Mango v4 Orderbook Feed

asyncapi: '2.6.0'
info:
  title: Mango Markets v4 Feeds API
  version: '1.0.0'
  description: >-
    AsyncAPI definition for the two public Mango Markets v4 WebSocket feed
    services operated by Blockworks Foundation: the Fills Feed
    (service-mango-fills) and the Orderbook Feed (service-mango-orderbook).
    Both services consume gRPC streams from a Solana validator running the
    mango-feeds geyser plugin and expose lowest-latency, bandwidth-conserving
    JSON over WebSocket for Mango V4 Perp markets and Openbook spot markets.
    Channels, command shapes, and message payloads are sourced from the
    service-mango-fills/README.md, service-mango-orderbook/README.md, and the
    TypeScript client (mango-feeds/ts/client/src/fills.ts and orderbook.ts).
  contact:
    name: Blockworks Foundation
    url: https://blockworks.foundation
  license:
    name: AGPL-3.0
    url: https://github.com/blockworks-foundation/mango-feeds/blob/lou/l3-feed/LICENSE
  externalDocs:
    description: mango-feeds repository
    url: https://github.com/blockworks-foundation/mango-feeds

defaultContentType: application/json

servers:
  fills:
    url: fills.mngo.cloud
    protocol: wss
    description: >-
      Public Mango v4 Fills Feed WebSocket server (service-mango-fills).
      Public API entrypoint: https://api.mngo.cloud/fills/v1/
  orderbook:
    url: orderbook.mngo.cloud
    protocol: wss
    description: >-
      Public Mango v4 Orderbook Feed WebSocket server (service-mango-orderbook).
      Public API entrypoint: https://api.mngo.cloud/orderbook/v1/

channels:
  /fills:
    description: >-
      Fills feed channel. Clients send command frames (getMarkets, subscribe,
      unsubscribe) and receive market lists, subscription acks, fill events,
      and (optionally) head updates for Mango V4 Perp and Openbook markets.
    bindings:
      ws:
        bindingVersion: '0.1.0'
    publish:
      operationId: sendFillsCommand
      summary: Send a command to the Fills Feed server
      message:
        oneOf:
          - $ref: '#/components/messages/GetMarketsCommand'
          - $ref: '#/components/messages/FillsSubscribeCommand'
          - $ref: '#/components/messages/FillsUnsubscribeCommand'
    subscribe:
      operationId: receiveFillsEvents
      summary: Receive fill events and control responses from the Fills Feed
      message:
        oneOf:
          - $ref: '#/components/messages/MarketsList'
          - $ref: '#/components/messages/SubscriptionAck'
          - $ref: '#/components/messages/FillEventUpdate'
          - $ref: '#/components/messages/HeadUpdate'

  /orderbook:
    description: >-
      Orderbook feed channel. Clients send command frames (getMarkets,
      subscribe with subscriptionType=level or book, unsubscribe) and receive
      L2 / L3 checkpoints and per-side delta updates for Mango V4 Perp and
      Openbook spot markets.
    bindings:
      ws:
        bindingVersion: '0.1.0'
    publish:
      operationId: sendOrderbookCommand
      summary: Send a command to the Orderbook Feed server
      message:
        oneOf:
          - $ref: '#/components/messages/GetMarketsCommand'
          - $ref: '#/components/messages/OrderbookSubscribeCommand'
          - $ref: '#/components/messages/OrderbookUnsubscribeCommand'
    subscribe:
      operationId: receiveOrderbookEvents
      summary: Receive orderbook checkpoints and updates from the Orderbook Feed
      message:
        oneOf:
          - $ref: '#/components/messages/MarketsList'
          - $ref: '#/components/messages/SubscriptionAck'
          - $ref: '#/components/messages/OrderbookL2Checkpoint'
          - $ref: '#/components/messages/OrderbookL2Update'
          - $ref: '#/components/messages/OrderbookL3Checkpoint'
          - $ref: '#/components/messages/OrderbookL3Update'

components:
  messages:
    GetMarketsCommand:
      name: getMarkets
      title: Get Markets Command
      summary: Request the list of markets the server currently supports.
      payload:
        $ref: '#/components/schemas/GetMarketsCommand'

    FillsSubscribeCommand:
      name: fillsSubscribe
      title: Fills Subscribe Command
      summary: >-
        Subscribe to fill events. Per the service-mango-fills README a client
        can subscribe by marketIds or by Mango account. The TypeScript client
        additionally documents marketId, accountIds, and a headUpdates flag.
      payload:
        $ref: '#/components/schemas/FillsSubscribeCommand'

    FillsUnsubscribeCommand:
      name: fillsUnsubscribe
      title: Fills Unsubscribe Command
      summary: Unsubscribe from fill events for a given marketId.
      payload:
        $ref: '#/components/schemas/UnsubscribeCommand'

    OrderbookSubscribeCommand:
      name: orderbookSubscribe
      title: Orderbook Subscribe Command
      summary: >-
        Subscribe to orderbook updates for a market. subscriptionType=level
        yields L2 checkpoint plus per-side L2 deltas; subscriptionType=book
        yields L3 checkpoint plus per-side L3 additions/removals.
      payload:
        $ref: '#/components/schemas/OrderbookSubscribeCommand'

    OrderbookUnsubscribeCommand:
      name: orderbookUnsubscribe
      title: Orderbook Unsubscribe Command
      summary: Unsubscribe from orderbook updates for a given marketId.
      payload:
        $ref: '#/components/schemas/UnsubscribeCommand'

    MarketsList:
      name: marketsList
      title: Markets List Response
      summary: >-
        Map of market pubkey -> market name returned in response to
        getMarkets.
      payload:
        $ref: '#/components/schemas/MarketsList'

    SubscriptionAck:
      name: subscriptionAck
      title: Subscription Acknowledgement
      summary: Server acknowledgement of a subscribe/unsubscribe command.
      payload:
        $ref: '#/components/schemas/SubscriptionAck'

    FillEventUpdate:
      name: fillEventUpdate
      title: Fill Event Update
      summary: >-
        Individual fill event for a Mango V4 Perp or Openbook market. status
        is 'new' for confirmed fills and 'revoke' when a fill that previously
        occurred on a fork is rolled back.
      payload:
        $ref: '#/components/schemas/FillEventUpdate'

    HeadUpdate:
      name: headUpdate
      title: Head Update
      summary: >-
        Event-queue head pointer update, emitted when the client subscribed
        with headUpdates=true.
      payload:
        $ref: '#/components/schemas/HeadUpdate'

    OrderbookL2Checkpoint:
      name: orderbookL2Checkpoint
      title: Orderbook L2 Checkpoint
      summary: >-
        Initial L2 snapshot delivered immediately after an L2 subscription is
        accepted. Contains both sides of the book as [price, quantity] pairs.
      payload:
        $ref: '#/components/schemas/OrderbookL2Checkpoint'

    OrderbookL2Update:
      name: orderbookL2Update
      title: Orderbook L2 Update
      summary: >-
        Per-side L2 delta. Each entry in `update` is [price, quantity] where
        a quantity of 0 indicates a level removal.
      payload:
        $ref: '#/components/schemas/OrderbookL2Update'

    OrderbookL3Checkpoint:
      name: orderbookL3Checkpoint
      title: Orderbook L3 Checkpoint
      summary: >-
        Initial L3 snapshot delivered immediately after an L3 subscription is
        accepted. ownerPubkey is a Mango account for perp markets and an open
        orders account for spot markets.
      payload:
        $ref: '#/components/schemas/OrderbookL3Checkpoint'

    OrderbookL3Update:
      name: orderbookL3Update
      title: Orderbook L3 Update
      summary: >-
        Per-side L3 delta containing arrays of added and removed orders for a
        single side of the book.
      payload:
        $ref: '#/components/schemas/OrderbookL3Update'

  schemas:
    GetMarketsCommand:
      type: object
      required:
        - command
      properties:
        command:
          type: string
          const: getMarkets

    FillsSubscribeCommand:
      type: object
      required:
        - command
      properties:
        command:
          type: string
          const: subscribe
        marketId:
          type: string
          description: Single market pubkey to subscribe to.
        marketIds:
          type: array
          description: List of market pubkeys to subscribe to.
          items:
            type: string
        account:
          type: array
          description: >-
            Mango account pubkey to subscribe to (per service README example).
          items:
            type: string
        accountIds:
          type: array
          description: >-
            List of Mango account pubkeys to subscribe to (per TypeScript
            client FillsFeedSubscribeParams).
          items:
            type: string
        headUpdates:
          type: boolean
          description: >-
            When true the server will additionally emit HeadUpdate frames as
            the event queue head advances.

    OrderbookSubscribeCommand:
      type: object
      required:
        - command
        - marketId
        - subscriptionType
      properties:
        command:
          type: string
          const: subscribe
        marketId:
          type: string
          description: Market pubkey to subscribe to.
        marketIds:
          type: array
          description: Multiple market pubkeys (per TypeScript client).
          items:
            type: string
        subscriptionType:
          type: string
          enum:
            - level
            - book
          description: >-
            level -> L2 checkpoint + L2 updates; book -> L3 checkpoint + L3
            updates.

    UnsubscribeCommand:
      type: object
      required:
        - command
        - marketId
      properties:
        command:
          type: string
          const: unsubscribe
        marketId:
          type: string

    MarketsList:
      type: object
      description: Map of market pubkey -> market name.
      additionalProperties:
        type: string
      example:
        ESdnpnNLgTkBCZRuTJkZLi5wKEZ2z47SG3PJrhundSQ2: SOL-PERP
        HwhVGkfsSQ9JSQeQYu2CbkRCLvsh3qRZxG6m4oMVwZpN: BTC-PERP
        Fgh9JSZ2qfSjCw9RPJ85W2xbihsp2muLvfRztzoVR7f1: ETH-PERP

    SubscriptionAck:
      type: object
      required:
        - success
        - message
      properties:
        success:
          type: boolean
        message:
          type: string

    FillEventUpdate:
      type: object
      required:
        - event
        - marketKey
        - marketName
        - status
        - slot
        - writeVersion
      properties:
        event:
          $ref: '#/components/schemas/FillEvent'
        marketKey:
          type: string
          description: Market pubkey.
        marketName:
          type: string
        status:
          type: string
          enum:
            - new
            - revoke
        slot:
          type: integer
          format: int64
        writeVersion:
          type: integer
          format: int64

    FillEvent:
      type: object
      required:
        - eventType
        - maker
        - taker
        - takerSide
        - timestamp
        - seqNum
        - makerClientOrderId
        - takerClientOrderId
        - makerFee
        - takerFee
        - price
        - quantity
      properties:
        eventType:
          type: string
          enum:
            - spot
            - perp
        maker:
          type: string
          description: Maker Mango account pubkey.
        taker:
          type: string
          description: Taker Mango account pubkey.
        takerSide:
          type: string
          enum:
            - bid
            - ask
        timestamp:
          type: string
          format: date-time
        seqNum:
          type: integer
          format: int64
        makerClientOrderId:
          type: integer
          format: int64
        takerClientOrderId:
          type: integer
          format: int64
        makerFee:
          type: number
        takerFee:
          type: number
        price:
          type: number
        quantity:
          type: number

    HeadUpdate:
      type: object
      required:
        - head
        - previousHead
        - headSeqNum
        - previousHeadSeqNum
        - status
        - marketKey
        - marketName
        - slot
        - writeVersion
      properties:
        head:
          type: integer
        previousHead:
          type: integer
        headSeqNum:
          type: integer
          format: int64
        previousHeadSeqNum:
          type: integer
          format: int64
        status:
          type: string
          enum:
            - new
            - revoke
        marketKey:
          type: string
        marketName:
          type: string
        slot:
          type: integer
          format: int64
        writeVersion:
          type: integer
          format: int64

    PriceLevel:
      type: array
      description: '[price, quantity] tuple. quantity 0 indicates a level removal.'
      minItems: 2
      maxItems: 2
      items:
        type: number

    Order:
      type: object
      required:
        - price
        - quantity
        - ownerPubkey
      properties:
        price:
          type: number
        quantity:
          type: number
        ownerPubkey:
          type: string
          description: >-
            For perp markets this is a Mango account pubkey; for spot markets
            this is an open orders account pubkey.

    OrderbookL2Checkpoint:
      type: object
      required:
        - market
        - bids
        - asks
        - slot
        - write_version
      properties:
        market:
          type: string
        bids:
          type: array
          items:
            $ref: '#/components/schemas/PriceLevel'
        asks:
          type: array
          items:
            $ref: '#/components/schemas/PriceLevel'
        slot:
          type: integer
          format: int64
        write_version:
          type: integer
          format: int64

    OrderbookL2Update:
      type: object
      required:
        - market
        - side
        - update
        - slot
        - write_version
      properties:
        market:
          type: string
        side:
          type: string
          enum:
            - bid
            - ask
        update:
          type: array
          items:
            $ref: '#/components/schemas/PriceLevel'
        slot:
          type: integer
          format: int64
        write_version:
          type: integer
          format: int64

    OrderbookL3Checkpoint:
      type: object
      required:
        - market
        - bids
        - asks
        - slot
        - write_version
      properties:
        market:
          type: string
        bids:
          type: array
          items:
            $ref: '#/components/schemas/Order'
        asks:
          type: array
          items:
            $ref: '#/components/schemas/Order'
        slot:
          type: integer
          format: int64
        write_version:
          type: integer
          format: int64

    OrderbookL3Update:
      type: object
      required:
        - market
        - side
        - additions
        - removals
        - slot
        - write_version
      properties:
        market:
          type: string
        side:
          type: string
          enum:
            - bid
            - ask
        additions:
          type: array
          items:
            $ref: '#/components/schemas/Order'
        removals:
          type: array
          items:
            $ref: '#/components/schemas/Order'
        slot:
          type: integer
          format: int64
        write_version:
          type: integer
          format: int64