Workflow
Market data subscription
After connecting to the market data channel, the client subscribes to market data by sending a Market Data Request <V>
message.
When a client disconnects for any reason, the market data subscription is terminated. Upon reconnecting, the client needs to send another Market Data Request <V>
message.
- Client sends a Market Data Request
<V>
- Gemini responds by sending one Market Data - Snapshot/Full Refresh
<W>
- As bids, offers, and trades happen on the exchange, Gemini sends Market Data - Incremental Refresh
<X>
messages