Fills

This subscription feed publishes fills information.

Request

string

required

subscribe or unsubscribe

string

required

The requested subscription feed. Value: fills

list

Optionally, the product_ids field can be used to subscribe only to specific products.

string

required

The user API key.

string

required

The message that is received from a challenge request.

string

required

The signed challenge message with user API secret.

{
  "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=="
}

Response Success

string

One of: subscribed, subscribed_failed, unsubscribed, unsubscribed_failedThe result.

string

The requested subscription feed. Value: fills

list

List of product identifiers to subscribe for. Other products are ignored.

string

The user API key.

string

The message that is received from a challenge request.

string

The signed challenge message with user API secret.

{
  "event": "subscribed",
  "feed": "fills",
  "product_ids": ["PF_XBTUSD"],
  "api_key": "CMl2SeSn09Tz+2tWuzPiPUjaXEQRGq6qv5UaexXuQ3SnahDQU/gO3aT+",
  "original_challenge": "226aee50-88fc-4618-a42a-34f7709570b2",
  "signed_challenge": "RE0DVOc7vS6pzcEjGWd/WJRRBWb54RkyvV+AZQSRl4+rap8Rlk64diR+Z9DQILm7qxncswMmJyvP/2vgzqqh+g=="
}

Response Snapshot & Delta

string

The subscribed feed.

string

The user account.

list of structures

A list containing fill elements of the user account.

Show properties

string

The fill instrument (referred also as symbol or product_id).

positive integer

The server UTC date and time in milliseconds.

positive float

The price at which the order was filled.

positive integer

The subscription message sequence number.

boolean

A flag that shows if filled order was a buy.

positive float

The quantity that was filled.

positive float

The remaining unfilled quantity in the order.

UUID

The order id that was filled.

UUID

The unique client order identifier. This field is returned only if the order has a client order id.

UUID

The fill id.

string

The classification of the fill: maker if the user has a limit order that gets filled, taker if the user makes an execution that crosses the spread, liquidation if an execution is the result of a liquidation, assignee if an execution is a result of a counterparty receiving an Assignment in PAS, assignor if an execution is a result of the user assigning their position due to a failed liquidation, unwindBankrupt any portion of a liquidated position cannot be filled or assigned the remaining contracts are unwound, unwindCounterparty any portion of your counterparty’s position is liquidated and cannot be filled or assigned the remaining contracts are unwound, takerAfterEdit if the user edits the order and it is instantly executed.

positive float

Fee paid on fill.

string

Currency in which the fee was charged.

string

The order type of the taker execution: lmt, ioc, post, liquidation, assignment, stp, unwind, market, block, coveredLiquidation, hedgeImmediateOrCancel, hedgeAssignment, fillOrKill.

string

The order type associated with the fill: lmt, ioc, post, liquidation, assignment, stp, unwind, market, block, coveredLiquidation, hedgeImmediateOrCancel, hedgeAssignment, fillOrKill.

{
  "feed": "fills_snapshot",
  "account": "DemoUser",
  "fills": [
    {
      "instrument": "PF_XBTUSD",
      "time": 1600256910739,
      "price": 10937.5,
      "seq": 36,
      "buy": true,
      "qty": 5000.0,
      "remaining_order_qty": 0.0,
      "order_id": "9e30258b-5a98-4002-968a-5b0e149bcfbf",
      "fill_id": "cad76f07-814e-4dc6-8478-7867407b6bff",
      "fill_type": "maker",
      "fee_paid": -0.00009142857,
      "fee_currency": "BTC",
      "taker_order_type": "ioc",
      "order_type": "limit"
    },
    {
      "instrument": "PI_ETHUSD",
      "time": 1600256945531,
      "price": 364.65,
      "seq": 39,
      "buy": true,
      "qty": 5000.0,
      "remaining_order_qty": 0.0,
      "order_id": "7e60b6e8-e4c2-4ce8-bbd0-ef81e18b65bb",
      "fill_id": "b1aa44b2-4f2a-4031-999c-ae1175c91580",
      "fill_type": "taker",
      "fee_paid": 0.00685588921,
      "fee_currency": "ETH",
      "taker_order_type": "market",
      "order_type": "limit"
    }
  ]
}

Response Error

string

Value: error

string

One of: Invalid feed, Json ErrorAn error message.

{
  "event": "error",
  "message": "Invalid feed"
}

Public Channels

Private Channels

Authentication

Request

Response Success

Response Snapshot & Delta

Response Error

​Request

​Response Success

​Response Snapshot & Delta

​Response Error

Request

Response Success

Response Snapshot & Delta

Response Error