summary: Receive site-wide announcements.
      message:
        $ref: '#/components/messages/AnnouncementMessage'

  chat:
    description: BitMEX Trollbox chat messages. Public, no symbol scoping.
    bindings:
      ws:
        bindingVersion: '0.1.0'
    subscribe:
      operationId: subscribeChat
      summary: Receive Trollbox chat messages.
      message:
        $ref: '#/components/messages/ChatMessage'

  connected:
    description: |
      Statistics about currently connected users and bots.
      Public, no symbol scoping.
    bindings:
      ws:
        bindingVersion: '0.1.0'
    subscribe:
      operationId: subscribeConnected
      summary: Receive connected-users counts.
      message:
        $ref: '#/components/messages/ConnectedMessage'

  funding:
    description: |
      Updates of funding rates for perpetual instruments.
      Scoped by symbol (for example `funding:XBTUSD`).
    bindings:
      ws:
        bindingVersion: '0.1.0'
    subscribe:
      operationId: subscribeFunding
      summary: Receive funding events.
      message:
        $ref: '#/components/messages/FundingMessage'

  instrument:
    description: |
      Instrument updates including price, volume and statistics.
      Scoped by symbol (for example `instrument:XBTUSD`).
    bindings:
      ws:
        bindingVersion: '0.1.0'
    subscribe:
      operationId: subscribeInstrument
      summary: Receive instrument ticker updates.
      message:
        $ref: '#/components/messages/InstrumentMessage'

  insurance:
    description: |
      Updates to the BitMEX insurance fund balance per currency.
      Public, no symbol scoping.
    bindings:
      ws:
        bindingVersion: '0.1.0'
    subscribe:
      operationId: subscribeInsurance
      summary: Receive insurance fund updates.
      message:
        $ref: '#/components/messages/InsuranceMessage'

  liquidation:
    description: |
      Stream of liquidation orders. Scoped by symbol
      (for example `liquidation:XBTUSD`).
    bindings:
      ws:
        bindingVersion: '0.1.0'
    subscribe:
      operationId: subscribeLiquidation
      summary: Receive liquidation events.
      message:
        $ref: '#/components/messages/LiquidationMessage'

  orderBookL2:
    description: |
      Full level-2 order book. Each row is identified by
      `(symbol, id, side)`. Scoped by symbol
      (for example `orderBookL2:XBTUSD`).
    bindings:
      ws:
        bindingVersion: '0.1.0'
    subscribe:
      operationId: subscribeOrderBookL2
      summary: Receive full L2 order book updates.
      message:
        $ref: '#/components/messages/OrderBookL2Message'

  orderBookL2_25:
    description: |
      Top 25 levels of the level-2 order book per side.
      Scoped by symbol (for example `orderBookL2_25:XBTUSD`).
    bindings:
      ws:
        bindingVersion: '0.1.0'
    subscribe:
      operationId: subscribeOrderBookL2_25
      summary: Receive top-25 L2 order book updates.
      message:
        $ref: '#/components/messages/OrderBookL2Message'

  orderBook10:
    description: |
      Top 10 levels of the order book, delivered as a pulsed
      full snapshot. Scoped by symbol (for example
      `orderBook10:XBTUSD`).
    bindings:
      ws:
        bindingVersion: '0.1.0'
    subscribe:
      operationId: subscribeOrderBook10
      summary: Receive top-10 order book snapshots.
      message:
        $ref: '#/components/messages/OrderBook10Message'

  publicNotifications:
    description: |
      Site-wide public notifications. Public, no symbol scoping.
    bindings:
      ws:
        bindingVersion: '0.1.0'
    subscribe:
      operationId: subscribePublicNotifications
      summary: Receive public notifications.
      message:
        $ref: '#/components/messages/PublicNotificationMessage'

  quote:
    description: |
      Top-of-book quote updates. Scoped by symbol
      (for example `quote:XBTUSD`).
    bindings:
      ws:
        bindingVersion: '0.1.0'
    subscribe:
      operationId: subscribeQuote
      summary: Receive top-of-book quote updates.
      message:
        $ref: '#/components/messages/QuoteMessage'

  quoteBin1m:
    description: |
      1-minute binned quote OHLC-style snapshots.
      Scoped by symbol (for example `quoteBin1m:XBTUSD`).
    bindings:
      ws:
        bindingVersion: '0.1.0'
    subscribe:
      operationId: subscribeQuoteBin1m
      summary: Receive 1-minute binned quotes.
      message:
        $ref: '#/components/messages/QuoteMessage'

  quoteBin5m:
    description: |
      5-minute binned quote snapshots.
      Scoped by symbol (for example `quoteBin5m:XBTUSD`).
    bindings:
      ws:
        bindingVersion: '0.1.0'
    subscribe:
      operationId: subscribeQuoteBin5m
      summary: Receive 5-minute binned quotes.
      message:
        $ref: '#/components/messages/QuoteMessage'

  quoteBin1h:
    description: |
      1-hour binned quote snapshots.
      Scoped by symbol (for example `quoteBin1h:XBTUSD`).
    bindings:
      ws:
        bindingVersion: '0.1.0'
    subscribe:
      operationId: subscribeQuoteBin1h
      summary: Receive 1-hour binned quotes.
      message:
        $ref: '#/components/messages/QuoteMessage'

  quoteBin1d:
    description: |
      1-day binned quote snapshots.
      Scoped by symbol (for example `quoteBin1d:XBTUSD`).
    bindings:
      ws:
        bindingVersion: '0.1.0'
    subscribe:
      operationId: subscribeQuoteBin1d
      summary: Receive 1-day binned quotes.
      message:
        $ref: '#/components/messages/QuoteMessage'

  settlement:
    description: |
      Instrument settlement events.
      Scoped by symbol (for example `settlement:XBTUSD`).
    bindings:
      ws:
        bindingVersion: '0.1.0'
    subscribe:
      operationId: subscribeSettlement
      summary: Receive instrument settlement events.
      message:
        $ref: '#/components/messages/SettlementMessage'

  trade:
    description: |
      Live trade ticks. Scoped by symbol
      (for example `trade:XBTUSD`).
    bindings:
      ws:
        bindingVersion: '0.1.0'
    subscribe:
      operationId: subscribeTrade
      summary: Receive trade ticks.
      message:
        $ref: '#/components/messages/TradeMessage'

  tradeBin1m:
    description: |
      1-minute binned OHLCV trade snapshots.
      Scoped by symbol (for example `tradeBin1m:XBTUSD`).
    bindings:
      ws:
        bindingVersion: '0.1.0'
    subscribe:
      operationId: subscribeTradeBin1m
      summary: Receive 1-minute trade bins.
      message:
        $ref: '#/components/messages/TradeBinMessage'

  tradeBin5m:
    description: |
      5-minute binned OHLCV trade snapshots.
      Scoped by symbol (for example `tradeBin5m:XBTUSD`).
    bindings:
      ws:
        bindingVersion: '0.1.0'
    subscribe:
      operationId: subscribeTradeBin5m
      summary: Receive 5-minute trade bins.
      message:
        $ref: '#/components/messages/TradeBinMessage'

  tradeBin1h:
    description: |
      1-hour binned OHLCV trade snapshots.
      Scoped by symbol (for example `tradeBin1h:XBTUSD`).
    bindings:
      ws:
        bindingVersion: '0.1.0'
    subscribe:
      operationId: subscribeTradeBin1h
      summary: Receive 1-hour trade bins.
      message:
        $ref: '#/components/messages/TradeBinMessage'

  tradeBin1d:
    description: |
      1-day binned OHLCV trade snapshots.
      Scoped by symbol (for example `tradeBin1d:XBTUSD`).
    bindings:
      ws:
        bindingVersion: '0.1.0'
    subscribe:
      operationId: subscribeTradeBin1d
      summary: Receive 1-day trade bins.
      message:
        $ref: '#/components/messages/TradeBinMessage'

  # ============================================================
  # Authenticated topics
  # ============================================================

  affiliate:
    description: |
      Affiliate program metrics for the authenticated account.
      Requires authentication. No symbol scoping.
    bindings:
      ws:
        bindingVersion: '0.1.0'
    subscribe:
      operationId: subscribeAffiliate
      summary: Receive affiliate metrics (auth required).
      message:
        $ref: '#/components/messages/AffiliateMessage'

  execution:
    description: |
      Order executions (fills) for the authenticated account.
      Requires authentication. May be scoped by symbol.
    bindings:
      ws:
        bindingVersion: '0.1.0'
    subscribe:
      operationId: subscribeExecution
      summary: Receive order executions (auth required).
      message:
        $ref: '#/components/messages/ExecutionMessage'

  margin:
    description: |
      Margin balance updates for the authenticated account.
      Requires authentication. No symbol scoping.
    bindings:
      ws:
        bindingVersion: '0.1.0'
    subscribe:
      operationId: subscribeMargin
      summary: Receive margin updates (auth required).
      message:
        $ref: '#/components/messages/MarginMessage'

  order:
    description: |
      Live order book updates for the authenticated account.
      Requires authentication. May be scoped by symbol.
    bindings:
      ws:
        bindingVersion: '0.1.0'
    subscribe:
      operationId: subscribeOrder
      summary: Receive order updates (auth required).
      message:
        $ref: '#/components/messages/OrderMessage'

  position:
    description: |
      Position updates for the authenticated account.
      Requires authentication. May be scoped by symbol.
    bindings:
      ws:
        bindingVersion: '0.1.0'
    subscribe:
      operationId: subscribePosition
      summary: Receive position updates (auth required).
      message:
        $ref: '#/components/messages/PositionMessage'

  privateNotifications:
    description: |
      Private notifications targeted at the authenticated account.
      Requires authentication. No symbol scoping.
    bindings:
      ws:
        bindingVersion: '0.1.0'
    subscribe:
      operationId: subscribePrivateNotifications
      summary: Receive private notifications (auth required).
      message:
        $ref: '#/components/messages/PrivateNotificationMessage'

  transact:
    description: |
      Wallet transactions (deposits, withdrawals, fees, settlements)
      for the authenticated account. Requires authentication.
      No symbol scoping.
    bindings:
      ws:
        bindingVersion: '0.1.0'
    subscribe:
      operationId: subscribeTransact
      summary: Receive wallet transactions (auth required).
      message:
        $ref: '#/components/messages/TransactMessage'

  wallet:
    description: |
      Wallet balance updates for the authenticated account.
      Requires authentication. No symbol scoping.
    bindings:
      ws:
        bindingVersion: '0.1.0'
    subscribe:
      operationId: subscribeWallet
      summary: Receive wallet balance updates (auth required).
      message:
        $ref: '#/components/messages/WalletMessage'

components:

  securitySchemes:
    apiSignature:
      type: httpApiKey
      in: query
      name: api-signature
      description: |
        BitMEX request-signature authentication. Required for the
        authenticated topics (affiliate, execution, margin, order,
        position, privateNotifications, transact, wallet).

        Supply three query parameters when establishing the WebSocket
        connection, or the equivalent `api-key`, `api-expires` and
        `api-signature` HTTP headers:

          * `api-key` - your BitMEX API key id.
          * `api-expires` - integer UNIX epoch (seconds) when the
            signature expires. Recommended `now + 5`.
          * `api-signature` - lowercase hex
            `HMAC_SHA256(apiSecret, "GET" + "/realtime" + apiExpires)`.

        Alternative in-band auth is supported via the message
        `{"op":"authKeyExpires","args":[apiKey, apiExpires, signature]}`
        sent after the WebSocket connection is established.

  messages:

    SubscribeRequest:
      name: SubscribeRequest
      title: Subscribe / Unsubscribe envelope
      summary: |
        Client-to-server control message used to subscribe to,
        unsubscribe from, or authenticate against topics.
      contentType: application/json
      payload:
        $ref: '#/components/schemas/SubscribeRequest'

    WelcomeMessage:
      name: WelcomeMessage
      title: Server welcome message
      summary: Sent by the server immediately after connection.
      contentType: application/json
      payload:
        $ref: '#/components/schemas/Welcome'

    SubscribeResponse:
      name: SubscribeResponse
      title: Subscribe acknowledgement
      summary: Server acknowledgement of a successful subscribe / unsubscribe.
      contentType: application/json
      payload:
        $ref: '#/components/schemas/SubscribeResponse'

    ErrorMessage:
      name: ErrorMessage
      title: Server error
      summary: Server-side error response.
      contentType: application/json
      payload:
        $ref: '#/components/schemas/ErrorResponse'

    AnnouncementMessage:
      name: AnnouncementMessage
      title: announcement table message
      contentType: application/json
      payload:
        $ref: '#/components/schemas/TableMessageAnnouncement'

    ChatMessage:
      name: ChatMessage
      title: chat table message
      contentType: application/json
      payload:
        $ref: '#/components/schemas/TableMessageChat'

    ConnectedMessage:
      name: ConnectedMessage
      title: connected table message
      contentType: application/json
      payload:
        $ref: '#/components/schemas/TableMessageConnected'

    FundingMessage:
      name: FundingMessage
      title: funding table message
      contentType: application/json
      payload:
        $ref: '#/components/schemas/TableMessageFunding'

    InstrumentMessage:
      name: InstrumentMessage
      title: instrument table message
      contentType: application/json
      payload:
        $ref: '#/components/schemas/TableMessageInstrument'

    InsuranceMessage:
      name: InsuranceMessage
      title: insurance table message
      contentType: application/json
      payload:
        $ref: '#/components/schemas/TableMessageInsurance'

    LiquidationMessage:
      name: LiquidationMessage
      title: liquidation table message
      contentType: application/json
      payload:
        $ref: '#/components/schemas/TableMessageLiquidation'

    OrderBookL2Message:
      name: OrderBookL2Message
      title: orderBookL2 / orderBookL2_25 table message
      contentType: application/json
      payload:
        $ref: '#/components/schemas/TableMessageOrderBookL2'

    OrderBook10Message:
      name: OrderBook10Message
      title: orderBook10 pulsed snapshot
      contentType: application/json
      payload:
        $ref: '#/components/schemas/TableMessageOrderBook10'

    PublicNotificationMessage:
      name: PublicNotificationMessage
      title: publicNotifications table message
      contentType: application/json
      payload:
        $ref: '#/components/schemas/TableMessageGlobalNotification'

    QuoteMessage:
      name: QuoteMessage
      title: quote / quoteBin* table message
      contentType: application/json
      payload:
        $ref: '#/components/schemas/TableMessageQuote'

    SettlementMessage:
      name: SettlementMessage
      title: settlement table message
      contentType: application/json
      payload:
        $ref: '#/components/schemas/TableMessageSettlement'

    TradeMessage:
      name: TradeMessage
      title: trade table message
      contentType: application/json
      payload:
        $ref: '#/components/schemas/TableMessageTrade'

    TradeBinMessage:
      name: TradeBinMessage
      title: tradeBin1m / 5m / 1h / 1d table message
      contentType: application/json
      payload:
        $ref: '#/components/schemas/TableMessageTradeBin'

    AffiliateMessage:
      name: AffiliateMessage
      title: affiliate table message
      contentType: application/json
      payload:
        $ref: '#/components/schemas/TableMessageAffiliate'

    ExecutionMessage:
      name: ExecutionMessage
      title: execution table message
      contentType: application/json
      payload:
        $ref: '#/components/schemas/TableMessageExecution'

    MarginMessage:
      name: MarginMessage
      title: margin table message
      contentType: application/json
      payload:
        $ref: '#/components/schemas/TableMessageMargin'

    OrderMessage:
      name: OrderMessage
      title: order table message
      contentType: application/json
      payload:
        $ref: '#/components/schemas/TableMessageOrder'

    PositionMessage:
      name: PositionMessage
      title: position table message
      contentType: application/json
      payload:
        $ref: '#/components/schemas/TableMessagePosition'

    PrivateNotificationMessage:
      name: PrivateNotificationMessage
      title: privateNotifications table message
      contentType: application/json
      payload:
        $ref: '#/components/schemas/TableMessageGlobalNotification'

    TransactMessage:
      name: TransactMessage
      title: transact table message
      contentType: application/json
      payload:
        $ref: '#/components/schemas/TableMessageTransaction'

    WalletMessage:
      name: WalletMessage
      title: wallet table message
      contentType: application/json
      payload:
        $ref: '#/components/schemas/TableMessageWallet'

  schemas:

    Action:
      type: string
      description: |
        BitMEX table action. `partial` arrives once at the start of
        a subscription with the full snapshot and `keys` array.
        Subsequent messages are `insert`, `update` or `delete` keyed
        by the fields in `keys`.
      enum: [partial, insert, update, delete]

    OperationName:
      type: string
      enum: [subscribe, unsubscribe, authKey, authKeyExpires, cancelAllAfter, ping]
      description: |
        Client operation names supported by the BitMEX WebSocket.
        `subscribe` / `unsubscribe` manage topics; `authKeyExpires` /
        `authKey` perform in-band authentication; `cancelAllAfter`
        sets a dead-man timer; `ping` is a keepalive.

    SubscribeRequest:
      type: object
      description: |
        Client-to-server envelope. Examples:

          * `{"op":"subscribe","args":["trade:XBTUSD","instrument:XBTUSD"]}`
          * `{"op":"unsubscribe","args":["trade:XBTUSD"]}`
          * `{"op":"authKeyExpires","args":["myKey",1518064238,"signature"]}`
      required: [op]
      properties:
        op:
          $ref: '#/components/schemas/OperationName'
        args:
          type: array
          description: |
            Operation arguments. For `subscribe` / `unsubscribe` this
            is an array of topic strings such as `"trade:XBTUSD"` or
            unscoped topic names such as `"announcement"`.
          items: {}

    Welcome:
      type: object
      description: |
        Welcome message sent by the server immediately after
        the WebSocket connection is established.
      properties:
        info:
          type: string
          description: Human-readable status string.
        version:
          type: string
          description: BitMEX engine build hash.
        timestamp:
          type: string
          format: date-time
        docs:
          type: string
          format: uri
        limit:
          type: object
          properties:
            remaining:
              type: integer

    SubscribeResponse:
      type: object
      description: |
        Acknowledgement returned when a subscribe / unsubscribe
        succeeds.
      properties:
        success:
          type: boolean
        subscribe:
          type: string
          description: The topic that was subscribed to.
        unsubscribe:
          type: string
          description: The topic that was unsubscribed from.
        request:
          $ref: '#/components/schemas/SubscribeRequest'

    ErrorResponse:
      type: object
      description: |
        Server error envelope. Returned for invalid messages
        such as unknown topics, malformed JSON, or auth failures.
      required: [status, error]
      properties:
        status:
          type: integer
          description: HTTP-style status code.
        error:
          type: string
          description: Human-readable error message.
        meta:
          type: object
        request:
          $ref: '#/components/schemas/SubscribeRequest'

    TableEnvelopeBase:
      type: object
      description: Common envelope for all table push messages.
      required: [table, action, data]
      properties:
        table:
          type: string
          description: The topic / table name (e.g. `trade`, `quote`).
        action:
          $ref: '#/components/schemas/Action'
        keys:
          type: array
          items:
            type: string
          description: |
            Field names that uniquely identify a row within the
            table. Present on `partial` snapshots.
        types:
          type: object
          additionalProperties:
            type: string
          description: Server-side field type map for the table.
        foreignKeys:
          type: object
          additionalProperties:
            type: string
        attributes:
          type: object
          additionalProperties:
            type: string
        filter:
          type: object
          description: Filter that scoped this subscription (e.g. `{"symbol":"XBTUSD"}`).

    # ------------------------------------------------------------
    # Row schemas (mirror BitMEX REST schemas)
    # ------------------------------------------------------------

    Announcement:
      type: object
      properties:
        id: { type: integer, format: int32 }
        link: { type: string }
        title: { type: string }
        content: { type: string }
        date: { type: string, format: date-time }
      required: [id]

    Chat:
      type: object
      properties:
        id: { type: integer, format: int32 }
        date: { type: string, format: date-time }
        user: { type: string }
        userColor: { type: string }
        message: { type: string }
        html: { type: string }
        channelID: { type: number, format: double }
      required: [id]

    ConnectedUsers:
      type: object
      properties:
        users: { type: integer }
        bots: { type: integer }

    Funding:
      type: object
      properties:
        timestamp: { type: string, format: date-time }
        symbol: { type: string }
        fundingInterval: { type: string, format: date-time }
        fundingRate: { type: number, format: double }
        fundingRateDaily: { type: number, format: double }
      required: [timestamp, symbol]

    Instrument:
      type: object
      properties:
        symbol: { type: string }
        rootSymbol: { type: string }
        instrumentID: { type: integer, format: int32 }
        state: { type: string }
        typ: { type: string }
        listing: { type: string, format: date-time }
        front: { type: string, format: date-time }
        expiry: { type: string, format: date-time }
        settle: { type: string, format: date-time }
        listedSettle: { type: string, format: date-time }
        positionCurrency: { type: string }
        underlying: { type: string }
        quoteCurrency: { type: string }
        underlyingSymbol: { type: string }
        reference: { type: string }
        referenceSymbol: { type: string }
        calcInterval: { type: string, format: date-time }
        publishInterval: { type: string, format: date-time }
        publishTime: { type: string, format: date-time }
        maxOrderQty: { type: integer, format: int64 }
        minPrice: { type: number, format: double }
        maxPrice: { type: number, format: double }
        lotSize: { type: integer, format: int64 }
        tickSize: { type: number, format: double }
        multiplier: { type: integer, format: int64 }
        settlCurrency: { type: string }
        underlyingToPositionMultiplier: { type: integer, format: int64 }
        underlyingToSettleMultiplier: { type: integer, format: int64 }
        quoteToSettleMultiplier: { type: integer, format: int64 }
        isQuanto: { type: boolean }
        isInverse: { type: boolean }
        initMargin: { type: number, format: double }
        maintMargin: { type: number, format: double }
        riskLimit: { type: integer, format: int64 }
        riskStep: { type: integer, format: int64 }
        limit: { type: number, format: double }
        taxed: { type: boolean }
        deleverage: { type: boolean }
        makerFee: { type: number, format: double }
        takerFee: { type: number, format: double }
        settlementFee: { type: number, format: double }
        fundingBaseSymbol: { type: string }
        fundingQuoteSymbol: { type: string }
        fundingPremiumSymbol: { type: string }
        fundingTimestamp: { type: string, format: date-time }
        fundingInterval: { type: string, format: date-time }
        fundingRate: { type: number, format: double }
        indicativeFundingRate: { type: number, format: double }
        rebalanceTimestamp: { type: string, format: date-time }
        rebalanceInterval: { type: string, format: date-time }
        launchingTimestamp: { type: string, format: date-time }
        prevClosePrice: { type: number, format: double }
        limitDownPrice: { type: number, format: double }
        limitUpPrice: { type: number, format: double }
        totalVolume: { type: integer, format: int64 }
        volume: { type: integer, format: int64 }
        volume24h: { type: integer, format: int64 }
        prevTotalTurnover: { type: integer, format: int64 }
        totalTurnover: { type: integer, format: int64 }
        turnover: { type: integer, format: int64 }
        turnover24h: { type: integer, format: int64 }
        homeNotional24h: { type: number, format: double }
        foreignNotional24h: { type: number, format: double }
        prevPrice24h: { type: number, format: double }
        vwap: { type: number, format: double }
        highPrice: { type: number, format: double }
        lowPrice: { type: number, format: double }
        lastPrice: { type: number, format: double }
        lastPriceProtected: { type: number, format: double }
        lastTickDirection: { type: string }
        lastChangePcnt: { type: number, format: double }
        bidPrice: { type: number, format: double }
        midPrice: { type: number, format: double }
        askPrice: { type: number, format: double }
        impactBidPrice: { type: number, format: double }
        impactMidPrice: { type: number, format: double }
        impactAskPrice: { type: number, format: double }
        hasLiquidity: { type: boolean }
        openInterest: { type: integer, format: int64 }
        openValue: { type: integer, format: int64 }
        fairMethod: { type: string }
        fairBasisRate: { type: number, format: double }
        fairBasis: { type: number, format: double }
        fairPrice: { type: number, format: double }
        markMethod: { type: string }
        markPrice: { type: number, format: double }
        referencePrice: { type: number, format: double }
        indicativeSettlePrice: { type: number, format: double }
        settledPriceAdjustmentRate: { type: number, format: double }
        settledPrice: { type: number, format: double }
        instantPnl: { type: boolean }
        minTick: { type: number, format: double }
        fundingBaseRate: { type: number, format: double }
        fundingQuoteRate: { type: number, format: double }
        farLegSymbol: { type: string }
        nearLegSymbol: { type: string }
        tags: { type: string }
        timestamp: { type: string, format: date-time }
      required: [symbol]

    Insurance:
      type: object
      properties:
        currency: { type: string }
        timestamp: { type: string, format: date-time }
        walletBalance: { type: integer, format: int64 }
      required: [currency, timestamp]

    Liquidation:
      type: object
      properties:
        orderID: { type: string, format: uuid }
        symbol: { type: string }
        side: { type: string }
        price: { type: number, format: double }
        leavesQty: { type: integer, format: int64 }
      required: [orderID]

    OrderBookL2:
      type: object
      properties:
        symbol: { type: string }
        id: { type: integer, format: int64 }
        side: { type: string }
        size: { type: integer, format: int64 }
        price: { type: number, format: double }
        pool: { type: string }
        timestamp: { type: string, format: date-time }
        transactTime: { type: string, format: date-time }
      required: [symbol, id, side]

    OrderBook10:
      type: object
      description: |
        Top-10 pulsed order book snapshot. `bids` and `asks`
        are arrays of `[price, size]` tuples sorted best-first.
      properties:
        symbol: { type: string }
        bids:
          type: array
          items:
            type: array
            items:
              type: number
            minItems: 2
            maxItems: 2
        asks:
          type: array
          items:
            type: array
            items:
              type: number
            minItems: 2
            maxItems: 2
        timestamp: { type: string, format: date-time }
      required: [symbol]

    Quote:
      type: object
      properties:
        timestamp: { type: string, format: date-time }
        symbol: { type: string }
        bidSize: { type: integer, format: int64 }
        bidPrice: { type: number, format: double }
        askPrice: { type: number, format: double }
        askSize: { type: integer, format: int64 }
        pool: { type: string }
      required: [timestamp]

    Settlement:
      type: object
      properties:
        timestamp: { type: string, format: date-time }
        symbol: { type: string }
        settlementType: { type: string }
        settledPrice: { type: number, format: double }
        optionStrikePrice: { type: number, format: double }
     

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# Full source: https://raw.githubusercontent.com/api-evangelist/bitmex/refs/heads/main/asyncapi/bitmex-asyncapi.yml