WebSocket streams

A single WebSocket endpoint streams live market data and per-simulation events. It's what keeps the live trading screen and the strategy results progress current in real time.

Endpoint

wss://api.0dtespx.com/__ws

Handshake

After connecting, you have 5 seconds to send an auth message — either anonymous or token-authenticated:

{"auth": "public"}
{"token": "8a4f3e21d6c94b0e9f2a1c5b7d8e4f60"}

A freshly authenticated connection has no subscriptions; you must explicitly subscribe to each channel you want:

{"action": "subscribe",   "channels": ["live_aggregate_data", "live_option_chain"]}
{"action": "unsubscribe", "channel":  "live_option_chain"}

Wire format

Every server-sent message is a JSON object with a top-level channel field — dispatch on that, never on payload shape. Market-data channels nest their data under payload; event channels put id, type/data as siblings of channel:

{"channel": "live_aggregate_data", "payload": { … }}
{"channel": "live_option_chain",   "payload": [{"strike": 5950, "call": {"bid": 4.2, "ask": 4.4, "delta": 0.523}, "put": {"bid": 3.1, "ask": 3.3, "delta": 0.477}}, … ]}
{"channel": "simulation_events",   "id": 42, "type": "order_update", "payload": { … }}
{"channel": "end_of_data"}

Channels

Channel	Cadence	Access
live_aggregate_data	1-second	Public + authenticated
live_option_chain	1-second	Token-authenticated only
simulation_events	Event-driven	Token-authenticated, per simulation
backtest_events	Event-driven	Token-authenticated, per strategy (source hash)
end_of_data	Terminal	—

• live_aggregate_data — the 1-second aggregate market feed (SPX, VIX, expected move).
• live_option_chain — the latest SPX option-chain snapshot. Each strike's call and put carry bid, ask, and delta — the same fields the REST snapshot endpoint GET /market-data/option-chain-snapshots/{timestamp} returns. (Second-order Greeks, IV, and theoretical price are no longer recorded.)
• simulation_events — discrete state changes for a live simulation: order_update (status transitions), financials_update (cash, buying power, realized P&L), ended, and settlement_failed. Per-tick continuous values (P&L, delta) aren't pushed here — compute them from live_option_chain.
• backtest_events — strategy results progress for one content-addressed backtest. Subscribe per strategy with its source_hash: {"action":"subscribe","channel":"backtest_events","source_hash":"<hex>"} (authorized against a saved strategy of yours with that source, or your live builder preview). Each frame carries the full fee-overlaid results snapshot under data.snapshot (the same shape GET /strategies/preview/{source_hash}/results returns), folded for you — render straight from it, no per-tick refetch. data.type is one of started, day_completed, completed, stopped, failed. The HTTP results endpoint stays the source of truth for the initial load and reconnect. A dropped socket never stops a run; reconnect and re-subscribe.

Event ordering and recovery

Event-channel envelopes carry a monotonically increasing id. backtest_events deliberately has no replay — but it needs none: each frame carries the full current snapshot, so a missed frame self-heals on the next one, and the HTTP results endpoint backs the initial load and reconnect. For live-simulation state after a disconnect, refetch positions, orders, and transactions over REST to be safe.

Connection limits

• Anonymous ({"auth":"public"}) connections stream for at most 5 minutes, after which the server sends {"channel":"end_of_data"} and closes. They may subscribe to live_aggregate_data but not live_option_chain.
• Token-authenticated accounts have no concurrency limit and no time cap.

Quick test

( echo '{"auth":"public"}'; cat ) | websocat 'wss://api.0dtespx.com/__ws'

Subscribe messages sent before auth completes are ignored, and unknown channel names are silently dropped.