Endpoint
Query parameters
Authentication
Browser clients
Browsers cannot set request headers on a WebSocket upgrade, so a first-party web client passes its Supabase JWT in the subprotocol list rather than the URL. Offer two values — the bare marker and the token-bearing one — and the server selects the marker:?access_token= is no longer accepted. Programmatic
clients are unaffected: the signed-handshake params are safe to log, because
sig is bound to the path, query and timestamp and is single-use.
Browsers can’t set custom headers on the WebSocket handshake, so the signed-request
flow moves to query params. The signature covers
WS\nPATH\nSORTED_QUERY (excluding key_id/ts/sig)\nTIMESTAMP.
Signed handshake
subaccount_id — otherwise the connection is closed with code 4401. A missing or malformed subaccount_id is closed with 4400.
Protocol
All frames are JSON. Server frames are bytes (orjson-serialized UTF-8). Client frames are accepted but ignored — there is no subscribe/unsubscribe action; the subaccount is fixed at handshake time.Server → client
connectedis sent immediately after the handshake completes.snapshotfollows once, listing orders currently inpending,resting, orpartially_filledfor this subaccount. The client always sees state, then deltas — never the other way around.orderframes deliver every user-visible status transition. The internalprocessingstatus is never forwarded.reconnectis sent during graceful pod shutdown. Reconnect with a small jitter.
Statuses
Iceberg child tranches arrive as ordinary
order frames — clients can’t tell them apart from user-placed simple orders.
Order payload
Default fields (always sent):?extra_information=true, every row additionally carries:
average_price is null until the first fill. traded_qty and fees_paid default to 0. complex_order_ids lists attached take-profit / stop-loss conditional-order ids by side; both buckets are empty when nothing is attached. order_type and time_in_force are the canonical enum names (LIMIT, MARKET, GTC, IOC, FOK, …).
Keepalive
Liveness is handled at the WebSocket protocol layer (RFC 6455 PING/PONG control frames). Standard clients (Pythonwebsockets, browser WebSocket) reply to server PINGs automatically — no application-level heartbeat is needed.
Minimal client
Using the SDK (handles signing automatically):msg.id, msg.status, …). The subaccount is fixed at handshake
time — there is no subscribe / unsubscribe on this stream; open one
connection per subaccount.
Or signing the handshake manually:
Errors
Recoverable problems arrive as anerror frame followed by a close. code is stable and safe to branch on; message is human-readable.

