Type Alias LiveSourceRequest

The exchange id, as GET /exchanges lists it. For a dex source, the chain the pool is on; robinhood is the only one today.

Which instruments the run reads. A QTScript strategy can declare which instruments it accepts with an instruments line in its source. When the compilation of the strategy records that selection as a list of pairs, leaving instruments out, or sending ["*"], takes that list; otherwise the run reads every instrument the exchange/segment offers. A list of instruments is taken as sent, and [] and null are refused with 400. An entry is written BASE/QUOTE; either side can be * to mean any: any base can be paired with USDT, and BTC can be paired with any quote. Entries are not case-sensitive and spaces around them are ignored, so btc/usdt and BTC/USDT are the same instrument. An entry that is not of that form (no /, an empty side, a . or a space inside a side, or a * mixed with other characters of a side) makes the run fail when it starts. Plan limits: a list with an entry that has a * on a side counts like ["*"] and only plans that include the wildcard accept it; the other entries are counted one by one. The instruments the run actually reads come back in the run's sources. A dex source needs exactly one entry, the address of its pool (0x and 40 hexadecimal digits, not case-sensitive): it cannot be left out and * is not accepted.

The segment, as GET /exchanges lists it for that exchange, among its liveSegments (a segment with no live data is refused with 400). For a cex source, the market segment (spot today); for a dex source, the protocol of the pool, uniswap-v3 the only one today.

Both ticker and kline connect to the lightest (fastest) cadence available for the exchange — today, 1 tick/second on every supported exchange. Choosing a specific cadence is not offered yet. A dex source supports only kline: one candle per second of the pool's trades.

Venue category. cex is a centralized exchange and dex is one pool on a decentralized exchange, which takes its own exchange, segment, type and instruments (see "Sources" in the Live execution guide). cx and dx, the spellings used before, are still read as cex and dex; the run always reports the new ones.