For the complete documentation index, see llms.txt. This page is also available as Markdown.

SUBSCRIBE Fills

REQUEST

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  <td>
    * \*data\*\* <span class="ws-data-type ws-small-font">array of strings</span>  <span class="ws-required-tag ws-small-font">required</span>
      Channel name: `fills`
  </td>
</tr>

* \*op\*\* string required Operation code allowed values: `subscribe` `unsubscribe`

<details>

Example

{
	"op":"subscribe", 
	"data": ["fills"]
}

RESPONSE

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  <td>
    <span class="ws-small-font">data.</span>**timestamp** <span class="ws-data-type ws-small-font">string</span> <span class="ws-required-tag ws-small-font">required</span>
    Update timestamp in UNIX timestamp in nanoseconds. Eg. `1680249600000000000`
  </td>
</tr>

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  <td>
    <span class="ws-small-font">data.</span>**fill** <span class="ws-data-type ws-small-font">object</span> <span class="ws-required-tag ws-small-font">required</span>
    Fill updates in `Fill` object format.  

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    <table>
      <tr>
        <td class="child-header">**FILL OBJECT**</td>
      </tr>
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        <td>**trade_id** <span class="ws-data-type ws-small-font">string</span> <span class="ws-required-tag ws-small-font">required</span>  
        Unique ID of the trade. Eg. `DwmDn5XnEyiqx5AB5CM4W8bgD137ASX4Lz1XWBYqvpX2`</td>
      </tr>
      <tr>
        <td>**order_id** <span class="ws-data-type ws-small-font">string</span> <span class="ws-required-tag ws-small-font">required</span>  
        Order ID. Eg. `0x4c43e0ab72a4edb72dfe4b129148899815d816837b9a7e22d964b884834639f8`</td>
      </tr>
      <tr>
        <td>**instrument_id** <span class="ws-data-type ws-small-font">string</span> <span class="ws-required-tag ws-small-font">required</span>  
        Instrument ID number. Eg. `12` </td>
      </tr>
      <tr>
        <td>**instrument_name** <span class="ws-data-type ws-small-font">string</span> <span class="ws-required-tag ws-small-font">required</span>  
        Instrument name. Eg. `ETH-24DEC22-1250-C`</td>
      </tr>
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        <td>**instrument_type** <span class="ws-data-type ws-small-font">string</span> <span class="ws-required-tag ws-small-font">required</span>  
        Type of instrument. Allowed values: `OPTION` `PERPETUAL`</td>
      </tr>
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        <td>**price** <span class="ws-data-type ws-small-font">string</span> <span class="ws-required-tag ws-small-font">required</span>  
        Price in USD. Eg. `12.23`</td>
      </tr>
      <tr>
        <td>**side** <span class="ws-data-type ws-small-font">string</span> <span class="ws-required-tag ws-small-font">required</span>  
        Trade side. Allowed values: `buy` `sell`</td>
      </tr>
      <tr>
        <td>**fees** <span class="ws-data-type ws-small-font">string</span> <span class="ws-required-tag ws-small-font">required</span>  
        Fees in USD. Eg. `12.23`</td>
      </tr>
      <tr>
        <td>**filled** <span class="ws-data-type ws-small-font">string</span> <span class="ws-required-tag ws-small-font">required</span>  
        Amount filled. Eg. `10.4`</td>
      </tr>
      <tr>
        <td>**order_status** <span class="ws-data-type ws-small-font">string</span> <span class="ws-required-tag ws-small-font">required</span>  
        Order status. Allowed values: `partial` `filled`</td>
      </tr>
      <tr>
        <td>**liquidity** <span class="ws-data-type ws-small-font">string</span> <span class="ws-required-tag ws-small-font">required</span>  
        Liquidity side. Allowed values: `taker` `maker`</td>
      </tr>
      <tr>
        <td>**created_timestamp** <span class="ws-data-type ws-small-font">string</span> <span class="ws-required-tag ws-small-font">required</span>  
        Created timestamp in UNIX timestamp in nanoseconds. Eg. `1680249600000000000`</td>
      </tr>
      <tr>
        <td>**system_type** <span class="ws-data-type ws-small-font">string</span> <span class="ws-required-tag ws-small-font">required</span>  
        Order's system type. Eg. `WEB` or `API`</td>
      </tr>
    </table>
  </td>
</tr>

* \*channel\*\* string required Channel name: `fills`

<details>

Example

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