For the complete documentation index, see llms.txt. This page is also available as Markdown.

SUBSCRIBE Fills

Request

Field
Type
Required
Description

data

array of strings

Yes

Channel name: fills

op

string

Yes

Operation code allowed values: subscribe unsubscribe

Example

{
	"op":"subscribe", 
	"data": ["fills"]
}

Response

Field
Type
Required
Description

data.timestamp

string

Yes

Update timestamp in UNIX timestamp in nanoseconds. Example: 1680249600000000000

data.fill

object

Yes

Fill updates in Fill object format.

data.fill.trade_id

string

Yes

Unique ID of the trade. Example: DwmDn5XnEyiqx5AB5CM4W8bgD137ASX4Lz1XWBYqvpX2

data.fill.order_id

string

Yes

Order ID. Example: 0x4c43e0ab72a4edb72dfe4b129148899815d816837b9a7e22d964b884834639f8

data.fill.instrument_id

string

Yes

Instrument ID number. Example: 12

data.fill.instrument_name

string

Yes

Instrument name. Example: ETH-24DEC22-1250-C

data.fill.instrument_type

string

Yes

Type of instrument. Allowed values: OPTION PERPETUAL

data.fill.price

string

Yes

Price in USD. Example: 12.23

data.fill.side

string

Yes

Trade side. Allowed values: buy sell

data.fill.fees

string

Yes

Fees in USD. Example: 12.23

data.fill.filled

string

Yes

Amount filled. Example: 10.4

data.fill.order_status

string

Yes

Order status. Allowed values: partial filled

data.fill.liquidity

string

Yes

Liquidity side. Allowed values: taker maker

data.fill.created_timestamp

string

Yes

Created timestamp in UNIX timestamp in nanoseconds. Example: 1680249600000000000

data.fill.system_type

string

Yes

Order's system type. Example: WEB or API

channel

string

Yes

Channel name: fills

Example

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