Tradier Streaming WebSocket API

asyncapi: '2.6.0'
info:
  title: Tradier Streaming WebSocket API
  version: '1.0.0'
  description: >-
    AsyncAPI 2.6 description of Tradier's WebSocket streaming for market
    events and account events. A streaming session must first be created
    via the brokerage REST endpoints (POST /v1/markets/events/session for
    market data and POST /v1/accounts/events/session for account data),
    which return a short-lived sessionid used to authenticate the WebSocket
    connection. Session identifiers are valid for up to 5 minutes prior to
    connection. Only one streaming session may be open at a time per user.
  contact:
    name: Tradier API Support
    url: https://docs.tradier.com/
  license:
    name: Tradier API Terms
    url: https://tradier.com/disclosures
defaultContentType: application/json
servers:
  production-market:
    url: ws.tradier.com/v1/markets/events
    protocol: wss
    description: Production WebSocket endpoint for market events streaming.
  production-account:
    url: ws.tradier.com/v1/accounts/events
    protocol: wss
    description: Production WebSocket endpoint for account events streaming.
channels:
  /v1/markets/events:
    description: >-
      Market events streaming channel. After connecting the client sends
      a JSON subscription payload referencing a sessionid acquired from
      POST /v1/markets/events/session. The server then streams one or
      more of the requested payload types (quote, trade, summary,
      timesale, tradex). The subscription may be modified mid-stream by
      sending a new payload with the same sessionid.
    bindings:
      ws:
        bindingVersion: '0.1.0'
    publish:
      operationId: subscribeMarketEvents
      summary: Send a market data subscription request.
      message:
        $ref: '#/components/messages/MarketSubscription'
    subscribe:
      operationId: receiveMarketEvents
      summary: Receive streamed market data payloads.
      message:
        oneOf:
          - $ref: '#/components/messages/Quote'
          - $ref: '#/components/messages/Trade'
          - $ref: '#/components/messages/Summary'
          - $ref: '#/components/messages/Timesale'
          - $ref: '#/components/messages/Tradex'
  /v1/accounts/events:
    description: >-
      Account events streaming channel. After connecting the client
      sends a JSON subscription payload referencing a sessionid from
      POST /v1/accounts/events/session and the desired event types
      (currently "order"). The server streams order lifecycle events and
      periodic heartbeats. Streams may only target either live or
      sandbox accounts within a session.
    bindings:
      ws:
        bindingVersion: '0.1.0'
    publish:
      operationId: subscribeAccountEvents
      summary: Send an account events subscription request.
      message:
        $ref: '#/components/messages/AccountSubscription'
    subscribe:
      operationId: receiveAccountEvents
      summary: Receive streamed account events.
      message:
        oneOf:
          - $ref: '#/components/messages/OrderEvent'
          - $ref: '#/components/messages/Heartbeat'
components:
  messages:
    MarketSubscription:
      name: MarketSubscription
      title: Market Data Subscription Request
      summary: Client request to begin or modify a market data stream.
      contentType: application/json
      payload:
        $ref: '#/components/schemas/MarketSubscription'
    Quote:
      name: Quote
      title: Quote Event
      summary: Bid/ask quote update for a symbol.
      contentType: application/json
      payload:
        $ref: '#/components/schemas/Quote'
    Trade:
      name: Trade
      title: Trade Event
      summary: Executed trade event for a symbol.
      contentType: application/json
      payload:
        $ref: '#/components/schemas/Trade'
    Summary:
      name: Summary
      title: Summary Event
      summary: Session open, high, low, or previous close update.
      contentType: application/json
      payload:
        $ref: '#/components/schemas/Summary'
    Timesale:
      name: Timesale
      title: Timesale Event
      summary: Time and sales tick for a symbol.
      contentType: application/json
      payload:
        $ref: '#/components/schemas/Timesale'
    Tradex:
      name: Tradex
      title: Tradex Event
      summary: >-
        Extended trade event recommended for pre and post market sessions
        in place of the trade payload.
      contentType: application/json
      payload:
        $ref: '#/components/schemas/Tradex'
    AccountSubscription:
      name: AccountSubscription
      title: Account Events Subscription Request
      summary: Client request to begin streaming account events.
      contentType: application/json
      payload:
        $ref: '#/components/schemas/AccountSubscription'
    OrderEvent:
      name: OrderEvent
      title: Order Event
      summary: Order lifecycle event for a streamed account.
      contentType: application/json
      payload:
        $ref: '#/components/schemas/OrderEvent'
    Heartbeat:
      name: Heartbeat
      title: Heartbeat Event
      summary: Stream keep-alive heartbeat.
      contentType: application/json
      payload:
        $ref: '#/components/schemas/Heartbeat'
  schemas:
    MarketSubscription:
      type: object
      required:
        - symbols
        - sessionid
      properties:
        symbols:
          type: array
          description: >-
            Equity or OCC option symbols to subscribe to. Submit only the
            symbols needed to avoid abuse detection.
          items:
            type: string
          example:
            - AAPL
            - TSLA250815C00150000
        sessionid:
          type: string
          description: Session identifier returned by POST /v1/markets/events/session.
        filter:
          type: array
          description: >-
            Payload types to receive. All types are returned when not
            specified. Filter cannot be changed after the stream starts.
          items:
            type: string
            enum:
              - trade
              - quote
              - summary
              - timesale
              - tradex
        linebreak:
          type: boolean
          description: When true each payload is separated by a line break.
          default: false
        validOnly:
          type: boolean
          description: Only return exchange-validated ticks.
          default: true
        advancedDetails:
          type: boolean
          description: Include advanced details on timesale payloads.
          default: false
    Quote:
      type: object
      description: Bid/ask quote update.
      properties:
        type:
          type: string
          enum: [quote]
        symbol:
          type: string
        bid:
          type: number
          format: float
        bidsz:
          type: integer
        bidexch:
          type: string
          description: Bid exchange code.
        biddate:
          type: string
          description: Epoch milliseconds for the bid update.
        ask:
          type: number
          format: float
        asksz:
          type: integer
        askexch:
          type: string
          description: Ask exchange code.
        askdate:
          type: string
          description: Epoch milliseconds for the ask update.
    Trade:
      type: object
      description: Executed trade event.
      properties:
        type:
          type: string
          enum: [trade]
        symbol:
          type: string
        exch:
          type: string
          description: Exchange code.
        price:
          type: string
          description: Trade price.
        size:
          type: string
          description: Trade size.
        cvol:
          type: string
          description: Cumulative volume for the symbol.
        date:
          type: string
          description: Epoch milliseconds for the trade.
        last:
          type: string
          description: Last trade price.
    Summary:
      type: object
      description: Session open, high, low, or previous close update.
      properties:
        type:
          type: string
          enum: [summary]
        symbol:
          type: string
        open:
          type: string
        high:
          type: string
        low:
          type: string
        prevClose:
          type: string
    Timesale:
      type: object
      description: Time and sales tick.
      properties:
        type:
          type: string
          enum: [timesale]
        symbol:
          type: string
        exch:
          type: string
        bid:
          type: string
        ask:
          type: string
        last:
          type: string
        size:
          type: string
        date:
          type: string
          description: Epoch milliseconds for the tick.
        seq:
          type: integer
          description: Unique sequence number for the tick.
        flag:
          type: string
          description: Event flag.
        cancel:
          type: boolean
          description: Whether the tick is a cancel.
        correction:
          type: boolean
          description: Whether the tick is a correction.
        session:
          type: string
          description: Market session (pre, regular, post).
    Tradex:
      type: object
      description: >-
        Extended trade event recommended over trade during pre and post
        market sessions for more accurate data.
      properties:
        type:
          type: string
          enum: [tradex]
        symbol:
          type: string
        exch:
          type: string
        price:
          type: string
        size:
          type: string
        cvol:
          type: string
        date:
          type: string
        last:
          type: string
    AccountSubscription:
      type: object
      required:
        - events
        - sessionid
      properties:
        events:
          type: array
          description: Account event types to stream. Currently only order is supported.
          items:
            type: string
            enum:
              - order
        sessionid:
          type: string
          description: Session identifier returned by POST /v1/accounts/events/session.
        excludeAccounts:
          type: array
          description: Account numbers to exclude from the stream.
          items:
            type: string
    OrderEvent:
      type: object
      description: Order lifecycle update for an account.
      properties:
        event:
          type: string
          enum: [order]
        id:
          type: integer
          description: Unique identifier for the order.
        parent_id:
          type: integer
          description: Unique identifier for the parent order, when applicable.
        account:
          type: string
          description: Account number associated with the order.
        status:
          type: string
          enum:
            - open
            - partially_filled
            - filled
            - expired
            - canceled
            - pending
            - rejected
            - calculated
            - accepted_for_bidding
            - error
            - held
        type:
          type: string
          description: >-
            Order type. Single-leg values include market, limit, stop,
            stop_limit; multi-leg values include market, debit, credit, even.
        tag:
          type: string
          description: Optional order tag.
        price:
          type: number
          format: float
          description: Limit price.
        stop_price:
          type: number
          format: float
          description: Stop price.
        avg_fill_price:
          type: number
          format: float
        exec_quantity:
          type: number
          format: float
          description: Total shares or contracts filled.
        last_fill_quantity:
          type: number
          format: float
        remaining_quantity:
          type: number
          format: float
        create_date:
          type: string
          format: date-time
        transaction_date:
          type: string
          format: date-time
    Heartbeat:
      type: object
      description: Stream keep-alive heartbeat message.
      properties:
        event:
          type: string
          enum: [heartbeat]
        status:
          type: string
        timestamp:
          type: string