openapi: 3.1.0 info: title: History version: '3' description: | Public history APIs. servers: - url: https://futures.kraken.com/api/history/v3 description: Kraken Futures x-kfOnly: true tags: - name: Account History description: | Account History provides account-specific data, including account logs ( history of all balance and position changes) and history for executions, orders, and triggers. * The `/account-log` endpoint provides a paginated JSON response, with access to all account log history specified by ranges of timestamp or ID. * The `/accountlogcsv` endpoint provides a CSV formatted response of 500,000 rows of most recent account logs. See also the websocket feed of account log snapshots * The `/executions` endpoint provides a paginated JSON response, with access to all private execution history specified by ranges of timestamp or ID * The `/orders` endpoint provides a paginated JSON response, with access to all private order history specified by ranges of timestamp or ID * The `/triggers` endpoint provides a paginated JSON response, with access to all private trigger history specified by ranges of timestamp or ID - name: Market History paths: /market/{tradeable}/executions: get: operationId: getPublicExecutionEvents tags: - Market History summary: Get public execution events description: | Lists trades for a market. security: - {} parameters: - $ref: '#/components/parameters/SinceDateFilter' - $ref: '#/components/parameters/BeforeDateFilter' - $ref: '#/components/parameters/SortOrder' - $ref: '#/components/parameters/ContinuationToken' - $ref: '#/components/parameters/CountPublic' - name: tradeable in: path required: true schema: type: string responses: '200': description: '' content: application/json: schema: type: object properties: len: type: integer format: uint64 elements: type: array items: $ref: '#/components/schemas/HistoricalExecutionElementSanitized' continuationToken: $ref: '#/components/schemas/NextContinuationToken' required: - elements - len /market/{tradeable}/orders: get: operationId: getPublicOrderEvents tags: - Market History summary: Get public order events description: | Lists order events for a market. security: - {} parameters: - $ref: '#/components/parameters/SinceDateFilter' - $ref: '#/components/parameters/BeforeDateFilter' - $ref: '#/components/parameters/SortOrder' - $ref: '#/components/parameters/ContinuationToken' - $ref: '#/components/parameters/CountPublic' - name: tradeable in: path required: true schema: type: string responses: '200': description: '' content: application/json: schema: type: object properties: len: type: integer format: uint64 elements: type: array items: $ref: '#/components/schemas/HistoricalOrderElementSanitized' continuationToken: $ref: '#/components/schemas/NextContinuationToken' required: - len - elements /market/{tradeable}/price: get: operationId: getPublicPriceEvents tags: - Market History summary: Get public mark price events description: | Lists price events for a market. security: - {} parameters: - $ref: '#/components/parameters/SinceDateFilter' - $ref: '#/components/parameters/BeforeDateFilter' - $ref: '#/components/parameters/SortOrder' - $ref: '#/components/parameters/ContinuationToken' - $ref: '#/components/parameters/CountPublic' - name: tradeable in: path required: true schema: type: string responses: '200': description: '' content: application/json: schema: type: object properties: len: type: integer format: uint64 elements: type: array items: $ref: '#/components/schemas/PriceElement' continuationToken: $ref: '#/components/schemas/NextContinuationToken' required: - len - elements /executions: get: operationId: getExecutionEvents tags: - Account History summary: Get execution events description: | Lists executions/trades for authenticated account. security: - general-api-key-read-only: [] authent: [] parameters: - $ref: '#/components/parameters/SinceDateFilter' - $ref: '#/components/parameters/BeforeDateFilter' - $ref: '#/components/parameters/SortOrder' - $ref: '#/components/parameters/ContinuationToken' - $ref: '#/components/parameters/CountPublic' - $ref: '#/components/parameters/Tradeable' responses: '200': description: '' content: application/json: schema: type: object properties: accountUid: type: string format: uuid len: type: integer format: uint64 elements: type: array items: $ref: '#/components/schemas/HistoricalExecutionElement' continuationToken: $ref: '#/components/schemas/NextContinuationToken' required: - accountUid - len - elements /orders: get: operationId: getOrderEvents tags: - Account History summary: Get order events description: | Lists order events for authenticated account. security: - general-api-key-read-only: [] authent: [] parameters: - $ref: '#/components/parameters/SinceDateFilter' - $ref: '#/components/parameters/BeforeDateFilter' - $ref: '#/components/parameters/SortOrder' - $ref: '#/components/parameters/ContinuationToken' - $ref: '#/components/parameters/CountPublic' - $ref: '#/components/parameters/Tradeable' - $ref: '#/components/parameters/OpenedOrder' - $ref: '#/components/parameters/ClosedOrder' responses: '200': description: '' content: application/json: schema: type: object properties: accountUid: type: string format: uuid len: type: integer format: uint64 serverTime: type: string format: date-time elements: type: array items: $ref: '#/components/schemas/HistoricalOrderElement' continuationToken: $ref: '#/components/schemas/NextContinuationToken' required: - accountUid - len - elements /triggers: get: operationId: getTriggerEvents tags: - Account History summary: Get trigger events description: | Lists trigger events for authenticated account. security: - general-api-key-read-only: [] authent: [] parameters: - $ref: '#/components/parameters/SinceDateFilter' - $ref: '#/components/parameters/BeforeDateFilter' - $ref: '#/components/parameters/SortOrder' - $ref: '#/components/parameters/ContinuationToken' - $ref: '#/components/parameters/CountPublic' - $ref: '#/components/parameters/Tradeable' - $ref: '#/components/parameters/OpenedTrigger' - $ref: '#/components/parameters/ClosedTrigger' responses: '200': description: '' content: application/json: schema: type: object properties: accountUid: type: string format: uuid len: type: integer format: uint64 serverTime: type: string format: date-time elements: type: array items: $ref: '#/components/schemas/HistoricalTriggerElement' continuationToken: $ref: '#/components/schemas/NextContinuationToken' required: - accountUid - len - elements /positions: get: operationId: getPositionEvents tags: - Account History summary: Get position update events description: Lists position events for authenticated account. security: - general-api-key-read-only: [] authent: [] parameters: - $ref: '#/components/parameters/SinceDateFilter' - $ref: '#/components/parameters/BeforeDateFilter' - $ref: '#/components/parameters/SortOrder' - $ref: '#/components/parameters/ContinuationToken' - $ref: '#/components/parameters/CountPublic' - $ref: '#/components/parameters/IncludeOpenedPositions' - $ref: '#/components/parameters/IncludeClosedPositions' - $ref: '#/components/parameters/IncludeIncreasedPositions' - $ref: '#/components/parameters/IncludeDecreasedPositions' - $ref: '#/components/parameters/IncludeReversedPositions' - $ref: '#/components/parameters/IncludeNoChangePositions' - $ref: '#/components/parameters/IncludeTradePositions' - $ref: '#/components/parameters/IncludeFundingRealizationPositions' - $ref: '#/components/parameters/IncludeSettlementPositions' - $ref: '#/components/parameters/Tradeable' responses: '200': description: '' content: application/json: schema: type: object properties: accountUid: type: string format: uuid len: type: integer format: uint64 serverTime: type: string format: date-time elements: type: array items: $ref: '#/components/schemas/HistoricalPositionUpdateElement' continuationToken: $ref: '#/components/schemas/NextContinuationToken' required: - accountUid - len - elements /account-log: get: operationId: accountLog tags: - Account History summary: Get account log description: | Lists account log entries, paged by timestamp or by ID. To request entries by time range, use the `since` and `before` parameters. To request entries by ID range, use the `from` and `to` parameters. Any combination of `since`, `before`, `from` and `to` can be used to restrict the requested range of entries. security: - general-api-key-read-only: [] authent: [] parameters: - description: Unix timestamp in milliseconds. name: since in: query required: false schema: $ref: '#/components/schemas/TimestampMilliseconds' - description: Unix timestamp in milliseconds. name: before in: query required: false schema: $ref: '#/components/schemas/TimestampMilliseconds' - description: ID of the first entry (inclusive). IDs start at 1. name: from in: query required: false schema: type: integer example: 1 - description: ID of the last entry (inclusive). name: to in: query required: false schema: type: integer example: 100 - description: | Order of events in response. `asc` = chronological, `desc` = reverse-chronological. name: sort in: query required: false schema: type: string enum: - asc - desc default: desc - description: Types of entry to filter by. Only these types will be returned. name: info in: query required: false schema: type: array items: type: string enum: - deposit - withdrawal - futures partial liquidation - futures assignment - futures assignor - futures assignee - futures liquidation - futures_unwind - settlement - futures trade - admin transfer - transfer - subaccount transfer - fee credit - legacy - transfers fee - referral - funding rate change - revenue share - cross-exchange transfer - cross-exchange transfer failed - spot trade - spot fee credit - margin trade - margin position settlement - conversion credit - loan transfer - conversion - interest payment - interest payment credit - futures unwind bankrupt - futures unwind counterparty - kfee applied - covered liquidation - position transfer - portfolio auctioning - external custody delegation - external custody undelegation - external custody unbind - futures tax withheld - futures tax refund - tax conversion - options trade - hedging trade - rfq - funding rate payment - cash dividend - funding rate payment - spin off - funding rate payment - rights distribution - funding rate payment - cashflow example: - futures trade - description: Amount of entries to be returned. name: count in: query required: false schema: type: integer default: 500 - description: Include exchange rate and conversion fee for conversions. name: conversion_details in: query required: false schema: type: boolean default: false responses: '200': description: Account log. content: application/json: schema: title: Account Log Response type: object properties: accountUid: $ref: '#/components/schemas/AccountUid' logs: type: array items: $ref: '#/components/schemas/AccountLogEntry' required: - accountUid - logs '429': $ref: '#/components/responses/RateLimited' /accountlogcsv: get: operationId: accountLogCsv tags: - Account History summary: Account log (CSV) description: | Lists recent account log entries in CSV format. security: - general-api-key-read-only: [] authent: [] parameters: - description: Include exchange rate, exchange rate from currency, and conversion fee for conversions. name: conversion_details in: query required: false schema: type: boolean default: false responses: '200': description: A CSV formatted response of most recent account log entries. content: text/csv: schema: type: string '401': description: Credentials required. '429': $ref: '#/components/responses/RateLimited' components: securitySchemes: authent: type: apiKey description: Authentication string in: header name: Authent x-inlineDescription: true general-api-key-read-only: type: apiKey description: General API key with at least **read-only** access in: header name: APIKey x-inlineDescription: true parameters: Tradeable: description: If present events of other tradeables are filtered out. name: tradeable in: query required: false schema: type: string SinceDateFilter: name: since in: query description: Timestamp in milliseconds. schema: $ref: '#/components/schemas/TimestampMilliseconds' BeforeDateFilter: name: before in: query description: Timestamp in milliseconds. schema: $ref: '#/components/schemas/TimestampMilliseconds' SortOrder: name: sort in: query description: | Determines the order of events in response(s). - `asc` = chronological - `desc` = reverse-chronological required: false schema: type: string enum: - asc - desc default: desc x-exhaustive: true ContinuationToken: name: continuation_token in: query description: | Opaque token from the `Next-Continuation-Token` header used to continue listing events. The `sort` parameter must be the same as in the previous request to continue listing in the same direction. schema: type: string format: base64 CountPublic: name: count in: query description: | The maximum number of results to return. Larger values are not rejected, they are silently capped at 1000; when more events match, the `Next-Continuation-Token` header is returned to continue the listing. schema: type: integer format: int64 minimum: 1 x-rustType: usize OpenedOrder: name: opened in: query schema: type: boolean description: | Determines status of the orders that should be included in response(s). - `true` = return orders that have been placed within given time range. - `false` = don't return orders that have been placed within given time range. required: false ClosedOrder: name: closed in: query schema: type: boolean description: | Determines status of the order that should be included in response(s). - `true` = return orders that have been closed/cancelled/rejected within given time range. - `false` = don't return orders that have been closed/cancelled/rejected within given time range. required: false OpenedTrigger: name: opened in: query schema: type: boolean description: | Determines status of the triggers that should be included in response(s). - `true` = return triggers that have been placed within given time range. - `false` = don't return triggers that have been placed within given time range. required: false ClosedTrigger: name: closed in: query schema: type: boolean description: | Determines status of the trigger that should be included in response(s). - `true` = return triggers that have been closed/cancelled/rejected within given time range. - `false` = don't return triggers that have been closed/cancelled/rejected within given time range. required: false IncludeOpenedPositions: name: opened in: query schema: type: boolean description: | True if results should include opened position events. Setting this to false has no effect. If multiple position change filters (opened/closed/increased/decreased/reversed/no_change) are provided, then positions matching any of these will be included. When combined with update reason filters (trades/funding_realization/settlement), positions must match at least one position change filter AND at least one update reason filter. If no filters are provided for the request, all position events will be included. required: false IncludeClosedPositions: name: closed in: query schema: type: boolean description: | True if results should include closed position events. Setting this to false has no effect. If multiple position change filters (opened/closed/increased/decreased/reversed/no_change) are provided, then positions matching any of these will be included. When combined with update reason filters (trades/funding_realization/settlement), positions must match at least one position change filter AND at least one update reason filter. If no filters are provided for the request, all position events will be included. required: false IncludeIncreasedPositions: name: increased in: query schema: type: boolean description: | True if results should include increased position events. Setting this to false has no effect. If multiple position change filters (opened/closed/increased/decreased/reversed/no_change) are provided, then positions matching any of these will be included. When combined with update reason filters (trades/funding_realization/settlement), positions must match at least one position change filter AND at least one update reason filter. If no filters are provided for the request, all position events will be included. required: false IncludeDecreasedPositions: name: decreased in: query schema: type: boolean description: | True if results should include decreased position events. Setting this to false has no effect. If multiple position change filters (opened/closed/increased/decreased/reversed/no_change) are provided, then positions matching any of these will be included. When combined with update reason filters (trades/funding_realization/settlement), positions must match at least one position change filter AND at least one update reason filter. If no filters are provided for the request, all position events will be included. required: false IncludeReversedPositions: name: reversed in: query schema: type: boolean description: | True if results should include reversed position events. Setting this to false has no effect. If multiple position change filters (opened/closed/increased/decreased/reversed/no_change) are provided, then positions matching any of these will be included. When combined with update reason filters (trades/funding_realization/settlement), positions must match at least one position change filter AND at least one update reason filter. If no filters are provided for the request, all position events will be included. required: false IncludeNoChangePositions: name: no_change in: query schema: type: boolean description: | True if results should include "no change" position events - where the position has not changed. Setting this to false has no effect. If multiple position change filters (opened/closed/increased/decreased/reversed/no_change) are provided, then positions matching any of these will be included. When combined with update reason filters (trades/funding_realization/settlement), positions must match at least one position change filter AND at least one update reason filter. If no filters are provided for the request, all position events will be included. required: false IncludeTradePositions: name: trades in: query schema: type: boolean description: | True if results should include position events caused by a trade. Setting this to false has no effect. If multiple update reason filters (trades/funding_realization/settlement) are provided, then positions matching any of these will be included. When combined with position change filters (opened/closed/increased/decreased/reversed/no_change), positions must match at least one update reason filter AND at least one position change filter. If no filters are provided for the request, all position events will be included. required: false IncludeFundingRealizationPositions: name: funding_realization in: query schema: type: boolean description: | True if results should include position events caused by a funding realisation. Setting this to false has no effect. If multiple update reason filters (trades/funding_realization/settlement) are provided, then positions matching any of these will be included. When combined with position change filters (opened/closed/increased/decreased/reversed/no_change), positions must match at least one update reason filter AND at least one position change filter. If no filters are provided for the request, all position events will be included. required: false IncludeSettlementPositions: name: settlement in: query schema: type: boolean description: | True if results should include position events caused by a settlement. Setting this to false has no effect. If multiple update reason filters (trades/funding_realization/settlement) are provided, then positions matching any of these will be included. When combined with position change filters (opened/closed/increased/decreased/reversed/no_change), positions must match at least one update reason filter AND at least one position change filter. If no filters are provided for the request, all position events will be included. required: false responses: RateLimited: description: Rate limited. content: text/plain: schema: type: string headers: rate-limit-reset: description: Time remaining (in seconds) until repeat request (i.e., same cost) will be accepted. schema: type: integer minimum: 1 schemas: BaseOrQuote: type: string enum: - Base - Quote - Unknown FeeCalculationInfoElement: type: object properties: percentageFee: $ref: '#/components/schemas/Decimal' userFeeDiscountApplied: oneOf: - $ref: '#/components/schemas/Decimal' - type: 'null' marketShareRebateCredited: oneOf: - $ref: '#/components/schemas/Decimal' - type: 'null' required: - percentageFee - userFeeDiscountApplied - marketShareRebateCredited HistoricalExecution: type: object properties: uid: type: string format: uuid order: $ref: '#/components/schemas/HistoricalOrder' timestamp: $ref: '#/components/schemas/TimestampMilliseconds' quantity: $ref: '#/components/schemas/Decimal' price: $ref: '#/components/schemas/Decimal' markPrice: $ref: '#/components/schemas/Decimal' executionType: $ref: '#/components/schemas/executionType' limitFilled: type: boolean oldTakerOrder: $ref: '#/components/schemas/HistoricalOrder' usdValue: $ref: '#/components/schemas/Decimal' orderData: $ref: '#/components/schemas/OrderData' nullable: true partnerTradeId: type: string regulatoryData: $ref: '#/components/schemas/RegulatoryData' required: - uid - order - timestamp - quantity - price - markPrice - executionType - limitFilled - usdValue - orderData HistoricalExecutionDetails: type: object properties: execution: $ref: '#/components/schemas/HistoricalExecution' takerReducedQuantity: description: sometimes empty string type: string required: - execution - takerReducedQuantity HistoricalExecutionDetailsSanitized: type: object properties: execution: $ref: '#/components/schemas/HistoricalExecutionSanitized' takerReducedQuantity: description: sometimes empty string type: string required: - execution - takerReducedQuantity HistoricalExecutionElement: type: object properties: uid: type: string timestamp: $ref: '#/components/schemas/TimestampMilliseconds' event: $ref: '#/components/schemas/HistoricalExecutionEvent' required: - uid - timestamp - event HistoricalExecutionElementSanitized: type: object properties: uid: type: string timestamp: $ref: '#/components/schemas/TimestampMilliseconds' event: $ref: '#/components/schemas/HistoricalExecutionEventSanitized' required: - uid - timestamp - event HistoricalExecutionEvent: type: object properties: execution: $ref: '#/components/schemas/HistoricalExecutionDetails' required: - execution HistoricalExecutionEventSanitized: type: object properties: Execution: $ref: '#/components/schemas/HistoricalExecutionDetailsSanitized' required: - Execution HistoricalExecutionSanitized: type: object properties: uid: type: string format: uuid makerOrder: $ref: '#/components/schemas/HistoricalOrderSanitized' takerOrder: $ref: '#/components/schemas/HistoricalOrderSanitized' timestamp: $ref: '#/components/schemas/TimestampMilliseconds' quantity: $ref: '#/components/schemas/Decimal' price: $ref: '#/components/schemas/Decimal' markPrice: $ref: '#/components/schemas/Decimal' limitFilled: type: boolean oldTakerOrder: $ref: '#/components/schemas/HistoricalOrderSanitized' usdValue: $ref: '#/components/schemas/Decimal' required: - uid - makerOrder - takerOrder - timestamp - quantity - price - markPrice - limitFilled - usdValue HistoricalOrder: type: object properties: uid: type: string format: uuid accountUid: type: string format: uuid tradeable: type: string positionUid: type: string direction: description: | `Unknown` is returned when the source value couldn't be decoded; this will be replaced with a real value as soon as possible. type: string enum: - Buy - Sell - Unknown quantity: $ref: '#/components/schemas/Decimal' filled: $ref: '#/components/schemas/Decimal' timestamp: $ref: '#/components/schemas/TimestampMilliseconds' limitPrice: $ref: '#/components/schemas/Decimal' orderType: description: | `Unknown` is returned when the source value couldn't be decoded; this will be replaced with a real value as soon as possible. type: string enum: - Limit - IoC - Post - Liquidation - Assignment - Stop - Unwind - Market - Block - CoveredLiquidation - HedgeImmediateOrCancel - HedgeAssignment - FillOrKill - Rfq - PartialLiquidation - Unknown clientId: type: string reduceOnly: type: boolean lastUpdateTimestamp: $ref: '#/components/schemas/TimestampMilliseconds' spotData: $ref: '#/components/schemas/SpotOrderData' parentOfGroupId: type: string memberOfGroupId: type: string partnerOrderId: type: string regulatoryExternalUid: type: string format: uuid required: - uid - accountUid - tradeable - direction - quantity - filled - timestamp - limitPrice - orderType - clientId - reduceOnly - lastUpdateTimestamp HistoricalOrderElement: type: object properties: uid: type: string timestamp: $ref: '#/components/schemas/TimestampMilliseconds' event: $ref: '#/components/schemas/HistoricalOrderEvent' required: - uid - timestamp - event HistoricalOrderElementSanitized: type: object properties: uid: type: string timestamp: $ref: '#/components/schemas/TimestampMilliseconds' event: $ref: '#/components/schemas/HistoricalOrderEventSanitized' required: - uid - timestamp - event HistoricalOrderEvent: type: object oneOf: - type: object properties: OrderPlaced: $ref: '#/components/schemas/OrderPlaced' required: - OrderPlaced - type: object properties: OrderUpdated: $ref: '#/components/schemas/OrderUpdated' required: - OrderUpdated - type: object properties: OrderRejected: $ref: '#/components/schemas/OrderRejected' required: - OrderRejected - type: object properties: OrderCancelled: $ref: '#/components/schemas/OrderCancelled' required: - OrderCancelled - type: object properties: OrderNotFound: $ref: '#/components/schemas/OrderNotFound' required: - OrderNotFound - type: object properties: OrderEditRejected: $ref: '#/components/schemas/OrderEditRejected' required: - OrderEditRejected HistoricalOrderEventSanitized: type: object oneOf: - type: object properties: OrderPlaced: $ref: '#/components/schemas/OrderPlacedSanitized' required: - OrderPlaced - type: object properties: OrderUpdated: $ref: '#/components/schemas/OrderUpdatedSanitized' required: - OrderUpdated - type: object properties: OrderCancelled: $ref: '#/components/schemas/OrderCancelledSanitized' required: - OrderCancelled HistoricalOrderSanitized: type: object properties: uid: type: string format: uuid tradeable: type: string direction: description: | `Unknown` is returned when the source value couldn't be decoded; this will be replaced with a real value as soon as possible. type: string enum: - Buy - Sell - Unknown quantity: $ref: '#/components/schemas/Decimal' timestamp: $ref: '#/components/schemas/TimestampMilliseconds' limitPrice: $ref: '#/components/schemas/Decimal' orderType: type: string reduceOnly: type: boolean lastUpdateTimestamp: $ref: '#/components/schemas/TimestampMilliseconds' required: - uid - tradeable - direction - quantity - timestamp - limitPrice - orderType - reduceOnly - lastUpdateTimestamp HistoricalTrigger: type: object properties: uid: type: string format: uuid accountId: type: number format: uint64 accountUid: type: string format: uuid tradeable: type: string direction: description: | `Unknown` is returned when the source value couldn't be decoded; this will be replaced with a real value as soon as possible. type: string enum: - Buy - Sell - Unknown quantity: $ref: '#/components/schemas/Decimal' timestamp: $ref: '#/components/schemas/TimestampMilliseconds' limitPrice: $ref: '#/components/schemas/Decimal' orderType: type: string clientId: type: string reduceOnly: type: boolean lastUpdateTimestamp: $ref: '#/components/schemas/TimestampMilliseconds' triggerOptions: $ref: '#/components/schemas/TriggerOptions' required: - uid - accountId - accountUid - tradeable - direction - quantity - timestamp - limitPrice - orderType - clientId - reduceOnly - lastUpdateTimestamp - triggerOptions HistoricalTriggerElement: type: object properties: uid: type: string timestamp: $ref: '#/components/schemas/TimestampMilliseconds' event: $ref: '#/components/schemas/HistoricalTriggerEvent' required: - uid - timestamp - event HistoricalTriggerEvent: type: object oneOf: - type: object properties: OrderTriggerPlaced: $ref: '#/components/schemas/TriggerPlaced' required: - OrderTriggerPlaced - type: object properties: OrderTriggerCancelled: $ref: '#/components/schemas/TriggerCancelled' required: - OrderTriggerCancelled - type: object properties: OrderTriggerUpdated: $ref: '#/components/schemas/TriggerUpdated' required: - OrderTriggerUpdated - type: object properties: OrderTriggerActivated: $ref: '#/components/schemas/TriggerActivated' required: - OrderTriggerActivated - type: object properties: OrderTriggerEditRejected: $ref: '#/components/schemas/TriggerEditRejected' required: - OrderTriggerEditRejected NextContinuationToken: description: | Opaque token to pass to the next request to continue listing events. The `sort` parameter must be the same as in the previous request to continue listing in the same direction. type: string format: base64 OrderCancelled: type: object properties: order: $ref: '#/components/schemas/HistoricalOrder' reason: type: string required: - order - reason OrderCancelledSanitized: type: object properties: order: $ref: '#/components/schemas/HistoricalOrderSanitized' reason: type: string required: - order - reason OrderData: type: object properties: fee: $ref: '#/components/schemas/Decimal' positionSize: $ref: '#/components/schemas/Decimal' feeCalculationInfo: $ref: '#/components/schemas/FeeCalculationInfoElement' realizedPnl: $ref: '#/components/schemas/Decimal' required: - fee - positionSize - feeCalculationInfo OrderEditRejected: type: object properties: oldOrder: $ref: '#/components/schemas/HistoricalOrder' attemptedOrder: $ref: '#/components/schemas/HistoricalOrder' orderError: type: string required: - oldOrder - attemptedOrder - orderError OrderNotFound: type: object properties: accountUid: type: string format: uuid orderId: type: string example: Uuid(uuid=2ceb1d31-f619-457b-870c-fd4ddbb10d45) required: - accountUid - orderId OrderPlaced: type: object properties: order: $ref: '#/components/schemas/HistoricalOrder' reason: type: string reducedQuantity: description: always empty string type: string required: - order - reason - reducedQuantity OrderPlacedSanitized: type: object properties: order: $ref: '#/components/schemas/HistoricalOrderSanitized' reason: type: string reducedQuantity: description: always empty string type: string required: - order - reason - reducedQuantity OrderRejected: type: object properties: order: $ref: '#/components/schemas/HistoricalOrder' orderError: type: string reason: type: string required: - order - orderError - reason OrderUpdated: type: object properties: oldOrder: $ref: '#/components/schemas/HistoricalOrder' newOrder: $ref: '#/components/schemas/HistoricalOrder' reason: type: string reducedQuantity: $ref: '#/components/schemas/Decimal' required: - oldOrder - newOrder - reason - reducedQuantity OrderUpdatedSanitized: type: object properties: oldOrder: $ref: '#/components/schemas/HistoricalOrderSanitized' newOrder: $ref: '#/components/schemas/HistoricalOrderSanitized' reason: type: string reducedQuantity: $ref: '#/components/schemas/Decimal' required: - oldOrder - newOrder - reason - reducedQuantity PriceOffset: type: object properties: priceOffset: $ref: '#/components/schemas/Decimal' unit: description: | `Unknown` is returned when the source value couldn't be decoded; this will be replaced with a real value as soon as possible. type: string enum: - Percent - QuoteCurrency - Unknown required: - priceOffset - unit SpotOrderData: type: object properties: margin: type: boolean feePreference: oneOf: - $ref: '#/components/schemas/BaseOrQuote' - type: 'null' quantityPreference: $ref: '#/components/schemas/BaseOrQuote' required: - margin - feePreference - quantityPreference TrailingStopOptions: type: object properties: maxDeviation: $ref: '#/components/schemas/Decimal' unit: description: | `Unknown` is returned when the source value couldn't be decoded; this will be replaced with a real value as soon as possible. type: string enum: - Percent - QuoteCurrency - Unknown required: - maxDeviation - unit TriggerActivated: type: object properties: order: $ref: '#/components/schemas/HistoricalTrigger' required: - order TriggerCancelled: type: object properties: order: $ref: '#/components/schemas/HistoricalTrigger' reason: type: string required: - order - reason TriggerEditRejected: type: object properties: attemptedOrderTrigger: $ref: '#/components/schemas/HistoricalTrigger' oldOrderTrigger: $ref: '#/components/schemas/HistoricalTrigger' reason: type: string orderError: type: string required: - attemptedOrderTrigger - oldOrderTrigger - reason - orderError TriggerOptions: type: object properties: triggerPrice: $ref: '#/components/schemas/Decimal' triggerSignal: description: | `Unknown` is returned when the source value couldn't be decoded; this will be replaced with a real value as soon as possible. type: string enum: - MarkPrice - LastPrice - SpotPrice - Unknown triggerSide: description: | `Unknown` is returned when the source value couldn't be decoded; this will be replaced with a real value as soon as possible. type: string enum: - Above - Below - Unknown trailingStopOptions: $ref: '#/components/schemas/TrailingStopOptions' limitPriceOffset: $ref: '#/components/schemas/PriceOffset' required: - triggerPrice - triggerSignal - triggerSide - trailingStopOptions - limitPriceOffset TriggerPlaced: type: object properties: order: $ref: '#/components/schemas/HistoricalTrigger' reason: type: string required: - order - reason TriggerUpdated: type: object properties: oldOrderTrigger: $ref: '#/components/schemas/HistoricalTrigger' newOrderTrigger: $ref: '#/components/schemas/HistoricalTrigger' reason: type: string required: - oldOrderTrigger - newOrderTrigger - reason TimestampMilliseconds: type: integer format: timestamp-milliseconds example: 1604937694000 Decimal: type: string format: decimal example: '1234.56789' MarkPriceChanged: type: object properties: price: $ref: '#/components/schemas/Decimal' required: - price PriceElement: type: object properties: uid: type: string timestamp: $ref: '#/components/schemas/TimestampMilliseconds' event: $ref: '#/components/schemas/MarkPriceChanged' required: - uid - timestamp - event executionType: type: string enum: - maker - taker RegulatoryData: type: object properties: venue: type: string counterparty: type: string externalUid: type: string format: uuid HistoricalPositionUpdate: type: object properties: accountUid: description: Account UID type: string tradeable: type: string oldPosition: type: string oldAverageEntryPrice: type: - string - 'null' newPosition: type: string newAverageEntryPrice: type: string fillTime: type: - integer - 'null' format: timestamp-milliseconds fee: type: string feeCurrency: type: string realizedPnL: type: string positionChange: type: string description: | `unknown` is returned when the source value couldn't be decoded; this will be replaced with a real value as soon as possible. enum: - open - close - increase - decrease - reverse - noChange - unknown executionUid: type: string executionPrice: type: string executionSize: type: string tradeType: type: string description: | `unknown` is returned when the source value couldn't be decoded; this will be replaced with a real value as soon as possible. enum: - userExecution - liquidation - partialLiquidation - assignment - unwind - unknown fundingRealizationTime: type: integer format: timestamp-milliseconds realizedFunding: type: string settlementPrice: type: string timestamp: $ref: '#/components/schemas/TimestampMilliseconds' updateReason: type: string description: | `unknown` is returned when the source value couldn't be decoded; this will be replaced with a real value as soon as possible. enum: - trade - fundingRealisation - settlement - unknown required: - accountUid - tradeable - oldPosition - newPosition - newAverageEntryPrice - positionChange - timestamp - updateReason HistoricalPositionUpdateEvent: type: object properties: PositionUpdate: $ref: '#/components/schemas/HistoricalPositionUpdate' required: - PositionUpdate HistoricalPositionUpdateElement: type: object properties: uid: type: string timestamp: $ref: '#/components/schemas/TimestampMilliseconds' event: $ref: '#/components/schemas/HistoricalPositionUpdateEvent' required: - uid - timestamp - event AccountUid: description: UID of the account type: string format: uuid Rfc3339DateTime: description: RFC 3339 formatted date-time type: string format: date-time example: '2019-08-24T14:15:22Z' AccountLogEntry: description: Account log entry type: object properties: asset: description: Asset related with the entry. type: string booking_uid: description: UID of the log entry. type: string format: uuid collateral: description: Currency of the associated entry. type: - string - 'null' contract: type: - string - 'null' date: $ref: '#/components/schemas/Rfc3339DateTime' execution: description: | UID of the associated execution or transfer. For orders and trades, this is always a UUID. However, this field is also populated with "cross-exchange transfer" references, which are not always UUIDs. type: - string - 'null' fee: description: Fee paid type: - number - 'null' format: double funding_rate: description: Absolute funding rate at time of entry. type: - number - 'null' format: double id: description: Log entry ID. type: integer format: int64 minimum: 1 info: description: Short description of the entry. type: string enum: - deposit - withdrawal - futures partial liquidation - futures assignment - futures assignor - futures assignee - futures liquidation - futures_unwind - settlement - futures trade - admin transfer - transfer - subaccount transfer - fee credit - legacy - transfers fee - referral - funding rate change - revenue share - cross-exchange transfer - cross-exchange transfer failed - spot trade - spot fee credit - margin trade - margin position settlement - conversion credit - loan transfer - conversion - interest payment - interest payment credit - futures unwind bankrupt - futures unwind counterparty - kfee applied - covered liquidation - position transfer - portfolio auctioning - external custody delegation - external custody undelegation - external custody unbind - futures tax withheld - futures tax refund - tax conversion - options trade - hedging trade - rfq - funding rate payment - cash dividend - funding rate payment - spin off - funding rate payment - rights distribution - funding rate payment - cashflow margin_account: description: Name of the wallet associated with the entry. type: string mark_price: description: Mark price at the time the trade was executed. type: - number - 'null' format: double new_average_entry_price: description: Average entry price of the position after this trade. type: - number - 'null' format: double new_balance: description: | New balance of wallet or new size of the position after the described in info action. type: number format: double old_average_entry_price: description: Average entry price of the position prior to this trade. type: - number - 'null' format: double old_balance: description: Account balance before the described in info action. type: number format: double realized_funding: description: Funding realized due to change in position size or end of funding rate period. type: - number - 'null' format: double realized_pnl: description: PnL that is realized by reducing the position. type: - number - 'null' format: double trade_price: description: Price at which the trade was executed. type: - number - 'null' format: double conversion_spread_percentage: description: Percentage conversion spread used in a currency conversion. type: - number - 'null' format: double liquidation_fee: description: | Liquidation fee associated with a liquidation/assignment entry. Not applicable for inverse futures. type: - number - 'null' format: double exchange_rate: description: The exchange rate used for the conversion, USD quote. type: number format: double conversion_fee: description: The percentage fee charged for the conversion. E.g. 0.05 = 0.05%. type: number format: double exchange_rate_from: description: The currency code of the base currency in the exchange rate. type: string required: - asset - booking_uid - collateral - contract - date - execution - fee - funding_rate - id - info - margin_account - mark_price - new_average_entry_price - new_balance - old_average_entry_price - old_balance - realized_funding - realized_pnl - trade_price - conversion_spread_percentage - liquidation_fee