user.trades.{kind}.{currency}.{interval}

Description

Subscribe to user trades for a specific kind, currency, and interval. This channel can receive both RFQ trades and normal trades.

Request Path And Method

wss path:

/ws/private

method:

private/subscribe

Request Example

{
  "method": "private/subscribe",
  "rid": 7,
  "params": {
    "channels": [
      "user.trades.any.any.agg2"
    ]
  }
}

Parameters

Parameter Type Required Description
kind string true Instrument kind. Valid values: future, option, spot, future_combo, option_combo, combo (for any combo), any (for all)
currency string true The currency symbol or "any" for all. Valid values: BTC, ETH, USDC, USDT, EURR, any
interval string true Frequency of notifications. Events will be aggregated over this interval. Valid values: agg2, 100ms

Notification Message

Name Type Description
method string Equals to "subscription"
channel string Equals to "user.trades"
result array Detailed trade information
> tradeId string Unique trade identifier
> tickDirection integer Direction of the "tick" (0 = Plus Tick, 1 = Zero-Plus Tick, 2 = Minus Tick, 3 = Zero-Minus Tick)
> feeCurrency string Currency used for fee calculation
> api boolean Whether the trade was made via API
> orderId string Order identifier that generated this trade
> liquidity string Liquidity type (maker/taker)
> postOnly boolean Whether the order was post-only
> side string Trade direction (buy/sell)
> mmp boolean Whether market maker protection was triggered
> fee string Fee amount
> indexPrice string Index price at trade time
> price string Trade execution price
> orderType string Order type that generated this trade
> profitLoss string Realized profit/loss from this trade
> timestamp long Trade execution timestamp (milliseconds since Unix epoch)
> state string Trade state
> tradeSeq integer Trade sequence number
> reduceOnly boolean Whether this was a reduce-only trade
> amount string Trade amount
> riskReducing boolean Whether the trade reduces risk
> instrumentName string Instrument identifier
> advanced string (Optional) Advanced order information
> contracts string (Optional) Number of contracts
> quoteId string (Optional) Quote identifier
> label string (Optional) User-defined label
> blockTradeId string (Optional) Block trade identifier
> matchingId string (Optional) Matching identifier
> tradeAllocations array (Optional) Trade allocation details
>> amount string Allocated amount
>> fee string Allocated fee
>> userId integer User identifier
>> clientInfo object (Optional) Client information
>>> clientId integer Client identifier
>>> clientLinkId integer Client link identifier
>>> name string Client name
> iv string (Optional) Implied volatility
> underlyingPrice string (Optional) Underlying asset price
> blockRfqQuoteId string (Optional) Block RFQ quote identifier
> quoteSetId string (Optional) Quote set identifier
> markPrice string (Optional) Mark price at trade time
> blockRfqId string (Optional) Block RFQ identifier
> comboTradeId string (Optional) Combo trade identifier
> liquidation string (Optional) Liquidation type
> comboId string (Optional) Combo identifier
> legs array (Optional) Trade legs for multi-leg instruments
>> tradeId string Trade identifier for this leg
>> instrumentName string Instrument name for this leg
>> amount string Trade amount for this leg
>> price string Execution price for this leg
>> side string Trade direction for this leg (buy/sell)
>> timestamp long Execution timestamp for this leg

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