Fills

This subscription feed publishes fills information.

Authentication is required.

Feed

Event Type

API Keys Original & Signed Challenge
fills
subscribe / unsubscribe
Any Yes
Sample Sent Message
{  
    "event":"subscribe",
    "feed":"fills",
    "api_key":"CMl2SeSn09Tz+2tWuzPiPUjaXEQRGq6qv5UaexXuQ3SnahDQU/gO3aT+",
    "original_challenge":"226aee50-88fc-4618-a42a-34f7709570b2",
    "signed_challenge":"RE0DVOc7vS6pzcEjGWd/WJRRBWb54RkyvV+AZQSRl4+rap8Rlk64diR+
Z9DQILm7qxncswMmJyvP/2vgzqqh+g=="

}

 

Sample Return if Successful. 

{  
    "event":"subscribed",
    "feed":"fills",
    "api_key":"CMl2SeSn09Tz+2tWuzPiPUjaXEQRGq6qv5UaexXuQ3SnahDQU/gO3aT+",
    "original_challenge":"226aee50-88fc-4618-a42a-34f7709570b2",
    "signed_challenge":"RE0DVOc7vS6pzcEjGWd/WJRRBWb54RkyvV+AZQSRl4+rap8Rlk64diR+
Z9DQILm7qxncswMmJyvP/2vgzqqh+g=="

} 

Field

Type Description
event
string The result, subscribed or subscribed_failed or
unsubscribed or unsubscribed_failed
feed string The requested subscription feed
api_key string The user api key
original_challege string The message that is received from a challenge request
signed_challege string The signed challenge message with user api secret

 

Sample Subscription Snapshot Data
{  
    "feed":"fills_snapshot",
    "account":"DemoUser",
    "fills":[  
        {  
            "instrument":"FI_XBTUSD_180316",
            "time":1516717161000,
            "price":10016.0,
            "seq":0,
            "buy":True,
            "qty":106.0,
            "order_id":"11cc341e-8306-4ff3-b167-0f284cd45fd7",
            "fill_id":"5d785dde-e756-480f-88a8-f4efb4d98708",
            "fill_type":"taker"

        },
        {  
            "instrument":"FI_XBTUSD_180316",
            "time":1516717161000,
            "price":10015.0,
            "seq":1,
            "buy":True,
            "qty":472.0,
            "order_id":"d912c669-92f4-4018-9d0f-21c5faceeb26",
            "cli_ord_id":"84355c47-d09b-48bd-8339-1335c7e6c747",

            "fill_id":"c47c3060-e1a5-4bbd-8d40-abb1ff72b49f",
            "fill_type":"liquidation"

        },
        ...
     ]
}

Field

Type Description
feed string The subscribed feed
account string The user account

fills

list of structures A list containing fill elements of the user account
instrument string The fill instrument (referred also as symbol or product_id)
time positive integer The server UTC date and time in milliseconds
seq positive integer The subscription message sequence number
buy boolean A flag that shows if filled order was a buy
qty positive float The quantity that was filled
order_id UUID The order id that was filled
cli_ord_id UUID The unique client order identifier. This field is returned only if the order has a client order id
fill_id UUID The fill id
fill_type string

The classification of the fill: "maker" if user has a limit order that gets filled, "taker" if the user makes an execution that crosses the spread, "liquidation" if execution is result of a liquidation, "assignee" if execution is a result of a counterparty receiving an Assignment in PAS, "assignor" if execution is a result of user assigning their position due to failed liquidation.

 

Sample Subscription Delta Data

{  
    "feed":"fills",
    "username":"DemoUser",
    "fills":[  
        {  
            "instrument":"FI_XBTUSD_180316",
            "time":1516965089607,
            "price":10015.0,
            "seq":100,
            "buy":True,
            "qty":1.0,
            "order_id":"3696d19b-3226-46bd-993d-a9a7aacc8fbc",
            "cli_ord_id":"8b58d9da-fcaf-4f60-91bc-9973a3eba48d",

            "fill_id":"c14ee7cb-ae25-4601-853a-d0205e576099", 
            "fill_type":"maker"

        ,
    ]
}

Field

Type Description
feed string The subscribed feed
username string The user name

fills

list of structures A list containing fill elements of the user account
instrument string The fill instrument (referred also as symbol or product_id)
time positive The server UTC date and time in milliseconds
seq positive integer The subscription message sequence number
buy boolean A flag that shows if filled order was a buy
qty positive float The quantity that was filled
order_id UUID The order id that was filled
cli_ord_id UUID The unique client order identifier. This field is returned only if the order has a client order id
fill_id UUID The fill id
fill_type string

The classification of the fill: "maker" if user has a limit order that gets filled, "taker" if the user makes an execution that crosses the spread, "liquidation" if execution is result of a liquidation, "assignee" if execution is a result of a counterparty receiving an Assignment in PAS, "assignor" if execution is a result of user assigning their position due to failed liquidation.

 

Sample Return if Unsuccessful 
{  
    "event":"error",
    "message":"Invalid product id"
}

Field

Type Description
event string Always error
message string

An error message out of:

  • Invalid feed
  • Json Error