The Shrimpy developer APIs support 4 different websocket channels. These channels can be accessed by developers to receive real-time updates for events which take place on exchanges or with the Shrimpy Developer APIs.
These websockets include the following channels:
- BBO - Best-Bid-Offer (BBO) is a websocket channel which will keep the best available bid and ask prices updated at all times. This allows developers to instantly know which are the best prices available on the exchange without retrieving excessive data through the websocket.
- Order Book - The Order Book websocket channel maintains the entire order book for developers to access through our real-time websocket. This allows developers to keep a local copy of the order book which will remain up to date with changes on the exchange.
- Trade - The Trade websocket channel will provide every executed trade for the exchange for which you are subscribed. As the trades are executed on the exchange, they will immediately be sent through our websocket.
- Orders - Unlike the previous websocket channels listed here, the Orders Channel is an entirely Shrimpy construct. The orders channel will send updates for when orders placed by Shrimpy are closed or filled. This allows you to place orders with the exchange and not continuously pull for updates.
Each of these websocket channels has a unique purpose, so we encourage you to spend some time learning about how each of these pieces of data fit into your application development.