command.subscription.create

Create a data subscription.

Method

command.subscription.create

Description

Creates a server-side subscription for real-time data. After creating a subscription, you must also subscribe to the corresponding Centrifugo channel to receive updates.

Subscription Types

Order Book Subscription

Subscribe to real-time order book updates for an instrument.

Field	Type	Required	Description
type	string	Yes	"ORDER_BOOK"
instrumentId	string	Yes	Instrument to subscribe
depth	integer	No	Order book depth (default: 20)

Trading Account Subscription

Subscribe to trading account updates (orders, portfolio, balances).

Field	Type	Required	Description
type	string	Yes	"TRADING_ACCOUNT"
tradingAccountId	string	Yes	Account to subscribe

Result

Returns the created subscription object.

Subscription Object

Field	Type	Description
subscriptionId	string	Unique subscription identifier
type	string	Subscription type
channel	string	Centrifugo channel to subscribe
status	string	Subscription status (ACTIVE)
createdAt	integer	Creation timestamp (ms)

Usage

# Subscribe to order book
result = await client.rpc("command.subscription.create", {
    "type": "ORDER_BOOK",
    "instrumentId": "BINANCE:BTC/USDT",
    "depth": 10
})

# Then subscribe to the Centrifugo channel
sub = client.new_subscription(result["channel"])
sub.subscribe()

# Subscribe to trading account
result = await client.rpc("command.subscription.create", {
    "type": "TRADING_ACCOUNT",
    "tradingAccountId": "550e8400-e29b-41d4-a716-446655440000"
})

# Then subscribe to the Centrifugo channel
sub = client.new_subscription(result["channel"])
sub.subscribe()

Example Response

Order Book Subscription

{
  "subscriptionId": "sub-001",
  "type": "ORDER_BOOK",
  "channel": "market:orderBook:BINANCE:BTC/USDT",
  "instrumentId": "BINANCE:BTC/USDT",
  "status": "ACTIVE",
  "createdAt": 1703052635110
}

Trading Account Subscription

{
  "subscriptionId": "sub-002",
  "type": "TRADING_ACCOUNT",
  "channel": "tradingAccount:550e8400-e29b-41d4-a716-446655440000",
  "tradingAccountId": "550e8400-e29b-41d4-a716-446655440000",
  "status": "ACTIVE",
  "createdAt": 1703052635110
}

Two-Step Subscription Flow

┌──────────┐         ┌──────────┐         ┌──────────────┐
│  Client  │         │  Cadenza │         │  Centrifugo  │
└────┬─────┘         └────┬─────┘         └──────┬───────┘
     │                    │                      │
     │ 1. RPC: create     │                      │
     │    subscription    │                      │
     │───────────────────▶│                      │
     │                    │  Start data feed     │
     │                    │─────────────────────▶│
     │  channel name      │                      │
     │◀───────────────────│                      │
     │                    │                      │
     │ 2. Subscribe to    │                      │
     │    channel         │                      │
     │─────────────────────────────────────────▶│
     │                    │                      │
     │              Real-time updates            │
     │◀─────────────────────────────────────────│

Notes

• Server-side subscription (step 1) sets up the data feed
• Centrifugo subscription (step 2) receives the updates
• Both steps are required to receive data
• See Channels for data format details