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kind
type:enum
required

Instrument kind

Allowed values: future, option, spot, future_combo, option_combo

Available options: future, option, spot, future_combo, option_combo
currency
type:enum
required

Currency code or any for all

Allowed values: BTC, ETH, USDC, USDT, EURR, any

Available options: BTC, ETH, USDC, USDT, EURR, any
interval
type:enum
required

Frequency of notifications. Events will be aggregated over this interval. The value raw means no aggregation will be applied (Please note that raw interval is only available to authorized users)

Allowed values: raw, 100ms, agg2

Available options: raw, 100ms, agg2
Subscription Request
type:object

Client sends subscription request to subscribe to notification channel. Please refer to Notification page for more information.

Subscription Notification Data
type:object

Server sends subscription notification data

data
type:object
required
trade_id
type:string
required

Unique (per currency) trade identifier

trade_seq
type:integer
required

The sequence number of the trade within instrument

instrument_name
type:string
required

Unique instrument identifier

timestamp
type:integer
required

The timestamp of the trade (milliseconds since the UNIX epoch)

order_type
type:enum

Order type: "limit, "market", or "liquidation"

Available options: limit, market, liquidation
advanced
type:enum

Advanced type of user order: "usd" or "implv" (only for options; omitted if not applicable)

Available options: usd, implv
order_id
type:string
required

Id of the user order (maker or taker), i.e. subscriber's order id that took part in the trade

matching_id
type:string
required

Always null

direction
type:enum
required

Direction: buy, or sell

Available options: buy, sell
tick_direction
type:enum
required

Direction of the "tick" (0 = Plus Tick, 1 = Zero-Plus Tick, 2 = Minus Tick, 3 = Zero-Minus Tick).

Available options: 0, 1, 2, 3
index_price
type:number
required

Index Price at the moment of trade

price
type:number
required

Price in base currency

amount
type:number
required

Trade amount. For perpetual and inverse futures the amount is in USD units. For options and linear futures it is the underlying base currency coin.

contracts
type:number

Trade size in contract units (optional, may be absent in historical trades)

iv
type:number

Option implied volatility for the price (Option only)

underlying_price
type:number

Underlying price for implied volatility calculations (Options only)

liquidation
type:enum

Optional field (only for trades caused by liquidation): "M" when maker side of trade was under liquidation, "T" when taker side was under liquidation, "MT" when both sides of trade were under liquidation

Available options: M, T, MT
liquidity
type:enum

Describes what was role of users order: "M" when it was maker order, "T" when it was taker order

Available options: M, T
fee
type:number
required

User's fee in units of the specified fee_currency

fee_currency
type:enum
required

Currency, i.e "BTC", "ETH", "USDC"

Available options: BTC, ETH, USDC, USDT, EURR
label
type:string

User defined label (presented only when previously set for order by user)

state
type:enum
required

Order state: "open", "filled", "rejected", "cancelled", "untriggered" or "archive" (if order was archived)

Available options: open, filled, rejected, cancelled, untriggered, archive
block_trade_id
type:string

Block trade id - when trade was part of a block trade

block_rfq_id
type:integer

ID of the Block RFQ - when trade was part of the Block RFQ

block_rfq_quote_id
type:integer

ID of the Block RFQ quote - when trade was part of the Block RFQ

reduce_only
type:string

true if user order is reduce-only

post_only
type:string

true if user order is post-only

mmp
type:boolean

true if user order is MMP

risk_reducing
type:boolean

true if user order is marked by the platform as a risk reducing order (can apply only to orders placed by PM users)

api
type:boolean

true if user order was created with API

profit_loss
type:number

Profit and loss in base currency.

mark_price
type:number
required

Mark Price at the moment of trade

legs
type:array

Optional field containing leg trades if trade is a combo trade (present when querying for only combo trades and in combo_trades events)

combo_id
type:string

Optional field containing combo instrument name if the trade is a combo trade

combo_trade_id
type:number

Optional field containing combo trade identifier if the trade is a combo trade

quote_set_id
type:string

QuoteSet of the user order (optional, present only for orders placed with private/mass_quote)

quote_id
type:string

QuoteID of the user order (optional, present only for orders placed with private/mass_quote)

trade_allocations
type:object

List of allocations for Block RFQ pre-allocation. Each allocation specifies user_id, amount, and fee for the allocated part of the trade. For broker client allocations, a client_info object will be included.

user_id
type:integer

User ID to which part of the trade is allocated. For brokers the User ID is obstructed.

amount
type:number
required

Amount allocated to this user.

fee
type:number
required

Fee for the allocated part of the trade.

client_info
type:object

Optional client allocation info for brokers.

client_id
type:integer

ID of a client; available to broker. Represents a group of users under a common name.

client_link_id
type:integer

ID assigned to a single user in a client; available to broker.

name
type:string

Name of the linked user within the client; available to broker.