This subscription feed publishes fills information.
Authentication is required.
|
Feed |
Event Type |
API Keys | Original & Signed Challenge |
| fills |
subscribe / unsubscribe
|
Any | Yes |
| Sample Sent Message |
| { "event":"subscribe", "feed":"fills", "api_key":"CMl2SeSn09Tz+2tWuzPiPUjaXEQRGq6qv5UaexXuQ3SnahDQU/gO3aT+", "original_challenge":"226aee50-88fc-4618-a42a-34f7709570b2", "signed_challenge":"RE0DVOc7vS6pzcEjGWd/WJRRBWb54RkyvV+AZQSRl4+rap8Rlk64diR+ Z9DQILm7qxncswMmJyvP/2vgzqqh+g==" } |
|
Sample Return if Successful. |
|
{ |
|
Field |
Type | Description |
|
event
|
string | The result, subscribed or subscribed_failed or unsubscribed or unsubscribed_failed |
| feed | string | The requested subscription feed |
| api_key | string | The user api key |
| original_challenge | string | The message that is received from a challenge request |
| signed_challenge | string | The signed challenge message with user api secret |
| Sample Subscription Snapshot Data |
|
{ ] { |
|
Field |
Type | Description |
| feed | string | The subscribed feed |
| account | string | The user account |
|
fills |
list of structures | A list containing fill elements of the user account |
| instrument | string | The fill instrument (referred also as symbol or product_id) |
| time | positive integer | The server UTC date and time in milliseconds |
| seq | positive integer | The subscription message sequence number |
| buy | boolean | A flag that shows if filled order was a buy |
| qty | positive float | The quantity that was filled |
| order_id | UUID | The order id that was filled |
| cli_ord_id | UUID | The unique client order identifier. This field is returned only if the order has a client order id |
| fill_id | UUID | The fill id |
| fill_type | string |
The classification of the fill: "maker" if user has a limit order that gets filled, "taker" if the user makes an execution that crosses the spread, "liquidation" if execution is result of a liquidation, "assignee" if execution is a result of a counterparty receiving an Assignment in PAS, "assignor" if execution is a result of user assigning their position due to failed liquidation, "takerAfterEdit" if the user edits the order and it is instantly executed. |
| fee_paid | positive float |
Fee paid on fill |
| fee_currency | string |
Currency in which the fee was charged. See "Currencies" on Ticker Symbols |
| Sample Subscription Delta Data |
|
{ } …, |
|
Field |
Type | Description |
| feed | string | The subscribed feed |
| username | string | The user name |
|
fills |
list of structures | A list containing fill elements of the user account |
| instrument | string | The fill instrument (referred also as symbol or product_id) |
| time | positive | The server UTC date and time in milliseconds |
| seq | positive integer | The subscription message sequence number |
| buy | boolean | A flag that shows if filled order was a buy |
| qty | positive float | The quantity that was filled |
| order_id | UUID | The order id that was filled |
| cli_ord_id | UUID | The unique client order identifier. This field is returned only if the order has a client order id |
| fill_id | UUID | The fill id |
| fill_type | string |
The classification of the fill: "maker" if user has a limit order that gets filled, "taker" if the user makes an execution that crosses the spread, "liquidation" if execution is result of a liquidation, "assignee" if execution is a result of a counterparty receiving an Assignment in PAS, "assignor" if execution is a result of user assigning their position due to failed liquidation, "takerAfterEdit" if the user edits the order and it is instantly executed. |
| fee_paid | positive float |
Fee paid on fill |
| fee_currency | string |
Currency in which the fee was charged. See "Currencies" on Ticker Symbols |
| Sample Return if Unsuccessful |
| { "event":"error", "message":"Invalid product id" } |
|
Field |
Type | Description |
| event | string | Always error |
| message | string |
An error message out of:
|