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Real Time Data Overview

The ProjectX Real Time API utilizes SignalR library (via WebSocket) to provide real-time access to data updates involving accounts, orders, positions, balances and quotes.

There are two hubs: user and market.

  • The user hub will provide real-time updates to a user's accounts, orders, and positions.
  • The market hub will provide market data such as market trade events, DOM events, etc.

What is SignalR?​

SignalR is a real-time web application framework developed by Microsoft that simplifies the process of adding real-time functionality to web applications. It allows for bidirectional communication between clients (such as web browsers) and servers, enabling features like live chat, notifications, and real-time updates without the need for constant client-side polling or manual handling of connections.

SignalR abstracts away the complexities of real-time communication by providing high-level APIs for developers. It supports various transport protocols, including WebSockets, Server-Sent Events (SSE), Long Polling, and others, automatically selecting the most appropriate transport mechanism based on the capabilities of the client and server.

The framework handles connection management, message routing, and scaling across multiple servers, making it easier for developers to build scalable and responsive web applications. SignalR is available for multiple platforms, including .NET and JavaScript, allowing developers to build real-time applications using their preferred programming languages and frameworks.

Further information on SignalR can be found here.

Example Usage​

// Import the necessary modules from @microsoft/signalr
const { HubConnectionBuilder, HttpTransportType } = require('@microsoft/signalr');

function setupSignalRConnection() {
    const JWT_TOKEN = 'your_bearer_token';
    const SELECTED_ACCOUNT_ID = 123; // your currently selected/visible account ID
    const userHubUrl = 'https://gateway-rtc-demo.s2f.projectx.com/hubs/user?access_token=YOUR_JWT_TOKEN';
    
    const rtcConnection = new HubConnectionBuilder()
        .withUrl(userHubUrl, {
            skipNegotiation: true,
            transport: HttpTransportType.WebSockets,
            accessTokenFactory: () => JWT_TOKEN,
            timeout: 10000
        })
        .withAutomaticReconnect()
        .build();

    rtcConnection.start()
        .then(() => {
            const subscribe = () => {
                rtcConnection.invoke('SubscribeAccounts');
                rtcConnection.invoke('SubscribeOrders', SELECTED_ACCOUNT_ID);
                rtcConnection.invoke('SubscribePositions', SELECTED_ACCOUNT_ID);
                rtcConnection.invoke('SubscribeTrades', SELECTED_ACCOUNT_ID);
            };

            const unsubscribe = () => {
                rtcConnection.invoke('UnsubscribeAccounts');
                rtcConnection.invoke('UnsubscribeOrders', SELECTED_ACCOUNT_ID);
                rtcConnection.invoke('UnsubscribePositions', SELECTED_ACCOUNT_ID);
                rtcConnection.invoke('UnsubscribeTrades', SELECTED_ACCOUNT_ID);
            };

            rtcConnection.on('GatewayUserAccount', (data) => {
                console.log('Received account update', data);
            });

            rtcConnection.on('GatewayUserOrder', (data) => {
                console.log('Received order update', data);
            });

            rtcConnection.on('GatewayUserPosition', (data) => {
                console.log('Received position update', data);
            });

            rtcConnection.on('GatewayUserTrade', (data) => {
                console.log('Received trade update', data);
            });

            subscribe();

            rtcConnection.onreconnected((connectionId) => {
                console.log('RTC Connection Reconnected');
                subscribe();
            });
        })
        .catch((err) => {
            console.error('Error starting connection:', err);
        });
}
// Call the function to set up and start the connection
setupSignalRConnection();

Real-Time Event Payloads​

User Hub Events​

GatewayUserAccount​

Example Payload:

{
  id: 123,
  name: "Main Trading Account",
  balance: 10000.50,
  canTrade: true,
  isVisible: true,
  simulated: false
}
FieldTypeDescription
idintThe account ID
namestringThe name of the account
balancenumberThe current balance of the account
canTradeboolWhether the account is eligible for trading
isVisibleboolWhether the account should be visible
simulatedboolWhether the account is simulated or live

GatewayUserPosition​

Example Payload:

{
  id: 456,
  accountId: 123,
  contractId: "CON.F.US.EP.U25",
  creationTimestamp: "2024-07-21T13:45:00Z",
  type: 1, // Long
  size: 2,
  averagePrice: 2100.25
}
FieldTypeDescription
idintThe position ID
accountIdintThe account associated with the position
contractIdstringThe contract ID associated with the position
creationTimestampstringThe timestamp when the position was created or opened
typeint (PositionType enum)The type of the position (long/short)
sizeintThe size of the position
averagePricenumberThe average price of the position

GatewayUserOrder​

Example Payload:

{
  id: 789,
  accountId: 123,
  contractId: "CON.F.US.EP.U25",
  symbolId: "F.US.EP",
  creationTimestamp: "2024-07-21T13:45:00Z",
  updateTimestamp: "2024-07-21T13:46:00Z",
  status: 1, // Open
  type: 1, // Limit
  side: 0, // Bid
  size: 1,
  limitPrice: 2100.50,
  stopPrice: null,
  fillVolume: 0,
  filledPrice: null,
  customTag: "strategy-1"
}
FieldTypeDescription
idlongThe order ID
accountIdintThe account associated with the order
contractIdstringThe contract ID on which the order is placed
symbolIdstringThe symbol ID corresponding to the contract
creationTimestampstringThe timestamp when the order was created
updateTimestampstringThe timestamp when the order was last updated
statusint (OrderStatus enum)The current status of the order
typeint (OrderType enum)The type of the order
sideint (OrderSide enum)The side of the order (bid/ask)
sizeintThe size of the order
limitPricenumberThe limit price for the order, if applicable
stopPricenumberThe stop price for the order, if applicable
fillVolumeintThe number of contracts filled on the order
filledPricenumberThe price at which the order was filled, if any
customTagstringThe custom tag associated with the order, if any

GatewayUserTrade​

Example Payload:

{
  id: 101112,
  accountId: 123,
  contractId: "CON.F.US.EP.U25",
  creationTimestamp: "2024-07-21T13:47:00Z",
  price: 2100.75,
  profitAndLoss: 50.25,
  fees: 2.50,
  side: 0, // Bid
  size: 1,
  voided: false,
  orderId: 789
}
FieldTypeDescription
idlongThe trade ID
accountIdintThe account ID associated with the trade
contractIdstringThe contract ID on which the trade occurred
creationTimestampstringThe timestamp when the trade was created
pricenumberThe price at which the trade was executed
profitAndLossnumberThe total profit and loss of the trade, if available
feesnumberThe total fees associated with the trade
sideint (OrderSide enum)The side of the trade (bid/ask)
sizeintThe size of the trade
voidedboolWhether the trade is voided
orderIdlongThe order ID associated with the trade

Market Hub Events​

GatewayQuote​

Example Payload:

{
  symbol: "F.US.EP",
  symbolName: "/ES",
  lastPrice: 2100.25,
  bestBid: 2100.00,
  bestAsk: 2100.50,
  change: 25.50,
  changePercent: 0.14,
  open: 2090.00,
  high: 2110.00,
  low: 2080.00,
  volume: 12000,
  lastUpdated: "2024-07-21T13:45:00Z",
  timestamp: "2024-07-21T13:45:00Z"
}
FieldTypeDescription
symbolstringThe symbol ID
symbolNamestringFriendly symbol name (currently unused)
lastPricenumberThe last traded price
bestBidnumberThe current best bid price
bestAsknumberThe current best ask price
changenumberThe price change since previous close
changePercentnumberThe percent change since previous close
opennumberThe opening price
highnumberThe session high price
lownumberThe session low price
volumenumberThe total traded volume
lastUpdatedstringThe last updated time
timestampstringThe quote timestamp

GatewayDepth​

Example Payload:

{
  timestamp: "2024-07-21T13:45:00Z",
  type: 1, // Ask
  price: 2100.00,
  volume: 10,
  currentVolume: 5
}
FieldTypeDescription
timestampstringThe timestamp of the DOM update
typeint (DomType Enum)DOM type
pricenumberThe price level
volumenumberThe total volume at this price level
currentVolumeintThe current volume at this price level

GatewayTrade​

Example Payload:

{
  symbolId: "F.US.EP",
  price: 2100.25,
  timestamp: "2024-07-21T13:45:00Z",
  type: 0, // Buy
  volume: 2
}
FieldTypeDescription
symbolIdstringThe symbol ID
pricenumberThe trade price
timestampstringThe trade timestamp
typeint (TradeLogType enum)TradeLog type
volumenumberThe trade volume

Enum Definitions​

public enum DomType
{
    Unknown    = 0,
    Ask        = 1,
    Bid        = 2,
    BestAsk    = 3,
    BestBid    = 4,
    Trade      = 5,
    Reset      = 6,
    Low        = 7,
    High       = 8,
    NewBestBid = 9,
    NewBestAsk = 10,
    Fill       = 11,
}
public enum OrderSide
{
    Bid = 0,
    Ask = 1
}
public enum OrderType
{
    Unknown      = 0,
    Limit        = 1,
    Market       = 2,
    StopLimit    = 3,
    Stop         = 4,
    TrailingStop = 5,
    JoinBid      = 6,
    JoinAsk      = 7,
}
public enum OrderStatus
{
    None      = 0,
    Open      = 1,
    Filled    = 2,
    Cancelled = 3,
    Expired   = 4,
    Rejected  = 5,
    Pending   = 6
}
public enum TradeLogType
{
    Buy  = 0,
    Sell = 1,
}
public enum PositionType
{
    Undefined = 0,
    Long      = 1,
    Short     = 2
}