Overview

Authenticate your connection to the algo orders WebSocket. All push channels (ALGO_ORDER, SUB_ORDER, SUB_TRADE) and order actions (place_algo_order, cancel_algo_order, replace_algo_order) are only available after a successful login.

Rate Limit: 1 request per second per API key

WebSocket URL: wss://wss.liquiditytech.com/v1/private-algo

Authentication

Connect to the WebSocket URL above and send a login message immediately. The server will not push any data until login succeeds.

{
  "action": "login",
  "args": {
    "apiKey": "your_api_key",
    "timestamp": "1538054050",
    "sign": "your_signature"
  }
}

Signature: HMAC-SHA256(secret, timestamp + "GET" + "/users/self/verify"), hex-encoded.

import hmac, hashlib, time

timestamp = str(int(time.time()))
message = timestamp + "GET" + "/users/self/verify"
sign = hmac.new(secret.encode(), message.encode(), hashlib.sha256).hexdigest()

Field	Type	Required	Description
`action`	String	Y	Must be `login`.
`args.apiKey`	String	Y	Your API key.
`args.timestamp`	String	Y	Current Unix timestamp in seconds.
`args.sign`	String	Y	HMAC-SHA256 signature (see above).

Response

Success:

{
  "event": "login",
  "code": "0",
  "msg": ""
}

Failure:

{
  "event": "error",
  "code": "60009",
  "msg": "Login failed."
}

Field	Type	Description
`event`	String	`login` on success, `error` on failure.
`code`	String	`"0"` = login successful. Any other value indicates an error.
`msg`	String	Empty on success, or an error message on failure.

Heartbeat

The connection will automatically disconnect if no data is received for 30 seconds. Send a ping periodically to keep it alive.

Client sends: ping

Server responds: pong

Set a timer after each received message. If no data arrives within N seconds (N < 30), send "ping". If no "pong" is received in response, reconnect.