dYdX Market Data Connector
dYdX Data Connector based on REST/WebSocket.
Configuration
Data Connector Parameters
| Parameter | Default Value | Description |
|---|---|---|
| WebSocket URL | wss://api.dydx.exchange/v3/ws | WebSocket root URL. |
| REST URL | https://api.dydx.exchange/ | REST root URL. |
| Request Period | 1000 | REST request period in milliseconds. |
| Exchange Name | DYDX | Exchange name for this session. |
| Output Book Size | 5 | Size of the output book. |
| Snapshot Interval | 10S | This property sets an interval in seconds between periodical Level2 snapshots which sent to Aggregator. Snapshots will be generated as soon as this threshold is exceeded AND the next increment message arrives. Conversely, snapshots are NOT generated every period if no data is coming in. Default value is 10 seconds. Set value to zero to disable periodical Level2 snapshots. |
Symbology
Supported symbol notations:
| Symbol Notation | Examples |
|---|---|
| CRYPTO-PAIR (upper case) | BTC-USD |
Full symbol list: https://api.dydx.exchange/v3/markets