Real-Time Market Data

Overview

ChuchoBot connects to Primary API via WebSocket to receive real-time market data for all monitored instruments. This live data feed powers all scanners, calculators, and arbitrage detection.

WebSocket Connection: ChuchoBot maintains a persistent WebSocket connection to Primary API, receiving instant updates whenever prices, volumes, or order book depth changes.

How It Works

WebSocket Architecture

public class MarketDataWebSocket : WebSocket<MarketDataInfo, MarketData>
{
    // Establishes persistent connection to Primary API
    internal MarketDataWebSocket(Api api, 
                                MarketDataInfo marketDataToRequest,
                                CancellationToken cancelToken)
    : base(api, marketDataToRequest, cancelToken)
    {}
}

Data Flow

Authentication

ChuchoBot authenticates with Primary API using your ALyC credentials

WebSocket Connection

Establishes persistent WebSocket connection to the API endpoint

Instrument Subscription

Subscribes to all configured instruments for real-time updates

Live Updates

Receives instant push notifications when market data changes

Data Processing

Updates all UI components, scanners, and calculators in real-time

Market Data Components

The WebSocket feed provides comprehensive market data:

Price Data

Last Price

Most recent executed trade price

Close Price

Previous day’s closing price

Open Price

Today’s opening price

High/Low

Today’s trading range

Order Book Depth

Bids (Buy Orders)

Top 5 bid levels with price and size
Represents demand at each price level
Used for sell price calculations

Offers (Sell Orders)

Top 5 offer levels with price and size
Represents supply at each price level
Used for buy price calculations

public class Entries
{
    public Entry Last { get; set; }        // Last trade
    public Entry Close { get; set; }       // Previous close
    public Entry[] Bids { get; set; }      // Buy orders
    public Entry[] Offers { get; set; }    // Sell orders
    
    public decimal GetTopBidPrice() => Bids?[0]?.Price ?? 0;
    public decimal GetTopOfferPrice() => Offers?[0]?.Price ?? 0;
    public decimal GetTopBidSize() => Bids?[0]?.Size ?? 0;
    public decimal GetTopOfferSize() => Offers?[0]?.Size ?? 0;
}

Market Data Display

The market data window shows live depth for any instrument:

public void UpdateMarketData(Instrument instrument, Entries data)
{
    // Update last price and daily change
    txtPrice.Text = data?.Last?.Price.ToString();
    txtChange.Text = ((data?.Last?.Price / data?.Close?.Price - 1M) * 100)
        .ToString();
    
    // Build order book display
    for (int i = 0; i < 5; i++)
    {
        var bid = data?.Bids?.ElementAtOrDefault(i);
        var offer = data?.Offers?.ElementAtOrDefault(i);
        
        // Display: BidSize | BidPrice | OfferPrice | OfferSize
    }
}

Connection Status Indicator

ChuchoBot displays the WebSocket connection status:

Connected (Green WiFi Icon)

WebSocket is active and receiving data. All prices are real-time.

Indicates:

Active WebSocket connection
Market is open
Receiving live updates

Disconnected (Red WiFi Icon)

WebSocket connection lost. Prices may be stale.

Common reasons:

Market is closed (before 10:30 or after 17:00)
Network connectivity issue
Primary API temporary outage
Session expired

What to do:

If during market hours: Close and restart ChuchoBot
If before/after market hours: Normal behavior
Check your internet connection

Market Hours

WebSocket data is available only during market hours:

General Market (BYMA)

Open: 10:30 AM ART
Close (without auction): 5:00 PM ART
Close (with auction): 4:57 PM ART

Immediate Settlement (CI)

Open: 10:30 AM ART
Close (without auction): 5:00 PM ART
Close (with auction): 4:57 PM ART

Market hours are configurable in ChuchoBot.exe.config if they change.

Checking Market Status

public static bool IsMarketOpen()
{
    var now = DateTime.Now.TimeOfDay;
    var day = DateTime.Now.DayOfWeek;
    
    // Market closed on weekends
    if (day == DayOfWeek.Saturday || day == DayOfWeek.Sunday)
        return false;
    
    // Check if within market hours
    return now >= MarketOpenTime && now <= MarketCloseTime;
}

Monitored Instruments

Configure which instruments receive real-time data:

Adding Instruments

Configuración → Instrumentos a monitorear
Add one ticker per line:
```
AL30
GD30
GGAL
NVDA
SPY
```
ChuchoBot automatically subscribes to all settlement terms:
- Ticker in CI (immediate)
- Ticker in 24hs
- TickerD (dollar MEP)
- TickerC (dollar CCL)

Auto-Generated Subscriptions

For each base ticker (e.g., AL30), ChuchoBot subscribes to:

public class TradedInstrumentWithSettlementTerms
{
    public InstrumentWithData T24 { get; set; }   // AL30 - 24hs
    public InstrumentWithData TCI { get; set; }   // AL30 - CI
}

public class DolarTradedInstrument : TradedInstrumentWithSettlementTerms
{
    public TradedInstrumentWithSettlementTerms Dolar { get; set; }  // AL30D
    public TradedInstrumentWithSettlementTerms Cable { get; set; }  // AL30C
}

Result: Adding AL30 subscribes to 6 instruments:

AL30 - CI
AL30 - 24hs
AL30D - CI
AL30D - 24hs
AL30C - CI
AL30C - 24hs

Data Update Mechanism

Event-Driven Updates

All components subscribe to the market data event:

public void FrmMarketData_Load(object sender, EventArgs e)
{
    // Subscribe to market data updates
    Argentina.Data.OnMarketData += this.OnMarketData;
}

public void OnMarketData(Instrument instrument, Entries data)
{
    // Process incoming data
    this.Invoke(new Action(() => this.UpdateMarketData(instrument, data)));
}

public void FrmMarketData_FormClosing(object sender, FormClosingEventArgs e)
{
    // Unsubscribe when closing
    Argentina.Data.OnMarketData -= this.OnMarketData;
}

Update Frequency

Market data updates are:

Push-based: No polling, instant updates when data changes
Throttled by exchange: BYMA controls update frequency
Typically: Multiple updates per second for liquid instruments
Less frequent: Illiquid instruments may update rarely

Performance Considerations

Efficient Data Handling

Selective Subscriptions

Only subscribe to instruments you actively monitor. Each subscription consumes bandwidth and processing.

UI Thread Safety

Market data updates use Invoke() to safely update UI from background threads.

Minimal Processing

Updates are processed efficiently to maintain real-time responsiveness.

Automatic Refresh

All scanners automatically refresh when underlying data updates—no manual refresh needed.

Troubleshooting

Connection Issues

Red WiFi Icon During Market Hours

Solution:

Check internet connection
Verify Primary API URL is correct
Close and restart ChuchoBot
Check if Primary API is operational (contact ALyC)

No Price Updates

Possible causes:

Instrument is not trading (check if market is open)
Instrument ticker is incorrect
Not subscribed to the instrument

Solution: Verify ticker spelling and ensure it’s in monitored list

Stale Prices

Indicators:

Prices not changing when market is active
Last update timestamp is old

Solution: Restart ChuchoBot to re-establish WebSocket

Frequent Disconnects

Possible causes:

Unstable internet connection
Firewall blocking WebSocket
VPN interference

Solution: Check network stability, whitelist ChuchoBot in firewall

Data Quality Issues

Missing Bid/Offer Data

Normal during:

Pre-market (before 10:30)
Auction periods
Illiquid instruments
Market halt

Not concerning unless persistent during active trading.

Price Anomalies

Rarely, you may see unusual prices due to:

Fat-finger trades
Market maker errors
Halt/resume events

Verify against broker platform before trading.

Data Consumption

ChuchoBot is view-only and does NOT:

Send orders
Modify positions
Execute trades
Submit quotes

ChuchoBot only consumes market data for analysis and opportunity detection. All actual trading must be done through your broker’s platform.

Real-Time vs Delayed Data

Primary API provides:

Real-time data for authenticated users
No delay - instant push updates
Full order book depth (top 5 levels)

Unlike many market data vendors, Primary API gives real-time data to all authenticated users at no additional cost.

Security Considerations

Credentials

Your ALyC username and password are:

Stored locally in ChuchoBot settings
Transmitted securely via HTTPS to Primary API
Never shared with third parties
Same credentials used for Matriz platform

Network Security

All communication uses TLS/SSL encryption
WebSocket connection is wss:// (secure)
No data transmitted in plaintext

Use ChuchoBot only on trusted networks. Avoid public WiFi when accessing market data with your credentials.

Advanced: Market Data API

For developers interested in the underlying API:

WebSocket Endpoint

The Primary API WebSocket endpoint varies by ALyC:

wss://{api-base-url}/ws/marketdata

Examples:
- Bull Market: wss://api.bull.xoms.com.ar/ws/marketdata
- Cocos Capital: wss://api.cocos.xoms.com.ar/ws/marketdata  
- Eco Valores: wss://api.eco.xoms.com.ar/ws/marketdata

Message Format

Market data messages are JSON-formatted:

{
  "instrumentId": {
    "marketId": "BCBA",
    "symbol": "AL30 - 24hs"
  },
  "last": { "price": 55000, "size": 100 },
  "close": { "price": 54500 },
  "bids": [
    { "price": 54950, "size": 500 },
    { "price": 54900, "size": 1000 }
  ],
  "offers": [
    { "price": 55050, "size": 300 },
    { "price": 55100, "size": 800 }
  ]
}

Configuring Market Hours

Edit ChuchoBot.exe.config to adjust market hours:

<applicationSettings>
  <Primary.WinFormsApp.Properties.Settings>
    <!-- General Market Hours -->
    <setting name="MarketOpenTime" serializeAs="String">
      <value>10:30:00</value>
    </setting>
    <setting name="MarketCloseTime" serializeAs="String">
      <value>17:00:00</value>
    </setting>
    <setting name="MarketCloseTimeWithAuction" serializeAs="String">
      <value>16:57:00</value>
    </setting>
    
    <!-- CI Market Hours -->
    <setting name="CIOpenTime" serializeAs="String">
      <value>10:30:00</value>
    </setting>
    <setting name="CICloseTime" serializeAs="String">
      <value>17:00:00</value>
    </setting>
    <setting name="CICloseTimeWithAuction" serializeAs="String">
      <value>16:57:00</value>
    </setting>
  </Primary.WinFormsApp.Properties.Settings>
</applicationSettings>

Only modify these if BYMA officially changes market hours. Incorrect settings can cause connection issues.

Best Practices

Monitor Connection Status

Always check the WiFi icon before trusting displayed prices. Red = stale data.

Restart on Disconnect

If disconnected during market hours, restart ChuchoBot immediately to restore the feed.

Verify Critical Prices

Before executing large trades, verify prices against your broker’s platform.

Limit Monitored Instruments

Only add instruments you actively trade. Too many subscriptions can impact performance.

Use Stable Network

WebSocket connections are sensitive to network instability. Use wired connection if possible.

Real-time market data powers all ChuchoBot features:

Settlement Arbitrage

Uses real-time bid/offer for arbitrage detection

Dollar MEP/CCL

Calculates exchange rates from live market data

Bond Ratios

Tracks relative pricing in real-time

Caucion Calculator

Uses live caucion rates for accurate calculations

Technical Reference

Real-time market data is implemented in:

MarketDataWebSocket.cs - WebSocket connection management
FrmMarketData.cs - Market data display window
InstrumentWithData.cs - Instrument data container
Entries.cs - Market data entry structure
Argentina.cs - Market hours and status checking

Getting Started

Configuration

Core Features

Guides

Troubleshooting

​Overview

​How It Works

​WebSocket Architecture

​Data Flow

​Market Data Components

​Price Data

Last Price

Close Price

Open Price

High/Low

​Order Book Depth

​Market Data Display

​Connection Status Indicator

​Connected (Green WiFi Icon)

​Disconnected (Red WiFi Icon)

​Market Hours

​General Market (BYMA)

​Immediate Settlement (CI)

​Checking Market Status

​Monitored Instruments

​Adding Instruments

​Auto-Generated Subscriptions

​Data Update Mechanism

​Event-Driven Updates

​Update Frequency

​Performance Considerations

​Efficient Data Handling

​Troubleshooting

​Connection Issues

​Data Quality Issues

​Data Consumption

​Real-Time vs Delayed Data

​Security Considerations

​Credentials

​Network Security

​Advanced: Market Data API

​WebSocket Endpoint

​Message Format

​Configuring Market Hours

​Best Practices

​Related Features

Settlement Arbitrage

Dollar MEP/CCL

Bond Ratios

Caucion Calculator

​Technical Reference

Build docs developers (and LLMs) love

Overview

How It Works

WebSocket Architecture

Data Flow

Market Data Components

Price Data

Order Book Depth

Market Data Display

Connection Status Indicator

Connected (Green WiFi Icon)

Disconnected (Red WiFi Icon)

Market Hours

General Market (BYMA)

Immediate Settlement (CI)

Checking Market Status

Monitored Instruments

Adding Instruments

Auto-Generated Subscriptions

Data Update Mechanism

Event-Driven Updates

Update Frequency

Performance Considerations

Efficient Data Handling

Troubleshooting

Connection Issues

Data Quality Issues

Data Consumption

Real-Time vs Delayed Data

Security Considerations

Credentials

Network Security

Advanced: Market Data API

WebSocket Endpoint

Message Format

Configuring Market Hours

Best Practices

Related Features

Technical Reference