Specifications for multicast data feeds published over the DoubleZero Edge service.
This repository is the home of wire-format specifications that data publishers and subscribers can implement against. Each spec lives in its own directory and is versioned independently.
| Spec | Description |
|---|---|
| Top-of-Book & Trades Feed | Compact, fixed-size, multicast-native binary protocol for L1 quotes and trades from any two-sided market |
| Midpoint Feed | Sibling protocol carrying a single derived mid price per instrument, computed from a venue's order book |
| Market-by-Order Feed | Sibling protocol carrying the full resting-order population per instrument, with continuous in-band snapshot+delta recovery |
| Order-Intent Feed | Normalized, pre-consensus order-intent events (order/cancel/modify submissions) observed in a venue's mempool, as fixed-size binary multicast |
| Reference Data Distribution | Shared supplement defining the two-port transport model and continuous in-band instrument definition retransmission used by the feed specs above |
| Perp Stats Feed | Sibling cadence feed carrying per-perpetual derived state (funding, mark, oracle, open interest, premium) relayed from the venue REST surface |
| Source ID Registry | Canonical registry of Source ID values identifying the venues whose books feed messages are derived from |
These specifications are drafts circulated for feedback from prospective publishers and subscribers. Field layouts and semantics may change between draft versions until a v1.0.0 is declared stable.
Licensed under the Apache License 2.0.
See LICENSE for details.