Documentation

What every exchange charges, and how to talk to the engine directly over WebSocket.

Exchange fees

Maker and taker rates by 30-day trading volume. These are the numbers the engine subtracts before it calls an edge executable.


30-day volume	Taker	Maker

The highlighted row is the rate the profit calculation assumes. If your 30-day volume puts you on a lower tier, your real edge is wider than what the engine reports.

WebSocket API

Open a secure WebSocket to the engine and subscribe to live book data, arbitrage comparisons, and conditional alerts. Every frame is JSON.

Endpoint: wss://fluxgeko.com:8000/ws
Protocol: WSS · JSON frames
Auth: sid cookie

Parameters

Every event frame is built from this vocabulary. Values outside these sets are rejected. Names and values are case-sensitive.

event: The action to perform. enumsee the nine values opposite
pairs: Instruments to watch. Each entry carries an instrument field. arrayten supported pairs, opposite
exchange: Which venues to include. enumAll, Binance, Bitfinex, Kraken, Gemini, Coinbase
channel: Data channel. enumBook
type: Data type. enumQuote
email: Where alert mail is delivered. stringvalid email address
min_profit: Lower profit bound that arms the alert. f64greater than 0.001, up to and including 10 (percent)
max_profit: Upper profit bound. f64greater than min_profit, under 1000 (percent)
fee: Overall fee percentage subtracted from profit. f64between 0 and 1
expire_date: When the alert stops firing. datetimeYYYY-MM-DD hh:mm:ss.000, in the future
threshold: Trigger level for the volume-based events. numberpositive or negative
side: Book side. enumbid, ask
action: Whether the rule is added or removed. enumAdd, Remove

enum · event

"Alert"
"Subscribe"
"Unsubscribe"
"Compare"
"MarketImbalance"
"OrderBookHeatMap"
"LargeOrderAlert"
"QuoteStuffingAlert"
"SpreadAlert"

array · pairs

"BTC/USD"   "ETH/USD"   "SOL/USD"
"ADA/USD"   "ATOM/USD"  "MATIC/USD"
"BNB/USD"   "XRP/USD"   "ENJ/USD"
"ALGO/USD"

Events

Alert

client → server

Sets up an alert on a trading pair across exchanges. Mail is sent when the spread clears your profit band, net of the fee you supply, until the expiry date passes.

Parameters

event: "Alert"
exchange: Exchanges to include. "All" watches every exchange.
pairs: Trading pairs to monitor, each with an instrument field.
channel: Data channel to monitor.
type: Type of data to monitor.
email: Where alert notifications are sent.
min_profit: Minimum profit percentage that triggers the alert.
max_profit: Maximum profit percentage.
fee: Overall fee percentage subtracted from profit.
expire_date: When the alert expires and stops firing.

request

{
  "event": "Alert",
  "exchange": "All",
  "pairs": [
    {
      "instrument": "BTC/USD"
    }
  ],
  "channel": "Book",
  "type": "Quote",
  "email": "example@mail.com",
  "min_profit": 1.0,
  "max_profit": 100.0,
  "fee": 0.05,
  "expire_date": "2027-06-26 10:46:00.000"
}

Compare

client → server

Compares quotes for a trading pair across all exchanges, so you can see where the edge sits before routing anything.

Parameters

event: "Compare"
exchange: Exchanges to include in the comparison.
pairs: Trading pairs to compare, each with an instrument field.
channel: Data channel for the comparison.
type: Type of data to compare.

request

{
  "event": "Compare",
  "exchange": "All",
  "pairs": [
    {
      "instrument": "BTC/USD"
    }
  ],
  "channel": "Book",
  "type": "Quote"
}

MarketImbalance

client → server

Identifies imbalanced movements in the market once the bid or ask side crosses your threshold.

Parameters

event: "MarketImbalance"
exchange: Exchanges to include.
pairs: Trading pairs to watch, each with an instrument field.
channel: Data channel.
type: Type of data.
threshold: Level from which imbalance is measured, e.g. 40 or -50.
side: Side of the imbalance.
action: Whether the rule is added or removed.

request

{
  "event": "MarketImbalance",
  "exchange": "All",
  "pairs": [
    {
      "instrument": "BTC/USD"
    }
  ],
  "channel": "Book",
  "type": "Quote",
  "threshold": 20,
  "side": "bid",
  "action": "Add"
}

OrderBookHeatMap

client → serverDescription pending

Streams order-book depth by price level. A full description of the response payload is still being written — the request shape below is current.

Parameters

event: "OrderBookHeatMap"
exchange: Exchanges to include.
pairs: Trading pairs to watch, each with an instrument field.
channel: Data channel.
type: Type of data.
action: Whether the rule is added or removed.

request

{
  "event": "OrderBookHeatMap",
  "exchange": "Kraken",
  "pairs": [
    {
      "instrument": "BTC/USD"
    }
  ],
  "channel": "Book",
  "type": "Quote",
  "action": "Add"
}

SpreadAlert

client → server

Identifies a spread difference above a threshold you set.

Parameters

event: "SpreadAlert"
exchange: Exchanges to include.
pairs: Trading pairs to watch, each with an instrument field.
channel: Data channel.
type: Type of data.
spread_threshold: Level from which the spread is measured, e.g. 40 or -50.
action: Whether the rule is added or removed.

request

{
  "event": "SpreadAlert",
  "exchange": "Kraken",
  "pairs": [
    {
      "instrument": "BTC/USD"
    }
  ],
  "channel": "Book",
  "type": "Quote",
  "spread_threshold": 20,
  "action": "Add"
}

QuoteStuffingAlert

client → server

Identifies quote-stuffing occurrences in the market.

Parameters

event: "QuoteStuffingAlert"
exchange: Exchanges to include.
pairs: Trading pairs to watch, each with an instrument field.
channel: Data channel.
type: Type of data.
quote_stuffing_threshold: Level from which stuffing is measured.
side: Side of the pressure.
action: Whether the rule is added or removed.

request

{
  "event": "QuoteStuffingAlert",
  "exchange": "Kraken",
  "pairs": [
    {
      "instrument": "BTC/USD"
    }
  ],
  "channel": "Book",
  "type": "Quote",
  "quote_stuffing_threshold": 0.5,
  "side": "ask",
  "action": "Add"
}

LargeOrderAlert

client → server

Identifies heavy pressure movements — a single order above the size threshold you set.

Parameters

event: "LargeOrderAlert"
exchange: Exchanges to include.
pairs: Trading pairs to watch, each with an instrument field.
channel: Data channel.
type: Type of data.
large_order_threshold: Order size from which pressure is measured.
side: Side of the pressure.
action: Whether the rule is added or removed.

request

{
  "event": "LargeOrderAlert",
  "exchange": "Kraken",
  "pairs": [
    {
      "instrument": "BTC/USD"
    }
  ],
  "channel": "Book",
  "type": "Quote",
  "large_order_threshold": 100000,
  "side": "bid",
  "action": "Add"
}

Unsubscribe

client → server

Stops a running task — a subscription or any of the alert events above.

Parameters

event: "Unsubscribe"
channel: Data channel the task runs on.
type: Type of data the task runs on.
task: The task to unsubscribe from, e.g. "MarketImbalance".

request

{
  "event": "Unsubscribe",
  "channel": "Book",
  "type": "Quote",
  "task": "MarketImbalanceVolume"
}

Everything above runs inside the app too — charts, alerts, and the execution journal.

Open the live application