Market data client

OMS: https://oms.tplus.cx
MDS: https://mds.tplus.cx

curl https://mds.tplus.cx/marketdepth/200

wss://mds.tplus.cx/marketdepth/diff/200

snapshot = get("/marketdepth/200")
book = build_book(snapshot)
last_seq = snapshot["sequence_number"]

for diff in ws("wss://mds.tplus.cx/marketdepth/diff/200"):
    if diff["sequence_number"] != last_seq + 1:
        snapshot = get("/marketdepth/200")
        book = build_book(snapshot)
        last_seq = snapshot["sequence_number"]
        continue
    apply_diff(book, diff)
    last_seq = diff["sequence_number"]

import httpx

from tplus.model.asset_identifier import AssetIdentifier
from tplus.model.orderbook import OrderBook, OrderBookDiff

asset = AssetIdentifier(200)

async with httpx.AsyncClient(base_url="https://mds.tplus.cx") as md:
    response = await md.get(f"/marketdepth/{asset}")
    response.raise_for_status()
    snapshot = OrderBook(**response.json())

    # Parse each websocket message body the same way.
    diff = OrderBookDiff(**message_json)

curl "https://mds.tplus.cx/klines/200?limit=100&end_timestamp_ns=1760000000000000000"

wss://mds.tplus.cx/klines/diff/200

{"type":"subscriptions","channels":[{"name":"depth"}],"errors":null}