https://github.com/malbeclabs/edge-feed-spec
Wire-format specifications for multicast data feeds published over the DoubleZero Edge service
https://github.com/malbeclabs/edge-feed-spec
doublezero low-latency market-data multicast order-book specification wire-protocol
Last synced: 4 days ago
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Wire-format specifications for multicast data feeds published over the DoubleZero Edge service
- Host: GitHub
- URL: https://github.com/malbeclabs/edge-feed-spec
- Owner: malbeclabs
- License: apache-2.0
- Created: 2026-06-03T18:58:41.000Z (25 days ago)
- Default Branch: main
- Last Pushed: 2026-06-22T21:08:36.000Z (6 days ago)
- Last Synced: 2026-06-22T22:22:01.135Z (6 days ago)
- Topics: doublezero, low-latency, market-data, multicast, order-book, specification, wire-protocol
- Language: Go
- Homepage: https://doublezero.xyz
- Size: 254 KB
- Stars: 1
- Watchers: 0
- Forks: 0
- Open Issues: 1
-
Metadata Files:
- Readme: README.md
- License: LICENSE
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README
# edge-feed-spec
Specifications for multicast data feeds published over the [DoubleZero](https://doublezero.xyz) Edge service.
This repository is the home of wire-format specifications that data publishers and subscribers can implement against. Each spec lives in its own directory and is versioned independently.
## Specifications
| Spec | Description |
|------|-------------|
| [Top-of-Book & Trades Feed](./top-of-book/spec.md) | Compact, fixed-size, multicast-native binary protocol for L1 quotes and trades from any two-sided market |
| [Midpoint Feed](./midpoint/spec.md) | Sibling protocol carrying a single derived mid price per instrument, computed from a venue's order book |
| [Market-by-Order Feed](./market-by-order/spec.md) | Sibling protocol carrying the full resting-order population per instrument, with continuous in-band snapshot+delta recovery |
| [Order-Intent Feed](./order-intent/spec.md) | Normalized, pre-consensus order-intent events (order/cancel/modify submissions) observed in a venue's mempool, as fixed-size binary multicast |
| [Reference Data Distribution](./reference-data/spec.md) | Shared supplement defining the two-port transport model and continuous in-band instrument definition retransmission used by the feed specs above |
| [Perp Stats Feed](./perp-stats/spec.md) | Sibling cadence feed carrying per-perpetual derived state (funding, mark, oracle, open interest, premium) relayed from the venue REST surface |
| [Source ID Registry](./sources/spec.md) | Canonical registry of `Source ID` values identifying the venues whose books feed messages are derived from |
## Status
These specifications are drafts circulated for feedback from prospective publishers and subscribers. Field layouts and semantics may change between draft versions until a `v1.0.0` is declared stable.
## License
Licensed under the **Apache License 2.0**.
See [LICENSE](./LICENSE) for details.