> ## Documentation Index > Fetch the complete documentation index at: https://docs.ekiden.fi/llms.txt > Use this file to discover all available pages before exploring further. # Public > The public channel is used for subscribing to market data. ## AsyncAPI ````yaml api-reference/websocket/asyncapi.yaml public id: public title: Public description: The public channel is used for subscribing to market data. servers: - id: production protocol: wss host: api.ekiden.fi bindings: [] variables: [] - id: staging protocol: wss host: api.staging.ekiden.fi bindings: [] variables: [] address: /ws/public parameters: [] bindings: [] operations: - &ref_20 id: sendSubscribe title: Send subscribe type: receive messages: - &ref_28 id: SubscribeRequest payload: - name: Subscribe description: >- Subscribe to topics. Server will respond with a `Subscribed` message. type: object properties: - name: op type: string description: subscribe required: true - name: args type: array required: true properties: - name: item type: string description: >- Subscription topic string (e.g. 'ticker.BTC-USDC', 'orderbook.10.BTC-USDC', 'insurance_pool.BTC-USDC', 'position'). examples: &ref_0 - orderbook.10.BTC-USDC - trade.BTC-USDC - ticker.BTC-USDC - kline.1m.BTC-USDC - all_liquidations.BTC-USDC - insurance_pool.BTC-USDC - adl_alert.BTC-USDC - order - position - execution - account_balance required: false - name: req_id type: &ref_1 - string - 'null' required: false headers: [] jsonPayloadSchema: type: object properties: op: type: string const: subscribe x-parser-schema-id: args: type: array items: &ref_3 type: string description: >- Subscription topic string (e.g. 'ticker.BTC-USDC', 'orderbook.10.BTC-USDC', 'insurance_pool.BTC-USDC', 'position'). pattern: >- ^(orderbook\.[^.]+\.[^.]+|trade\.[^.]+|ticker\.[^.]+|kline\.[^.]+\.[^.]+|all_liquidations\.[^.]+|insurance_pool\.[^.]+|adl_alert\.[^.]+|order|position|execution|account_balance)$ examples: *ref_0 x-parser-schema-id: Topic x-parser-schema-id: req_id: type: *ref_1 x-parser-schema-id: required: - op - args x-parser-schema-id: title: Subscribe description: Subscribe to topics. Server will respond with a `Subscribed` message. example: |- { "op": "", "args": { "item": "" } } bindings: [] extensions: - id: x-parser-unique-object-id value: SubscribeRequest - id: x-parser-message-name value: SubscribeRequest bindings: [] extensions: &ref_4 - id: x-parser-unique-object-id value: public - &ref_21 id: sendUnsubscribe title: Send unsubscribe type: receive messages: - &ref_29 id: UnsubscribeRequest payload: - name: Unsubscribe description: >- Unsubscribe from topics. Server will respond with an `Unsubscribed` message. type: object properties: - name: req_id type: &ref_2 - string - 'null' required: false - name: op type: string description: unsubscribe required: true - name: args type: array required: true properties: - name: item type: string description: >- Subscription topic string (e.g. 'ticker.BTC-USDC', 'orderbook.10.BTC-USDC', 'insurance_pool.BTC-USDC', 'position'). examples: *ref_0 required: false headers: [] jsonPayloadSchema: type: object properties: req_id: type: *ref_2 x-parser-schema-id: op: type: string const: unsubscribe x-parser-schema-id: args: type: array items: *ref_3 x-parser-schema-id: required: - op - args x-parser-schema-id: title: Unsubscribe description: >- Unsubscribe from topics. Server will respond with an `Unsubscribed` message. example: |- { "op": "", "args": { "item": "" } } bindings: [] extensions: - id: x-parser-unique-object-id value: UnsubscribeRequest - id: x-parser-message-name value: UnsubscribeRequest bindings: [] extensions: *ref_4 - &ref_22 id: sendPing title: Send ping type: receive messages: - &ref_30 id: PingRequest payload: - name: Ping description: >- Ping the server. The server will respond with a `Pong` message. Client can use `ts` to measure RTT. type: object properties: - name: op type: string description: ping required: true - name: req_id type: &ref_5 - string - 'null' required: false - name: ts type: &ref_6 - integer - 'null' description: Client timestamp in Unix milliseconds (ms since epoch) required: false headers: [] jsonPayloadSchema: type: object properties: op: type: string const: ping x-parser-schema-id: req_id: type: *ref_5 x-parser-schema-id: ts: type: *ref_6 description: Client timestamp in Unix milliseconds (ms since epoch) minimum: 0 format: uint64 x-parser-schema-id: required: - op x-parser-schema-id: title: Ping description: >- Ping the server. The server will respond with a `Pong` message. Client can use `ts` to measure RTT. example: |- { "op": "" } bindings: [] extensions: - id: x-parser-unique-object-id value: PingRequest - id: x-parser-message-name value: PingRequest bindings: [] extensions: *ref_4 - &ref_23 id: receiveSubscribed title: Receive subscribed type: send messages: - &ref_31 id: Subscribed payload: - name: Subscribed description: Subscription acknowledgement. type: object properties: - name: op type: string description: subscribed required: true - name: req_id type: &ref_7 - string - 'null' required: false - name: args type: array required: true properties: - name: item type: string description: >- Subscription topic string (e.g. 'ticker.BTC-USDC', 'orderbook.10.BTC-USDC', 'insurance_pool.BTC-USDC', 'position'). examples: *ref_0 required: false headers: [] jsonPayloadSchema: type: object properties: op: type: string const: subscribed x-parser-schema-id: req_id: type: *ref_7 x-parser-schema-id: args: type: array items: *ref_3 x-parser-schema-id: required: - op - args x-parser-schema-id: title: Subscribed description: Subscription acknowledgement. example: |- { "op": "", "args": { "item": "" } } bindings: [] extensions: - id: x-parser-unique-object-id value: Subscribed - id: x-parser-message-name value: Subscribed bindings: [] extensions: *ref_4 - &ref_24 id: receiveUnsubscribed title: Receive unsubscribed type: send messages: - &ref_32 id: Unsubscribed payload: - name: Unsubscribed description: Unsubscribe acknowledgement. type: object properties: - name: req_id type: &ref_8 - string - 'null' required: false - name: op type: string description: unsubscribed required: true - name: args type: array required: true properties: - name: item type: string description: >- Subscription topic string (e.g. 'ticker.BTC-USDC', 'orderbook.10.BTC-USDC', 'insurance_pool.BTC-USDC', 'position'). examples: *ref_0 required: false headers: [] jsonPayloadSchema: type: object properties: req_id: type: *ref_8 x-parser-schema-id: op: type: string const: unsubscribed x-parser-schema-id: args: type: array items: *ref_3 x-parser-schema-id: required: - op - args x-parser-schema-id: title: Unsubscribed description: Unsubscribe acknowledgement. example: |- { "op": "", "args": { "item": "" } } bindings: [] extensions: - id: x-parser-unique-object-id value: Unsubscribed - id: x-parser-message-name value: Unsubscribed bindings: [] extensions: *ref_4 - &ref_25 id: receivePong title: Receive pong type: send messages: - &ref_33 id: Pong payload: - name: Pong description: Response to `Ping`. type: object properties: - name: client_ts type: &ref_9 - integer - 'null' required: false - name: req_id type: &ref_10 - string - 'null' required: false - name: op type: string description: pong required: true - name: server_ts type: integer description: Server timestamp in Unix milliseconds (ms since epoch) required: true headers: [] jsonPayloadSchema: type: object properties: client_ts: type: *ref_9 minimum: 0 format: uint64 x-parser-schema-id: req_id: type: *ref_10 x-parser-schema-id: op: type: string const: pong x-parser-schema-id: server_ts: type: integer description: Server timestamp in Unix milliseconds (ms since epoch) minimum: 0 format: uint64 x-parser-schema-id: required: - op - server_ts x-parser-schema-id: title: Pong description: Response to `Ping`. example: |- { "op": "", "server_ts": 123 } bindings: [] extensions: - id: x-parser-unique-object-id value: Pong - id: x-parser-message-name value: Pong bindings: [] extensions: *ref_4 - &ref_26 id: receiveError title: Receive error type: send messages: - &ref_34 id: Error payload: - name: Error description: Error response. type: object properties: - name: req_id type: &ref_11 - string - 'null' required: false - name: op type: string description: error required: true - name: message type: string required: true headers: [] jsonPayloadSchema: type: object properties: req_id: type: *ref_11 x-parser-schema-id: op: type: string const: error x-parser-schema-id: message: type: string x-parser-schema-id: required: - op - message x-parser-schema-id: title: Error description: Error response. example: |- { "op": "", "message": "" } bindings: [] extensions: - id: x-parser-unique-object-id value: Error - id: x-parser-message-name value: Error bindings: [] extensions: *ref_4 - &ref_27 id: receiveEvent title: Receive event type: send messages: - &ref_35 id: Event payload: - name: Event description: Streaming event message. type: object properties: - name: server_ts_ms type: integer required: true - name: op type: string description: event required: true headers: [] jsonPayloadSchema: type: object properties: server_ts_ms: type: integer format: uint64 minimum: 0 x-parser-schema-id: op: type: string const: event x-parser-schema-id: required: - op - server_ts_ms anyOf: - type: object properties: type: type: string enum: - snapshot - delta x-parser-schema-id: OrderbookUpdateType data: description: Order book Snapshot at a specific point in time. type: object properties: s: description: Symbol name type: string x-parser-schema-id: ts: description: The timestamp (ms) that the system generates the data type: integer format: int64 x-parser-schema-id: b: description: Bid levels type: array items: &ref_12 description: Order book level consisting of price and size. type: array prefixItems: - type: string - type: string minItems: 2 maxItems: 2 x-parser-schema-id: OrderBookLevel x-parser-schema-id: a: description: Ask levels type: array items: *ref_12 x-parser-schema-id: u: description: Update ID, is always in sequence type: integer format: uint64 minimum: 0 x-parser-schema-id: seq: type: integer format: uint64 minimum: 0 x-parser-schema-id: mts: description: >- The timestamp from the matching engine when this orderbook data is produced. It can be correlated with T from public trade channel type: integer format: int64 x-parser-schema-id: required: - s - ts - b - a - u - seq - mts x-parser-schema-id: OrderBookSnapshot topic: *ref_3 required: - topic - type - data x-parser-schema-id: - type: object properties: data: type: array items: description: A single trade entry from the public trade stream. type: object properties: i: description: Trade ID. type: string x-parser-schema-id: s: description: Symbol name. type: string x-parser-schema-id: S: &ref_13 description: 'Order side: buy or sell.' oneOf: - description: 'Sell side: short' type: string const: Sell x-parser-schema-id: - description: 'Buy side: long' type: string const: Buy x-parser-schema-id: x-parser-schema-id: Side v: description: Trade size. type: string x-parser-schema-id: p: description: Trade price. type: string x-parser-schema-id: seq: description: Cross sequence. type: integer format: uint64 minimum: 0 x-parser-schema-id: T: description: The timestamp (ms) that the order is filled. type: integer format: uint64 minimum: 0 x-parser-schema-id: required: - i - s - S - v - p - seq - T x-parser-schema-id: PublicTrade x-parser-schema-id: topic: *ref_3 required: - topic - data x-parser-schema-id: - type: object properties: topic: *ref_3 data: type: array items: type: object properties: symbol: type: string x-parser-schema-id: side: type: string x-parser-schema-id: exec_size: type: string x-parser-schema-id: bust_price: type: string x-parser-schema-id: timestamp: type: integer format: uint64 minimum: 0 x-parser-schema-id: reason: type: - string - 'null' x-parser-schema-id: required: - symbol - side - exec_size - bust_price - timestamp x-parser-schema-id: Liquidation x-parser-schema-id: required: - topic - data x-parser-schema-id: - type: object properties: data: type: object properties: pool_id: type: string x-parser-schema-id: pool_group_id: type: string x-parser-schema-id: cash_balance: type: string x-parser-schema-id: realized_pnl_cum: type: string x-parser-schema-id: unrealized_pnl: type: string x-parser-schema-id: base_equity: type: string x-parser-schema-id: equity: type: string x-parser-schema-id: group_redistribution_in: type: string x-parser-schema-id: group_redistribution_out: type: string x-parser-schema-id: group_adl_obligation: type: string x-parser-schema-id: adl_mode: type: string x-parser-schema-id: adl_trigger_reason: type: - string - 'null' x-parser-schema-id: latest_pnl_ratio: type: - string - 'null' x-parser-schema-id: updated_time: type: integer format: int64 x-parser-schema-id: inventory: type: array items: type: object properties: symbol: type: string x-parser-schema-id: side: *ref_13 size: type: string x-parser-schema-id: avg_entry_price: type: string x-parser-schema-id: unrealized_pnl: type: string x-parser-schema-id: required: - symbol - side - size - avg_entry_price - unrealized_pnl x-parser-schema-id: InsurancePoolInventoryPosition x-parser-schema-id: required: - pool_id - pool_group_id - cash_balance - realized_pnl_cum - unrealized_pnl - base_equity - equity - group_redistribution_in - group_redistribution_out - group_adl_obligation - adl_mode - updated_time - inventory x-parser-schema-id: InsurancePoolSnapshot topic: *ref_3 required: - topic - data x-parser-schema-id: - type: object properties: data: type: object properties: pool_id: type: string x-parser-schema-id: pool_group_id: type: string x-parser-schema-id: symbol: type: string x-parser-schema-id: adl_mode: type: string x-parser-schema-id: adl_trigger_reason: type: - string - 'null' x-parser-schema-id: latest_pnl_ratio: type: - string - 'null' x-parser-schema-id: equity: type: string x-parser-schema-id: updated_time: type: integer format: int64 x-parser-schema-id: required: - pool_id - pool_group_id - symbol - adl_mode - equity - updated_time x-parser-schema-id: AdlAlertSnapshot topic: *ref_3 required: - topic - data x-parser-schema-id: - type: object properties: topic: *ref_3 data: description: >- Query for the latest price snapshot, best bid/ask price, and trading volume in the last 24 hours. type: object properties: symbol: description: Symbol name type: string x-parser-schema-id: addr: description: Market address type: string x-parser-schema-id: last_price: description: Last traded price type: string x-parser-schema-id: index_price: description: Index price type: string x-parser-schema-id: mark_price: description: Mark price type: string x-parser-schema-id: prev_price_24h: description: Market price 24 hours ago type: string x-parser-schema-id: high_price_24h: description: The highest price in the last 24 hours type: string x-parser-schema-id: low_price_24h: description: The lowest price in the last 24 hours type: string x-parser-schema-id: prev_price_1h: description: Market price 1 hour ago type: string x-parser-schema-id: volume_24h: description: Volume for 24h type: string x-parser-schema-id: turnover_24h: description: Turnover for 24h type: string x-parser-schema-id: open_interest: description: Open interest size type: string x-parser-schema-id: open_interest_value: description: Open interest value type: string x-parser-schema-id: funding_rate: description: Funding rate type: string x-parser-schema-id: next_funding_time: description: Next funding time (ms) type: integer format: int64 x-parser-schema-id: best_ask_size: description: Best ask size type: string x-parser-schema-id: best_ask_price: description: Best ask price type: string x-parser-schema-id: best_bid_size: description: Best bid size type: string x-parser-schema-id: best_bid_price: description: Best bid price type: string x-parser-schema-id: required: - symbol - addr - last_price - index_price - mark_price - prev_price_24h - high_price_24h - low_price_24h - prev_price_1h - volume_24h - turnover_24h - open_interest - open_interest_value - funding_rate - next_funding_time - best_ask_size - best_ask_price - best_bid_size - best_bid_price x-parser-schema-id: TickerSnapshot required: - topic - data x-parser-schema-id: - type: object properties: data: type: object properties: t: description: Candle open time (ms). type: integer format: int64 x-parser-schema-id: i: type: string enum: - 1m - 3m - 5m - 15m - 30m - 1h - 2h - 4h - 6h - 12h - 1d - 3d - 1w - 1M x-parser-schema-id: Interval o: description: >- Open - the price of the first trade in this candle (opening price). type: string x-parser-schema-id: h: description: High - the highest trade price within this interval. type: string x-parser-schema-id: l: description: Low - the minimum trade price within this interval. type: string x-parser-schema-id: c: description: >- Close - the price of the last trade in this candle (closing price). type: string x-parser-schema-id: T: description: Candle close time (ms). type: integer format: int64 x-parser-schema-id: v: description: Volume. the trading volume for the candle type: string x-parser-schema-id: V: description: Taker buy base asset volume. Binance `V` field. type: string x-parser-schema-id: Q: description: Taker buy quote asset volume. Binance `Q` field. type: string x-parser-schema-id: 'n': description: >- Trade count. The number of trades included in this candle type: string x-parser-schema-id: required: - t - i - o - h - l - c - T - v - V - Q - 'n' x-parser-schema-id: KlineSnapshot topic: *ref_3 required: - topic - data x-parser-schema-id: - type: object properties: topic: *ref_3 data: type: array items: description: Summary information about an order. type: object properties: order_id: type: string format: uuid x-parser-schema-id: order_link_id: type: - string - 'null' x-parser-schema-id: symbol: type: string x-parser-schema-id: sub_account_address: type: string x-parser-schema-id: price: type: string x-parser-schema-id: qty: type: string x-parser-schema-id: side: *ref_13 margin_mode: &ref_19 type: string enum: - Cross - Isolated x-parser-schema-id: MarginMode order_status: oneOf: - type: string enum: - New - PartiallyFilled - Untriggered - Rejected - PartiallyFilledCanceled - Filled - Canceled - Triggered - Deactivated - Expired x-parser-schema-id: - description: >- Cancel requested by user/admin/system, pending matching confirmation. type: string const: CancelRequested x-parser-schema-id: x-parser-schema-id: OrderStatus create_type: anyOf: - &ref_16 type: string enum: - CreateByUser - CreateByFutureSpread - CreateByAdminClosing - CreateBySettle - CreateByStopOrder - CreateByTakeProfit - CreateByPartialTakeProfit - CreateByStopLoss - CreateByPartialStopLoss - CreateByTrailingStop - CreateByTrailingProfit - CreateByLiq - CreateByTakeOverPassThrough - CreateByAdlPassThrough - CreateByBlockPassThrough - CreateByBlockTradeMovePositionPassThrough - CreateByClosing - CreateByFGridBot - CloseByFGridBot - CreateByTWAP - CreateByTVSignal - CreateByMmRateClose - CreateByMartingaleBot - CloseByMartingaleBot - CreateByIceBerg - CreateByArbitrage - CreateByDdh - CreateByBboOrder x-parser-schema-id: CreateType - type: 'null' x-parser-schema-id: x-parser-schema-id: cancel_type: anyOf: - description: Reason/Source of the order cancellation. type: string enum: - CancelByUser - CancelByAdmin - CancelBySystem - CancelByReduceOnly - CancelByPrepareLiq - CancelAllBeforeLiq - CancelByPrepareAdl - CancelAllBeforeAdl - CancelBySettle - CancelByTpSlTsClear - CancelBySmp - CancelByDcp - CancelByRebalance - CancelByOcoTpCanceledBySlTriggered - CancelByOcoSlCanceledByTpTriggered x-parser-schema-id: CancelType - type: 'null' x-parser-schema-id: x-parser-schema-id: reject_reason: anyOf: - type: string enum: - EcNoError - EcOthers - EcInsufficientFunds - EcUnknownMessageType - EcMissingClOrdId - EcMissingOrigClOrdId - EcClOrdIdOrigClOrdIdAreTheSame - EcDuplicatedClOrdId - EcOrigClOrdIdDoesNotExist - EcTooLateToCancel - EcUnknownOrderType - EcUnknownSide - EcUnknownTimeInForce - EcWronglyRouted - EcMarketOrderPriceIsNotZero - EcLimitOrderInvalidPrice - EcNoEnoughQtyToFill - EcNoImmediateQtyToFill - EcPerCancelRequest - EcMarketOrderCannotBePostOnly - EcPostOnlyWillTakeLiquidity - EcReduceOnlyNoPosition - EcReduceOnlyWouldIncreasePosition - EcReduceOnlyExceedsPosition - EcReduceOnlyMode - EcTradingHalted - EcCancelReplaceOrder - EcInvalidSymbolStatus - EcCancelForNoFullFill - EcBySelfMatch - EcInCallAuctionStatus - EcQtyCannotBeZero - EcMarketOrderNoSupportTif - EcReachMaxTradeNum - EcInvalidPriceScale - EcBitIndexInvalid - EcStopBySelfMatch - EcInvalidSmpType - EcCancelByMmp - EcInvalidUserType - EcInvalidMirrorOid - EcInvalidMirrorUid - EcEcInvalidQty - EcInvalidAmount - EcLoadOrderCancel - EcMarketQuoteNoSuppSell - EcDisorderOrderId - EcInvalidBaseValue - EcLoadOrderCanMatch - EcSecurityStatusFail - EcReachRiskPriceLimit - EcOrderNotExist - EcCancelByOrderValueZero - EcCancelByMatchValueZero - EcReachMarketPriceLimit x-parser-schema-id: RejectReason - type: 'null' x-parser-schema-id: x-parser-schema-id: avg_price: description: >- Average price at which part (or all) of the order has been executed (i.e. filled) type: string x-parser-schema-id: leaves_qty: description: >- Remaining quantity from the order that has not yet been executed type: string x-parser-schema-id: leaves_value: description: >- Estimated value of the remaining quantity (leavesQty) that remains unfilled. Basically: how much the unfilled portion is “worth” type: string x-parser-schema-id: cum_exec_qty: description: >- Cumulative executed quantity: total amount of the order that has already been filled/executed so far type: string x-parser-schema-id: cum_exec_value: description: >- Cumulative executed value: the total value corresponding to the part of the order that has already been filled. Basically: how much worth in total has been executed so far type: string x-parser-schema-id: cum_exec_fee: description: >- Cumulative executed trading fee: the total fees charged so far for the executed portion of this order type: string x-parser-schema-id: closed_pnl: description: |- Closed profit and loss for each close position order. Valid only in order WebSocket type: - string - 'null' x-parser-schema-id: time_in_force: description: Time in Force instructions. oneOf: - description: Good Till Cancel type: string const: GTC x-parser-schema-id: - description: Immediate or Cancel type: string const: IOC x-parser-schema-id: - description: Fill or Kill type: string const: FOK x-parser-schema-id: - description: Good Till Date type: object properties: GTD: type: integer format: uint64 minimum: 0 x-parser-schema-id: required: - GTD additionalProperties: false x-parser-schema-id: - description: Good For Day type: string const: Day x-parser-schema-id: x-parser-schema-id: TimeInForce expire_time: description: >- Expiration time for orders with a time-in-force of Good-Til-Date (GTD) type: - integer - 'null' format: int64 default: null x-parser-schema-id: order_type: &ref_17 description: 'Order type: Limit, Market.' type: string enum: - Limit - Market x-parser-schema-id: OrderType stop_order_type: description: >- Stop order type. For example, Stop Market or Stop Limit. anyOf: - &ref_18 type: string enum: - TakeProfit - StopLoss - TrailingStop - Stop - PartialTakeProfit - PartialStopLoss - TpslOrder - OcoOrder - MmRateClose - BidirectionalTpslOrder x-parser-schema-id: StopOrderType - type: 'null' x-parser-schema-id: x-parser-schema-id: tpsl: description: Take Profit / Stop Loss details if set anyOf: - type: object properties: mode: type: string enum: - Full - Partial x-parser-schema-id: TpSlMode take_profit: anyOf: - &ref_15 oneOf: - type: object properties: market: type: object properties: trigger_price: type: string x-parser-schema-id: trigger_by: &ref_14 type: string enum: - LastPrice - IndexPrice - MarkPrice x-parser-schema-id: TriggerBy required: - trigger_price - trigger_by x-parser-schema-id: required: - market additionalProperties: false x-parser-schema-id: - type: object properties: limit: type: object properties: trigger_price: type: string x-parser-schema-id: limit_price: type: string x-parser-schema-id: trigger_by: *ref_14 required: - trigger_price - limit_price - trigger_by x-parser-schema-id: required: - limit additionalProperties: false x-parser-schema-id: x-parser-schema-id: TpSlSpec - type: 'null' x-parser-schema-id: x-parser-schema-id: stop_loss: anyOf: - *ref_15 - type: 'null' x-parser-schema-id: x-parser-schema-id: required: - mode x-parser-schema-id: TpSl - type: 'null' x-parser-schema-id: x-parser-schema-id: trigger: description: >- Conditional order details if this is a conditional order anyOf: - type: object properties: trigger_price: description: The price level that activates the order. type: string x-parser-schema-id: trigger_direction: type: string enum: - Up - Down x-parser-schema-id: TriggerDirection trigger_by: *ref_14 required: - trigger_price - trigger_direction - trigger_by x-parser-schema-id: ConditionalOrder - type: 'null' x-parser-schema-id: x-parser-schema-id: last_price_on_created: description: Last price at the time the order was created type: string x-parser-schema-id: post_only: type: boolean x-parser-schema-id: reduce_only: type: boolean x-parser-schema-id: close_on_trigger: type: boolean x-parser-schema-id: created_time: type: integer format: int64 x-parser-schema-id: updated_time: type: integer format: int64 x-parser-schema-id: required: - order_id - symbol - sub_account_address - price - qty - side - margin_mode - order_status - avg_price - leaves_qty - leaves_value - cum_exec_qty - cum_exec_value - cum_exec_fee - time_in_force - order_type - last_price_on_created - post_only - reduce_only - close_on_trigger - created_time - updated_time x-parser-schema-id: Order x-parser-schema-id: required: - topic - data x-parser-schema-id: - type: object properties: data: type: array items: description: Single execution (trade fill) record. type: object properties: exec_id: description: Execution ID type: string format: uuid x-parser-schema-id: symbol: description: Symbol name, e.g. BTCUSDC type: string x-parser-schema-id: order_id: type: string format: uuid x-parser-schema-id: order_link_id: type: - string - 'null' x-parser-schema-id: side: *ref_13 sub_account_address: type: string x-parser-schema-id: order_price: description: Original order price type: string x-parser-schema-id: order_qty: description: Original order quantity type: string x-parser-schema-id: leaves_qty: description: Remaining quantity not yet executed after this fill type: string x-parser-schema-id: create_type: description: Order create type anyOf: - *ref_16 - type: 'null' x-parser-schema-id: x-parser-schema-id: order_type: *ref_17 stop_order_type: description: Stop order type if this was a stop order anyOf: - *ref_18 - type: 'null' x-parser-schema-id: x-parser-schema-id: exec_price: description: Execution price type: string x-parser-schema-id: exec_qty: description: Execution quantity type: string x-parser-schema-id: exec_value: description: Executed value (price * qty) type: string x-parser-schema-id: exec_type: description: Execution type for trade history entries. oneOf: - description: Regular trade execution. type: string const: Trade x-parser-schema-id: - description: Auto-deleveraging. type: string const: AdlTrade x-parser-schema-id: - description: Funding fee. type: string const: Funding x-parser-schema-id: - description: Takeover liquidation. type: string const: BustTrade x-parser-schema-id: - description: >- USDC futures delivery; position closed by contract delisted. type: string const: Delivery x-parser-schema-id: - description: >- Inverse futures settlement; position closed due to delisting. type: string const: Settle x-parser-schema-id: - description: Block trade. type: string const: BlockTrade x-parser-schema-id: - description: Move position. type: string const: MovePosition x-parser-schema-id: - description: Spread leg execution. type: string const: FutureSpread x-parser-schema-id: x-parser-schema-id: ExecType exec_time: description: Executed timestamp (ms) type: integer format: int64 x-parser-schema-id: is_maker: description: 'Is maker order. true: maker, false: taker' type: boolean x-parser-schema-id: fee_rate: description: Trading fee rate type: string x-parser-schema-id: mark_price: description: Mark price at execution type: string x-parser-schema-id: index_price: description: Index price at execution type: string x-parser-schema-id: closed_size: description: Closed position size type: - string - 'null' x-parser-schema-id: seq: description: >- Cross sequence, used to associate each fill and each position update * The seq will be the same when conclude multiple transactions at the same time * Different symbols may have the same seq, please use seq + symbol to check unique type: integer format: uint64 minimum: 0 x-parser-schema-id: required: - exec_id - symbol - order_id - side - sub_account_address - order_price - order_qty - leaves_qty - order_type - exec_price - exec_qty - exec_value - exec_type - exec_time - is_maker - fee_rate - mark_price - index_price - seq x-parser-schema-id: Execution x-parser-schema-id: topic: *ref_3 required: - topic - data x-parser-schema-id: - type: object properties: topic: *ref_3 data: type: array items: description: >- Position information. * risk_id: numeric identifier of the current risk tier your position is on for that symbol. * risk_limit_value: the maximum position value allowed under that tier (the tier’s limit). If your position value grows beyond this, the tier steps up (higher requirements). Details: * Meaning: Bybit enforces “risk limit tiers” to cap position value and scale maintenance margin. The tier is referenced by riskId, and its cap is riskLimitValue. * Effects: Higher tiers allow larger positions but increase maintenance margin and may constrain leverage. * Portfolio margin note: In portfolio margin mode, both fields are not meaningful and are returned as 0 (docs: “risk limit rules are invalid”). type: object properties: risk_id: description: Risk tier ID type: integer format: uint8 minimum: 0 maximum: 255 x-parser-schema-id: risk_limit_value: description: Risk limit value type: string x-parser-schema-id: symbol: description: Symbol name type: string x-parser-schema-id: sub_account_address: type: string x-parser-schema-id: side: *ref_13 size: description: Position size, always positive type: string x-parser-schema-id: avg_price: description: Average entry price. type: string x-parser-schema-id: position_value: description: Position value type: string x-parser-schema-id: margin_mode: *ref_19 position_balance: description: Position margin type: string x-parser-schema-id: position_status: type: string enum: - Normal - Liq - Adl x-parser-schema-id: PositionStatus leverage: description: Position leverage type: string x-parser-schema-id: mark_price: description: Mark price type: string x-parser-schema-id: liq_price: description: Position liquidation price type: string x-parser-schema-id: bust_price: description: Bankruptcy price type: string x-parser-schema-id: position_im: description: Initial margin type: string x-parser-schema-id: position_im_by_mp: description: Initial margin calculated by mark price type: string x-parser-schema-id: position_mm: description: Maintenance margin type: string x-parser-schema-id: position_mm_by_mp: description: Maintenance margin calculated by mark price type: string x-parser-schema-id: take_profit: description: Take profit price type: - string - 'null' x-parser-schema-id: stop_loss: description: Stop loss price type: - string - 'null' x-parser-schema-id: trailing_stop: description: Trailing stop (The distance from market price) type: - string - 'null' x-parser-schema-id: unrealized_pnl: description: >- How much USDC an account will receive (or pay if negative) if the position is closed at the current MarkPrice type: string x-parser-schema-id: unrealized_funding: description: >- Net unsettled funding PnL for this position (receive positive, pay negative). type: string x-parser-schema-id: realized_pnl_cur: description: >- Sum of Fill Realized PnL for position of this symbol/side since this position was created last time type: string x-parser-schema-id: realized_pnl_cum: description: >- Sum of all historical Current Realized PnLs (and the latest one). type: string x-parser-schema-id: cum_funding: description: >- Net realized funding PnL accumulated for this position (receive positive, pay negative). type: string x-parser-schema-id: adl_rank_indicator: description: Auto-deleverage rank indicator. type: string enum: - Zero - One - Two - Three - Four - Five x-parser-schema-id: AdlRankIndicator is_reduce_only: type: boolean x-parser-schema-id: created_time: description: >- Timestamp of the first time a position was created on this symbol (ms) type: integer format: int64 x-parser-schema-id: updated_time: description: Position data updated timestamp (ms) type: integer format: int64 x-parser-schema-id: seq: description: >- Cross sequence, used to associate each fill and each position update * Different symbols may have the same seq, please use seq + symbol to check unique type: integer format: uint64 minimum: 0 x-parser-schema-id: mmr_sys_update_time: type: - integer - 'null' format: int64 default: null x-parser-schema-id: leverage_sys_updated_time: type: - integer - 'null' format: int64 default: null x-parser-schema-id: required: - risk_id - risk_limit_value - symbol - sub_account_address - side - size - avg_price - position_value - margin_mode - position_balance - position_status - leverage - mark_price - liq_price - bust_price - position_im - position_im_by_mp - position_mm - position_mm_by_mp - unrealized_pnl - unrealized_funding - realized_pnl_cur - realized_pnl_cum - cum_funding - adl_rank_indicator - is_reduce_only - created_time - updated_time - seq x-parser-schema-id: Position x-parser-schema-id: required: - topic - data x-parser-schema-id: - type: object properties: topic: *ref_3 data: type: array items: description: Account-wide wallet and margin metrics. type: object properties: sub_account_address: description: Sub-Account address (the owner of the technical vault) type: string x-parser-schema-id: account_type: description: Account type (e.g. Funding, Trading) type: string x-parser-schema-id: equity: description: >- Equity under the account without considering the collateral value ratio (calculated in USDC). Equity = Vault Balance + Perp & Futures Unrealized P&L + Unrealized Funding type: string x-parser-schema-id: vault_balance: description: Vault Balance (USDC) type: string x-parser-schema-id: margin_balance: description: >- Amount that can be used as margin under the account after considering the collateral value ratio (calculated in USDC) Total Vault Balance + Perp Unrealized P&L type: string x-parser-schema-id: available_balance: description: >- The amount of an asset that can be used to open USDC Perpetual positions (USDC) type: string x-parser-schema-id: accrued_interest: description: Accrued interest type: string x-parser-schema-id: total_order_im: description: Pre-occupied margin for order. Locked balance (USDC) type: string x-parser-schema-id: total_position_im: description: Sum of initial margin of all positions. type: string x-parser-schema-id: total_position_mm: description: >- Sum of maintenance margin for all positions, including estimated close fees. type: string x-parser-schema-id: unrealised_pnl: description: Unrealised P&L type: string x-parser-schema-id: unrealized_funding: description: >- Aggregated unrealized funding across all positions (USDC) type: string x-parser-schema-id: realised_pnl_cum: description: Cumulative Realised P&L type: string x-parser-schema-id: required: - sub_account_address - account_type - equity - vault_balance - margin_balance - available_balance - accrued_interest - total_order_im - total_position_im - total_position_mm - unrealised_pnl - unrealized_funding - realised_pnl_cum x-parser-schema-id: AccountBalance x-parser-schema-id: required: - topic - data x-parser-schema-id: x-parser-schema-id: title: Event description: Streaming event message. example: |- { "server_ts_ms": 123, "op": "" } bindings: [] extensions: - id: x-parser-unique-object-id value: Event - id: x-parser-message-name value: Event bindings: [] extensions: *ref_4 sendOperations: - *ref_20 - *ref_21 - *ref_22 receiveOperations: - *ref_23 - *ref_24 - *ref_25 - *ref_26 - *ref_27 sendMessages: - *ref_28 - *ref_29 - *ref_30 receiveMessages: - *ref_31 - *ref_32 - *ref_33 - *ref_34 - *ref_35 extensions: - id: x-parser-unique-object-id value: public securitySchemes: [] ````