Getting Started

Endpoints

Each data type corresponds to a relevant endpoint:

Data Type	Description	Endpoint
Aggregated trade metrics	candlesticks (open, high, low, close, volume, trades count, VWAP) with granularities of 1h an 1m.	`wss://api.financial.inca.digital/ws/trade-metrics`
Trades	executed tick-level transactions (matched order book)	`wss://api.financial.inca.digital/ws/trades`

Authentication

To establish a new websocket connection to an endpoint with a selected data type, you should authorize with an API key.

HTTP Header:

Authorization: <API key>

Request/Response Message

A request/response message consists of 3 fields: traceId,type and payload. It’s highly recommended that you provide an optional traceId request unique identifier so that success or failure responses can be matched. Follow the links to find payload and type examples for OHLCV and trades endpoints.

{
  "traceId": "<unique id generated by user>",
  "type": "<type of request>",
  "payload": {"<payload object>"
  }
}

Field Name	Type	Required	Description
`traceId`	String	false	Random string generated by user to correlate response messages
`type`	String	true	Unique message type name
`payload`	Object	true	Payload object, structure depends on message type

Data formats

JSON is currently the only supported default format.

Websocket Ping-Pong

We highly recommend using the ping-pong messages in client to keep websocket connections alive as long as possible, even behind proxies and load balancers.

At any point after the handshake, the server sends a ping to the clients. When the ping is received, the client must send back a pong as soon as possible. This is used to make sure that the client is still connected.

Predict data loosing

To exclude loss of data during internet connection stability or reconnecting, we use queue of the messages for last 2 mins to always deliver these messages when the ws connection is established.

Troubleshooting

The following HTTP codes can be received during websocket connection establishment:

HTTP Code	Description
401 - Unauthorized	Request cannot be authorized for some reason
403 - Forbidden	User access to the requested resource is denied
429 - Too Many Requests	User has exceeded connections or transferred bytes limits
503 - Service Unavailable	Service is temporarily unavailable

You can find more error details in the provided response.

HTTP Header:

x-inca-error-message: <MESSAGE>