Channels
Reference for every WebSocket channel exposed by Cascade.
Primary WebSocket channel for all market data and order management.
Operations
Authenticate the WebSocket connection
Must be called before accessing protected subscriptions (position, order, createorder, cancelorder)
Subscribe to trade/fill notifications for a symbol
Subscribe to order book updates at specified precision
Subscribe to OHLCV candle data at specified interval
Create a batch of orders (requires authentication)
Uses the 'create' method with type 'batchOrders' to submit multiple orders to the matching engine. Supports batch Limit orders, TWAP orders and Iceberg orders All orders in the batch must have the same: - account - subaccountIndex - symbol - orderType - period (if applicable) - side (buy or sell) For TWAP orders, the quantity of each order should be set such that the sum equals the total desired quantity. TWAPs must specify a nonzero period (in milliseconds) between orders. For Iceberg orders, the quantity of each order should be set to the desired display quantity.
Unsubscribe from trade notifications
Stops receiving trade updates for the specified symbol
Unsubscribe from order book updates
Stops receiving order book updates for the specified symbol
Unsubscribe from candle data
Stops receiving candle data for the specified symbol and interval