The trade feed returns information about executed trades
Authentication is not required.
|
Feed |
Event Type |
Permissible API Keys |
|
trade
|
subscribe / unsubscribe
|
N/A |
| Sample Sent Message |
| { "event":"subscribe", "feed":"trade", "product_ids":[ "FI_XBTUSD_201225", ] } |
|
Sample Return if Successful. (A result message is received per product id) |
|
{
|
|
Field |
Type | Description |
|
event
|
string | The result, subscribed or subscribed_failed or unsubscribed or unsubscribed_failed |
| feed | string | The requested subscription feed |
| product_ids | list of strings | A list of strings which represent the products that user will receive information upon |
| Sample Subscription Snapshot Data |
|
{ ... |
|
Field |
Type | Description |
| feed | string | The subscribed snapshot feed |
| product_id | string | The subscribed product (referred also as instrument or symbol) |
| uid | string | Unique identifier for the matched trade |
| side | string | The classification of the taker side in the matched trade: "buy" if the taker is a buyer, "sell" if the taker is a seller. |
| type | string | The classification of the matched trade in an orderbook: "fill" if it is a normal buyer and seller, "liquidation" if it is a result of a user being liquidated from their position, or "termination" if it is a result of a user being terminated. |
| seq | positive integer |
The subscription message sequence number |
| time | positive integer |
The UTC or GMT time of the trade in milliseconds |
| qty | positive float |
The quantity of the traded product |
| price | positive float |
The price that the product got traded |
| Sample Subscription Delta Data |
| { "feed":"trade", "product_id":"FI_XBTUSD_180615", "seq":103, "side":"buy", "type":"liquidation", "seq":103, "time":1515541598000, "qty":5000.0, "price":14226.0 } |
|
Field |
Type | Description |
| feed | string | The subscribed feed |
| product_id | string | The subscribed product (referred also as instrument or symbol) |
| side | string | The classification of the taker side in the matched trade: "buy" if the taker is a buyer, "sell" if the taker is a seller. |
| type | string | The classification of the matched trade in an orderbook: "fill" if it is a normal buyer and seller, "liquidation" if it is a result of a user being liquidated from their position, or "termination" if it is a result of a user being terminated. |
| seq | positive integer |
The subscription message sequence number |
| time | positive integer |
The UTC or GMT time of the trade in milliseconds |
| qty | positive float |
The quantity of the traded product |
| price | positive float |
The price that the product got traded |
| Sample Return if Unsuccessful |
| { "event":"error", "message":"Invalid product id" } |
|
Field |
Type | Description |
| event | string | Always error |
| message | string |
An error message out of:
|