Margin

{
    "method": "subscribe",
    "params": {
        "channel": "margin",
        "asset_class": "derivatives",
        "token": "G38a1tGFzqGiUCmnegBcm8d4nfP3tytiNQz6tkCBYXY"
    },
    "req_id": 101
}

{
    "method": "subscribe",
    "success": true,
    "req_id": 101,
    "result": {
        "channel": "margin"
    },
    "time_in": "2023-10-16T13:18:35.303171Z",
    "time_out": "2023-10-16T13:18:35.318297Z"
}

{
    "method": "subscribe",
    "success": false,
    "req_id": 101,
    "result": {
        "channel": "margin"
    },
    "error": "Already subscribed to margin channel",
    "time_in": "2023-10-16T13:18:35.303171Z",
    "time_out": "2023-10-16T13:18:35.318297Z"
}

{
    "channel": "margin",
    "type": "multi_collateral",
    "data": {
        "time": "2023-10-16T13:18:35.318297123Z",
        "balance_value": 20411.3030,
        "portfolio_value": 20601.9604,
        "collateral_value": 20388.4271,
        "initial_margin": 1042.9500,
        "initial_margin_without_orders": 912.7500,
        "maintenance_margin": 456.3750,
        "pnl": 178.5000,
        "unrealized_funding": 12.1574,
        "total_unrealized": 190.6574,
        "total_unrealized_as_margin": 190.6574,
        "margin_equity": 20579.0845,
        "available_margin": 19536.1345,
        "cross": {
            "balance_value": 20228.3030,
            "portfolio_value": 20412.9604,
            "collateral_value": 20205.4271,
            "initial_margin": 859.9500,
            "initial_margin_without_orders": 729.7500,
            "maintenance_margin": 364.8750,
            "pnl": 172.5000,
            "unrealized_funding": 12.1574,
            "total_unrealized": 184.6574,
            "total_unrealized_as_margin": 184.6574,
            "margin_equity": 20390.0845,
            "available_margin": 19347.1345,
            "effective_leverage": 0.7158
        },
        "isolated": [
            {
                "tradeable": "PF_ETHUSD",
                "initial_margin": 183.0000,
                "initial_margin_without_orders": 183.0000,
                "maintenance_margin": 91.5000,
                "pnl": 6.0000,
                "unrealized_funding": 0.0000,
                "total_unrealized": 6.0000,
                "total_unrealized_as_margin": 6.0000
            }
        ]
    }
}

{
    "channel": "margin",
    "type": "multi_collateral",
    "data": {
        "time": "2023-10-16T13:18:35.318297123Z",
        "balance_value": 20411.3030,
        "portfolio_value": 20601.9604,
        "collateral_value": 20388.4271,
        "initial_margin": 0.0000,
        "initial_margin_without_orders": 0.0000,
        "maintenance_margin": 0.0000,
        "pnl": 0.0000,
        "unrealized_funding": 0.0000,
        "total_unrealized": 0.0000,
        "total_unrealized_as_margin": 0.0000,
        "margin_equity": 20411.3030,
        "available_margin": 20411.3030,
        "isolated": []
    }
}

{
    "channel": "margin",
    "type": "single_collateral",
    "data": {
        "time": "2023-10-16T13:20:01.442310555Z",
        "wallets": [
            {
                "base_currency": "XBT",
                "quote_currency": "USD",
                "unit": "XBT",
                "balance": 0.1219368845,
                "portfolio_value": 0.1231447102,
                "initial_margin": 0.0048100000,
                "maintenance_margin": 0.0024050000,
                "available": 0.1183347102,
                "unrealized_funding": 0.0000418257,
                "pnl": 0.0011660000
            },
            {
                "base_currency": "ETH",
                "quote_currency": "EUR",
                "unit": "ETH",
                "balance": 1.8714395862,
                "portfolio_value": 1.8714395862,
                "initial_margin": 0.0000000000,
                "maintenance_margin": 0.0000000000,
                "available": 1.8714395862,
                "unrealized_funding": 0.0000000000,
                "pnl": 0.0000000000
            }
        ]
    }
}

{
    "channel": "margin",
    "error": "margin_unavailable"
}

{
    "method": "unsubscribe",
    "params": {
        "channel": "margin",
        "asset_class": "derivatives",
        "token": "G38a1tGFzqGiUCmnegBcm8d4nfP3tytiNQz6tkCBYXY"
    },
    "req_id": 102
}

{
    "method": "unsubscribe",
    "success": true,
    "req_id": 102,
    "result": {
        "channel": "margin"
    },
    "time_in": "2023-10-16T13:30:35.303171Z",
    "time_out": "2023-10-16T13:30:35.318297Z"
}

{
    "method": "subscribe",
    "params": {
        "channel": "margin",
        "asset_class": "derivatives",
        "token": "G38a1tGFzqGiUCmnegBcm8d4nfP3tytiNQz6tkCBYXY"
    },
    "req_id": 101
}

{
    "method": "subscribe",
    "success": true,
    "req_id": 101,
    "result": {
        "channel": "margin"
    },
    "time_in": "2023-10-16T13:18:35.303171Z",
    "time_out": "2023-10-16T13:18:35.318297Z"
}

{
    "method": "subscribe",
    "success": false,
    "req_id": 101,
    "result": {
        "channel": "margin"
    },
    "error": "Already subscribed to margin channel",
    "time_in": "2023-10-16T13:18:35.303171Z",
    "time_out": "2023-10-16T13:18:35.318297Z"
}

{
    "channel": "margin",
    "type": "multi_collateral",
    "data": {
        "time": "2023-10-16T13:18:35.318297123Z",
        "balance_value": 20411.3030,
        "portfolio_value": 20601.9604,
        "collateral_value": 20388.4271,
        "initial_margin": 1042.9500,
        "initial_margin_without_orders": 912.7500,
        "maintenance_margin": 456.3750,
        "pnl": 178.5000,
        "unrealized_funding": 12.1574,
        "total_unrealized": 190.6574,
        "total_unrealized_as_margin": 190.6574,
        "margin_equity": 20579.0845,
        "available_margin": 19536.1345,
        "cross": {
            "balance_value": 20228.3030,
            "portfolio_value": 20412.9604,
            "collateral_value": 20205.4271,
            "initial_margin": 859.9500,
            "initial_margin_without_orders": 729.7500,
            "maintenance_margin": 364.8750,
            "pnl": 172.5000,
            "unrealized_funding": 12.1574,
            "total_unrealized": 184.6574,
            "total_unrealized_as_margin": 184.6574,
            "margin_equity": 20390.0845,
            "available_margin": 19347.1345,
            "effective_leverage": 0.7158
        },
        "isolated": [
            {
                "tradeable": "PF_ETHUSD",
                "initial_margin": 183.0000,
                "initial_margin_without_orders": 183.0000,
                "maintenance_margin": 91.5000,
                "pnl": 6.0000,
                "unrealized_funding": 0.0000,
                "total_unrealized": 6.0000,
                "total_unrealized_as_margin": 6.0000
            }
        ]
    }
}

{
    "channel": "margin",
    "type": "multi_collateral",
    "data": {
        "time": "2023-10-16T13:18:35.318297123Z",
        "balance_value": 20411.3030,
        "portfolio_value": 20601.9604,
        "collateral_value": 20388.4271,
        "initial_margin": 0.0000,
        "initial_margin_without_orders": 0.0000,
        "maintenance_margin": 0.0000,
        "pnl": 0.0000,
        "unrealized_funding": 0.0000,
        "total_unrealized": 0.0000,
        "total_unrealized_as_margin": 0.0000,
        "margin_equity": 20411.3030,
        "available_margin": 20411.3030,
        "isolated": []
    }
}

{
    "channel": "margin",
    "type": "single_collateral",
    "data": {
        "time": "2023-10-16T13:20:01.442310555Z",
        "wallets": [
            {
                "base_currency": "XBT",
                "quote_currency": "USD",
                "unit": "XBT",
                "balance": 0.1219368845,
                "portfolio_value": 0.1231447102,
                "initial_margin": 0.0048100000,
                "maintenance_margin": 0.0024050000,
                "available": 0.1183347102,
                "unrealized_funding": 0.0000418257,
                "pnl": 0.0011660000
            },
            {
                "base_currency": "ETH",
                "quote_currency": "EUR",
                "unit": "ETH",
                "balance": 1.8714395862,
                "portfolio_value": 1.8714395862,
                "initial_margin": 0.0000000000,
                "maintenance_margin": 0.0000000000,
                "available": 1.8714395862,
                "unrealized_funding": 0.0000000000,
                "pnl": 0.0000000000
            }
        ]
    }
}

{
    "channel": "margin",
    "error": "margin_unavailable"
}

{
    "method": "unsubscribe",
    "params": {
        "channel": "margin",
        "asset_class": "derivatives",
        "token": "G38a1tGFzqGiUCmnegBcm8d4nfP3tytiNQz6tkCBYXY"
    },
    "req_id": 102
}

{
    "method": "unsubscribe",
    "success": true,
    "req_id": 102,
    "result": {
        "channel": "margin"
    },
    "time_in": "2023-10-16T13:30:35.303171Z",
    "time_out": "2023-10-16T13:30:35.318297Z"
}

The margin channel streams the margin state of your derivatives wallets: the multi-collateral (flex) wallet and each single-collateral wallet. It carries the margin portion of the Derivatives WebSocket balances feed — the flex_futures and futures structures. Use balances for asset quantities and ledger transactions; use this channel for margin requirements, margin equity, and available margin. This channel contains account specific data, an authentication token is required in the request.

This channel is currently only available for futures (derivatives).

Request
Response

string

required

Value: subscribe

object

required

Hide properties

string

required

Value: margin

string

required

One of: derivativesThe asset class for the request.

string

required

Authentication token. See authentication guide for details.

integer

Optional client originated request identifier sent as acknowledgment in the response.

string

required

Value: subscribe

object

Hide properties

string

required

Value: margin

boolean

Indicates if the request was successfully processed by the engine. One of: true, false

string

Error message. Condition: if success is false.

string

The timestamp when the subscription was received on the wire, just prior to parsing data. Format: RFC3339. Example: 2022-12-25T09:30:59.123456Z

string

The timestamp when the acknowledgement was sent on the wire, just prior to transmitting data. Format: RFC3339. Example: 2022-12-25T09:30:59.123456Z

integer

Optional client originated request identifier sent as acknowledgment in the response.

This channel does not accept a snapshot parameter. Every message is a full state replacement, and the current state is always delivered on subscribe. Sending params.snapshot is rejected with 'params.snapshot' is not valid for the margin channel. A connection may hold a single margin subscription, bound to the account of the token used to subscribe. A second subscribe attempt on the same connection is rejected with Already subscribed to margin channel.

Messages

Each message carries one complete section of your margin state, identified by type: the multi-collateral wallet (multi_collateral) or the single-collateral wallets (single_collateral). There is no snapshot/update distinction — data is always the full current state of that section, never a delta. Replace any state you hold for a section when a message for it arrives, rather than merging into it. You receive the current state of each applicable section on subscribe, then a fresh message for a section whenever it changes.

All margin figures are sent as JSON numbers. Use a decimal-aware JSON parser if you need to preserve all digits. A figure that is unavailable is omitted from data rather than sent as null.

Multi-collateral wallet

string

Value: margin

string

Value: multi_collateral

object

Margin state of the multi-collateral (flex) wallet. All values are in USD.

Hide properties

string

Format: RFC3339
Example: 2022-12-25T09:30:59.123456789ZThe time the margin state was computed, with nanosecond precision.

float

The current USD balance of the account.

float

The current collateral value with unrealized margin from any open positions.

float

The current USD balance with haircuts.

float

The total initial margin for open positions and open orders.

float

The total initial margin for open positions.

float

The total maintenance margin for open positions.

float

The total profit and loss for open positions.

float

The total unrealized funding for open positions.

float

The total unrealized funding and pnl.

float

The total unrealized in USD.

float

The current collateral value and unrealized margin.

float

The margin equity minus initial margin.

object

Condition: if a cross-margin breakdown is available.The current margin information for cross position(s).

Hide properties

float

Total USD balance minus initial margin of isolated positions.

float

USD balance plus total unrealized.

float

USD balance, but with haircuts applied.

float

Initial margin for all cross positions plus open orders.

float

Initial margin for all cross positions.

float

Maintenance margin for all cross positions.

float

Total profit and loss for all cross positions.

float

Unrealized funding for all cross positions.

float

Unrealized funding plus pnl.

float

Total unrealized as USD.

float

Collateral value plus total unrealized.

float

Margin equity minus initial margin of cross and isolated positions.

float

Ratio of position size to margin equity.

object[]

Per-instrument margin figures for isolated-margin positions. Always present, and may be empty.

Hide properties

string

Example: PF_ETHUSDThe symbol of the isolated position’s instrument.

float

Initial margin for the position plus open orders.

float

Initial margin for the position.

float

Maintenance margin for the position.

float

Total profit and loss for the position.

float

Unrealized funding for the position.

float

Unrealized funding plus pnl.

float

Total unrealized as USD.

Single-collateral wallets

string

Value: margin

string

Value: single_collateral

object

Hide properties

string

Format: RFC3339
Example: 2022-12-25T09:30:59.123456789ZThe time the margin state was computed, with nanosecond precision.

object[]

The single-collateral wallets, one entry per wallet. Always present, and may be empty.

Hide properties

string

Example: XBTThe base currency of the wallet’s pair.

string

Example: USDThe quote currency of the wallet’s pair.

string

Example: XBTThe wallet settlement unit. The figures below are denominated in this asset.

float

The current balance in settlement units.

float

The current balance with haircuts and any unrealized margin from open positions, in settlement units.

float

The initial margin for open positions and open orders.

float

The maintenance margin for open positions.

float

The current portfolio value minus initial margin.

float

The total unrealized funding for open positions.

float

The total profit and loss for open positions.

Margin unavailable

string

Value: margin

string

One of: margin_unavailableYour margin state cannot be served, and the subscription has been dropped server side. This can arrive after a successful subscribe acknowledgement. Resubscribe to resume the feed.

Unsubscribe

Request
Response

string

required

Value: unsubscribe

object

required

Hide properties

string

required

Value: margin

string

required

One of: derivativesThe asset class for the request.

string

required

Authentication token. See authentication guide for details.

integer

Optional client originated request identifier sent as acknowledgment in the response.

string

required

Value: unsubscribe

object

Hide properties

string

required

Value: margin

boolean

Indicates if the request was successfully processed by the engine. One of: true, false

string

Error message. Condition: if success is false.

string

The timestamp when the subscription was received on the wire, just prior to parsing data. Format: RFC3339. Example: 2022-12-25T09:30:59.123456Z

string

The timestamp when the acknowledgement was sent on the wire, just prior to transmitting data. Format: RFC3339. Example: 2022-12-25T09:30:59.123456Z

integer

Optional client originated request identifier sent as acknowledgment in the response.

Public Channels

Trading

Account

System

Messages

Multi-collateral wallet

Single-collateral wallets

Margin unavailable

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​Subscribe

​Messages

​Multi-collateral wallet

​Single-collateral wallets

​Margin unavailable

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Subscribe

Messages

Multi-collateral wallet

Single-collateral wallets

Margin unavailable

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