openapi: 3.1.0 info: title: Kraken Futures Trading API version: v3 description: Market data and order management endpoints. servers: - url: https://futures.kraken.com/derivatives/api/v3 description: Kraken Futures tags: - name: Market Data - name: Instrument Details description: >- - The `/instruments/status` endpoint provides a list of statuses for all instruments. - The `/instruments/{symbol}/status` endpoint provides the status of a single instrument. - name: Order Management - name: Multi-Collateral description: Endpoints pertaining to the multi-collateral (MC) futures markets. - name: Account Information - name: Assignment Program - name: Fee Schedules description: >- **DEPRECATED** — Effective 2026-06-22, the fee values returned by these endpoints no longer reflect the fees actually charged on Futures trades. Futures fee calculation has been migrated to a centralised Kraken fee service. To determine the fee rate applied to your trades, use the Spot [`GetTradeVolume`](https://docs.kraken.com/api/docs/rest-api/get-trade-volume) endpoint authenticated with a Spot API key. - name: General - name: Historical Data - name: Historical Funding Rates - name: Trading Settings - name: Subaccounts - name: Transfers - name: RFQs paths: /pnlpreferences: get: operationId: getPnlCurrencyPreference tags: - Multi-Collateral summary: Get PNL currency preferences description: >- The PNL currency preference is used to determine which currency to pay out when realizing PNL gains. security: - general-api-key-read-only: [] authent: [] responses: '200': description: OK content: application/json: schema: oneOf: - title: Success Response allOf: - type: object properties: preferences: type: array items: $ref: '#/components/schemas/PnlPreference' required: - preferences - $ref: '#/components/schemas/SuccessResponse' - $ref: '#/components/schemas/ErrorResponse' examples: success: $ref: '#/components/examples/GetPnlPreferencesExample' put: operationId: setPnlCurrencyPreference tags: - Multi-Collateral summary: Set PNL currency preference description: >- The PNL currency preference is used to determine which currency to pay out when realizing PNL gains. Calling this API can result in the following error codes: 87: Contract does not exist 88: Contract not a multi-collateral futures contract 89: Currency does not exist 90: Currency is not enabled for multi-collateral futures 41: Would cause liquidation security: - general-api-key: [] authent: [] parameters: - description: The symbol for the PnL preference. name: symbol in: query required: true schema: type: string - description: The asset in which profit will be realised for the specific symbol. name: pnlPreference in: query required: true schema: type: string responses: '200': description: OK content: application/json: schema: oneOf: - $ref: '#/components/schemas/SuccessResponse' - $ref: '#/components/schemas/ErrorResponse' examples: success: $ref: '#/components/examples/SuccessExample' /leveragepreferences: get: operationId: getLeverageSetting tags: - Multi-Collateral summary: Get leverage settings description: Returns list of configured leverage preferences. security: - general-api-key-read-only: [] authent: [] responses: '200': description: OK content: application/json: schema: oneOf: - title: Success Response allOf: - type: object properties: leveragePreferences: type: array items: $ref: '#/components/schemas/LeveragePreference' required: - leveragePreferences - $ref: '#/components/schemas/SuccessResponse' - $ref: '#/components/schemas/ErrorResponse' examples: success: $ref: '#/components/examples/GetLeveragePreferencesExample' put: operationId: setLeverageSetting tags: - Multi-Collateral summary: Set leverage settings description: >- Sets a contract's margin mode, either "isolated" or "cross" margin. When specifying a max leverage, the contract's margin mode will be isolated. Calling this endpoint can result in the following error codes: - 87: Contract does not exist - 88: Contract not a multi-collateral futures contract - 41: Would cause liquidation security: - general-api-key: [] authent: [] parameters: - description: Symbol for the leverage preference. name: symbol in: query required: true schema: type: string - description: | Max leverage to set. When present, the symbol's margin mode will be set to "isolated". When missing, the symbol's margin mode will be set to "cross". name: maxLeverage in: query required: false schema: type: number responses: '200': description: OK content: application/json: schema: oneOf: - $ref: '#/components/schemas/SuccessResponse' - $ref: '#/components/schemas/ErrorResponse' examples: success: $ref: '#/components/examples/SuccessExample' /accounts: get: operationId: getAccounts tags: - Account Information summary: Get wallets description: >- This endpoint returns key information relating to all your accounts which may either be cash accounts or margin accounts. This includes digital asset balances, instrument balances, margin requirements, margin trigger estimates and auxiliary information such as available funds, PnL of open positions and portfolio value. security: - general-api-key-read-only: [] authent: [] responses: '200': description: '' content: application/json: schema: title: Accounts Response oneOf: - title: Success Response allOf: - type: object properties: accounts: $ref: '#/components/schemas/Account' description: >- A structure containing structures with account-related information for all margin and cash accounts. required: - accounts - $ref: '#/components/schemas/SuccessResponse' - $ref: '#/components/schemas/ErrorResponse' examples: success: $ref: '#/components/examples/AccountsExample' /batchorder: post: operationId: sendBatchOrder tags: - Order Management summary: Batch order management description: >- This endpoint allows sending limit or stop order(s) and/or cancelling open order(s) and/or editing open order(s) for a currently listed Futures contract in batch. When editing an order, if the `trailingStopMaxDeviation` and `trailingStopDeviationUnit` parameters are sent unchanged, the system will recalculate a new stop price upon successful order modification. security: - general-api-key: [] authent: [] parameters: [] responses: '200': description: '' content: application/json: schema: oneOf: - title: Success Response allOf: - type: object required: - batchStatus properties: batchStatus: type: array items: $ref: '#/components/schemas/BatchInstructionResult' description: >- A structure containing information on the send order request. - $ref: '#/components/schemas/SuccessResponse' - $ref: '#/components/schemas/ErrorResponse' examples: success: $ref: '#/components/examples/BatchOrderExample' requestBody: required: true content: application/x-www-form-urlencoded: schema: type: object properties: ProcessBefore: $ref: '#/components/parameters/ProcessBefore' json: title: Batch Order type: object additionalProperties: false required: - batchOrder properties: batchOrder: type: array items: discriminator: propertyName: order mapping: send: '#/components/schemas/BatchOrderSend' edit: '#/components/schemas/BatchOrderEdit' cancel: '#/components/schemas/BatchOrderCancel' oneOf: - $ref: '#/components/schemas/BatchOrderSend' - $ref: '#/components/schemas/BatchOrderEdit' - $ref: '#/components/schemas/BatchOrderCancel' description: >- A list containing structures of order sending and order cancellation instructions. The list is in no particular order. examples: - batchOrder: - order: send order_tag: '1' orderType: lmt symbol: PF_XBTUSD side: buy size: 1 limitPrice: 1 cliOrdId: my_another_client_id - order: send order_tag: '2' orderType: stp symbol: PF_XBTUSD side: buy size: 1 limitPrice: 2 stopPrice: 3 - order: cancel order_id: e35d61dd-8a30-4d5f-a574-b5593ef0c050 - order: cancel cliOrdId: my_client_id description: This parameter is required to be encoded as a JSON string. required: - json /cancelallorders: post: operationId: cancelAllOrders tags: - Order Management summary: Cancel all orders description: >- This endpoint allows cancelling orders which are associated with a future's contract or a margin account. If no arguments are specified all open orders will be cancelled. security: - general-api-key: [] authent: [] parameters: - description: A futures product to cancel all open orders. name: symbol in: query required: false schema: type: string responses: '200': description: '' content: application/json: schema: oneOf: - title: Success Response allOf: - type: object properties: cancelStatus: description: >- A structure containing information on the cancellation request. $ref: '#/components/schemas/CancelAllOrdersStatusJson' required: - cancelStatus - $ref: '#/components/schemas/SuccessResponse' - $ref: '#/components/schemas/ErrorResponse' examples: success: $ref: '#/components/examples/CancelAllOrdersExample' /cancelallordersafter: post: operationId: cancelAllOrdersAfter tags: - Order Management summary: Dead man's switch description: >- This endpoint provides a Dead Man's Switch mechanism to protect the user from network malfunctions. The user can send a request with a timeout in seconds which will trigger a countdown timer that will cancel all user orders when timeout expires. The user has to keep sending request to push back the timeout expiration or they can deactivate the mechanism by specifying a timeout of zero (0). The recommended mechanism usage is making a call every 15 to 20 seconds and provide a timeout of 60 seconds. This allows the user to keep the orders in place on a brief network failure, while keeping them safe in case of a network breakdown. security: - general-api-key: [] authent: [] parameters: - description: The timeout specified in seconds. name: timeout in: query required: false schema: type: number format: uint32 example: 60 responses: '200': description: '' content: application/json: schema: oneOf: - title: Success Response allOf: - type: object properties: status: $ref: '#/components/schemas/DeadManSwitchStatusJson' description: The status of the switch. required: - status - $ref: '#/components/schemas/SuccessResponse' - $ref: '#/components/schemas/ErrorResponse' examples: success: $ref: '#/components/examples/CancelAllOrdersAfterSuccessExample' cancel: $ref: '#/components/examples/CancelAllOrdersAfterCancelExample' failure: $ref: '#/components/examples/CancelAllOrdersAfterFailureExample' /cancelorder: post: operationId: cancelOrder tags: - Order Management summary: Cancel order description: This endpoint allows cancelling an open order for a Futures contract. security: - general-api-key: [] authent: [] parameters: - $ref: '#/components/parameters/ProcessBefore' - name: order_id in: query schema: type: string description: The unique identifier of the order to be cancelled. description: The unique identifier of the order to be cancelled. - name: cliOrdId in: query schema: type: string description: The client unique identifier of the order to be cancelled. description: The client unique identifier of the order to be cancelled. responses: '200': description: '' content: application/json: schema: oneOf: - title: Success Response allOf: - type: object properties: cancelStatus: $ref: '#/components/schemas/CancelOrderStatusJson' description: >- A structure containing information on the cancellation request. required: - cancelStatus - $ref: '#/components/schemas/SuccessResponse' - $ref: '#/components/schemas/ErrorResponse' examples: success: $ref: '#/components/examples/CancelOrderExample' /editorder: post: operationId: editOrderSpring tags: - Order Management summary: Edit order description: >- This endpoint allows editing an existing order for a currently listed Futures contract. When editing an order, if the `trailingStopMaxDeviation` and `trailingStopDeviationUnit` parameters are sent unchanged, the system will recalculate a new stop price upon successful order modification. security: - general-api-key: [] authent: [] parameters: - $ref: '#/components/parameters/ProcessBefore' - description: >- ID of the order you wish to edit. (Required if CliOrdId is not included) name: orderId in: query schema: type: string - description: >- The order identity that is specified from the user. It must be globally unique (Required if orderId is not included) name: cliOrdId in: query schema: type: string - description: The size associated with the order name: size in: query schema: type: number - description: >- The limit price associated with the order. Must not exceed the tick size of the contract. name: limitPrice in: query schema: type: number - description: >- The stop price associated with a stop order. Required if old orderType is stp. Must not exceed tick size of the contract. Note that for stp orders, limitPrice is also required and denotes the worst price at which the stp order can get filled. name: stopPrice in: query schema: type: number - name: trailingStopMaxDeviation in: query schema: type: number description: >- Only relevant for trailing stop orders. Maximum value of 50%, minimum value of 0.1% for 'PERCENT' 'maxDeviationUnit'. Is the maximum distance the trailing stop's trigger price may trail behind the requested trigger signal. It defines the threshold at which the trigger price updates. minimum: 0.1 maximum: 50 description: >- Only relevant for trailing stop orders. Maximum value of 50%, minimum value of 0.1% for 'PERCENT' 'maxDeviationUnit'. Is the maximum distance the trailing stop's trigger price may trail behind the requested trigger signal. It defines the threshold at which the trigger price updates. - name: trailingStopDeviationUnit in: query schema: type: string enum: - PERCENT - QUOTE_CURRENCY - unknown description: >- Only relevant for trailing stop orders. This defines how the trailing trigger price is calculated from the requested trigger signal. For example, if the max deviation is set to 10, the unit is 'PERCENT', and the underlying order is a sell, then the trigger price will never be more then 10% below the trigger signal. Similarly, if the deviation is 100, the unit is 'QUOTE_CURRENCY', the underlying order is a sell, and the contract is quoted in USD, then the trigger price will never be more than $100 below the trigger signal. `unknown` is returned when the source value couldn't be decoded; this will be replaced with a real value as soon as possible. description: >- Only relevant for trailing stop orders. This defines how the trailing trigger price is calculated from the requested trigger signal. For example, if the max deviation is set to 10, the unit is 'PERCENT', and the underlying order is a sell, then the trigger price will never be more then 10% below the trigger signal. Similarly, if the deviation is 100, the unit is 'QUOTE_CURRENCY', the underlying order is a sell, and the contract is quoted in USD, then the trigger price will never be more than $100 below the trigger signal. `unknown` is returned when the source value couldn't be decoded; this will be replaced with a real value as soon as possible. - name: qtyMode in: query schema: type: string enum: - ABSOLUTE - RELATIVE description: >- Determines how the updated size is interpreted, defaulting to 'RELATIVE'. 'ABSOLUTE' means that the total order size, including past fills, is set to `size`. 'RELATIVE' means that the current open order size is set to `size`. description: >- Determines how the updated size is interpreted, defaulting to 'RELATIVE'. 'ABSOLUTE' means that the total order size, including past fills, is set to `size`. 'RELATIVE' means that the current open order size is set to `size`. responses: '200': description: '' content: application/json: schema: oneOf: - title: Success Response allOf: - type: object properties: editStatus: description: >- A structure containing information on the send order request $ref: '#/components/schemas/EditOrderStatus' required: - editStatus - $ref: '#/components/schemas/SuccessResponse' - $ref: '#/components/schemas/ErrorResponse' examples: success: $ref: '#/components/examples/EditOrderExample' /feeschedules: get: operationId: getFeeSchedulesV3 tags: - Fee Schedules summary: Get fee schedules deprecated: true description: >- **DEPRECATED** — Effective 2026-06-22, the fee values returned by this endpoint no longer reflect the fees actually charged on Futures trades. Futures fee calculation has been migrated to a centralised Kraken fee service. Use the Spot [`GetTradeVolume`](https://docs.kraken.com/api/docs/rest-api/get-trade-volume) endpoint instead. This endpoint lists all fee schedules. security: [] responses: '200': description: '' content: application/json: schema: oneOf: - title: Success Response allOf: - type: object properties: feeSchedules: type: array items: $ref: '#/components/schemas/FeeSchedule' required: - feeSchedules - $ref: '#/components/schemas/SuccessResponse' - $ref: '#/components/schemas/ErrorResponse' examples: success: $ref: '#/components/examples/FeeSchedulesExample' /feeschedules/volumes: get: operationId: getUserFeeScheduleVolumesV3 tags: - Fee Schedules summary: Get fee schedule volumes deprecated: true description: >- **DEPRECATED** — Effective 2026-06-22, the fee values returned by this endpoint no longer reflect the fees actually charged on Futures trades. Futures fee calculation has been migrated to a centralised Kraken fee service. Use the Spot [`GetTradeVolume`](https://docs.kraken.com/api/docs/rest-api/get-trade-volume) endpoint instead. Returns your fee schedule volumes for each fee schedule. security: - general-api-key-read-only: [] authent: [] responses: '200': description: '' content: application/json: schema: oneOf: - title: Success Response allOf: - type: object properties: volumesByFeeSchedule: $ref: '#/components/schemas/FeeScheduleVolumes' description: List containing the 30-day volume. required: - volumesByFeeSchedule - $ref: '#/components/schemas/SuccessResponse' - $ref: '#/components/schemas/ErrorResponse' examples: success: $ref: '#/components/examples/FeeSchedulesValuesExample' /fills: get: operationId: getFills tags: - Historical Data summary: Get your fills description: >- This endpoint returns information on your filled orders for all futures contracts. security: - general-api-key-read-only: [] authent: [] parameters: - description: >- If not provided, returns the last 100 fills in any futures contract. If provided, returns the 100 entries before lastFillTime. name: lastFillTime in: query required: false schema: type: string responses: '200': description: '' content: application/json: schema: oneOf: - title: Success Response allOf: - type: object properties: fills: type: array items: $ref: '#/components/schemas/FillJson' description: >- A list containing structures with information on filled orders. The list is sorted descending by `fillTime`. required: - fills - $ref: '#/components/schemas/SuccessResponse' - $ref: '#/components/schemas/ErrorResponse' examples: success: $ref: '#/components/examples/FillsExample' /history: get: operationId: getHistory tags: - Market Data summary: Get trade history description: >- This endpoint returns the most recent 100 trades prior to the specified `lastTime` value up to past 7 days or recent trading engine restart (whichever is sooner). If no `lastTime` specified, it will return 100 most recent trades. security: [] parameters: - description: The symbol of the Futures. name: symbol in: query required: true schema: type: string - description: Returns the last 100 trades from the specified lastTime value. name: lastTime in: query required: false schema: type: string responses: '200': description: '' content: application/json: schema: oneOf: - title: Success Response allOf: - type: object properties: history: type: array items: $ref: '#/components/schemas/HistoryJson' description: >- A list containing structures with historical price information. The list is sorted descending by time. required: - history - $ref: '#/components/schemas/SuccessResponse' - $ref: '#/components/schemas/ErrorResponse' /instruments: get: operationId: getInstruments tags: - Instrument Details summary: Get instruments description: Returns specifications for all currently listed markets and indices. security: [] parameters: - $ref: '#/components/parameters/ContractTypesQuery' - $ref: '#/components/parameters/ExpiredQuery' responses: '200': description: '' content: application/json: schema: oneOf: - title: Success Response allOf: - type: object properties: instruments: type: array items: $ref: '#/components/schemas/Instrument' description: >- A list containing structures for each available instrument. The list is in no particular order. required: - instruments - $ref: '#/components/schemas/SuccessResponse' - $ref: '#/components/schemas/ErrorResponse' examples: success: $ref: '#/components/examples/InstrumentsExample' /instruments/status: get: operationId: instrumentsStatus tags: - Instrument Details summary: Get instrument status list description: Returns price dislocation and volatility details for all markets. parameters: - $ref: '#/components/parameters/ContractTypesQuery' responses: '200': description: '' content: application/json: schema: oneOf: - title: Success Response allOf: - type: object properties: instrumentStatus: type: array items: $ref: '#/components/schemas/InstrumentStatus' required: - instrumentStatus - $ref: '#/components/schemas/SuccessResponse' - $ref: '#/components/schemas/ErrorResponse' /instruments/{symbol}/status: parameters: - $ref: '#/components/parameters/MarketSymbolPath' get: operationId: instrumentStatus tags: - Instrument Details summary: Get instrument status description: Returns price dislocation and volatility details for given market. responses: '200': description: '' content: application/json: schema: oneOf: - title: Success Response allOf: - $ref: '#/components/schemas/InstrumentStatus' - $ref: '#/components/schemas/SuccessResponse' - $ref: '#/components/schemas/ErrorResponse' /notifications: get: operationId: getNotifications tags: - General summary: Get notifications description: This endpoint provides the platform's notifications. security: - general-api-key-read-only: [] authent: [] responses: '200': description: '' content: application/json: schema: oneOf: - title: Success Response allOf: - type: object properties: notifications: type: array items: $ref: '#/components/schemas/NotificationJson' description: A list containing the notifications. required: - notifications - $ref: '#/components/schemas/SuccessResponse' - $ref: '#/components/schemas/ErrorResponse' examples: success: $ref: '#/components/examples/NotificationsSuccessExample' failure: $ref: '#/components/examples/NotificationsFailureExample' /openorders: get: operationId: getOpenOrders tags: - Order Management summary: Get open orders description: >- This endpoint returns information on all open orders for all Futures contracts. security: - general-api-key-read-only: [] authent: [] responses: '200': description: '' content: application/json: schema: oneOf: - title: Success Response allOf: - type: object properties: openOrders: type: array items: $ref: '#/components/schemas/OpenOrderJson' description: >- A list containing structures with information on open orders. The list is sorted descending by receivedTime. required: - openOrders - $ref: '#/components/schemas/SuccessResponse' - $ref: '#/components/schemas/ErrorResponse' examples: success: $ref: '#/components/examples/OpenOrdersExample' /openpositions: get: operationId: getOpenPositions tags: - Account Information summary: Get open positions description: >- This endpoint returns the size and average entry price of all open positions in Futures contracts. This includes Futures contracts that have matured but have not yet been settled. security: - general-api-key-read-only: [] authent: [] responses: '200': description: '' content: application/json: schema: oneOf: - title: Success Response allOf: - type: object properties: openPositions: type: array items: $ref: '#/components/schemas/OpenPositionJson' description: >- A list containing structures with information on open positions. The list is sorted descending by fillTime. required: - openPositions - $ref: '#/components/schemas/SuccessResponse' - $ref: '#/components/schemas/ErrorResponse' examples: success: $ref: '#/components/examples/OpenPositionsSuccessExample' failure: $ref: '#/components/examples/OpenPositionsFailureExample' /unwindqueue: get: operationId: getUnwindQueue tags: - Account Information summary: Get position percentile of unwind queue description: >- This endpoint returns the percentile of the open position in case of unwinding. security: - general-api-key-read-only: [] authent: [] responses: '200': description: '' content: application/json: schema: oneOf: - title: Success Response allOf: - type: object properties: queue: type: array items: $ref: '#/components/schemas/UnwindQueueJson' description: >- A list containing structures with information on open positions' percentile rank in the unwind/termination queue. required: - queue - $ref: '#/components/schemas/SuccessResponse' - $ref: '#/components/schemas/ErrorResponse' examples: success: $ref: '#/components/examples/UnwindQueueExample' /orderbook: get: operationId: getOrderbook tags: - Market Data summary: Get orderbook description: >- This endpoint returns the entire non-cumulative order book of currently listed Futures contracts. security: [] parameters: - description: The symbol of the Futures. name: symbol in: query required: true schema: type: string responses: '200': description: '' content: application/json: schema: oneOf: - title: Success Response allOf: - type: object properties: orderBook: $ref: '#/components/schemas/OrderBook' description: >- A structure containing lists with bid and ask prices and sizes. required: - orderBook - $ref: '#/components/schemas/SuccessResponse' - $ref: '#/components/schemas/ErrorResponse' /sendorder: post: operationId: sendOrder tags: - Order Management summary: Send order description: >- This endpoint allows sending a limit, stop, take profit or immediate-or-cancel order for a currently listed Futures contract. security: - general-api-key: [] authent: [] parameters: - $ref: '#/components/parameters/ProcessBefore' - $ref: '#/components/parameters/OrderTypeQuery' - name: symbol in: query required: true schema: type: string description: The symbol of the Futures description: The symbol of the Futures - $ref: '#/components/parameters/OrderSideQuery' - name: size in: query required: true schema: type: number description: >- The size associated with the order. Note that different Futures have different contract sizes. description: >- The size associated with the order. Note that different Futures have different contract sizes. - name: limitPrice in: query schema: type: number description: >- The limit price associated with the order. Note that for stop orders, limitPrice denotes the worst price at which the `stp` or `take_profit` order can get filled at. If no `limitPrice` is provided the `stp` or `take_profit` order will trigger a market order. If placing a `trailing_stop` order then leave undefined. description: >- The limit price associated with the order. Note that for stop orders, limitPrice denotes the worst price at which the `stp` or `take_profit` order can get filled at. If no `limitPrice` is provided the `stp` or `take_profit` order will trigger a market order. If placing a `trailing_stop` order then leave undefined. - name: stopPrice in: query schema: type: number description: >- The stop price associated with a stop or take profit order. Required if orderType is `stp` or `take_profit`, but if placing a `trailing_stop` then leave undefined. Note that for stop orders, limitPrice denotes the worst price at which the `stp` or `take_profit` order can get filled at. If no `limitPrice` is provided the `stp` or `take_profit` order will trigger a market order. description: >- The stop price associated with a stop or take profit order. Required if orderType is `stp` or `take_profit`, but if placing a `trailing_stop` then leave undefined. Note that for stop orders, limitPrice denotes the worst price at which the `stp` or `take_profit` order can get filled at. If no `limitPrice` is provided the `stp` or `take_profit` order will trigger a market order. - name: cliOrdId in: query schema: type: string maxLength: 100 description: >- The order identity that is specified from the user. It must be globally unique. description: >- The order identity that is specified from the user. It must be globally unique. - name: triggerSignal in: query schema: type: string enum: - mark - index - last description: >- If placing a `stp`, `take_profit` or `trailing_stop`, the signal used for trigger. - `mark` - the mark price - `index` - the index price - `last` - the last executed trade description: >- If placing a `stp`, `take_profit` or `trailing_stop`, the signal used for trigger. - `mark` - the mark price - `index` - the index price - `last` - the last executed trade - name: reduceOnly in: query schema: type: boolean description: >- Set as true if you wish the order to only reduce an existing position. Any order which increases an existing position will be rejected. Default false. description: >- Set as true if you wish the order to only reduce an existing position. Any order which increases an existing position will be rejected. Default false. - name: trailingStopMaxDeviation in: query schema: type: number description: >- Required if the order type is `trailing_stop`. Maximum value of 50%, minimum value of 0.1% for 'PERCENT' 'maxDeviationUnit'. Is the maximum distance the trailing stop's trigger price may trail behind the requested trigger signal. It defines the threshold at which the trigger price updates. minimum: 0.1 maximum: 50 description: >- Required if the order type is `trailing_stop`. Maximum value of 50%, minimum value of 0.1% for 'PERCENT' 'maxDeviationUnit'. Is the maximum distance the trailing stop's trigger price may trail behind the requested trigger signal. It defines the threshold at which the trigger price updates. - name: trailingStopDeviationUnit in: query schema: type: string enum: - PERCENT - QUOTE_CURRENCY - unknown description: >- Required if the order type is `trailing_stop`. This defines how the trailing trigger price is calculated from the requested trigger signal. For example, if the max deviation is set to 10, the unit is 'PERCENT', and the underlying order is a sell, then the trigger price will never be more then 10% below the trigger signal. Similarly, if the deviation is 100, the unit is 'QUOTE_CURRENCY', the underlying order is a sell, and the contract is quoted in USD, then the trigger price will never be more than $100 below the trigger signal. `unknown` is returned when the source value couldn't be decoded; this will be replaced with a real value as soon as possible. description: >- Required if the order type is `trailing_stop`. This defines how the trailing trigger price is calculated from the requested trigger signal. For example, if the max deviation is set to 10, the unit is 'PERCENT', and the underlying order is a sell, then the trigger price will never be more then 10% below the trigger signal. Similarly, if the deviation is 100, the unit is 'QUOTE_CURRENCY', the underlying order is a sell, and the contract is quoted in USD, then the trigger price will never be more than $100 below the trigger signal. `unknown` is returned when the source value couldn't be decoded; this will be replaced with a real value as soon as possible. - name: limitPriceOffsetValue in: query schema: type: number description: >- Can only be set for triggers, e.g. order types `take_profit`, `stop` and `trailing_stop`. If set, `limitPriceOffsetUnit` must be set as well. This defines a relative limit price depending on the trigger `stopPrice`. The price is determined when the trigger is activated by the `triggerSignal`. The offset can be positive or negative, there might be restrictions on the value depending on the `limitPriceOffsetUnit`. description: >- Can only be set for triggers, e.g. order types `take_profit`, `stop` and `trailing_stop`. If set, `limitPriceOffsetUnit` must be set as well. This defines a relative limit price depending on the trigger `stopPrice`. The price is determined when the trigger is activated by the `triggerSignal`. The offset can be positive or negative, there might be restrictions on the value depending on the `limitPriceOffsetUnit`. - name: limitPriceOffsetUnit in: query schema: type: string enum: - QUOTE_CURRENCY - PERCENT description: >- Can only be set together with `limitPriceOffsetValue`. This defines the unit for the relative limit price distance from the trigger's `stopPrice`. description: >- Can only be set together with `limitPriceOffsetValue`. This defines the unit for the relative limit price distance from the trigger's `stopPrice`. - name: broker in: query schema: type: string maxLength: 100 description: >- Valid Broker identifier on whose behalf the order is sent. Note: This is currently available exclusively in the Kraken pre-prod environments. description: >- Valid Broker identifier on whose behalf the order is sent. Note: This is currently available exclusively in the Kraken pre-prod environments. responses: '200': description: '' content: application/json: schema: oneOf: - title: Success Response allOf: - type: object properties: sendStatus: $ref: '#/components/schemas/SendOrderJson' description: >- A structure containing information on the send order request. required: - sendStatus - $ref: '#/components/schemas/SuccessResponse' - $ref: '#/components/schemas/ErrorResponse' examples: placed: $ref: '#/components/examples/PlacedOrderExample' rejected: $ref: '#/components/examples/RejectedOrderExample' executed: $ref: '#/components/examples/ExecutedOrderExample' /subaccount/{subaccountUid}/trading-enabled: parameters: - name: subaccountUid in: path required: true schema: type: string format: uuid get: operationId: getSubaccountTradingCapability tags: - Subaccounts summary: Check subaccount trading status description: Returns trading capability info for given subaccount. security: - general-api-key: [] authent: [] responses: '200': description: Trading enabled status. content: application/json: schema: oneOf: - $ref: '#/components/schemas/SubaccountEnabledJson' - $ref: '#/components/schemas/ErrorResponse' '404': description: The account or subaccount could not be found put: operationId: updateSubaccountTradingCapability tags: - Subaccounts summary: Update subaccount trading status description: Updates trading capabilities for given subaccount. security: - general-api-key: [] authent: [] parameters: - name: tradingEnabled in: query required: true schema: type: boolean responses: '200': description: Trading was successfully enabled/disabled. content: application/json: schema: oneOf: - $ref: '#/components/schemas/SubaccountEnabledJson' - $ref: '#/components/schemas/ErrorResponse' '404': description: The account or subaccount could not be found /subaccounts: get: operationId: listSubaccounts tags: - Subaccounts summary: Get subaccounts description: Return information about subaccounts, including balances and UIDs. security: - general-api-key-read-only: [] authent: [] responses: '200': description: '' content: application/json: schema: oneOf: - title: Success Response allOf: - type: object properties: masterAccountUid: type: string description: Master account UID subaccounts: type: array items: $ref: '#/components/schemas/SubAccount' description: The sub-accounts. required: - masterAccountUid - subaccounts - $ref: '#/components/schemas/SuccessResponse' - $ref: '#/components/schemas/ErrorResponse' examples: kfSuccess: $ref: '#/components/examples/SubaccountsWithFlexExample' /tickers: get: operationId: getTickers tags: - Market Data summary: Get tickers description: >- This endpoint returns current market data for all currently listed Futures contracts and indices. security: [] parameters: - $ref: '#/components/parameters/ContractTypesQuery' - $ref: '#/components/parameters/SymbolsQuery' responses: '200': description: '' content: application/json: schema: oneOf: - title: Success Response allOf: - type: object properties: tickers: type: array items: $ref: '#/components/schemas/AnyTicker' description: >- A list containing a structures for each available instrument. The list is in no particular order. required: - tickers - $ref: '#/components/schemas/SuccessResponse' - $ref: '#/components/schemas/ErrorResponse' examples: success: $ref: '#/components/examples/TickersExample' /tickers/{symbol}: parameters: - $ref: '#/components/parameters/MarketSymbolPath' get: operationId: getTicker tags: - Market Data summary: Get ticker by symbol description: Get market data for contract or index by symbol security: [] responses: '200': description: '' content: application/json: schema: allOf: - type: object properties: ticker: type: object $ref: '#/components/schemas/AnyTicker' required: - ticker - $ref: '#/components/schemas/SuccessResponse' examples: success: $ref: '#/components/examples/TickerExample' '404': description: Contract could not be found content: application/json: schema: $ref: '#/components/schemas/ErrorResponse' /transfer: post: operationId: transfer tags: - Transfers summary: Initiate wallet transfer description: >- This endpoint allows you to transfer funds between two margin accounts with the same collateral currency, or between a margin account and your cash account. security: - general-api-key: [] authent: [] parameters: - description: >- The wallet (cash or margin account) from which funds should be debited name: fromAccount in: query required: true schema: type: string example: fi_ethusd - description: >- The wallet (cash or margin account) to which funds should be credited name: toAccount in: query required: true schema: type: string example: flex - description: The currency unit to transfer name: unit in: query required: true schema: type: string example: eth - description: The amount to transfer name: amount in: query required: true schema: type: number format: decimal exclusiveMinimum: 0 example: 0.1 responses: '200': description: '' content: application/json: schema: oneOf: - $ref: '#/components/schemas/SuccessResponse' - $ref: '#/components/schemas/ErrorResponse' /transfer/subaccount: post: operationId: subAccountTransfer tags: - Transfers summary: Initiate sub account transfer description: >- This endpoint allows you to transfer funds between the current account and a sub account, between two margin accounts with the same collateral currency, or between a margin account and your cash account. security: - general-api-key: [] authent: [] parameters: - description: >- The user account (this or a sub account) from which funds should be debited name: fromUser in: query required: true schema: type: string - description: >- The user account (this or a sub account) to which funds should be credited name: toUser in: query required: true schema: type: string - description: >- The wallet (cash or margin account) from which funds should be debited name: fromAccount in: query required: true schema: type: string - description: >- The wallet (cash or margin account) to which funds should be credited name: toAccount in: query required: true schema: type: string - description: The currency unit to transfer name: unit in: query required: true schema: type: string - description: The amount to transfer name: amount in: query required: true schema: type: string responses: '200': description: '' content: application/json: schema: oneOf: - $ref: '#/components/schemas/SuccessResponse' - $ref: '#/components/schemas/ErrorResponse' examples: success: $ref: '#/components/examples/SuccessExample' failure: $ref: '#/components/examples/TransferSubaccountFailureExample' /withdrawal: post: operationId: withdrawal tags: - Transfers summary: Initiate withdrawal to Spot wallet description: >- This endpoint allows you to request to withdraw digital assets to your Kraken Spot wallet. Wallet names can be found in the 'accounts' structure in the Get Wallets /accounts response. security: - withdrawal-api-key: [] authent: [] parameters: - description: The digital asset that shall be withdrawn back to spot wallet. name: currency in: query required: true schema: type: string example: eth - description: The amount of currency that shall be withdrawn back to spot wallet. name: amount in: query required: true schema: type: number format: decimal exclusiveMinimum: 0 example: 0.1 - description: >- The wallet from which the funds shall be withdrawn back to spot wallet. Default is "cash" wallet. name: sourceWallet in: query required: false schema: type: string example: flex responses: '200': description: '' content: application/json: schema: oneOf: - $ref: '#/components/schemas/WithdrawalResponse' - $ref: '#/components/schemas/ErrorResponse' examples: success: value: uid: 9053db5f-0d5e-48dd-b606-a5c92576b706 result: success serverTime: '2022-06-28T14:48:58.711Z' failure: $ref: '#/components/examples/WithdrawalFailureExample' /assignmentprogram/current: get: operationId: getAssignmentProgramCurrent tags: - Assignment Program summary: List assignment programs description: >- This endpoint returns information on currently active assignment programs security: - general-api-key-read-only: [] authent: [] responses: '200': description: '' content: application/json: schema: oneOf: - title: Success Response allOf: - type: object properties: participants: type: array items: $ref: >- #/components/schemas/AssignmentParticipantDetails required: - participants - $ref: '#/components/schemas/SuccessResponse' - $ref: '#/components/schemas/ErrorResponse' /assignmentprogram/add: post: operationId: addAssignmentProgram tags: - Assignment Program summary: Add assignment preference description: This endpoint adds an assignment program preference security: - general-api-key-read-only: [] authent: [] parameters: - description: >- Type of contract for the assignment program preference. Options can be found in the 'accounts' structure in the Get Wallets /accounts response name: contractType in: query required: true schema: type: string - description: >- A specific contract for this assignment program preference. Required for "flex" contracts if base/quote currencies are not included. name: contract in: query required: false schema: type: string - description: The maximum size for an assignment name: maxSize in: query required: false schema: type: number - description: The maximum position name: maxPosition in: query required: false schema: type: number - description: Accept to take long positions name: acceptLong in: query required: true schema: type: boolean - description: Accept to take short positions name: acceptShort in: query required: true schema: type: boolean - description: When is the program preference valid name: timeFrame in: query required: true schema: type: string - description: enabled assignment name: enabled in: query required: true schema: type: boolean responses: '200': description: '' content: application/json: schema: oneOf: - title: Success Response allOf: - $ref: '#/components/schemas/AssignmentParticipantDetails' - $ref: '#/components/schemas/SuccessResponse' - $ref: '#/components/schemas/ErrorResponse' /assignmentprogram/delete: post: operationId: deleteAssignmentProgram tags: - Assignment Program summary: Deletes assignment preference description: This endpoint deletes an assignment program preference security: - general-api-key-read-only: [] authent: [] parameters: - description: Id of program to delete name: id in: query required: true schema: type: number responses: '200': description: '' content: application/json: schema: oneOf: - title: Success Response allOf: - $ref: '#/components/schemas/AssignmentParticipantDetails' - $ref: '#/components/schemas/SuccessResponse' - $ref: '#/components/schemas/ErrorResponse' /assignmentprogram/history: get: operationId: getAssignmentProgramHistory tags: - Assignment Program summary: List assignment preferences history description: >- This endpoint returns information on assignment program preferences change history security: - general-api-key-read-only: [] authent: [] responses: '200': description: '' content: application/json: schema: oneOf: - title: Success Response allOf: - type: object properties: participants: type: array items: $ref: >- #/components/schemas/AssignmentParticipantHistoryJson required: - participants - $ref: '#/components/schemas/SuccessResponse' - $ref: '#/components/schemas/ErrorResponse' /orders/status: post: operationId: getOrderStatus tags: - Order Management summary: Get Specific Orders' Status description: >- Returns information on specified orders which are open or were filled/cancelled in the last 5 seconds. security: - general-api-key: [] authent: [] parameters: - description: UIDs associated with orders or triggers. name: orderIds in: query required: false schema: type: array items: type: string format: uuid - description: Client Order IDs associated with orders or triggers. name: cliOrdIds in: query required: false schema: type: array items: type: string example: - testOrder1 - testOrder2 responses: '200': description: '' content: application/json: schema: oneOf: - title: Success Response allOf: - type: object properties: orders: type: array items: $ref: '#/components/schemas/OrderStatusDetailsJson' required: - orders - $ref: '#/components/schemas/SuccessResponse' - $ref: '#/components/schemas/ErrorResponse' /historical-funding-rates: get: operationId: historicalFundingRates tags: - Historical Funding Rates summary: Historical funding rates description: Returns list of historical funding rates for given market. parameters: - $ref: '#/components/parameters/MarketSymbolQueryRequired' responses: '200': description: Historical funding rates for given market. content: application/json: schema: title: Success Response allOf: - type: object properties: rates: description: >- A list containing structures with historical funding rate information. The list is sorted ascending by timestamp. type: array items: $ref: '#/components/schemas/HistoricalFundingRateJson' required: - rates - $ref: '#/components/schemas/SuccessResponse' examples: success: $ref: '#/components/examples/HistoricalFundingRatesExample' '400': description: Symbol is invalid or does not reference a perpetual market. content: application/json: schema: $ref: '#/components/schemas/ErrorResponse' /self-trade-strategy: get: operationId: getSelfTradeStrategy tags: - Trading Settings summary: Get self trade strategy description: Returns account-wide self-trade matching strategy. security: - general-api-key-read-only: [] authent: [] responses: '200': description: Get current self trade strategy content: application/json: schema: oneOf: - title: Success Response allOf: - $ref: '#/components/schemas/SelfTradeStrategyJson' - $ref: '#/components/schemas/SuccessResponse' - $ref: '#/components/schemas/ErrorResponse' put: operationId: setSelfTradeStrategy tags: - Trading Settings summary: Update self trade strategy description: Updates account-wide self-trade matching behavior to given strategy. security: - general-api-key: [] authent: [] parameters: - description: Defines self trade behaviour name: strategy in: query required: true schema: $ref: '#/components/schemas/SelfTradeStrategy' responses: '200': description: Self trade strategy was successfully updated content: application/json: schema: oneOf: - title: Success Response allOf: - $ref: '#/components/schemas/SelfTradeStrategyJson' - $ref: '#/components/schemas/SuccessResponse' - $ref: '#/components/schemas/ErrorResponse' /portfolio-margining/parameters: get: operationId: getPortfolioMarginingParameters tags: - Account Information summary: Get portfolio margin parameters description: >- Retrieve current portfolio margin calculation parameters. Also includes user specific limits related to options trading. Note: This is currently available exclusively in the Kraken pre-prod environments. security: - general-api-key-read-only: [] authent: [] responses: '200': description: Portfolio margining parameters content: application/json: schema: oneOf: - title: Success Response allOf: - $ref: '#/components/schemas/PortfolioMarginingParameters' - $ref: '#/components/schemas/SuccessResponse' - $ref: '#/components/schemas/ErrorResponse' servers: - url: https://demo-futures.kraken.com/derivatives/api/v3 /portfolio-margining/simulate: post: operationId: simulatePortfolio tags: - Account Information summary: Calculate portfolio margin, pnl and greeks description: >- For a given portfolio of balances and positions (futures and options), calculate the margin requirements, pnl and option greeks. Note: This is currently available exclusively in the Kraken pre-prod environments. security: - general-api-key-read-only: [] authent: [] parameters: - description: Request body as a JSON string name: json in: query required: true content: application/json: schema: $ref: '#/components/schemas/PortfolioSimulationRequest' responses: '200': description: Simulated portfolio calculations content: application/json: schema: oneOf: - title: Success Response allOf: - $ref: '#/components/schemas/PortfolioSimulationResponse' - $ref: '#/components/schemas/SuccessResponse' - $ref: '#/components/schemas/ErrorResponse' servers: - url: https://demo-futures.kraken.com/derivatives/api/v3 /rfqs: get: operationId: getAllOpenRfqs tags: - RFQs summary: List all open RFQs description: >- Retrieve all currently open RFQs Note: This is currently available exclusively in the Kraken pre-prod environments. responses: '200': description: RFQs content: application/json: schema: oneOf: - title: Success Response allOf: - $ref: '#/components/schemas/OpenRfqsResponse' - $ref: '#/components/schemas/SuccessResponse' - $ref: '#/components/schemas/ErrorResponse' servers: - url: https://demo-futures.kraken.com/derivatives/api/v3 /rfqs/{rfqUid}: get: operationId: getRfq tags: - RFQs summary: Retrieve a single RFQ (open or recently closed) description: >- Retrieve a single RFQ by its unique identifier. The response includes both open and recently closed RFQs, with a lifecycle `status` field indicating the current state. Closed RFQs are tracked in an in-memory cache only and are not persisted; they may be evicted by the cache eviction policy or wiped on service restart. Note: This is currently available exclusively in the Kraken pre-prod environments. parameters: - description: Unique identifier for the RFQ name: rfqUid in: path required: true schema: type: string format: uuid responses: '200': description: A single RFQ object content: application/json: schema: oneOf: - title: Success Response allOf: - type: object required: - rfq properties: rfq: $ref: '#/components/schemas/OpenRfq' - $ref: '#/components/schemas/SuccessResponse' - $ref: '#/components/schemas/ErrorResponse' servers: - url: https://demo-futures.kraken.com/derivatives/api/v3 /rfqs/open-offers: get: operationId: getOpenRfqOffers tags: - RFQs summary: List open offers on open RFQs description: >- Retrieve all open offers for the account on currently open RFQs Note: This is currently available exclusively in the Kraken pre-prod environments. security: - general-api-key-read-only: [] authent: [] responses: '200': description: Open Offers content: application/json: schema: oneOf: - title: Success Response allOf: - $ref: '#/components/schemas/OpenRfqOffersResponse' - $ref: '#/components/schemas/SuccessResponse' - $ref: '#/components/schemas/ErrorResponse' servers: - url: https://demo-futures.kraken.com/derivatives/api/v3 /rfqs/{rfqUid}/place-offer: post: operationId: placeRfqOffer tags: - RFQs summary: Place new offer on an open RFQ description: >- Place a new offer for the given amount in USD on the specified open RFQ, bid and ask are optional but at least one must be provided Note: This is currently available exclusively in the Kraken pre-prod environments. security: - general-api-key-read-only: [] authent: [] parameters: - description: Unique identifier for the RFQ name: rfqUid in: path required: true schema: type: string format: uuid requestBody: required: true content: application/json: schema: type: object properties: bid: type: number format: number description: The bid price (optional) ask: type: number format: number description: The ask price (optional) example: bid: 100.5 ask: 101.75 responses: '200': description: Placed bid content: application/json: schema: oneOf: - title: Success Response allOf: - type: object properties: offerUid: type: string format: uuid required: - offerUid - $ref: '#/components/schemas/SuccessResponse' - $ref: '#/components/schemas/ErrorResponse' servers: - url: https://demo-futures.kraken.com/derivatives/api/v3 /rfqs/{rfqUid}/replace-offer: put: operationId: replaceRfqOffer tags: - RFQs summary: Replace open offer on open RFQ description: >- Replace the current open offer on the specified open RFQ, bid and ask are optional but at least one must be provided Note: This is currently available exclusively in the Kraken pre-prod environments. security: - general-api-key-read-only: [] authent: [] parameters: - description: Unique identifier for the RFQ name: rfqUid in: path required: true schema: type: string format: uuid requestBody: required: true content: application/json: schema: type: object properties: bid: type: number format: number description: The bid price (optional) ask: type: number format: number description: The ask price (optional) example: bid: 100.5 ask: 101.75 responses: '200': description: '' content: application/json: schema: oneOf: - $ref: '#/components/schemas/SuccessResponse' - $ref: '#/components/schemas/ErrorResponse' servers: - url: https://demo-futures.kraken.com/derivatives/api/v3 /rfqs/{rfqUid}/cancel-offer: delete: operationId: cancelRfqOffer tags: - RFQs summary: Cancel open offer on open RFQ description: >- Cancel the current open offer on the specified open RFQ Note: This is currently available exclusively in the Kraken pre-prod environments. security: - general-api-key-read-only: [] authent: [] parameters: - description: Unique identifier for the RFQ name: rfqUid in: path required: true schema: type: string format: uuid responses: '200': description: '' content: application/json: schema: oneOf: - $ref: '#/components/schemas/SuccessResponse' - $ref: '#/components/schemas/ErrorResponse' servers: - url: https://demo-futures.kraken.com/derivatives/api/v3 /rfqs/closed-offers: get: operationId: getClosedRfqOffers tags: - RFQs summary: List offers placed by the account on closed RFQs description: >- Retrieve all offers the account placed on RFQs that have since closed. The `status` field on each offer indicates how the parent RFQ closed (`expired`, `cancelled`, `filled_bid_side`, or `filled_ask_side`). Closed RFQs are tracked in an in-memory cache only and are not persisted; offers may be evicted by the cache eviction policy or wiped on service restart. Note: This is currently available exclusively in the Kraken pre-prod environments. security: - general-api-key: [] authent: [] responses: '200': description: '' content: application/json: schema: oneOf: - title: Success Response allOf: - type: object required: - offers properties: offers: type: array items: $ref: '#/components/schemas/ClosedRfqOffer' - $ref: '#/components/schemas/SuccessResponse' - $ref: '#/components/schemas/ErrorResponse' servers: - url: https://demo-futures.kraken.com/derivatives/api/v3 /rfqs/open-rfqs: get: operationId: getOpenRfqsForAccount tags: - RFQs summary: List open RFQs for account description: >- Retrieve all currently open RFQs created by the authenticated account. Note: This is currently available exclusively in the Kraken pre-prod environments. security: - general-api-key-read-only: [] authent: [] responses: '200': description: Open RFQs for account content: application/json: schema: $ref: '#/components/schemas/OpenRfqsForAccountResponse' '404': description: RFQ feature is not enabled. content: application/json: schema: $ref: '#/components/schemas/ErrorResponse' servers: - url: https://demo-futures.kraken.com/derivatives/api/v3 post: operationId: createUserRfq tags: - RFQs summary: Create a new RFQ description: >- Create a new RFQ for the authenticated account. Note: This is currently available exclusively in the Kraken pre-prod environments. security: - general-api-key: [] authent: [] parameters: - description: JSON-encoded RFQ creation request. name: json in: query required: true content: application/json: schema: $ref: '#/components/schemas/RfqCreationRequest' responses: '200': description: RFQ creation result content: application/json: schema: $ref: '#/components/schemas/RfqCreationResponse' '404': description: RFQ feature is not enabled. content: application/json: schema: $ref: '#/components/schemas/ErrorResponse' servers: - url: https://demo-futures.kraken.com/derivatives/api/v3 /rfqs/open-rfqs/{rfqUid}: delete: operationId: cancelUserRfq tags: - RFQs summary: Cancel an open RFQ description: >- Cancel a specific open RFQ created by the authenticated account. Note: This is currently available exclusively in the Kraken pre-prod environments. security: - general-api-key: [] authent: [] parameters: - description: Unique identifier for the RFQ to cancel name: rfqUid in: path required: true schema: type: string format: uuid responses: '200': description: RFQ cancellation result content: application/json: schema: $ref: '#/components/schemas/RfqCancellationResponse' '404': description: RFQ feature is not enabled. content: application/json: schema: $ref: '#/components/schemas/ErrorResponse' servers: - url: https://demo-futures.kraken.com/derivatives/api/v3 /rfqs/open-rfqs/accept-offer/{rfqUid}: post: operationId: acceptRfqOffer tags: - RFQs summary: Accept an offer on an open RFQ description: >- Accept an offer on a specific open RFQ created by the authenticated account. Exactly one of `bidAccepted` or `askAccepted` must be provided. Note: This is currently available exclusively in the Kraken pre-prod environments. security: - general-api-key: [] authent: [] parameters: - description: Unique identifier for the RFQ name: rfqUid in: path required: true schema: type: string format: uuid - description: The bid price to accept in USD name: bidAccepted in: query required: false schema: $ref: '#/components/schemas/DecimalString' - description: The ask price to accept in USD name: askAccepted in: query required: false schema: $ref: '#/components/schemas/DecimalString' responses: '200': description: RFQ offer acceptance result content: application/json: schema: $ref: '#/components/schemas/RfqOfferAcceptanceResponse' '404': description: RFQ feature is not enabled. content: application/json: schema: $ref: '#/components/schemas/ErrorResponse' servers: - url: https://demo-futures.kraken.com/derivatives/api/v3 components: securitySchemes: authent: type: apiKey description: Authentication string in: header name: Authent x-inlineDescription: true general-api-key: type: apiKey description: General API key with **full** access in: header name: APIKey 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 withdrawal-api-key: type: apiKey description: | **Withdrawal** API key with **full** access in: header name: APIKey x-inlineDescription: true schemas: Account: description: Information for all margin and cash accounts type: object properties: cash: $ref: '#/components/schemas/CashAccount' flex: $ref: '#/components/schemas/FlexBalanceSummary' description: Structure showing multi-collateral wallet details. required: - cash - flex additionalProperties: $ref: '#/components/schemas/MarginAccount' AnyTicker: oneOf: - $ref: '#/components/schemas/MarketTicker' - $ref: '#/components/schemas/IndexTicker' AssignmentParticipantDetails: type: object properties: id: type: number participant: $ref: '#/components/schemas/AssignmentParticipantJson' required: - id - participant AssignmentParticipantHistoryJson: type: object properties: deleted: type: boolean participant: $ref: '#/components/schemas/AssignmentParticipantJson' timestamp: $ref: '#/components/schemas/Rfc3339DateTime' required: - deleted - participant AssignmentParticipantJson: type: object properties: contractType: type: string contract: type: string nullable: true maxSize: format: double type: number nullable: true maxPosition: format: double type: number nullable: true acceptLong: type: boolean acceptShort: type: boolean timeFrame: type: string enum: - all - weekdays - weekends enabled: type: boolean required: - contractType - acceptLong - acceptShort - timeFrame - enabled example: contractType: flex contract: PF_BTCUSD maxPosition: 10 maxSize: 10 acceptLong: true acceptShort: true timeFrame: weekdays enabled: true Auxiliary: type: object properties: usd: type: number pv: type: number description: The portfolio value of the account, in currency. pnl: type: number description: The PnL of current open positions of the account, in currency. af: type: number description: The available funds of the account, in currency. funding: type: number required: - usd - pv - pnl - af - funding BatchInstructionResult: title: BatchInstructionResult type: object properties: cliOrdId: type: string description: >- The unique client order identifier. This field is returned only if the order has a client order ID. dateTimeReceived: type: string description: The date and time the order was received. nullable: true orderEvents: type: array items: $ref: '#/components/schemas/OrderEvent' order_id: type: string description: The unique identifier of the order. nullable: true order_tag: type: string description: >- The arbitrary string provided client-side when the order was sent for the purpose of mapping order sending instructions to the API's response. nullable: true status: type: string enum: - placed - edited - cancelled - invalidOrderType - invalidSide - invalidSize - invalidPrice - insufficientAvailableFunds - selfFill - tooManySmallOrders - marketSuspended - marketInactive - clientOrderIdAlreadyExist - clientOrderIdTooLong - outsidePriceCollar - postWouldExecute - iocWouldNotExecute - orderForEditNotFound - notFound description: >- The status of the order. Success statuses: - `placed` - order placed successfully - `edited` - order edited successfully - `cancelled` - order cancelled successfully Error statuses: - `invalidOrderType` - invalid order type - `invalidSide` - invalid side - `invalidSize` - invalid size - `invalidPrice` - invalid limitPrice and/or stopPrice - `insufficientAvailableFunds` - insufficient available funds - `selfFill` - would fill against the same account's order - `tooManySmallOrders` - too many small orders already open - `marketSuspended` - market is suspended - `marketInactive` - market is inactive - `clientOrderIdAlreadyExist` - client order ID already exists - `clientOrderIdTooLong` - client order ID exceeds the permissible limit - `outsidePriceCollar` - limit price is too far from mark price (fat-finger protection) - `postWouldExecute` - post-only order would execute immediately on placement - `iocWouldNotExecute` - immediate-or-cancel order would not execute - `orderForEditNotFound` - order to be edited was not found - `notFound` - order to be cancelled was not found required: - status - orderEvents BatchOrderCancel: title: BatchOrderCancel example: order: cancel order_id: e35d61dd-8a30-4d5f-a574-b5593ef0c050 allOf: - type: object properties: order: description: Always `cancel`. type: string enum: - cancel required: - order - $ref: '#/components/schemas/CancelInstruction' BatchOrderEdit: title: BatchOrderEdit allOf: - $ref: '#/components/schemas/OrderIdElement' - type: object properties: order: type: string description: Always `edit`. enum: - edit size: type: number description: The size associated with the order. limitPrice: type: number description: The limit price associated with the order. stopPrice: type: number description: >- The stop price associated with a stop order. Required if old orderType is stp. Note that for `stp` orders, `limitPrice` is also required and denotes the worst price at which the stp order can get filled. trailingStopMaxDeviation: type: number description: >- Only relevant for trailing stop orders. Maximum value of 50%, minimum value of 0.1% for 'PERCENT' 'maxDeviationUnit'. Is the maximum distance the trailing stop's trigger price may trail behind the requested trigger signal. It defines the threshold at which the trigger price updates. minimum: 0.1 maximum: 50 trailingStopDeviationUnit: type: string enum: - PERCENT - QUOTE_CURRENCY - unknown description: >- Only relevant for trailing stop orders. This defines how the trailing trigger price is calculated from the requested trigger signal. For example, if the max deviation is set to 10, the unit is 'PERCENT', and the underlying order is a sell, then the trigger price will never be more then 10% below the trigger signal. Similarly, if the deviation is 100, the unit is 'QUOTE_CURRENCY', the underlying order is a sell, and the contract is quoted in USD, then the trigger price will never be more than $100 below the trigger signal. `unknown` is returned when the source value couldn't be decoded; this will be replaced with a real value as soon as possible. qtyMode: type: string enum: - ABSOLUTE - RELATIVE description: >- Determines how the updated size is interpreted, defaulting to 'RELATIVE'. 'ABSOLUTE' means that the total order size, including past fills, is set to `size`. 'RELATIVE' means that the current open order size is set to `size`. BatchOrderSend: title: BatchOrderSend type: object required: - symbol - order_tag - side - size - orderType properties: order: type: string description: Always `send`. enum: - send order_tag: type: string description: >- An arbitrary string provided client-side to tag the order for the purpose of mapping order sending instructions to the API's response. orderType: $ref: '#/components/schemas/OrderType' symbol: type: string description: The symbol of the Futures. side: $ref: '#/components/schemas/OrderDirection' size: type: number description: The size associated with the order. limitPrice: type: number description: >- The limit price associated with the order. If placing a `trailing_stop` order then leave undefined. stopPrice: type: number description: >- The stop price associated with a stop order. Required if `orderType` is `stp`. Note that for `stp` orders, `limitPrice` is also required and denotes the worst price at which the `stp` order can get filled cliOrdId: type: string description: >- The order identity that is specified from the user. It must be globally unique. maxLength: 100 triggerSignal: type: string enum: - mark - index - last - unknown description: >- `unknown` is returned when the source value couldn't be decoded; this will be replaced with a real value as soon as possible. reduceOnly: type: boolean description: >- Set as 'true' if you wish the order to only reduce an existing position. Any order which increases an existing position will be rejected. Default 'false'. default: false trailingStopMaxDeviation: type: number description: >- Required if the order type is `trailing_stop`. Is the maximum distance the trailing stop's trigger price may trail behind the requested trigger signal. It defines the threshold at which the trigger price updates. trailingStopDeviationUnit: type: string enum: - PERCENT - QUOTE_CURRENCY - unknown description: >- Required if the order type is `trailing_stop`. This defines how the trailing trigger price is calculated from the requested trigger signal. For example, if the max deviation is set to 10, the unit is 'PERCENT', and the underlying order is a sell, then the trigger price will never be more then 10% below the trigger signal. Similarly, if the deviation is 100, the unit is 'QUOTE_CURRENCY', the underlying order is a sell, and the contract is quoted in USD, then the trigger price will never be more than $100 below the trigger signal. `unknown` is returned when the source value couldn't be decoded; this will be replaced with a real value as soon as possible. example: order: send order_tag: '1' orderType: lmt symbol: PF_XBTUSD side: buy size: 1 limitPrice: 1 cliOrdId: my_another_client_id CachedOrderJson: type: object properties: type: type: string enum: - TRIGGER_ORDER - ORDER orderId: type: string format: uuid cliOrdId: type: string nullable: true symbol: type: string side: type: string quantity: type: number nullable: true filled: type: number nullable: true limitPrice: type: number nullable: true reduceOnly: type: boolean timestamp: type: string lastUpdateTimestamp: type: string priceTriggerOptions: nullable: true allOf: - $ref: '#/components/schemas/TriggerOptions' triggerTime: type: string nullable: true required: - type - orderId - cliOrdId - symbol - side - quantity - filled - limitPrice - reduceOnly - timestamp - lastUpdateTimestamp - algoId - priceTriggerOptions - triggerTime CancelAllOrdersStatusJson: type: object properties: cancelOnly: type: string description: The symbol of the futures or all. cancelledOrders: type: array items: $ref: '#/components/schemas/OrderIdElement' description: >- A list of structures containing all the successfully cancelled orders. orderEvents: type: array items: $ref: '#/components/schemas/CancelEvent' receivedTime: type: string description: The date and time the order cancellation was received. status: type: string enum: - noOrdersToCancel - cancelled description: |- The status of the order cancellation: - `cancelled` - successful cancellation - `noOrdersToCancel` - no open orders for cancellation required: - cancelOnly - cancelledOrders - orderEvents - receivedTime - status CancelEvent: title: CancelEvent type: object properties: type: description: Always `CANCEL`. type: string enum: - CANCEL uid: type: string description: The UID associated with the order. order: nullable: true allOf: - $ref: '#/components/schemas/OrderJson' description: The cancelled order. required: - type - uid - order CancelInstruction: type: object description: Provide either `order_id` or `cliOrdId`. properties: order_id: description: Order ID. type: string format: uuid cliOrdId: description: Unique client order identifier. type: string maxLength: 100 CancelOrderStatusJson: type: object properties: cliOrdId: type: string description: The client order ID. Shown only if client specified one. nullable: true orderEvents: type: array items: $ref: '#/components/schemas/OrderEvent' order_id: type: string format: uuid description: The cancelled order UID receivedTime: type: string description: The date and time the order cancellation was received. status: type: string enum: - cancelled - filled - notFound description: >- The status of the order cancellation: - `cancelled` - The order has been cancelled. This may only be part of the order as part may have been filled. Check open_orders websocket feed for status of the order. - `filled` - The order was found completely filled and could not be cancelled - `notFound` - The order was not found, either because it had already been cancelled or it never existed required: - status CancelTriggerEvent: title: CancelTriggerEvent type: object properties: type: description: Always `CANCEL`. type: string enum: - CANCEL uid: type: string orderTrigger: nullable: true allOf: - $ref: '#/components/schemas/OrderTriggerJson' required: - type - uid - orderTrigger CashAccount: type: object properties: type: type: string enum: - cashAccount description: The type of the account (always "cashAccount"). balances: $ref: '#/components/schemas/CashAccountBalances' description: A structure containing account balances. required: - type - balances CashAccountBalances: type: object additionalProperties: $ref: '#/components/schemas/DecimalString' DeadManSwitchStatusJson: type: object properties: currentTime: type: string description: The server date and time that server received the request. triggerTime: type: string description: The server date and time that the switch will be activated. required: - currentTime - triggerTime EditEvent: title: EditEvent type: object properties: type: description: Always `EDIT`. type: string enum: - EDIT old: $ref: '#/components/schemas/OrderJson' description: The order before the edit was applied. new: $ref: '#/components/schemas/OrderJson' description: The order after the edit was applied. reducedQuantity: type: number description: >- The amount of quantity that was removed from the edited order or null if the order is not a reduce only. nullable: true required: - type - old - new - reducedQuantity EditOrderStatus: type: object properties: orderId: type: string description: The unique identifier of the order nullable: true cliOrdId: type: string description: |- The unique client order identifier. This field is returned only if the order has a client order ID. nullable: true orderEvents: type: array items: $ref: '#/components/schemas/OrderEvent' receivedTime: type: string description: The date and time the order was received nullable: true status: type: string enum: - edited - invalidSize - invalidPrice - insufficientAvailableFunds - selfFill - tooManySmallOrders - outsidePriceCollar - postWouldExecute - wouldNotReducePosition - orderForEditNotFound - orderForEditNotAStop description: >- The status of the order, either of: - `edited` - The order was edited successfully - `invalidSize` - The order was not placed because size is invalid - `invalidPrice` - The order was not placed because limitPrice and/or stopPrice are invalid - `insufficientAvailableFunds` - The order was not placed because available funds are insufficient - `selfFill` - The order was not placed because it would be filled against an existing order belonging to the same account - `tooManySmallOrders` - The order was not placed because the number of small open orders would exceed the permissible limit - `outsidePriceCollar` - The limit order crosses the spread but is an order of magnitude away from the mark price - fat finger control - `postWouldExecute` - The post-only order would be filled upon placement, thus is cancelled - `wouldNotReducePosition` - The edit cannot be applied because the reduce only policy is violated. (Only for reduceOnly orders) - `orderForEditNotFound` - The requested order for edit has not been found - `orderForEditNotAStop` - The supplied stopPrice cannot be applied because order is not a stop order required: - status - orderEvents Error: type: string description: |- Error description. - `accountInactive`: The Futures account the request refers to is inactive - `apiLimitExceeded`: The API limit for the calling IP address has been exceeded - `authenticationError`: The request could not be authenticated - `insufficientFunds`: The amount requested for transfer is below the amount of funds available - `invalidAccount`: The Futures account the transfer request refers to is invalid - `invalidAmount`: The amount the transfer request refers to is invalid - `invalidArgument`: One or more arguments provided are invalid - `invalidUnit`: The unit the transfer request refers to is invalid - `Json Parse Error`: The request failed to pass valid JSON as an argument - `marketUnavailable`: The market is currently unavailable - `nonceBelowThreshold`: The provided nonce is below the threshold - `nonceDuplicate`: The provided nonce is a duplicate as it has been used in a previous request - `notFound`: The requested information could not be found - `requiredArgumentMissing`: One or more required arguments are missing - `Server Error`: There was an error processing the request - `Unavailable`: The endpoint being called is unavailable - `unknownError`: An unknown error has occurred enum: - accountInactive - apiLimitExceeded - authenticationError - insufficientFunds - invalidAccount - invalidAmount - invalidArgument - invalidUnit - Json Parse Error - marketUnavailable - nonceBelowThreshold - nonceDuplicate - notFound - requiredArgumentMissing - Server Error - Unavailable - unknownError ErrorResponse: allOf: - title: Errors type: object properties: errors: type: array items: $ref: '#/components/schemas/Error' error: $ref: '#/components/schemas/Error' required: - error - $ref: '#/components/schemas/ResultError' - $ref: '#/components/schemas/ServerTime' ExecuteEvent: title: ExecuteEvent type: object properties: type: description: Always `EXECUTION`. type: string enum: - EXECUTION executionId: type: string format: uuid description: The UID associated with the execution. price: type: number description: The price of the execution. amount: type: number description: The executed amount. orderPriorEdit: nullable: true allOf: - $ref: '#/components/schemas/OrderJson' description: >- The order before the edit was applied (if the execution is a result of an order edit). orderPriorExecution: $ref: '#/components/schemas/OrderJson' description: The order before it executes. takerReducedQuantity: type: number description: >- The amount of quantity that was removed from the order before execution or null if the order is not a reduce only. nullable: true required: - type - executionId - price - amount - orderPriorEdit - orderPriorExecution - takerReducedQuantity FeeSchedule: type: object properties: tiers: type: array items: $ref: '#/components/schemas/FeeTier' description: A list containing a structures for each fee tier, see below. name: type: string description: Name of schedule. example: PGTMainFees uid: type: string description: Unique identifier of fee schedule. example: 7fc4d7c0-464f-4029-a9bb-55856d0c5247 required: - tiers - name - uid example: uid: 7fc4d7c0-464f-4029-a9bb-55856d0c5247 name: PGTMainFees tiers: - makerFee: 0.02 takerFee: 0.05 usdVolume: 0 - makerFee: 0.015 takerFee: 0.04 usdVolume: 100000 - makerFee: 0.0125 takerFee: 0.03 usdVolume: 1000000 - makerFee: 0.01 takerFee: 0.025 usdVolume: 5000000 - makerFee: 0.0075 takerFee: 0.02 usdVolume: 10000000 - makerFee: 0.005 takerFee: 0.015 usdVolume: 20000000 - makerFee: 0.0025 takerFee: 0.0125 usdVolume: 50000000 - makerFee: 0 takerFee: 0.01 usdVolume: 100000000 FeeScheduleVolumes: type: object description: The 30-day volume for your account. additionalProperties: type: number example: d46c2190-81e3-4370-a333-424f24387829: 10 7fc4d7c0-464f-4029-a9bb-55856d0c5247: 10 FeeTier: type: object properties: makerFee: type: number description: Percentage value of maker fee in the tier. example: 0.015 takerFee: type: number description: Percentage value of taker fee in the tier. example: 0.04 usdVolume: type: number description: Minimum 30-day USD volume for fee tier to be applicable. example: 100000 required: - makerFee - takerFee - usdVolume FillJson: type: object properties: cliOrdId: type: string description: |- The unique client order identifier. This field is returned only if the order has a client order ID. nullable: true fillTime: type: string description: The date and time the order was filled. example: '2021-11-18T02:39:41.826Z' fillType: type: string enum: - maker - taker - liquidation - assignor - assignee - takerAfterEdit - unwindBankrupt - unwindCounterparty description: >- The classification of the fill: - `maker` - user has a limit order that gets filled - `taker` - the user makes an execution that crosses the spread - `liquidation` - execution is result of a liquidation - `assignee` - execution is a result of a counterparty receiving an Assignment in PAS - `assignor` - execution is a result of user assigning their position due to failed liquidation example: maker fill_id: type: string format: uuid description: >- The unique identifier of the fill. Note that several `fill_id` can pertain to one `order_id` (but not vice versa) order_id: type: string format: uuid description: The unique identifier of the order. price: type: number description: The price of the fill. example: 47000 side: type: string enum: - buy - sell - unknown description: >- The direction of the order. `unknown` is returned when the source value couldn't be decoded; this will be replaced with a real value as soon as possible. example: buy size: type: number description: The size of the fill. example: 10 symbol: type: string description: The symbol of the futures the fill occurred in. example: PF_XBTUSD required: - fill_id - symbol - side - order_id - size - price - fillTime - fillType example: fill_id: 98e3deeb-0385-4b25-b15e-7e8453512cb2 fillTime: '2021-11-18T02:39:41.826Z' fillType: maker order_id: 06b9d509-965c-4788-b317-0e5ca11d56fb price: 47000 side: buy size: 10 symbol: PF_XBTUSD FlexAccountBalance: type: object properties: currencies: type: array items: $ref: '#/components/schemas/FlexCurrencyBalance' initialMargin: type: number description: The total initial margin for the multi-collateral account in USD. initialMarginWithOrders: type: number description: >- The total initial margin of open positions without the margin held by open orders for the multi-collateral account in USD. maintenanceMargin: type: number description: >- The total maintenance margin for the multi-collateral account in USD. balanceValue: type: number description: The total balance value for the multi-collateral account in USD. portfolioValue: type: number description: >- The total value of the portfolio in USD (Balance Value + Total Unrealised Profit/Loss). collateralValue: type: number description: >- The USD value of balances in account usable for margin [(Balance Value * (1-Haircut)]. pnl: type: number description: The unrealised pnl for the multi-collateral account. unrealizedFunding: type: number description: >- The total unrealised funding for the multi-collateral account in USD. totalUnrealized: type: number description: >- Total unrealised Profit/Loss and unrealised funding of open positions in USD `(Unrealised Position(s) Profit/Loss + Unrealised Funding Rate Profit/Loss) * USD rate`. totalUnrealizedAsMargin: type: number description: >- Unrealised Profit/Loss and unrealised funding that is usable as margin `(Unrealised Profit/Loss + Unrealised Funding Rate) * Haircut - Conversion Fee`. availableMargin: type: number description: >- Account-wide margin available to create new orders (Margin Equity - Total Initial Margin). marginEquity: type: number description: >- The Balance Value multiplied by the dollar rate and with haircuts applied to non-USD currencies, plus unrealised profit or loss as Margin. `[Balance Value in USD * (1-Haircut)] + (Total Unrealised Profit/Loss as Margin in USD)` portfolioMarginBreakdown: $ref: '#/components/schemas/PortfolioMarginBreakdown' description: Breakdown of portfolio margin components. required: - currencies - initialMargin - initialMarginWithOrders - maintenanceMargin - balanceValue - portfolioValue - collateralValue - pnl - unrealizedFunding - totalUnrealized - totalUnrealizedAsMargin - availableMargin - marginEquity FlexBalanceSummary: type: object properties: type: type: string enum: - multiCollateralMarginAccount description: The type of the account (always multiCollateralMarginAccount) currencies: $ref: '#/components/schemas/FlexCurrencies' description: Structure with collateral currency details. initialMargin: type: number description: Total initial margin held for open positions (USD). initialMarginWithOrders: type: number description: Total initial margin held for open positions and open orders (USD). maintenanceMargin: type: number description: Total maintenance margin held for open positions (USD). balanceValue: type: number description: USD value of all collateral in multi-collateral wallet. portfolioValue: type: number description: Balance value plus unrealised PnL in USD. collateralValue: type: number description: >- USD value of balances in account usable for margin (Balance Value * Haircut). pnl: type: number description: Unrealised PnL in USD. unrealizedFunding: type: number description: Unrealised funding from funding rate (USD). totalUnrealized: type: number description: Total USD value of unrealised funding and unrealised PnL. totalUnrealizedAsMargin: type: number description: >- Unrealised pnl and unrealised funding that is usable as margin `[(Unrealised Profit/Loss + Unrealised Funding Rate) * Haircut - Conversion Fee]`. availableMargin: type: number description: Margin Equity - Total Initial Margin. marginEquity: type: number description: >- `[Balance Value in USD * (1-Haircut)] + (Total Unrealised Profit/Loss as Margin in USD)` portfolioMarginBreakdown: $ref: '#/components/schemas/PortfolioMarginBreakdown' description: Breakdown of portfolio margin components. required: - currencies - initialMargin - initialMarginWithOrders - maintenanceMargin - balanceValue - portfolioValue - collateralValue - pnl - unrealizedFunding - totalUnrealized - totalUnrealizedAsMargin - availableMargin - marginEquity FlexCurrencies: type: object additionalProperties: $ref: '#/components/schemas/FlexCurrencySummary' FlexCurrencyBalance: type: object properties: currency: type: string description: The name of the currency. quantity: type: number description: The amount of currency in the multi-collateral account. value: type: number description: The value of the currency quantity. collateral: type: number description: The collateral value of the currency quantity (value * haircut). available: type: number description: The available currency (quantity - margin requirement) required: - currency - quantity - value - collateral - available FlexCurrencySummary: type: object properties: quantity: type: number description: Quantity of asset. value: type: number description: USD value of asset. collateral: type: number description: USD value of the asset usable for margin (Asset Value * Haircut). available: type: number description: Margin (in base currency) available for trading. required: - quantity - value - collateral - available FutureAccountBalance: type: object properties: name: type: string description: The name of the futures account as the account pair. availableMargin: type: number description: >- The amount of currency in the holding account in the quote currency of the name pair. required: - name - availableMargin HistoricalFundingRateJson: type: object properties: fundingRate: description: The absolute funding rate for the listed time period $ref: '#/components/schemas/DecimalDouble' relativeFundingRate: description: The relative funding rate for the listed time period $ref: '#/components/schemas/DecimalDouble' timestamp: description: Start of the period to which the funding rate applies. type: string format: date-time required: - fundingRate - relativeFundingRate - timestamp HistoryJson: type: object properties: price: type: number description: |- For futures: The price of a fill For indices: The calculated value side: type: string description: >- The classification of the taker side in the matched trade: "buy" if the taker is a buyer, "sell" if the taker is a seller. size: type: number description: |- For futures: The size of a fill For indices: Not returned because N/A time: type: string description: >- The date and time of a trade or an index computation For futures: The date and time of a trade. Data is not aggregated For indices: The date and time of an index computation. For real-time indices, data is aggregated to the last computation of each full hour. For reference rates, data is not aggregated trade_id: type: integer format: int32 description: >- For futures: A continuous index starting at 1 for the first fill in a Futures contract maturity For indices: Not returned because N/A type: type: string enum: - fill - liquidation - assignment - termination - block description: >- The classification of the matched trade in an orderbook: - `fill` - it is a normal buyer and seller - `liquidation` - it is a result of a user being liquidated from their position - `assignment` - the fill is the result of a users position being assigned to a marketmaker - `termination` - it is a result of a user being terminated - `block` - it is an element of a block trade uid: type: string instrument_identification_type: type: string isin: type: string execution_venue: type: string price_notation: type: string price_currency: type: string notional_amount: type: number notional_currency: type: string publication_time: type: string publication_venue: type: string transaction_identification_code: type: string to_be_cleared: type: boolean required: - time - price HoldingAccountBalance: type: object properties: currency: type: string description: The currency of the account. All figures shown in this currency. amount: type: number description: The amount of currency in the holding account. required: - currency - amount IndexTicker: title: Index Ticker type: object properties: symbol: description: The symbol of the index. type: string example: rr_ethusd last: description: The last calculated value. type: number lastTime: description: The date and time at which `last` was observed. type: string format: date-time required: - symbol additionalProperties: false Instrument: type: object properties: category: type: string description: >- 'Category of the contract: "Layer 1", "Layer 2", "DeFi", or "Privacy" (multi-collateral contracts only).' contractSize: type: number description: The contract size of the Futures. contractValueTradePrecision: type: number description: >- Trade precision for the contract (e.g. trade precision of 2 means trades are precise to the hundredth decimal place 0.01). fundingRateCoefficient: type: number impactMidSize: type: number description: >- Amount of contract used to calculated the mid price for the mark price. isin: type: string description: International Securities Identification Number (ISIN) lastTradingTime: type: string format: date-time marginSchedules: description: A map containing margin schedules by platform. type: object additionalProperties: $ref: '#/components/schemas/MarginSchedule' retailMarginLevels: description: Margin levels for retail clients. type: array items: $ref: '#/components/schemas/MarginLevel' marginLevels: description: Margin levels for professional clients. type: array items: $ref: '#/components/schemas/MarginLevel' maxPositionSize: type: number description: Maximum number of contracts that one can hold in a position maxRelativeFundingRate: type: number description: >- Perpetuals only: the absolute value of the maximum permissible funding rate openingDate: format: date-time type: string description: When the contract was first available for trading postOnly: type: boolean description: True if the instrument is in post-only mode, false otherwise. feeScheduleUid: type: string deprecated: true description: Unique identifier of fee schedule associated with the instrument symbol: description: Market symbol. type: string example: PF_BTCUSD pair: description: Asset pair. type: string example: BTC:USD base: description: Base asset. type: string example: BTC quote: description: Quote asset. type: string example: USD tags: type: array items: type: string description: Tag for the contract (currently does not return a value). tickSize: type: number description: Tick size of the contract being traded. tradeable: type: boolean description: True if the instrument can be traded, False otherwise. type: type: string enum: - flexible_futures - futures_inverse description: |- The type of the instrument: - `flexible_futures` — multi-collateral perpetuals and dated futures - `futures_inverse` — inverse perpetuals (BTC-settled) underlying: type: string description: The underlying of the Futures. underlyingFuture: type: string description: 'For options: The underlying future of the option. Otherwise null.' tradfi: description: True if this is a non-crypto market. type: boolean mtf: type: boolean description: True if currently has MTF status. required: - tradeable - symbol - tradfi InstrumentStatus: type: object properties: tradeable: $ref: '#/components/schemas/MarketSymbol' experiencingDislocation: type: boolean priceDislocationDirection: type: string enum: - ABOVE_UPPER_BOUND - BELOW_LOWER_BOUND nullable: true experiencingExtremeVolatility: type: boolean extremeVolatilityInitialMarginMultiplier: type: integer required: - tradeable - experiencingDislocation - priceDislocationDirection - experiencingExtremeVolatility - extremeVolatilityInitialMarginMultiplier LeveragePreference: type: object properties: symbol: type: string maxLeverage: type: number required: - symbol - maxLeverage MarginAccount: type: object properties: type: type: string enum: - marginAccount description: The type of the account (always "marginAccount"). currency: type: string description: >- The currency of the account. All figures shown in `auxiliary` and `marginRequirements` are in this currency. balances: $ref: '#/components/schemas/MarginAccountBalances' description: A structure containing account balances. auxiliary: description: A structure containing auxiliary account information. $ref: '#/components/schemas/Auxiliary' marginRequirements: $ref: '#/components/schemas/MarginRequirements' description: A structure containing the account's margin requirements. triggerEstimates: $ref: '#/components/schemas/MarginRequirements' description: A structure containing the account's margin trigger estimates. required: - type - currency - balances - auxiliary - marginRequirements - triggerEstimates MarginAccountBalances: type: object additionalProperties: $ref: '#/components/schemas/DecimalString' MarginLevel: type: object properties: contracts: type: integer format: int64 description: >- For futures: The lower limit of the number of contracts to which this margin level applies For indices: Not returned because N/A nullable: true numNonContractUnits: type: number format: double description: > For futures: The lower limit of the number of non-contract units (i.e. quote currency units for linear futures) to which this margin level applies For indices: Not returned because N/A. nullable: true initialMargin: type: number description: |- For futures: The initial margin requirement for this level For indices: Not returned because N/A maintenanceMargin: type: number description: |- For futures: The maintenance margin requirement for this level For indices: Not returned because N/A required: - initialMargin - maintenanceMargin MarginRequirements: type: object properties: im: type: number description: The initial margin requirement of the account. mm: type: number description: The maintenance margin requirement of the account. lt: type: number description: The liquidation threshold of the account. tt: type: number description: The termination threshold of the account required: - im - mm - lt - tt MarginSchedule: type: object properties: retail: type: array items: $ref: '#/components/schemas/MarginLevel' professional: type: array items: $ref: '#/components/schemas/MarginLevel' required: - retail - professional MarketTicker: title: Market Ticker type: object required: - symbol - tag - pair - markPrice - vol24h - volumeQuote - openInterest - suspended - indexPrice - postOnly - change24h properties: symbol: $ref: '#/components/schemas/MarketSymbol' last: description: The price of the last fill. $ref: '#/components/schemas/DecimalDouble' lastTime: description: The date and time at which `last` was observed. type: string lastSize: description: The size of the last fill. type: number tag: type: string enum: - perpetual - month - quarter - semiannual description: >- Expiry-related grouping. Currently can be 'perpetual', 'month', 'quarter', or 'semiannual'. Other tags may be added without notice. pair: description: The currency pair of the instrument. type: string example: BTC:USD markPrice: description: >- The price to which Kraken Futures currently marks the Futures for margining purposes. type: number bid: description: The price of the current best bid. type: number bidSize: description: The size of the current best bid. type: number ask: description: The price of the current best ask. type: number askSize: description: The size of the current best ask. type: number vol24h: description: The sum of the sizes of all fills observed in the last 24 hours. type: number volumeQuote: description: >- The sum of the `size * price` of all fills observed in the last 24 hours. type: number openInterest: description: The current open interest of the market. type: number open24h: description: The price of the fill observed 24 hours ago. type: number high24h: description: The highest fill price observed in the last 24 hours. type: number low24h: description: The lowest fill price observed in the last 24 hours. type: number extrinsicValue: type: number description: >- The mark price less the how much the option would be worth if exercised now, i.e.: - For a call: `markPrice - ( max ( Underlying - StrikePrice , 0) )` - For a put: `markPrice - ( max ( StrikePrice - Underlying , 0) )` Only returned for options markets. fundingRate: description: |- The current absolute funding rate. Only returned for perpetual markets. type: number fundingRatePrediction: description: |- The estimated next absolute funding rate. Only returned for perpetual markets. type: number suspended: description: True if the market is suspended. type: boolean indexPrice: type: number postOnly: type: boolean change24h: description: The 24h change in price (%). type: number greeks: description: >- Current greeks. Only returned for options markets. Note: This is currently available exclusively in the Kraken pre-prod environments. $ref: '#/components/schemas/OptionGreeks' isUnderlyingMarketClosed: type: boolean description: | True if the underlying market/index is closed. Only returned for tradfi markets. vwap24h: type: number description: Volume weighted average price over the last 24 hours. NotificationJson: type: object properties: effectiveTime: type: string description: The time that notification is taking effect. note: type: string description: |- The notification note. A short description about the specific notification. priority: type: string enum: - low - medium - high description: |- The notification priorities: - `low` - `medium` - `high` If priority == "high" then it implies downtime will occur at `effective_time` when type == "maintenance". type: type: string enum: - new_feature - bug_fix - settlement - general - maintenance - market description: >- The notification types: - `market` - `general` - `new_feature` - `bug_fix` - `maintenance` - `settlement` If type == "maintenance" then it implies downtime will occur at `effective_time` if priority == "high". expectedDowntimeMinutes: type: integer description: >- The expected downtime in minutes or absent if no downtime is expected. required: - type - priority - effectiveTime - note OpenOrderJson: type: object properties: order_id: type: string format: uuid description: The unique identifier of the order. cliOrdId: type: string description: >- The unique client order identifier. This field is returned only if the order has a client order ID. status: type: string enum: - untouched - partiallyFilled description: >- The status of the order: - `untouched` - the entire size of the order is unfilled - `partiallyFilled` - the size of the order is partially but not entirely filled side: type: string enum: - buy - sell - unknown description: >- The direction of the order. `unknown` is returned when the source value couldn't be decoded; this will be replaced with a real value as soon as possible. orderType: type: string enum: - lmt - stop - take_profit - unknown description: >- The order type: - `lmt` - limit order - `stp` - stop order - `take_profit` - take profit order `unknown` is returned when the source value couldn't be decoded; this will be replaced with a real value as soon as possible. symbol: type: string description: The symbol of the futures to which the order refers. limitPrice: type: number description: The limit price associated with the order. stopPrice: type: number description: |- If orderType is `stp`: The stop price associated with the order If orderType is `lmt`: Not returned because N/A filledSize: type: number description: The filled size associated with the order. unfilledSize: type: number description: The unfilled size associated with the order. reduceOnly: type: boolean description: Is the order a reduce only order or not. triggerSignal: description: >- The trigger signal for the stop or take profit order. `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: - mark - last - spot - unknown lastUpdateTime: description: The date and time the order was last updated. type: string format: date-time receivedTime: description: The date and time the order was received. type: string format: date-time required: - receivedTime - lastUpdateTime - status - order_id - orderType - symbol - side - filledSize - reduceOnly OpenRfq: type: object properties: rfqUid: type: string format: uuid description: The unique identifier for this RFQ expiry: type: string format: date-time description: The time at which this RFQ expires markPrice: type: number format: double description: The reference price of the RFQ legs: type: array items: $ref: '#/components/schemas/OpenRfqPosition' description: The positions associated with the RFQ required: - rfqUid - expiry - markPrice - legs OpenRfqOffer: type: object properties: uid: type: string format: uuid description: Unique identifier for the offer rfqUid: type: string format: uuid description: Unique identifier for the RFQ placementDate: type: string format: date-time description: The date and time when the offer was placed lastUpdateDate: type: string format: date-time description: The last update date and time of the offer bid: type: string format: decimal description: The bid price, if available ask: type: string format: decimal description: The ask price, if available required: - uid - rfqUid - placementDate - lastUpdateDate OpenRfqOffersResponse: type: object properties: openOffers: type: array items: $ref: '#/components/schemas/OpenRfqOffer' required: - openOffers ClosedRfqOffer: type: object properties: uid: type: string format: uuid description: Unique identifier for the offer rfqUid: type: string format: uuid description: Unique identifier for the RFQ placementDate: type: string format: date-time description: The date and time when the offer was placed lastUpdateDate: type: string format: date-time description: The last update date and time of the offer bid: type: string format: decimal description: The bid price, if available ask: type: string format: decimal description: The ask price, if available status: type: string enum: - expired - cancelled - filled_bid_side - filled_ask_side description: Indicates how the parent RFQ closed. required: - uid - rfqUid - placementDate - lastUpdateDate - status OpenRfqPosition: type: object properties: symbol: type: string description: The symbol of the derivatives contract size: type: number format: double description: The size of the position markPrice: type: number format: double description: The current mark price of the market required: - symbol - size - markPrice OpenRfqsResponse: type: object properties: rfqs: type: array items: $ref: '#/components/schemas/OpenRfq' required: - rfqs OrderBook: type: object properties: asks: description: >- The first value of the inner list is the ask price, the second is the ask size. The outer list is sorted ascending by ask price. type: array items: description: >- An array of two floats. The first value is the price. The second value is the size. type: array minItems: 2 maxItems: 2 items: type: number example: - 40178 - 5 bids: description: >- The first value of the inner list is the bid price, the second is the bid size. The outer list is sorted descending by bid price. type: array items: description: >- An array of two floats. The first value is the price. The second value is the size. type: array minItems: 2 maxItems: 2 items: type: number example: - 40178 - 5 required: - asks - bids example: bids: - - 40178 - 5 - - 40174 - 4.2 - - 40170 - 7.2 asks: - - 40186 - 5.0183 - - 40190 - 0.4183 OrderDirection: description: >- The direction of the order. `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 OrderError: type: string enum: - MARKET_SUSPENDED - MARKET_NOT_FOUND - INVALID_PRICE - INVALID_QUANTITY - SMALL_ORDER_LIMIT_EXCEEDED - INSUFFICIENT_MARGIN - WOULD_CAUSE_LIQUIDATION - CLIENT_ORDER_ID_IN_USE - CLIENT_ORDER_ID_TOO_LONG - MAX_POSITION_EXCEEDED - PRICE_COLLAR - PRICE_DISLOCATION - EDIT_HAS_NO_EFFECT - ORDER_FOR_CANCELLATION_NOT_FOUND - ORDER_FOR_EDIT_NOT_FOUND - ORDER_CANNOT_HAVE_TRIGGER_PRICE - POST_WOULD_EXECUTE - IOC_WOULD_NOT_EXECUTE - WOULD_EXECUTE_SELF - WOULD_NOT_REDUCE_POSITION - REJECTED_AFTER_EXECUTION - MARKET_IS_POST_ONLY - ORDER_LIMIT_EXCEEDED - FIXED_LEVERAGE_TOO_HIGH - CANNOT_EDIT_TRIGGER_PRICE_OF_TRAILING_STOP - CANNOT_EDIT_LIMIT_PRICE_OF_TRAILING_STOP - TRAILING_STOP_ORDER_LIMIT_EXCEEDED - TRAILING_STOP_PERCENT_DEVIATION_EXCEEDS_MAX_DECIMAL_PLACES - TRAILING_STOP_QUOTE_DEVIATION_NOT_MULTIPLE_OF_TICK_SIZE - TRAILING_STOP_MAX_DEVIATION_TOO_LARGE - TRAILING_STOP_MAX_DEVIATION_TOO_SMALL - INSUFFICIENT_HEADROOM_AROUND_CURRENT_PRICE_TO_EDIT_TRAILING_STOP - >- NO_REFERENCE_PRICE_AVAILABLE_FOR_CALCULATING_TRAILING_STOP_TRIGGER_PRICE - INSUFFICIENT_CLOSING_MARGIN - LIMIT_PRICE_SET_AS_ABSOLUTE_AND_RELATIVE - LIMIT_PRICE_OFFSET_VALUE_INVALID - LIMIT_PRICE_OFFSET_UNIT_INVALID - LIMIT_PRICE_OFFSET_MUST_HAVE_VALUE_AND_UNIT - LIMIT_PRICE_OFFSET_QUOTE_CURRENCY_VALUE_MUST_BE_MULTIPLE_OF_TICK_SIZE - LIMIT_PRICE_OFFSET_PERCENT_VALUE_TOO_MANY_DECIMAL_PLACES - LIMIT_PRICE_OFFSET_TOO_HIGH - LIMIT_PRICE_OFFSET_TOO_LOW OrderEvent: oneOf: - $ref: '#/components/schemas/PlaceEvent' - $ref: '#/components/schemas/CancelEvent' - $ref: '#/components/schemas/EditEvent' - $ref: '#/components/schemas/RejectEvent' - $ref: '#/components/schemas/ExecuteEvent' - $ref: '#/components/schemas/PlaceTriggerEvent' - $ref: '#/components/schemas/CancelTriggerEvent' - $ref: '#/components/schemas/RejectTriggerEvent' OrderIdElement: type: object description: Provide either `order_id` or `cliOrdId`. properties: cliOrdId: type: string description: Unique client order identifier. maxLength: 100 nullable: true order_id: type: string description: Order ID. format: uuid required: - order_id OrderJson: type: object properties: orderId: type: string description: The UID associated with the order. cliOrdId: type: string description: The client order id or null if order does not have one. nullable: true type: type: string enum: - lmt - ioc - post - liquidation - assignment - stp - unwind - block - fok description: The order type symbol: type: string description: The symbol of the Futures. side: type: string enum: - buy - sell description: The side associated with the order quantity: type: number description: The quantity (size) associated with the order. filled: type: number description: The total amount of the order that has been filled. limitPrice: type: number description: The limit price associated with a limit order. reduceOnly: type: boolean description: Is the order a reduce only order or not. timestamp: type: string description: The date and time the order was placed. lastUpdateTimestamp: type: string description: The date and time the order was edited. required: - orderId - cliOrdId - type - symbol - side - quantity - filled - limitPrice - reduceOnly - timestamp - lastUpdateTimestamp OrderStatusDetailsJson: type: object properties: order: $ref: '#/components/schemas/CachedOrderJson' status: $ref: '#/components/schemas/OrderStatusJson' updateReason: nullable: true allOf: - $ref: '#/components/schemas/OrderUpdateReason' error: nullable: true allOf: - $ref: '#/components/schemas/OrderError' required: - order - status - updateReason - error OrderStatusJson: type: string enum: - ENTERED_BOOK - FULLY_EXECUTED - REJECTED - CANCELLED - TRIGGER_PLACED - TRIGGER_ACTIVATION_FAILURE OrderTriggerJson: type: object properties: uid: type: string description: The UID associated with the order. clientId: type: string description: The client order id or null if order does not have one. nullable: true type: type: string enum: - lmt - ioc - post - liquidation - assignment - stp - unwind - fok description: The order type symbol: type: string description: The symbol of the Futures. side: type: string enum: - buy - sell - unknown description: >- The side associated with the order `unknown` is returned when the source value couldn't be decoded; this will be replaced with a real value as soon as possible. quantity: type: number description: The quantity (size) associated with the order. nullable: true limitPrice: type: number description: The limit price associated with a limit order. nullable: true triggerPrice: type: number nullable: true triggerSide: type: string enum: - trigger_above - trigger_below - unknown description: >- `unknown` is returned when the source value couldn't be decoded; this will be replaced with a real value as soon as possible. nullable: true triggerSignal: type: string enum: - mark_price - last_price - spot_price - unknown description: >- `unknown` is returned when the source value couldn't be decoded; this will be replaced with a real value as soon as possible. nullable: true reduceOnly: type: boolean description: Is the order a reduce only order or not. timestamp: type: string description: The date and time the order was placed. lastUpdateTimestamp: type: string description: The date and time the order was edited. startTime: type: string nullable: true required: - uid - clientId - type - symbol - side - quantity - limitPrice - triggerPrice - triggerSide - triggerSignal - reduceOnly - timestamp - lastUpdateTimestamp OrderType: description: >- The order type: - `lmt` - a limit order - `post` - a post-only limit order - `mkt` - an immediate-or-cancel order with 1% price protection - `stp` - a stop order - `take_profit` - a take profit order - `ioc` - an immediate-or-cancel order - `trailing_stop` - a trailing stop order - `fok` - fill-or-kill order `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: - lmt - post - ioc - mkt - stp - take_profit - trailing_stop - fok - unknown OrderUpdateReason: 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: - LOADING_MARKET - NEW_USER_ORDER - LIQUIDATION_ORDER - STOP_ORDER_TRIGGERED - LIMIT_FROM_STOP - PARTIAL_FILL - FULL_FILL - CANCELLED_BY_USER - CONTRACT_EXPIRED - NOT_ENOUGH_MARGIN - MARKET_INACTIVE - DEAD_MAN_SWITCH - CANCELLED_BY_ADMIN - POST_WOULD_EXECUTE_REASON - IOC_WOULD_NOT_EXECUTE_REASON - WOULD_EXECUTE_SELF_REASON - WOULD_NOT_REDUCE_POSITION - EDITED_BY_USER - ORDER_FOR_EDIT_NOT_FOUND_REASON - EXPIRED - TRAILING_STOP_PRICE_UPDATED - TRAILING_STOP_CANCELLED_AND_REPLACED_BY_ADMIN - unknown PlaceEvent: title: PlaceEvent type: object properties: type: description: Always `PLACE`. type: string enum: - PLACE order: description: The placed order. $ref: '#/components/schemas/OrderJson' reducedQuantity: type: number description: >- The amount of quantity that was removed before placement or null if the order is not a reduce only. nullable: true required: - type - order - reducedQuantity PlaceTriggerEvent: title: PlaceTriggerEvent type: object properties: type: description: Always `PLACE`. type: string enum: - PLACE orderTrigger: $ref: '#/components/schemas/OrderTriggerJson' required: - type - orderTrigger PnlPreference: type: object properties: symbol: type: string pnlCurrency: type: string example: USD required: - symbol - pnlCurrency RejectEvent: title: RejectEvent type: object properties: type: description: Always `REJECT`. type: string enum: - REJECT uid: type: string description: The UID associated with the order. order: nullable: true allOf: - $ref: '#/components/schemas/OrderJson' description: The rejected order. reason: type: string enum: - POST_WOULD_EXECUTE - IOC_WOULD_NOT_EXECUTE description: >- The rejection reason: - `POST_WOULD_EXECUTE` - The post-only order would be filled upon placement, thus is cancelled. - `IOC_WOULD_NOT_EXECUTE` - The immediate-or-cancel order would not execute. x-codeReference: OrderError.toApiString() required: - type - uid - order - reason RejectTriggerEvent: title: RejectTriggerEvent type: object properties: type: description: Always `REJECT`. type: string enum: - REJECT uid: type: string orderTrigger: nullable: true allOf: - $ref: '#/components/schemas/OrderTriggerJson' reason: $ref: '#/components/schemas/OrderError' required: - type - uid - orderTrigger - reason ResultError: type: object properties: result: type: string enum: - error example: error required: - result ResultSuccess: type: object properties: result: type: string enum: - success example: success required: - result SelfTradeStrategy: type: string description: > Self trade matching behaviour: - `REJECT_TAKER` - default behaviour, rejects the taker order that would match against a maker order from any sub-account - `CANCEL_MAKER_SELF` - only cancels the maker order if it is from the same account that sent the taker order - `CANCEL_MAKER_CHILD` - only allows master to cancel its own maker orders and orders from its sub-account - `CANCEL_MAKER_ANY` - allows both master accounts and their subaccounts to cancel maker orders enum: - REJECT_TAKER - CANCEL_MAKER_SELF - CANCEL_MAKER_CHILD - CANCEL_MAKER_ANY SelfTradeStrategyJson: type: object description: Self trade strategy response required: - strategy properties: strategy: $ref: '#/components/schemas/SelfTradeStrategy' SendOrderJson: type: object properties: cliOrdId: type: string description: |- The unique client order identifier. This field is returned only if the order has a client order ID. orderEvents: type: array items: $ref: '#/components/schemas/OrderEvent' order_id: type: string format: uuid description: The unique identifier of the order receivedTime: description: The date and time the order was received. type: string format: date-time status: type: string enum: - placed - partiallyFilled - filled - cancelled - edited - marketSuspended - marketInactive - invalidPrice - invalidSize - tooManySmallOrders - insufficientAvailableFunds - wouldCauseLiquidation - clientOrderIdAlreadyExist - clientOrderIdTooBig - maxPositionViolation - outsidePriceCollar - wouldIncreasePriceDislocation - notFound - orderForEditNotAStop - orderForEditNotFound - postWouldExecute - iocWouldNotExecute - selfFill - wouldNotReducePosition - marketIsPostOnly - tooManyOrders - fixedLeverageTooHigh - clientOrderIdInvalid - cannotEditTriggerPriceOfTrailingStop - cannotEditLimitPriceOfTrailingStop - wouldProcessAfterSpecifiedTime description: >- The status of the order, either of: - `placed` - the order was placed successfully - `cancelled` - the order was cancelled successfully - `invalidOrderType` - the order was not placed because orderType is invalid - `invalidSide` - the order was not placed because side is invalid - `invalidSize` - the order was not placed because size is invalid - `invalidPrice` - the order was not placed because limitPrice and/or stopPrice are invalid - `insufficientAvailableFunds` - the order was not placed because available funds are insufficient - `selfFill` - the order was not placed because it would be filled against an existing order belonging to the same account - `tooManySmallOrders` - the order was not placed because the number of small open orders would exceed the permissible limit - `maxPositionViolation` - Order would cause you to exceed your maximum position in this contract. - `marketSuspended` - the order was not placed because the market is suspended - `marketInactive` - the order was not placed because the market is inactive - `clientOrderIdAlreadyExist` - the specified client id already exist - `clientOrderIdTooLong` - the client id is longer than the permissible limit - `outsidePriceCollar` - the order would have executed outside of the price collar for its order type - `postWouldExecute` - the post-only order would be filled upon placement, thus is cancelled - `iocWouldNotExecute` - the immediate-or-cancel order would not execute. - `wouldCauseLiquidation` - returned when a new order would fill at a worse price than the mark price, causing the portfolio value to fall below maintenance margin and triggering a liquidation. - `wouldNotReducePosition` - the reduce only order would not reduce position. - `wouldProcessAfterSpecifiedTime` - order would be processed after the time specified in `processBefore` parameter. required: - status ServerTime: type: object properties: serverTime: description: Server time in Coordinated Universal Time (UTC) type: string format: date-time example: '2020-08-27T17:03:33.196Z' required: - serverTime SubAccount: type: object properties: accountUid: type: string description: The account UID email: type: string description: The email associated with the account fullName: type: string description: The name of the account nullable: true holdingAccounts: type: array items: $ref: '#/components/schemas/HoldingAccountBalance' description: >- Structure containing structures with holding accounts information for a specific holding account asset. futuresAccounts: type: array items: $ref: '#/components/schemas/FutureAccountBalance' description: >- Structure containing structures with single-collateral accounts information for a specific futures account asset. flexAccount: type: object $ref: '#/components/schemas/FlexAccountBalance' description: Multi-collateral account structure. required: - accountUid - email - fullName - holdingAccounts - futuresAccounts - flexAccount SubaccountEnabledJson: type: object properties: tradingEnabled: type: boolean required: - tradingEnabled SuccessResponse: title: Success Response allOf: - $ref: '#/components/schemas/ResultSuccess' - $ref: '#/components/schemas/ServerTime' TriggerOptions: type: object properties: triggerPrice: type: number triggerSide: type: string enum: - TRIGGER_ABOVE - TRIGGER_BELOW - unknown description: >- `unknown` is returned when the source value couldn't be decoded; this will be replaced with a real value as soon as possible. triggerSignal: type: string enum: - MARK_PRICE - LAST_PRICE - SPOT_PRICE - unknown description: >- `unknown` is returned when the source value couldn't be decoded; this will be replaced with a real value as soon as possible. required: - triggerPrice - triggerSide - triggerSignal UnwindQueueJson: type: object properties: symbol: type: string description: The symbol of the futures to which the order refers. percentile: type: integer format: int32 description: >- The percentile rank of which the trader's position is in the unwind queue (20, 40, 80, or 100). required: - symbol - percentile WithdrawalResponse: description: Withdrawal initiated allOf: - type: object properties: uid: description: Withdrawal/transfer reference type: string required: - uid - $ref: '#/components/schemas/SuccessResponse' DecimalString: type: string format: decimal example: '12.0353200' PortfolioMarginBreakdown: description: Breakdown of components that make up the portfolio margin calculation. type: object properties: totalCrossAssetNettedMarketRisk: type: number format: double totalMarketRisk: type: number format: double totalScenarioPnls: type: array items: type: number format: double totalAbsoluteOptionPositionDeltaNotional: type: number format: double netPortfolioDelta: type: number format: double totalPremium: type: number format: double isBuyOnly: type: boolean futuresMaintenanceMargin: type: number format: double required: - totalCrossAssetNettedMarketRisk - totalMarketRisk - totalAbsoluteOptionPositionDeltaNotional - netPortfolioDelta - totalPremium - isBuyOnly - futuresMaintenanceMargin ContractType: type: string enum: - futures_inverse - flexible_futures DecimalDouble: type: number format: double example: 12.03532 NonNegativeDecimalDouble: type: number format: double example: 12.03532 minimum: 0 _schemas_MarginLevel: description: >- A component level of a margin schedule. The `contracts` and `numNonContractUnits` fields are mutually-exclusive and are present only for single-collateral and multi-collateral markets, respectively. type: object properties: contracts: description: >- Position size/level to apply IM/MM rules within a single-collateral margin schedule. type: integer format: uint64 numNonContractUnits: description: >- Position size/level to apply IM/MM rules within a multi-collateral margin schedule. $ref: '#/components/schemas/NonNegativeDecimalDouble' initialMargin: description: Initial margin (IM) rate. $ref: '#/components/schemas/NonNegativeDecimalDouble' maintenanceMargin: description: Maintenance margin (MM) rate. $ref: '#/components/schemas/NonNegativeDecimalDouble' required: - initialMargin - maintenanceMargin RebateLevelsMap: description: | Maps market share percentage levels to rebate percentages. Keys and values are decimal strings. type: object additionalProperties: $ref: '#/components/schemas/DecimalDouble' x-additionalPropertiesKeyFormat: decimal InstrumentAuthenticated: type: object properties: fundingRateCoefficient: description: |- Funding rate coefficient. Only present for perpetual markets. $ref: '#/components/schemas/DecimalDouble' lastTradingTime: description: |- Market expiry date-time (UTC). Only present for fixed maturity markets. type: string format: date-time minimumTradeSize: description: >- TODO: Not populated for any markets (at time of writing in Apr 2025). $ref: '#/components/schemas/DecimalDouble' impactMidSize: description: Book depth used to calculate (impact) mid prices. $ref: '#/components/schemas/DecimalDouble' maxPositionSize: description: Market-wide position size limit. $ref: '#/components/schemas/DecimalDouble' openingDate: description: Date-time (UTC) that market was created. type: string format: date-time marginLevels: description: |- Margin schedule applicable to logged-in account. Only present for futures markets. type: array items: $ref: '#/components/schemas/_schemas_MarginLevel' maxRelativeFundingRate: description: |- Maximum relative funding rate. Only present for perpetual markets. $ref: '#/components/schemas/DecimalDouble' symbol: $ref: '#/components/schemas/DecimalDouble' pair: description: Asset pair (uppercase, colon separated). type: string example: BTC:USD base: description: Base asset (uppercase). type: string example: BTC quote: description: Quote asset (uppercase). type: string example: USD tickSize: description: Minimum order price increment. $ref: '#/components/schemas/DecimalDouble' type: description: Market type. type: string enum: - futures_inverse - flexible_futures - options underlying: description: |- Underlying index code. Only present for single-collateral markets. type: string isin: description: International Securities Identification Number (ISIN). type: string nullable: true contractMinimumTradePrecision: description: >- Minimum order quantity increment. E.g., a trade precision of 2 means order quantities are not allowed to be more precise than the hundredth decimal place (0.01). These values can be negative to specify quantity increments of 10 (-1), 100 (-2), etc. type: integer postOnly: description: True if market is in post-only mode. type: boolean feeScheduleUid: description: Fee schedule UID. type: string format: uuid deprecated: true optionType: description: |- Option type. Only present for options markets. type: string enum: - call - put strikePrice: description: |- Strike price. Only present for options markets. $ref: '#/components/schemas/DecimalDouble' underlyingFuture: description: |- Underlying futures market. Only present for options markets. type: string rebateLevels: $ref: '#/components/schemas/RebateLevelsMap' mtf: description: True if this market is provided under the MTF license. type: boolean tradfi: description: True if this is a non-crypto market. type: boolean restricted: description: >- True if the account is restricted (to position-reducing orders) on this market. type: boolean required: - contractSize - minimumTradeSize - impactMidSize - maxPositionSize - openingDate - symbol - pair - base - quote - tickSize - tradeable - type - isin - contractMinimumTradePrecision - postOnly - feeScheduleUid - rebateLevels - mtf - tradfi - restricted MarketSymbol: description: Market symbol type: string pattern: '[A-Z0-9_.]+' example: PF_BTCUSD OptionGreeks: description: Option Greeks type: object properties: iv: type: number format: double description: >- The implied volatility. Displays an IV of -1.0 whenever the IV is impossible to calculate or outside of the bounds allowed. delta: type: number format: double gamma: type: number format: double nullable: true vega: type: number format: double nullable: true theta: type: number format: double nullable: true rho: type: number format: double nullable: true required: - iv - delta - gamma - vega - theta - rho OpenPositionJson: type: object properties: symbol: type: string description: The symbol of the Futures. side: type: string enum: - long - short x-exhaustive: true description: The direction of the position. size: format: double type: number description: The size of the position. price: format: double type: number description: The average price at which the position was entered into. fillTime: type: string description: >- The date and time the position was entered into (Deprecated field, fills endpoint for fill time is recommended). unrealizedFunding: type: number format: double description: Unrealised funding on the position. nullable: true pnlCurrency: type: string enum: - USD - EUR - GBP - USDC - USDT - BTC - ETH description: 'Selected pnl currency for the position (default: USD)' nullable: true maxFixedLeverage: type: number format: double description: Max leverage selected for isolated position. nullable: true required: - symbol - side - size - price - fillTime - unrealizedFunding Rfc3339DateTime: description: RFC 3339 formatted date-time type: string format: date-time example: '2019-08-24T14:15:22Z' OptionsUserLimitsPerBaseCurrency: type: object properties: maxTotalPositionSize: $ref: '#/components/schemas/DecimalDouble' maxTotalOpenOrdersSize: $ref: '#/components/schemas/DecimalDouble' required: - maxTotalPositionSize - maxTotalOpenOrdersSize OptionsUserLimits: type: object properties: maxNetPositionDelta: $ref: '#/components/schemas/DecimalDouble' limitsPerBaseCurrency: description: User limits per option contract base currency type: object additionalProperties: $ref: '#/components/schemas/OptionsUserLimitsPerBaseCurrency' required: - maxNetPositionDelta - limitsPerBaseCurrency PortfolioMarginingParameters: type: object properties: crossAssetNettingFactor: $ref: '#/components/schemas/DecimalDouble' extremePriceShockMultiplier: $ref: '#/components/schemas/DecimalDouble' volShockMultiplicationFactor: $ref: '#/components/schemas/DecimalDouble' volShockExponentFactor: $ref: '#/components/schemas/DecimalDouble' optionExpiryTimeShockHours: type: number format: uint64 optionsInitialMarginFactor: $ref: '#/components/schemas/DecimalDouble' totalOptionOrdersConsideredInInitialMarginCalc: type: number format: uint64 priceShockLevels: type: array items: $ref: '#/components/schemas/DecimalDouble' optionsUserLimits: $ref: '#/components/schemas/OptionsUserLimits' required: - crossAssetNettingFactor - extremePriceShockMultiplier - volShockMultiplicationFactor - volShockExponentFactor - optionExpiryTimeShockHours - optionsInitialMarginFactor - totalOptionOrdersConsideredInInitialMarginCalc - priceShockLevels - optionsUserLimits PortfolioSimulationPosition: type: object properties: instrument: type: string example: PF_BTCUSD size: $ref: '#/components/schemas/DecimalDouble' entryPrice: $ref: '#/components/schemas/DecimalDouble' required: - instrument - size - entryPrice PortfolioSimulationRequest: type: object properties: positions: type: array items: $ref: '#/components/schemas/PortfolioSimulationPosition' required: - positions PortfolioSimulationResponse: type: object properties: maintenanceMargin: type: number format: double initialMargin: type: number format: double pnl: type: number format: double portfolioMarginBreakdown: $ref: '#/components/schemas/PortfolioMarginBreakdown' greeks: type: object additionalProperties: $ref: '#/components/schemas/OptionGreeks' required: - maintenanceMargin - initialMargin - pnl - portfolioMarginBreakdown - greeks OptionIvInstrument: type: object properties: instrument: type: string price: type: number format: double required: - instrument - price SimulateIvRequest: type: object properties: options: type: array items: $ref: '#/components/schemas/OptionIvInstrument' required: - options OptionIvInstrumentWithIv: type: object properties: instrument: type: string price: type: number format: double iv: type: number format: double description: >- Returns an IV of -1.0 whenever the IV request is impossible to calculate or outside of the bounds allowed. required: - instrument - price - iv SimulateIvResponse: type: object properties: options: type: array items: $ref: '#/components/schemas/OptionIvInstrumentWithIv' required: - options OpenRfqsForAccountResponse: allOf: - $ref: '#/components/schemas/ResponseJson' - type: object properties: rfqs: type: array items: $ref: '#/components/schemas/OpenRfqPrivateJson' required: - rfqs RfqCreationRequest: type: object required: - legs properties: legs: type: array items: $ref: '#/components/schemas/RfqLeg' description: The legs of the RFQ expiry: type: string format: date-time description: >- The requested expiry time for the RFQ. Defaults to a server-defined duration if omitted. RfqCreationResponse: oneOf: - $ref: '#/components/schemas/RfqCreationSuccessResponse' - $ref: '#/components/schemas/RfqCreationFailureResponse' discriminator: propertyName: status mapping: placed: '#/components/schemas/RfqCreationSuccessResponse' failed: '#/components/schemas/RfqCreationFailureResponse' RfqCancellationResponse: oneOf: - $ref: '#/components/schemas/RfqCancellationSuccessResponse' - $ref: '#/components/schemas/RfqCancellationFailureResponse' discriminator: propertyName: status mapping: cancelled: '#/components/schemas/RfqCancellationSuccessResponse' failed: '#/components/schemas/RfqCancellationFailureResponse' RfqOfferAcceptanceResponse: oneOf: - $ref: '#/components/schemas/RfqOfferAcceptanceSuccessResponse' - $ref: '#/components/schemas/RfqOfferAcceptanceFailureResponse' discriminator: propertyName: status mapping: placed: '#/components/schemas/RfqOfferAcceptanceSuccessResponse' failed: '#/components/schemas/RfqOfferAcceptanceFailureResponse' ResponseJson: type: object properties: result: type: string enum: - success serverTime: type: string format: date-time required: - result - serverTime OpenRfqPrivateJson: type: object properties: uid: type: string format: uuid description: The unique identifier for this RFQ expiry: type: string format: date-time description: The time at which this RFQ expires markPrice: type: number format: double description: The reference price of the RFQ legs: type: array items: $ref: '#/components/schemas/OpenRfqPosition' description: The positions associated with the RFQ bestBid: type: number format: double description: The best bid price across all offers bestAsk: type: number format: double description: The best ask price across all offers bidSide: type: array items: $ref: '#/components/schemas/RfqLegOffer' description: >- Per-leg pricing of the offer that produced bestBid. Null when that offer was placed as a package total or when no bid offers exist. askSide: type: array items: $ref: '#/components/schemas/RfqLegOffer' description: >- Per-leg pricing of the offer that produced bestAsk. Null when that offer was placed as a package total or when no ask offers exist. status: type: string enum: - open - expired - cancelled - filled_bid_side - filled_ask_side description: >- Lifecycle status of the RFQ. Always `open` for entries returned from this endpoint. required: - uid - expiry - markPrice - legs - status RfqLeg: type: object required: - tradeable - size properties: tradeable: type: string description: The symbol of the derivatives contract size: type: number format: double description: The size of the leg RfqCreationSuccessResponse: allOf: - $ref: '#/components/schemas/ResponseJson' - type: object properties: rfqUid: type: string format: uuid required: - rfqUid RfqCreationFailureResponse: allOf: - $ref: '#/components/schemas/ResponseJson' - type: object properties: reason: type: string enum: - insufficientMargin - maxPositionExceed - wouldCauseLiquidation - fixedLeverageTooHigh - orderError - symbolNotFound - invalidExpiry - invalidQuantity - marketRestricted - noLegsSpecified - accountNotFound - mixedCurrencyPairs - tooManyNonOptionLegs - noOptionLegs - tooManyOpenRfqs - tooManyLegs - expiryTooShort required: - reason RfqCancellationSuccessResponse: allOf: - $ref: '#/components/schemas/ResponseJson' - type: object properties: rfqUid: type: string format: uuid required: - rfqUid RfqCancellationFailureResponse: allOf: - $ref: '#/components/schemas/ResponseJson' - type: object properties: reason: type: string enum: - rfqNotFound required: - reason RfqOfferAcceptanceSuccessResponse: allOf: - $ref: '#/components/schemas/ResponseJson' - type: object properties: rfqUid: type: string format: uuid required: - rfqUid RfqOfferAcceptanceFailureResponse: allOf: - $ref: '#/components/schemas/ResponseJson' - type: object properties: reason: type: string enum: - rfqNotFound - offerNotFound - noBidOrAskProvided - bidAndAskProvided - offerNoLongerValid - insufficientMargin - wouldCauseLiquidation - maxPositionExceeded - fixedLeverageTooHigh - orderError - priceTooFarFromMarket - marketRestricted required: - reason RfqLegOffer: type: object properties: tradeable: type: string description: The symbol of the derivatives contract price: type: number format: double description: The price for this leg required: - tradeable - price parameters: ContractTypesQuery: description: >- Comma-separated list of contract types to filter by (e.g. `perpetual`, `month_future`, `quarter_future`, `option`). name: contractTypes in: query required: false schema: type: string ExpiredQuery: description: If `true`, return only expired instruments name: expired in: query required: false schema: type: boolean SymbolsQuery: description: >- Market symbol(s) to filter tickers by. Symbols are case-insensitive. Multi-value example: `?symbol=PF_BTCUSD&symbol=pf_ethusd` name: symbol in: query required: false style: form explode: true schema: type: array items: $ref: '#/components/schemas/MarketSymbol' OrderSideQuery: description: The direction of the order. name: side in: query required: true schema: $ref: '#/components/schemas/OrderDirection' OrderTypeQuery: description: |- The order type: - `lmt` - a limit order - `post` - a post-only limit order - `mkt` - an immediate-or-cancel order with 1% price protection - `stp` - a stop order - `take_profit` - a take profit order - `ioc` - an immediate-or-cancel order - `trailing_stop` - a trailing stop order - `fok` - fill or kill order name: orderType in: query required: true schema: $ref: '#/components/schemas/OrderType' ProcessBefore: description: >- The time before which the request should be processed, otherwise it is rejected. name: processBefore in: query required: false schema: type: string format: date-time example: '2023-11-08T19:56:35.441899Z' MarketSymbolPath: description: Market symbol. name: symbol in: path required: true schema: $ref: '#/components/schemas/MarketSymbol' MarketSymbolQueryRequired: description: Market symbol. name: symbol in: query required: true schema: $ref: '#/components/schemas/MarketSymbol' examples: AccountsExample: value: accounts: cash: balances: xbt: '141.31756797' xrp: '52465.1254' type: cashAccount fi_xbtusd: auxiliary: af: 100.73891563 funding: 100.73891563 pnl: 12.42134766 pv: 153.73891563 usd: 0 balances: xbt: '141.31756797' currency: xbt marginRequirements: im: 52.8 lt: 39.6 mm: 23.76 tt: 15.84 triggerEstimates: im: 3110 lt: 2890 mm: 3000 tt: 2830 type: marginAccount flex: type: multiCollateralMarginAccount currencies: XBT: quantity: 0.1185308247 value: 4998.721054420551 collateral: 4886.49976674881 available: 0.1185308247 USD: quantity: 5000 value: 5000 collateral: 5000 available: 5000 EUR: quantity: 4540.5837374453 value: 4999.137289089901 collateral: 4886.906656949836 available: 4540.5837374453 balanceValue: 34995.52 portfolioValue: 34995.52 collateralValue: 34122.66 initialMargin: 0 initialMarginWithOrders: 0 maintenanceMargin: 0 pnl: 0 unrealizedFunding: 0 totalUnrealized: 0 totalUnrealizedAsMargin: 0 marginEquity: 34122.66 availableMargin: 34122.66 result: success serverTime: '2016-02-25T09:45:53.818Z' BatchOrderExample: value: result: success batchStatus: - status: placed order_tag: '1' order_id: 022774bc-2c4a-4f26-9317-436c8d85746d dateTimeReceived: '2019-09-05T16:41:35.173Z' orderEvents: - type: PLACE order: orderId: 022774bc-2c4a-4f26-9317-436c8d85746d type: lmt symbol: PF_XBTUSD side: buy quantity: 1000 filled: 0 limitPrice: 9400 reduceOnly: false timestamp: '2019-09-05T16:41:35.173Z' lastUpdateTimestamp: '2019-09-05T16:41:35.173Z' - status: edited order_id: 9c2cbcc8-14f6-42fe-a020-6e395babafd1 orderEvents: - type: EDIT old: orderId: 9c2cbcc8-14f6-42fe-a020-6e395babafd1 type: lmt symbol: PF_XBTUSD side: buy quantity: 102 filled: 0 limitPrice: 8500 reduceOnly: false timestamp: '2019-09-04T11:45:48.884Z' lastUpdateTimestamp: '2019-09-04T11:45:48.884Z' new: orderId: 9c2cbcc8-14f6-42fe-a020-6e395babafd1 type: lmt symbol: PF_XBTUSD side: buy quantity: 1000 filled: 0 limitPrice: 9400 reduceOnly: false timestamp: '2019-09-04T11:45:48.884Z' lastUpdateTimestamp: '2019-09-05T16:41:40.996Z' - status: cancelled order_id: 566942c8-a3b5-4184-a451-622b09493129 orderEvents: - type: CANCEL uid: 566942c8-a3b5-4184-a451-622b09493129 order: orderId: 566942c8-a3b5-4184-a451-622b09493129 type: lmt symbol: PF_XBTUSD side: buy quantity: 100 filled: 0 limitPrice: 8500 reduceOnly: false timestamp: '2019-09-02T12:54:08.005Z' lastUpdateTimestamp: '2019-09-02T12:54:08.005Z' serverTime: '2019-09-05T16:41:40.996Z' CancelAllOrdersAfterCancelExample: value: result: success status: currentTime: '2018-06-19T16:51:23.839Z' triggerTime: '0' serverTime: '2018-06-19T16:51:23.839Z' CancelAllOrdersAfterFailureExample: value: result: error serverTime: '2016-02-25T09:45:53.818Z' error: apiLimitExceeded CancelAllOrdersAfterSuccessExample: value: result: success status: currentTime: '2018-06-19T16:51:23.839Z' triggerTime: '2018-06-19T16:52:23.839Z' serverTime: '2018-06-19T16:51:23.839Z' CancelAllOrdersExample: value: result: success cancelStatus: receivedTime: '2019-08-01T15:57:37.518Z' cancelOnly: all status: cancelled cancelledOrders: - order_id: 6180adfa-e4b1-4a52-adac-ea5417620dbd - order_id: 89e3edbe-d739-4c52-b866-6f5a8407ff6e - order_id: 0cd37a77-1644-4960-a7fb-9a1f6e0e46f7 orderEvents: - type: CANCEL uid: 89e3edbe-d739-4c52-b866-6f5a8407ff6e order: orderId: 89e3edbe-d739-4c52-b866-6f5a8407ff6e type: post symbol: PF_XBTUSD side: buy quantity: 890 filled: 0 limitPrice: 10040 reduceOnly: false timestamp: '2019-08-01T15:57:08.508Z' lastUpdateTimestamp: '2019-08-01T15:57:08.508Z' - type: CANCEL uid: 0cd37a77-1644-4960-a7fb-9a1f6e0e46f7 order: orderId: 0cd37a77-1644-4960-a7fb-9a1f6e0e46f7 type: lmt symbol: PF_XBTUSD side: sell quantity: 900 filled: 0 limitPrice: 10145 reduceOnly: true timestamp: '2019-08-01T15:57:14.003Z' lastUpdateTimestamp: '2019-08-01T15:57:14.003Z' serverTime: '2019-08-01T15:57:37.520Z' CancelOrderExample: value: result: success cancelStatus: status: cancelled order_id: cb4e34f6-4eb3-4d4b-9724-4c3035b99d47 receivedTime: '2020-07-22T13:26:20.806Z' orderEvents: - type: CANCEL uid: cb4e34f6-4eb3-4d4b-9724-4c3035b99d47 order: orderId: cb4e34f6-4eb3-4d4b-9724-4c3035b99d47 cliOrdId: '1234568' type: lmt symbol: PF_XBTUSD side: buy quantity: 5500 filled: 0 limitPrice: 8000 reduceOnly: false timestamp: '2020-07-22T13:25:56.366Z' lastUpdateTimestamp: '2020-07-22T13:25:56.366Z' serverTime: '2020-07-22T13:26:20.806Z' EditOrderExample: value: result: success editStatus: status: edited orderId: 022774bc-2c4a-4f26-9317-436c8d85746d receivedTime: '2019-09-05T16:47:47.521Z' orderEvents: - type: EDIT old: orderId: 022774bc-2c4a-4f26-9317-436c8d85746d type: lmt symbol: PF_XBTUSD side: buy quantity: 1000 filled: 0 limitPrice: 9400 reduceOnly: false timestamp: '2019-09-05T16:41:35.173Z' lastUpdateTimestamp: '2019-09-05T16:41:35.173Z' new: orderId: 022774bc-2c4a-4f26-9317-436c8d85746d type: lmt symbol: PF_XBTUSD side: buy quantity: 1501 filled: 0 limitPrice: 7200 reduceOnly: false timestamp: '2019-09-05T16:41:35.173Z' lastUpdateTimestamp: '2019-09-05T16:47:47.519Z' serverTime: '2019-09-05T16:47:47.521Z' ExecutedOrderExample: value: result: success sendStatus: order_id: 61ca5732-3478-42fe-8362-abbfd9465294 status: placed receivedTime: '2019-12-11T17:17:33.888Z' orderEvents: - type: EXECUTION executionId: e1ec9f63-2338-4c44-b40a-43486c6732d7 price: 7244.5 amount: 10 orderPriorExecution: orderId: 61ca5732-3478-42fe-8362-abbfd9465294 type: lmt symbol: PF_XBTUSD side: buy quantity: 10 filled: 0 limitPrice: 7500 reduceOnly: false timestamp: '2019-12-11T17:17:33.888Z' lastUpdateTimestamp: '2019-12-11T17:17:33.888Z' serverTime: '2019-12-11T17:17:33.888Z' FeeSchedulesExample: value: result: success serverTime: '2022-03-31T20:38:53.677Z' feeSchedules: - uid: 7fc4d7c0-464f-4029-a9bb-55856d0c5247 name: PGTMainFees tiers: - makerFee: 0.02 takerFee: 0.05 usdVolume: 0 - makerFee: 0.015 takerFee: 0.04 usdVolume: 100000 - makerFee: 0.0125 takerFee: 0.03 usdVolume: 1000000 - makerFee: 0.01 takerFee: 0.025 usdVolume: 5000000 - makerFee: 0.0075 takerFee: 0.02 usdVolume: 10000000 - makerFee: 0.005 takerFee: 0.015 usdVolume: 20000000 - makerFee: 0.0025 takerFee: 0.0125 usdVolume: 50000000 - makerFee: 0 takerFee: 0.01 usdVolume: 100000000 - uid: d46c2190-81e3-4370-a333-424f24387829 name: mainfees tiers: - makerFee: 0.02 takerFee: 0.05 usdVolume: 0 - makerFee: 0.015 takerFee: 0.04 usdVolume: 100000 - makerFee: 0.0125 takerFee: 0.03 usdVolume: 1000000 - makerFee: 0.01 takerFee: 0.025 usdVolume: 5000000 - makerFee: 0.0075 takerFee: 0.02 usdVolume: 10000000 - makerFee: 0.005 takerFee: 0.015 usdVolume: 20000000 - makerFee: 0.0025 takerFee: 0.0125 usdVolume: 50000000 - makerFee: 0 takerFee: 0.01 usdVolume: 100000000 FeeSchedulesValuesExample: value: result: success serverTime: '2016-02-25T09:45:53.818Z' volumesByFeeSchedule: eef90775-995b-4596-9257-0917f6134766: 53823 FillsExample: value: result: success fills: - fill_id: 3d57ed09-fbd6-44f1-8e8b-b10e551c5e73 symbol: PF_XBTUSD side: buy order_id: 693af756-055e-47ef-99d5-bcf4c456ebc5 size: 5490 price: 9400 fillTime: '2020-07-22T13:37:27.077Z' fillType: maker - fill_id: 56b86ada-73b0-454d-a95a-e29e3e85b349 symbol: PF_XBTUSD side: buy order_id: 3f513c4c-683d-44ab-a73b-d296abbea201 size: 5000 price: 9456 fillTime: '2020-07-21T12:41:52.790Z' fillType: taker serverTime: '2020-07-22T13:44:24.311Z' GetLeveragePreferencesExample: value: result: success serverTime: '2022-06-28T15:01:12.762Z' leveragePreferences: - symbol: PF_XBTUSD maxLeverage: 10 GetPnlPreferencesExample: value: result: success serverTime: '2022-06-28T15:04:06.710Z' preferences: - symbol: PF_XBTUSD pnlCurrency: BTC HistoricalFundingRatesExample: value: result: success serverTime: '2022-06-28T09:29:04.243Z' rates: - timestamp: '2022-06-28T00:00:00.000Z' fundingRate: -8.15861558e-10 relativeFundingRate: -0.000016898883333333 - timestamp: '2022-06-28T04:00:00.000Z' fundingRate: -2.6115278e-11 relativeFundingRate: -5.40935416667e-7 - timestamp: '2022-06-28T08:00:00.000Z' fundingRate: -4.08356853e-10 relativeFundingRate: -0.000008521190625 InstrumentsExample: value: instruments: - symbol: PF_XBTUSD pair: XBT:USD base: XBT quote: USD type: futures_inverse underlying: rr_xbtusd tickSize: 0.5 contractSize: 1 tradeable: true impactMidSize: 1 maxPositionSize: 1000000 openingDate: '2022-01-01T00:00:00.000Z' marginLevels: - contracts: 0 initialMargin: 0.02 maintenanceMargin: 0.01 - contracts: 500000 initialMargin: 0.04 maintenanceMargin: 0.02 - contracts: 1000000 initialMargin: 0.06 maintenanceMargin: 0.03 - contracts: 3000000 initialMargin: 0.1 maintenanceMargin: 0.05 fundingRateCoefficient: 8 maxRelativeFundingRate: 0.001 isin: GB00J62YGL67 contractValueTradePrecision: 0 postOnly: false feeScheduleUid: eef90775-995b-4596-9257-0917f6134766 retailMarginLevels: - contracts: 0 initialMargin: 0.5 maintenanceMargin: 0.25 category: '' tags: [] tradfi: false mtf: true - symbol: FI_XBTUSD_220930 pair: XBT:USD base: XBT quote: USD type: futures_inverse underlying: rr_xbtusd lastTradingTime: '2022-09-30T15:00:00.000Z' tickSize: 0.5 contractSize: 1 tradeable: true impactMidSize: 1 maxPositionSize: 1000000 openingDate: '2022-01-01T00:00:00.000Z' marginLevels: - contracts: 0 initialMargin: 0.02 maintenanceMargin: 0.01 - contracts: 500000 initialMargin: 0.04 maintenanceMargin: 0.02 - contracts: 1000000 initialMargin: 0.06 maintenanceMargin: 0.03 - contracts: 3000000 initialMargin: 0.1 maintenanceMargin: 0.05 isin: GB00JVMLP260 contractValueTradePrecision: 0 postOnly: false feeScheduleUid: eef90775-995b-4596-9257-0917f6134766 retailMarginLevels: - contracts: 0 initialMargin: 0.5 maintenanceMargin: 0.25 category: '' tags: [] tradfi: false mtf: false - symbol: PF_XBTUSD pair: XBT:USD base: XBT quote: USD type: flexible_futures tickSize: 1 contractSize: 1 tradeable: true impactMidSize: 1 maxPositionSize: 1000000 openingDate: '2022-01-01T00:00:00.000Z' marginLevels: - numNonContractUnits: 0 initialMargin: 0.02 maintenanceMargin: 0.01 - numNonContractUnits: 500000 initialMargin: 0.04 maintenanceMargin: 0.02 - numNonContractUnits: 2000000 initialMargin: 0.1 maintenanceMargin: 0.05 - numNonContractUnits: 5000000 initialMargin: 0.2 maintenanceMargin: 0.1 - numNonContractUnits: 10000000 initialMargin: 0.3 maintenanceMargin: 0.15 - numNonContractUnits: 30000000 initialMargin: 0.5 maintenanceMargin: 0.25 fundingRateCoefficient: 8 maxRelativeFundingRate: 0.001 contractValueTradePrecision: 4 feeScheduleUid: 5b755fea-c5b0-4307-a66e-b392cd5bd931 postOnly: false retailMarginLevels: - numNonContractUnits: 0 initialMargin: 0.02 maintenanceMargin: 0.01 - numNonContractUnits: 500000 initialMargin: 0.04 maintenanceMargin: 0.02 - numNonContractUnits: 2000000 initialMargin: 0.1 maintenanceMargin: 0.05 - numNonContractUnits: 5000000 initialMargin: 0.2 maintenanceMargin: 0.1 - numNonContractUnits: 10000000 initialMargin: 0.3 maintenanceMargin: 0.15 - numNonContractUnits: 30000000 initialMargin: 0.5 maintenanceMargin: 0.25 category: Layer 1 tags: [] tradfi: false mtf: false result: success serverTime: '2022-06-28T09:29:04.243Z' NotificationsFailureExample: value: result: error serverTime: '2016-02-25T09:45:53.818Z' error: apiLimitExceeded NotificationsSuccessExample: value: result: success notifications: - type: general priority: low note: We've launched a new Telegram group. effectiveTime: '2022-03-31T20:38:52.677Z' - type: settlement priority: medium note: Week contracts with maturity 29/Jun/2018 expire and settle. effectiveTime: '2018-06-29T15:00:00Z' serverTime: '2018-06-29T15:22:05.187Z' OpenOrdersExample: value: result: success openOrders: - order_id: 59302619-41d2-4f0b-941f-7e7914760ad3 symbol: PF_XBTUSD side: sell orderType: lmt limitPrice: 10640 unfilledSize: 304 receivedTime: '2019-09-05T17:01:17.410Z' status: untouched filledSize: 0 reduceOnly: true lastUpdateTime: '2019-09-05T17:01:17.410Z' - order_id: 022774bc-2c4a-4f26-9317-436c8d85746d symbol: PF_XBTUSD side: buy orderType: lmt limitPrice: 7200 unfilledSize: 1501 receivedTime: '2019-09-05T16:41:35.173Z' status: untouched filledSize: 0 reduceOnly: false lastUpdateTime: '2019-09-05T16:47:47.519Z' - order_id: d08021f7-58cb-4f2c-9c86-da4c60de46bb symbol: PF_XBTUSD side: sell orderType: lmt limitPrice: 10640 unfilledSize: 10000 receivedTime: '2019-09-05T16:38:43.651Z' status: untouched filledSize: 0 reduceOnly: true lastUpdateTime: '2019-09-05T16:38:43.651Z' - order_id: 179f9af8-e45e-469d-b3e9-2fd4675cb7d0 symbol: PF_XBTUSD side: buy orderType: lmt limitPrice: 9400 unfilledSize: 10000 receivedTime: '2019-09-05T16:33:50.734Z' status: untouched filledSize: 0 reduceOnly: false lastUpdateTime: '2019-09-05T16:33:50.734Z' - order_id: 9c2cbcc8-14f6-42fe-a020-6e395babafd1 symbol: PF_XBTUSD side: buy orderType: lmt limitPrice: 9400 unfilledSize: 1000 receivedTime: '2019-09-04T11:45:48.884Z' status: untouched filledSize: 0 reduceOnly: false lastUpdateTime: '2019-09-05T16:41:40.996Z' - order_id: 3deea5c8-0274-4d33-988c-9e5a3895ccf8 symbol: PF_XBTUSD side: buy orderType: lmt limitPrice: 8500 unfilledSize: 102 receivedTime: '2019-09-03T12:52:17.945Z' status: untouched filledSize: 0 reduceOnly: false lastUpdateTime: '2019-09-03T12:52:17.945Z' - order_id: fcbb1459-6ed2-4b3c-a58c-67c4df7412cf symbol: PF_XBTUSD side: buy orderType: lmt limitPrice: 7200 unfilledSize: 1501 receivedTime: '2019-09-02T12:54:34.347Z' status: untouched filledSize: 0 reduceOnly: false lastUpdateTime: '2019-09-02T12:54:34.347Z' serverTime: '2019-09-05T17:08:18.138Z' OpenPositionsFailureExample: value: result: error serverTime: '2016-02-25T09:45:53.818Z' error: apiLimitExceeded OpenPositionsSuccessExample: value: result: success openPositions: - side: short symbol: PF_XBTUSD price: 9392.749993345933 fillTime: '2020-07-22T14:39:12.376Z' size: 10000 unrealizedFunding: 0.00001045432180096817 - side: long symbol: FI_XBTUSD_201225 price: 9399.749966754434 fillTime: '2020-07-22T14:39:12.376Z' size: 20000 - side: long symbol: PF_DEFIUSD price: 570 fillTime: '2022-04-20T19:15:25.438Z' size: 1 unrealizedFunding: -0.0073428045972263895 pnlCurrency: BTC maxFixedLeverage: 5 serverTime: '2020-07-22T14:39:12.376Z' PlacedOrderExample: value: result: success sendStatus: order_id: 179f9af8-e45e-469d-b3e9-2fd4675cb7d0 status: placed receivedTime: '2019-09-05T16:33:50.734Z' orderEvents: - type: PLACE order: orderId: 179f9af8-e45e-469d-b3e9-2fd4675cb7d0 type: lmt symbol: PF_XBTUSD side: buy quantity: 10000 filled: 0 limitPrice: 9400 reduceOnly: false timestamp: '2019-09-05T16:33:50.734Z' lastUpdateTimestamp: '2019-09-05T16:33:50.734Z' serverTime: '2019-09-05T16:33:50.734Z' RejectedOrderExample: value: result: success sendStatus: order_id: 614a5298-0071-450f-83c6-0617ce8c6bc4 status: iocWouldNotExecute receivedTime: '2019-09-05T16:32:54.076Z' orderEvents: - type: REJECT uid: 614a5298-0071-450f-83c6-0617ce8c6bc4 reason: IOC_WOULD_NOT_EXECUTE order: orderId: 614a5298-0071-450f-83c6-0617ce8c6bc4 type: lmt symbol: PF_XBTUSD side: buy quantity: 10000 filled: 0 limitPrice: 9400 reduceOnly: true timestamp: '2019-09-05T16:32:54.076Z' lastUpdateTimestamp: '2019-09-05T16:32:54.076Z' serverTime: '2019-09-05T16:32:54.077Z' SubaccountsWithFlexExample: value: result: success serverTime: '2022-03-31T20:38:53.677Z' masterAccountUid: ba598ca1-65c1-4f48-927d-0e2b647d627a subaccounts: - holdingAccounts: - currency: gbp amount: 0 - currency: bch amount: 0.00004 - currency: xrp amount: 13662.85078 - currency: usd amount: 0 - currency: eth amount: 3.0000485057 - currency: usdt amount: 0 - currency: ltc amount: 0.00002 - currency: usdc amount: 0 - currency: xbt amount: 3.46e-9 futuresAccounts: - name: f-xrp:usd availableMargin: 16187.33210488726 - name: f-eth:usd availableMargin: 67.59768318324302 - name: f-xbt:usd availableMargin: -0.0009056832839642471 - name: f-ltc:usd availableMargin: 67.51126059691163 - name: f-xrp:xbt availableMargin: 2.34e-9 - name: f-bch:usd availableMargin: 47.151615710695495 flexAccount: currencies: - currency: eth quantity: 0.5 value: 1646.575 collateral: 1543.91104875 available: 0.49999966035931903 - currency: usdt quantity: 0 value: 0 collateral: 0 available: 0 - currency: gbp quantity: 0 value: 0 collateral: 0 available: 0 - currency: xbt quantity: 0 value: 0 collateral: 0 available: 0 - currency: usdc quantity: 0 value: 0 collateral: 0 available: 0 - currency: usd quantity: 0 value: 0 collateral: 0 available: 0 initialMargin: 0 initialMarginWithOrders: 0 maintenanceMargin: 0 balanceValue: 1646.58 portfolioValue: 1646.58 collateralValue: 1543.91 pnl: 0 unrealizedFunding: 0 totalUnrealized: 0 totalUnrealizedAsMargin: 0 availableMargin: 1543.91 marginEquity: 1543.91 fullName: fullname redacted email: email redacted accountUid: 7f5c528e-2285-45f0-95f5-83d53d4bfcd2 SuccessExample: value: result: success serverTime: '2022-06-28T14:48:58.711Z' TickerExample: value: result: success ticker: tag: perpetual pair: XBT:USD symbol: pi_xbtusd markPrice: 30209.9 bid: 8634 bidSize: 1000 ask: 49289 askSize: 139984 vol24h: 15304 volumeQuote: 40351.34 change24h: 1.9974017538161748 openInterest: 149655 open24h: 49289 indexPrice: 21087.8 last: 49289 lastTime: '2022-06-17T10:46:35.705Z' lastSize: 100 suspended: false fundingRate: 1.18588737106e-7 fundingRatePrediction: 1.1852486794e-7 postOnly: false serverTime: '2022-06-17T11:00:31.335Z' TickersExample: value: result: success tickers: - tag: perpetual pair: XBT:USD symbol: PF_XBTUSD markPrice: 30209.9 bid: 8634 bidSize: 1000 ask: 49289 askSize: 139984 vol24h: 15304 volumeQuote: 7305.2 openInterest: 149655 open24h: 49289 indexPrice: 21087.8 last: 49289 lastTime: '2022-06-17T10:46:35.705Z' lastSize: 100 suspended: false fundingRate: 1.18588737106e-7 fundingRatePrediction: 1.1852486794e-7 postOnly: false change24h: 1.9974017538161748 - tag: month pair: XBT:USD symbol: FI_XBTUSD_211231 markPrice: 20478.5 bid: 28002 bidSize: 900 vol24h: 100 volumeQuote: 843.9 openInterest: 10087 open24h: 28002 indexPrice: 21087.8 last: 28002 lastTime: '2022-06-17T10:45:57.177Z' lastSize: 100 suspended: false postOnly: false change24h: 1.9974017538161748 - symbol: in_xbtusd last: 21088 lastTime: '2022-06-17T11:00:30.000Z' - symbol: rr_xbtusd last: 20938 lastTime: '2022-06-16T15:00:00.000Z' serverTime: '2022-06-17T11:00:31.335Z' TransferSubaccountFailureExample: value: result: error serverTime: '2016-02-25T09:45:53.818Z' error: invalidUnit UnwindQueueExample: value: result: success serverTime: '2022-06-13T18:01:18.695Z' queue: - symbol: PF_GMTUSD percentile: 100 - symbol: FI_ETHUSD_220624 percentile: 20 - symbol: PF_UNIUSD percentile: 80 WithdrawalFailureExample: value: result: error serverTime: '2019-05-15T09:24:16.968Z' error: Unavailable