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
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