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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.

  1. Client sends a Market Data Request <V>
  2. Gemini responds by sending one Market Data - Snapshot/Full Refresh <W>
  3. As bids, offers, and trades happen on the exchange, Gemini sends Market Data - Incremental Refresh <X> messages