> ## Documentation Index > Fetch the complete documentation index at: https://docs.rails.xyz/llms.txt > Use this file to discover all available pages before exploring further. # Order Creation Stream > Create, modify, and cancel orders, update isolated margin, and receive fill/rejection notifications. This stream is available on the `orders` subscription. It allows you to create, modify, and cancel orders, update isolated position margin, and receive order notifications. #### Multi-Step Responses Order actions typically produce more than one message on this stream: 1. An **acknowledgment** (`statusCode: 202`) confirming the request was received and is being processed 2. A **confirmation** (`statusCode: 200`) once the action has taken effect, or an **error** (`400`/`403`/`404`/`408`/`409`/`429`/`500`) if it failed `modifyOrder` treats the modification as a replacement: after the acknowledgment, you'll receive an **Original Order Modified** notice confirming the original order was cancelled, then a **New Order Pending** notice for the replacement order, and finally a follow-up `createOrder` confirmation or error for that replacement order. See [Order Modification](/latest/perps/guides/order-modification) for the full sequence. `updateMargin` is a special case: if the requested margin already matches the current margin, the operation is a no-op and the `200` confirmation is returned directly without a prior `202` acknowledgment. #### Notifications `completeFillOrder` and `partialFillOrder` are pushed as your orders execute; `rejectOrder` is pushed when an order is rejected (for example, a post-only order that would have matched immediately). #### Backfill Connecting with a `sessionId` query parameter starts a WebSocket session on this stream: on connect, any messages missed since the last delivered position are backfilled first, followed by a `sessionBackfill` message summarizing the session. See [WebSocket Session](/latest/websocket-session) for the full field reference, session continuity semantics, and backfill limits. ## AsyncAPI ````yaml latest/perps/asyncapi/perps-ws.yaml orderCreationStream id: orderCreationStream title: Order Creation Stream description: > Active on the `orders` subscription, which is on by default when you connect (unless the `subscriptions` query parameter replaces it). Create, modify, and cancel orders, update isolated margin, and receive fill/rejection notifications. Supports a [WebSocket Session](/latest/websocket-session) via the connection's `sessionId` query parameter. servers: - id: sandbox protocol: wss host: ws.sandbox.rails.xyz bindings: [] variables: [] address: '?product=perpetuals&market={market}&subscriptions=orders&sessionId={sessionId}' parameters: - id: market jsonSchema: type: string description: > A specific market (e.g. `BTC-USDT`) or `ALL`. When `ALL` is used, `market` must be supplied explicitly in the `content` of every request that accepts it. default: BTC-USDT description: > A specific market (e.g. `BTC-USDT`) or `ALL`. When `ALL` is used, `market` must be supplied explicitly in the `content` of every request that accepts it. type: string required: true deprecated: false - id: sessionId jsonSchema: type: string description: > UUID identifying a session. Enables [WebSocket Session](/latest/websocket-session) on this stream. Omit to opt out. default: d785d51c-054e-4e33-9738-92d04ede9fab description: > UUID identifying a session. Enables [WebSocket Session](/latest/websocket-session) on this stream. Omit to opt out. type: string required: true deprecated: false bindings: [] operations: - &ref_3 id: createOrder title: Create order description: Create a limit or market order. type: receive messages: - &ref_14 id: createOrderRequest contentType: application/json payload: - name: Create Order type: object properties: - name: message type: string description: Always `createOrder`. required: true - name: content type: object required: true properties: - name: clientRequestId type: string description: Client-generated UUID for correlation required: false - name: market type: string description: >- Market name, only required when connecting with `market=ALL` required: false - name: price type: string description: Limit price; for market orders, expected price required: true - name: quantity type: string description: Order quantity required: true - name: orderType type: string description: Order side enumValues: - buy - sell required: true - name: tradeType type: string description: Order type enumValues: - limit - market required: true - name: postOnly type: boolean description: Maker-only creation flag required: false - name: maxSlippage type: string description: Market-only; `0 - 1` inclusive. `0` acts as IOC required: false headers: [] jsonPayloadSchema: type: object properties: message: type: string description: Always `createOrder`. x-parser-schema-id: content: type: object properties: clientRequestId: type: string description: Client-generated UUID for correlation x-parser-schema-id: market: type: string description: Market name, only required when connecting with `market=ALL` x-parser-schema-id: price: type: string description: Limit price; for market orders, expected price x-parser-schema-id: quantity: type: string description: Order quantity x-parser-schema-id: orderType: type: string enum: - buy - sell description: Order side x-parser-schema-id: tradeType: type: string enum: - limit - market description: Order type x-parser-schema-id: postOnly: type: boolean description: Maker-only creation flag x-parser-schema-id: maxSlippage: type: string description: Market-only; `0 - 1` inclusive. `0` acts as IOC x-parser-schema-id: required: - price - quantity - orderType - tradeType x-parser-schema-id: required: - message - content x-parser-schema-id: title: Create Order example: |- { "message": "createOrder", "content": { "clientRequestId": "0835bf3e-4a20-41f0-908d-8213f2b7a285", "market": "ETH-USDT", "price": "2000.90", "quantity": "1.00", "orderType": "buy", "tradeType": "limit", "postOnly": false } } bindings: [] extensions: - id: x-parser-unique-object-id value: createOrderRequest bindings: [] extensions: &ref_1 - id: x-parser-unique-object-id value: orderCreationStream - &ref_7 id: createOrderResult title: Create order result description: >- Acknowledgment (202), confirmation (200), or error response to `createOrder`. type: send messages: - &ref_18 id: createOrderAck contentType: application/json payload: - name: Create Order — Acknowledgment type: object properties: - name: resultType type: string description: Always `createOrder`. required: true - name: market type: string description: Market name required: true - name: data type: object required: true properties: - name: statusCode type: integer description: Always `202`. required: true - name: body type: string description: Status message required: true - name: order type: object description: > Omitted entirely from some error responses; when present, all fields below are populated. required: true properties: - name: market type: string description: Market name required: true - name: orderId type: string description: Unique identifier for the order required: true - name: orderType type: string description: Order side enumValues: - buy - sell required: true - name: tradeType type: string description: Order type enumValues: - limit - market required: true - name: price type: string description: >- Limit price; for market orders, expected/executed price required: true - name: quantity type: string description: Remaining quantity required: true - name: filledQuantity type: string description: Filled quantity required: true - name: leverage type: string description: Leverage used at order creation/modification required: true - name: createdAt type: integer description: Milliseconds since epoch required: true - name: updatedAt type: integer description: Milliseconds since epoch required: true - name: orderStatus type: string description: > `pending` awaiting acceptance; `active` resting on the book; `cancelling` cancellation in progress; `cancelled` cancelled; `modifying` modification in progress; `modified` superseded by a modification (cancelled and replaced by a new order); `rejected` rejected enumValues: - pending - active - cancelling - cancelled - modifying - modified - rejected required: true - name: clientRequestId type: string description: Client-generated UUID for correlation required: false - name: reduceOnly type: boolean description: Restricts the order to reducing an existing position required: true - name: postOnly type: boolean description: Maker-only creation flag required: true - name: avgFillPrice type: string description: >- Average price across fills; present once at least one fill has occurred required: false - name: clientRequestId type: string description: Client-generated UUID for correlation required: false - name: apiQuotaUsed type: integer description: API quota consumed required: true headers: [] jsonPayloadSchema: type: object properties: resultType: type: string description: Always `createOrder`. x-parser-schema-id: market: type: string description: Market name x-parser-schema-id: data: type: object properties: statusCode: type: integer description: Always `202`. x-parser-schema-id: body: type: string description: Status message x-parser-schema-id: order: &ref_0 type: object description: > Omitted entirely from some error responses; when present, all fields below are populated. properties: market: type: string description: Market name x-parser-schema-id: orderId: type: string description: Unique identifier for the order x-parser-schema-id: orderType: type: string enum: - buy - sell description: Order side x-parser-schema-id: tradeType: type: string enum: - limit - market description: Order type x-parser-schema-id: price: type: string description: Limit price; for market orders, expected/executed price x-parser-schema-id: quantity: type: string description: Remaining quantity x-parser-schema-id: filledQuantity: type: string description: Filled quantity x-parser-schema-id: leverage: type: string description: Leverage used at order creation/modification x-parser-schema-id: createdAt: type: integer description: Milliseconds since epoch x-parser-schema-id: updatedAt: type: integer description: Milliseconds since epoch x-parser-schema-id: orderStatus: type: string enum: - pending - active - cancelling - cancelled - modifying - modified - rejected description: > `pending` awaiting acceptance; `active` resting on the book; `cancelling` cancellation in progress; `cancelled` cancelled; `modifying` modification in progress; `modified` superseded by a modification (cancelled and replaced by a new order); `rejected` rejected x-parser-schema-id: clientRequestId: type: string description: Client-generated UUID for correlation x-parser-schema-id: reduceOnly: type: boolean description: Restricts the order to reducing an existing position x-parser-schema-id: postOnly: type: boolean description: Maker-only creation flag x-parser-schema-id: avgFillPrice: type: string description: >- Average price across fills; present once at least one fill has occurred x-parser-schema-id: required: - market - orderId - orderType - tradeType - price - quantity - filledQuantity - leverage - createdAt - updatedAt - orderStatus - reduceOnly - postOnly x-parser-schema-id: Order clientRequestId: type: string description: Client-generated UUID for correlation x-parser-schema-id: apiQuotaUsed: type: integer description: API quota consumed x-parser-schema-id: required: - statusCode - body - order - apiQuotaUsed x-parser-schema-id: required: - resultType - market - data x-parser-schema-id: title: Create Order — Acknowledgment example: |- { "resultType": "createOrder", "market": "ETH-USDT", "data": { "statusCode": 202, "body": "order created, pending acceptance", "order": { "market": "ETH-USDT", "orderId": "01HZ5J70FCBNJAS7TVPVB4GAAG", "orderType": "buy", "tradeType": "limit", "price": "3600", "quantity": "1", "filledQuantity": "0", "leverage": "1", "createdAt": 1746642892940, "updatedAt": 1746642892940, "orderStatus": "pending", "clientRequestId": "0835bf3e-4a20-41f0-908d-8213f2b7a285", "reduceOnly": false, "postOnly": true }, "clientRequestId": "0835bf3e-4a20-41f0-908d-8213f2b7a285", "apiQuotaUsed": 1 } } bindings: [] extensions: - id: x-parser-unique-object-id value: createOrderAck - &ref_19 id: createOrderConfirmation contentType: application/json payload: - name: Create Order — Confirmation type: object properties: - name: resultType type: string description: Always `createOrder`. required: true - name: market type: string description: Market name required: true - name: data type: object required: true properties: - name: statusCode type: integer description: Always `200`. required: true - name: body type: string description: Status message required: true - name: order type: object description: > Omitted entirely from some error responses; when present, all fields below are populated. required: true properties: - name: market type: string description: Market name required: true - name: orderId type: string description: Unique identifier for the order required: true - name: orderType type: string description: Order side enumValues: - buy - sell required: true - name: tradeType type: string description: Order type enumValues: - limit - market required: true - name: price type: string description: >- Limit price; for market orders, expected/executed price required: true - name: quantity type: string description: Remaining quantity required: true - name: filledQuantity type: string description: Filled quantity required: true - name: leverage type: string description: Leverage used at order creation/modification required: true - name: createdAt type: integer description: Milliseconds since epoch required: true - name: updatedAt type: integer description: Milliseconds since epoch required: true - name: orderStatus type: string description: > `pending` awaiting acceptance; `active` resting on the book; `cancelling` cancellation in progress; `cancelled` cancelled; `modifying` modification in progress; `modified` superseded by a modification (cancelled and replaced by a new order); `rejected` rejected enumValues: - pending - active - cancelling - cancelled - modifying - modified - rejected required: true - name: clientRequestId type: string description: Client-generated UUID for correlation required: false - name: reduceOnly type: boolean description: Restricts the order to reducing an existing position required: true - name: postOnly type: boolean description: Maker-only creation flag required: true - name: avgFillPrice type: string description: >- Average price across fills; present once at least one fill has occurred required: false - name: clientRequestId type: string description: Client-generated UUID for correlation required: false headers: [] jsonPayloadSchema: type: object properties: resultType: type: string description: Always `createOrder`. x-parser-schema-id: market: type: string description: Market name x-parser-schema-id: data: type: object properties: statusCode: type: integer description: Always `200`. x-parser-schema-id: body: type: string description: Status message x-parser-schema-id: order: *ref_0 clientRequestId: type: string description: Client-generated UUID for correlation x-parser-schema-id: required: - statusCode - body - order x-parser-schema-id: required: - resultType - market - data x-parser-schema-id: title: Create Order — Confirmation example: |- { "resultType": "createOrder", "market": "ETH-USDT", "data": { "statusCode": 200, "body": "order accepted", "order": { "market": "ETH-USDT", "orderId": "01HZ5J70FCBNJAS7TVPVB4GAAG", "orderType": "buy", "tradeType": "limit", "price": "3600", "quantity": "1", "filledQuantity": "0", "leverage": "1", "createdAt": 1746642892940, "updatedAt": 1746642892940, "orderStatus": "active", "clientRequestId": "0835bf3e-4a20-41f0-908d-8213f2b7a285", "reduceOnly": false, "postOnly": true }, "clientRequestId": "0835bf3e-4a20-41f0-908d-8213f2b7a285" } } bindings: [] extensions: - id: x-parser-unique-object-id value: createOrderConfirmation - &ref_20 id: createOrderError contentType: application/json payload: - name: Create Order — Error type: object properties: - name: resultType type: string description: Always `createOrder`. required: true - name: market type: string description: Market name required: true - name: data type: object required: true properties: - name: statusCode type: integer description: Error status code enumValues: - 400 - 403 - 408 - 429 - 500 required: true - name: body type: string description: Status message required: true - name: order type: object description: > Omitted entirely from some error responses; when present, all fields below are populated. required: false properties: - name: market type: string description: Market name required: true - name: orderId type: string description: Unique identifier for the order required: true - name: orderType type: string description: Order side enumValues: - buy - sell required: true - name: tradeType type: string description: Order type enumValues: - limit - market required: true - name: price type: string description: >- Limit price; for market orders, expected/executed price required: true - name: quantity type: string description: Remaining quantity required: true - name: filledQuantity type: string description: Filled quantity required: true - name: leverage type: string description: Leverage used at order creation/modification required: true - name: createdAt type: integer description: Milliseconds since epoch required: true - name: updatedAt type: integer description: Milliseconds since epoch required: true - name: orderStatus type: string description: > `pending` awaiting acceptance; `active` resting on the book; `cancelling` cancellation in progress; `cancelled` cancelled; `modifying` modification in progress; `modified` superseded by a modification (cancelled and replaced by a new order); `rejected` rejected enumValues: - pending - active - cancelling - cancelled - modifying - modified - rejected required: true - name: clientRequestId type: string description: Client-generated UUID for correlation required: false - name: reduceOnly type: boolean description: Restricts the order to reducing an existing position required: true - name: postOnly type: boolean description: Maker-only creation flag required: true - name: avgFillPrice type: string description: >- Average price across fills; present once at least one fill has occurred required: false - name: error type: object required: true properties: - name: slug type: string description: Machine-readable error slug required: true - name: code type: string description: Error code required: true - name: apiQuotaUsed type: integer description: API quota consumed required: true - name: retryAfterSec type: integer description: Present when throttled required: false - name: clientRequestId type: string description: Client-generated UUID for correlation required: false headers: [] jsonPayloadSchema: type: object properties: resultType: type: string description: Always `createOrder`. x-parser-schema-id: market: type: string description: Market name x-parser-schema-id: data: type: object properties: statusCode: type: integer enum: - 400 - 403 - 408 - 429 - 500 description: Error status code x-parser-schema-id: body: type: string description: Status message x-parser-schema-id: order: *ref_0 error: &ref_2 type: object properties: slug: type: string description: Machine-readable error slug x-parser-schema-id: code: type: string description: Error code x-parser-schema-id: required: - slug - code x-parser-schema-id: ErrorDetail apiQuotaUsed: type: integer description: API quota consumed x-parser-schema-id: retryAfterSec: type: integer description: Present when throttled x-parser-schema-id: clientRequestId: type: string description: Client-generated UUID for correlation x-parser-schema-id: required: - statusCode - body - error - apiQuotaUsed x-parser-schema-id: required: - resultType - market - data x-parser-schema-id: title: Create Order — Error example: |- { "resultType": "createOrder", "market": "ETH-USDT", "data": { "statusCode": 400, "body": "maximum open orders count of 80 reached", "order": { "market": "ETH-USDT", "orderId": "01K9G4K19776J1CTA8YXA8AA5H", "orderType": "sell", "tradeType": "limit", "price": "3467", "quantity": "0.1", "filledQuantity": "0", "leverage": "1", "createdAt": 1762552022311, "updatedAt": 1762552022311, "orderStatus": "rejected", "clientRequestId": "2f6635e5-bdab-4fbc-8e2e-21252d2219dc", "reduceOnly": false, "postOnly": false }, "error": { "slug": "CREATE_ORDER_ERROR", "code": "1000" }, "apiQuotaUsed": 1, "clientRequestId": "2f6635e5-bdab-4fbc-8e2e-21252d2219dc" } } bindings: [] extensions: - id: x-parser-unique-object-id value: createOrderError bindings: [] extensions: *ref_1 - &ref_4 id: modifyOrder title: Modify order description: Modify the price and/or quantity of an existing order. type: receive messages: - &ref_15 id: modifyOrderRequest contentType: application/json payload: - name: Modify Order type: object properties: - name: message type: string description: Always `modifyOrder`. required: true - name: content type: object required: true properties: - name: clientRequestId type: string description: Client-generated UUID for correlation required: false - name: market type: string description: >- Market name, only required when connecting with `market=ALL` required: false - name: orderId type: string description: Unique identifier for the original order required: true - name: price type: string description: New order price required: true - name: quantity type: string description: New order quantity required: true headers: [] jsonPayloadSchema: type: object properties: message: type: string description: Always `modifyOrder`. x-parser-schema-id: content: type: object properties: clientRequestId: type: string description: Client-generated UUID for correlation x-parser-schema-id: market: type: string description: Market name, only required when connecting with `market=ALL` x-parser-schema-id: orderId: type: string description: Unique identifier for the original order x-parser-schema-id: price: type: string description: New order price x-parser-schema-id: quantity: type: string description: New order quantity x-parser-schema-id: required: - orderId - price - quantity x-parser-schema-id: required: - message - content x-parser-schema-id: title: Modify Order example: |- { "message": "modifyOrder", "content": { "clientRequestId": "e1669c3d-a31b-43e3-8239-03da43c9ca73", "market": "ETH-USDT", "orderId": "01KHPJAA0QBAJEXQJ941F7SWW7", "price": "1999.00", "quantity": "1.00" } } bindings: [] extensions: - id: x-parser-unique-object-id value: modifyOrderRequest bindings: [] extensions: *ref_1 - &ref_8 id: modifyOrderResult title: Modify order result description: > Acknowledgment (202), in-place modification notice, new-order-pending notice, or error response to `modifyOrder`. type: send messages: - &ref_21 id: modifyOrderAck contentType: application/json payload: - name: Modify Order — Acknowledgment type: object properties: - name: resultType type: string description: Always `modifyOrder`. required: true - name: market type: string description: Market name required: true - name: data type: object required: true properties: - name: statusCode type: integer description: Always `202`. required: true - name: body type: string description: Status message required: true - name: order type: object description: > Omitted entirely from some error responses; when present, all fields below are populated. required: true properties: - name: market type: string description: Market name required: true - name: orderId type: string description: Unique identifier for the order required: true - name: orderType type: string description: Order side enumValues: - buy - sell required: true - name: tradeType type: string description: Order type enumValues: - limit - market required: true - name: price type: string description: >- Limit price; for market orders, expected/executed price required: true - name: quantity type: string description: Remaining quantity required: true - name: filledQuantity type: string description: Filled quantity required: true - name: leverage type: string description: Leverage used at order creation/modification required: true - name: createdAt type: integer description: Milliseconds since epoch required: true - name: updatedAt type: integer description: Milliseconds since epoch required: true - name: orderStatus type: string description: > `pending` awaiting acceptance; `active` resting on the book; `cancelling` cancellation in progress; `cancelled` cancelled; `modifying` modification in progress; `modified` superseded by a modification (cancelled and replaced by a new order); `rejected` rejected enumValues: - pending - active - cancelling - cancelled - modifying - modified - rejected required: true - name: clientRequestId type: string description: Client-generated UUID for correlation required: false - name: reduceOnly type: boolean description: Restricts the order to reducing an existing position required: true - name: postOnly type: boolean description: Maker-only creation flag required: true - name: avgFillPrice type: string description: >- Average price across fills; present once at least one fill has occurred required: false - name: clientRequestId type: string description: Client-generated UUID for correlation required: false - name: apiQuotaUsed type: integer description: API quota consumed required: true headers: [] jsonPayloadSchema: type: object properties: resultType: type: string description: Always `modifyOrder`. x-parser-schema-id: market: type: string description: Market name x-parser-schema-id: data: type: object properties: statusCode: type: integer description: Always `202`. x-parser-schema-id: body: type: string description: Status message x-parser-schema-id: order: *ref_0 clientRequestId: type: string description: Client-generated UUID for correlation x-parser-schema-id: apiQuotaUsed: type: integer description: API quota consumed x-parser-schema-id: required: - statusCode - body - order - apiQuotaUsed x-parser-schema-id: required: - resultType - market - data x-parser-schema-id: title: Modify Order — Acknowledgment example: |- { "resultType": "modifyOrder", "market": "ETH-USDT", "data": { "statusCode": 202, "body": "modifying order", "order": { "market": "ETH-USDT", "orderId": "01KHPJAA0QBAJEXQJ941F7SWW7", "orderType": "sell", "tradeType": "limit", "price": "1999.00", "quantity": "1.00", "filledQuantity": "0", "leverage": "10", "createdAt": 1771357677591, "updatedAt": 1771357677701, "orderStatus": "modifying", "clientRequestId": "e1669c3d-a31b-43e3-8239-03da43c9ca73", "reduceOnly": false, "postOnly": false }, "clientRequestId": "e1669c3d-a31b-43e3-8239-03da43c9ca73", "apiQuotaUsed": 5 } } bindings: [] extensions: - id: x-parser-unique-object-id value: modifyOrderAck - &ref_22 id: modifyOrderOriginalModified contentType: application/json payload: - name: Modify Order — Original Order Modified type: object properties: - name: resultType type: string description: Always `modifyOrder`. required: true - name: market type: string description: Market name required: true - name: data type: object required: true properties: - name: statusCode type: integer description: Always `200`. required: true - name: body type: string description: Status message required: true - name: order type: object description: > Omitted entirely from some error responses; when present, all fields below are populated. required: true properties: - name: market type: string description: Market name required: true - name: orderId type: string description: Unique identifier for the order required: true - name: orderType type: string description: Order side enumValues: - buy - sell required: true - name: tradeType type: string description: Order type enumValues: - limit - market required: true - name: price type: string description: >- Limit price; for market orders, expected/executed price required: true - name: quantity type: string description: Remaining quantity required: true - name: filledQuantity type: string description: Filled quantity required: true - name: leverage type: string description: Leverage used at order creation/modification required: true - name: createdAt type: integer description: Milliseconds since epoch required: true - name: updatedAt type: integer description: Milliseconds since epoch required: true - name: orderStatus type: string description: > `pending` awaiting acceptance; `active` resting on the book; `cancelling` cancellation in progress; `cancelled` cancelled; `modifying` modification in progress; `modified` superseded by a modification (cancelled and replaced by a new order); `rejected` rejected enumValues: - pending - active - cancelling - cancelled - modifying - modified - rejected required: true - name: clientRequestId type: string description: Client-generated UUID for correlation required: false - name: reduceOnly type: boolean description: Restricts the order to reducing an existing position required: true - name: postOnly type: boolean description: Maker-only creation flag required: true - name: avgFillPrice type: string description: >- Average price across fills; present once at least one fill has occurred required: false - name: clientRequestId type: string description: Client-generated UUID for correlation required: false headers: [] jsonPayloadSchema: type: object properties: resultType: type: string description: Always `modifyOrder`. x-parser-schema-id: market: type: string description: Market name x-parser-schema-id: data: type: object properties: statusCode: type: integer description: Always `200`. x-parser-schema-id: body: type: string description: Status message x-parser-schema-id: order: *ref_0 clientRequestId: type: string description: Client-generated UUID for correlation x-parser-schema-id: required: - statusCode - body - order x-parser-schema-id: required: - resultType - market - data x-parser-schema-id: title: Modify Order — Original Order Modified example: |- { "resultType": "modifyOrder", "market": "ETH-USDT", "data": { "statusCode": 200, "body": "original order modified", "order": { "market": "ETH-USDT", "orderId": "01KHPJAA0QBAJEXQJ941F7SWW7", "orderType": "sell", "tradeType": "limit", "price": "2000.00", "quantity": "2.00", "filledQuantity": "0", "leverage": "10", "createdAt": 1771357677591, "updatedAt": 1771357677701, "orderStatus": "modified", "clientRequestId": "e1669c3d-a31b-43e3-8239-03da43c9ca73", "reduceOnly": false, "postOnly": false }, "clientRequestId": "e1669c3d-a31b-43e3-8239-03da43c9ca73" } } bindings: [] extensions: - id: x-parser-unique-object-id value: modifyOrderOriginalModified - &ref_23 id: modifyOrderNewPending contentType: application/json payload: - name: Modify Order — New Order Pending type: object properties: - name: resultType type: string description: Always `modifyOrder`. required: true - name: market type: string description: Market name required: true - name: data type: object required: true properties: - name: statusCode type: integer description: Always `200`. required: true - name: body type: string description: Status message required: true - name: order type: object description: > Omitted entirely from some error responses; when present, all fields below are populated. required: true properties: - name: market type: string description: Market name required: true - name: orderId type: string description: Unique identifier for the order required: true - name: orderType type: string description: Order side enumValues: - buy - sell required: true - name: tradeType type: string description: Order type enumValues: - limit - market required: true - name: price type: string description: >- Limit price; for market orders, expected/executed price required: true - name: quantity type: string description: Remaining quantity required: true - name: filledQuantity type: string description: Filled quantity required: true - name: leverage type: string description: Leverage used at order creation/modification required: true - name: createdAt type: integer description: Milliseconds since epoch required: true - name: updatedAt type: integer description: Milliseconds since epoch required: true - name: orderStatus type: string description: > `pending` awaiting acceptance; `active` resting on the book; `cancelling` cancellation in progress; `cancelled` cancelled; `modifying` modification in progress; `modified` superseded by a modification (cancelled and replaced by a new order); `rejected` rejected enumValues: - pending - active - cancelling - cancelled - modifying - modified - rejected required: true - name: clientRequestId type: string description: Client-generated UUID for correlation required: false - name: reduceOnly type: boolean description: Restricts the order to reducing an existing position required: true - name: postOnly type: boolean description: Maker-only creation flag required: true - name: avgFillPrice type: string description: >- Average price across fills; present once at least one fill has occurred required: false - name: clientRequestId type: string description: Client-generated UUID for correlation required: false headers: [] jsonPayloadSchema: type: object properties: resultType: type: string description: Always `modifyOrder`. x-parser-schema-id: market: type: string description: Market name x-parser-schema-id: data: type: object properties: statusCode: type: integer description: Always `200`. x-parser-schema-id: body: type: string description: Status message x-parser-schema-id: order: *ref_0 clientRequestId: type: string description: Client-generated UUID for correlation x-parser-schema-id: required: - statusCode - body - order x-parser-schema-id: required: - resultType - market - data x-parser-schema-id: title: Modify Order — New Order Pending example: |- { "resultType": "modifyOrder", "market": "ETH-USDT", "data": { "statusCode": 200, "body": "new order created, pending acceptance", "order": { "market": "ETH-USDT", "orderId": "01KHPJD4JARPZJVN44BKVMMM66", "orderType": "sell", "tradeType": "limit", "price": "1999", "quantity": "1", "filledQuantity": "0", "leverage": "10", "createdAt": 1771357770314, "updatedAt": 1771357770314, "orderStatus": "pending", "clientRequestId": "e1669c3d-a31b-43e3-8239-03da43c9ca73", "reduceOnly": false, "postOnly": false }, "clientRequestId": "e1669c3d-a31b-43e3-8239-03da43c9ca73" } } bindings: [] extensions: - id: x-parser-unique-object-id value: modifyOrderNewPending - &ref_24 id: modifyOrderError contentType: application/json payload: - name: Modify Order — Error type: object properties: - name: resultType type: string description: > `createOrder` for errors surfaced while the exchange was creating the replacement order (400, 408); `modifyOrder` for errors on the modify request itself (429, 500). enumValues: - modifyOrder - createOrder required: true - name: market type: string description: Market name required: true - name: data type: object required: true properties: - name: statusCode type: integer description: Error status code enumValues: - 400 - 408 - 429 - 500 required: true - name: body type: string description: Status message required: true - name: order type: object description: > Omitted entirely from some error responses; when present, all fields below are populated. required: false properties: - name: market type: string description: Market name required: true - name: orderId type: string description: Unique identifier for the order required: true - name: orderType type: string description: Order side enumValues: - buy - sell required: true - name: tradeType type: string description: Order type enumValues: - limit - market required: true - name: price type: string description: >- Limit price; for market orders, expected/executed price required: true - name: quantity type: string description: Remaining quantity required: true - name: filledQuantity type: string description: Filled quantity required: true - name: leverage type: string description: Leverage used at order creation/modification required: true - name: createdAt type: integer description: Milliseconds since epoch required: true - name: updatedAt type: integer description: Milliseconds since epoch required: true - name: orderStatus type: string description: > `pending` awaiting acceptance; `active` resting on the book; `cancelling` cancellation in progress; `cancelled` cancelled; `modifying` modification in progress; `modified` superseded by a modification (cancelled and replaced by a new order); `rejected` rejected enumValues: - pending - active - cancelling - cancelled - modifying - modified - rejected required: true - name: clientRequestId type: string description: Client-generated UUID for correlation required: false - name: reduceOnly type: boolean description: Restricts the order to reducing an existing position required: true - name: postOnly type: boolean description: Maker-only creation flag required: true - name: avgFillPrice type: string description: >- Average price across fills; present once at least one fill has occurred required: false - name: error type: object required: true properties: - name: slug type: string description: Machine-readable error slug required: true - name: code type: string description: Error code required: true - name: apiQuotaUsed type: integer description: API quota consumed required: true - name: retryAfterSec type: integer description: Present when throttled required: false - name: clientRequestId type: string description: Client-generated UUID for correlation required: false headers: [] jsonPayloadSchema: type: object properties: resultType: type: string enum: - modifyOrder - createOrder description: > `createOrder` for errors surfaced while the exchange was creating the replacement order (400, 408); `modifyOrder` for errors on the modify request itself (429, 500). x-parser-schema-id: market: type: string description: Market name x-parser-schema-id: data: type: object properties: statusCode: type: integer enum: - 400 - 408 - 429 - 500 description: Error status code x-parser-schema-id: body: type: string description: Status message x-parser-schema-id: order: *ref_0 error: *ref_2 apiQuotaUsed: type: integer description: API quota consumed x-parser-schema-id: retryAfterSec: type: integer description: Present when throttled x-parser-schema-id: clientRequestId: type: string description: Client-generated UUID for correlation x-parser-schema-id: required: - statusCode - body - error - apiQuotaUsed x-parser-schema-id: required: - resultType - market - data x-parser-schema-id: title: Modify Order — Error example: |- { "resultType": "createOrder", "market": "ETH-USDT", "data": { "statusCode": 400, "body": "maximum open orders count of 80 reached", "order": { "market": "ETH-USDT", "orderId": "01KHPJD4JARPZJVN44BKVMMM66", "orderType": "sell", "tradeType": "limit", "price": "1999", "quantity": "1", "filledQuantity": "0", "leverage": "10", "createdAt": 1771357770314, "updatedAt": 1771357770314, "orderStatus": "rejected", "clientRequestId": "e1669c3d-a31b-43e3-8239-03da43c9ca73", "reduceOnly": false, "postOnly": false }, "error": { "slug": "CREATE_ORDER_ERROR", "code": "1000" }, "apiQuotaUsed": 1, "clientRequestId": "e1669c3d-a31b-43e3-8239-03da43c9ca73" } } bindings: [] extensions: - id: x-parser-unique-object-id value: modifyOrderError bindings: [] extensions: *ref_1 - &ref_5 id: cancelOrder title: Cancel order description: Cancel an order by ID. type: receive messages: - &ref_16 id: cancelOrderRequest contentType: application/json payload: - name: Cancel Order By ID type: object properties: - name: message type: string description: Always `cancelOrder`. required: true - name: content type: object required: true properties: - name: clientRequestId type: string description: Client-generated UUID for correlation required: false - name: market type: string description: >- Market name, only required when connecting with `market=ALL` required: false - name: orderId type: string description: Target order identifier required: true - name: cancelBy type: string description: Cancellation mode; currently `orderId` required: true headers: [] jsonPayloadSchema: type: object properties: message: type: string description: Always `cancelOrder`. x-parser-schema-id: content: type: object properties: clientRequestId: type: string description: Client-generated UUID for correlation x-parser-schema-id: market: type: string description: Market name, only required when connecting with `market=ALL` x-parser-schema-id: orderId: type: string description: Target order identifier x-parser-schema-id: cancelBy: type: string description: Cancellation mode; currently `orderId` x-parser-schema-id: required: - orderId - cancelBy x-parser-schema-id: required: - message - content x-parser-schema-id: title: Cancel Order By ID example: |- { "message": "cancelOrder", "content": { "clientRequestId": "0835bf3e-4a20-41f0-908d-8213f2b7a285", "market": "ETH-USDT", "orderId": "01HH0X2VD6R0CJE4X0P0D1NQ11", "cancelBy": "orderId" } } bindings: [] extensions: - id: x-parser-unique-object-id value: cancelOrderRequest bindings: [] extensions: *ref_1 - &ref_9 id: cancelOrderResult title: Cancel order result description: >- Acknowledgment (202), confirmation (200), or error response to `cancelOrder`. type: send messages: - &ref_25 id: cancelOrderAck contentType: application/json payload: - name: Cancel Order — Acknowledgment type: object properties: - name: resultType type: string description: Always `cancelOrder`. required: true - name: market type: string description: Market name required: true - name: data type: object required: true properties: - name: statusCode type: integer description: Always `202`. required: true - name: body type: string description: Status message required: true - name: order type: object description: > Omitted entirely from some error responses; when present, all fields below are populated. required: true properties: - name: market type: string description: Market name required: true - name: orderId type: string description: Unique identifier for the order required: true - name: orderType type: string description: Order side enumValues: - buy - sell required: true - name: tradeType type: string description: Order type enumValues: - limit - market required: true - name: price type: string description: >- Limit price; for market orders, expected/executed price required: true - name: quantity type: string description: Remaining quantity required: true - name: filledQuantity type: string description: Filled quantity required: true - name: leverage type: string description: Leverage used at order creation/modification required: true - name: createdAt type: integer description: Milliseconds since epoch required: true - name: updatedAt type: integer description: Milliseconds since epoch required: true - name: orderStatus type: string description: > `pending` awaiting acceptance; `active` resting on the book; `cancelling` cancellation in progress; `cancelled` cancelled; `modifying` modification in progress; `modified` superseded by a modification (cancelled and replaced by a new order); `rejected` rejected enumValues: - pending - active - cancelling - cancelled - modifying - modified - rejected required: true - name: clientRequestId type: string description: Client-generated UUID for correlation required: false - name: reduceOnly type: boolean description: Restricts the order to reducing an existing position required: true - name: postOnly type: boolean description: Maker-only creation flag required: true - name: avgFillPrice type: string description: >- Average price across fills; present once at least one fill has occurred required: false - name: clientRequestId type: string description: Client-generated UUID for correlation required: false - name: apiQuotaUsed type: integer description: API quota consumed required: true headers: [] jsonPayloadSchema: type: object properties: resultType: type: string description: Always `cancelOrder`. x-parser-schema-id: market: type: string description: Market name x-parser-schema-id: data: type: object properties: statusCode: type: integer description: Always `202`. x-parser-schema-id: body: type: string description: Status message x-parser-schema-id: order: *ref_0 clientRequestId: type: string description: Client-generated UUID for correlation x-parser-schema-id: apiQuotaUsed: type: integer description: API quota consumed x-parser-schema-id: required: - statusCode - body - order - apiQuotaUsed x-parser-schema-id: required: - resultType - market - data x-parser-schema-id: title: Cancel Order — Acknowledgment example: |- { "resultType": "cancelOrder", "market": "ETH-USDT", "data": { "statusCode": 202, "body": "cancelling order", "order": { "market": "ETH-USDT", "orderId": "01HZ5J70FCBNJAS7TVPVB4GAAG", "orderType": "buy", "tradeType": "limit", "price": "3601", "quantity": "1", "filledQuantity": "0.5", "leverage": "1", "createdAt": 1717100052972, "updatedAt": 1717100393492, "orderStatus": "cancelling", "clientRequestId": "0835bf3e-4a20-41f0-908d-8213f2b7a285", "reduceOnly": false, "postOnly": false, "avgFillPrice": "3601" }, "clientRequestId": "0835bf3e-4a20-41f0-908d-8213f2b7a285", "apiQuotaUsed": 1 } } bindings: [] extensions: - id: x-parser-unique-object-id value: cancelOrderAck - &ref_26 id: cancelOrderConfirmation contentType: application/json payload: - name: Cancel Order — Confirmation type: object properties: - name: resultType type: string description: Always `cancelOrder`. required: true - name: market type: string description: Market name required: true - name: data type: object required: true properties: - name: statusCode type: integer description: Always `200`. required: true - name: body type: string description: Status message required: true - name: order type: object description: > Omitted entirely from some error responses; when present, all fields below are populated. required: true properties: - name: market type: string description: Market name required: true - name: orderId type: string description: Unique identifier for the order required: true - name: orderType type: string description: Order side enumValues: - buy - sell required: true - name: tradeType type: string description: Order type enumValues: - limit - market required: true - name: price type: string description: >- Limit price; for market orders, expected/executed price required: true - name: quantity type: string description: Remaining quantity required: true - name: filledQuantity type: string description: Filled quantity required: true - name: leverage type: string description: Leverage used at order creation/modification required: true - name: createdAt type: integer description: Milliseconds since epoch required: true - name: updatedAt type: integer description: Milliseconds since epoch required: true - name: orderStatus type: string description: > `pending` awaiting acceptance; `active` resting on the book; `cancelling` cancellation in progress; `cancelled` cancelled; `modifying` modification in progress; `modified` superseded by a modification (cancelled and replaced by a new order); `rejected` rejected enumValues: - pending - active - cancelling - cancelled - modifying - modified - rejected required: true - name: clientRequestId type: string description: Client-generated UUID for correlation required: false - name: reduceOnly type: boolean description: Restricts the order to reducing an existing position required: true - name: postOnly type: boolean description: Maker-only creation flag required: true - name: avgFillPrice type: string description: >- Average price across fills; present once at least one fill has occurred required: false - name: clientRequestId type: string description: Client-generated UUID for correlation required: false headers: [] jsonPayloadSchema: type: object properties: resultType: type: string description: Always `cancelOrder`. x-parser-schema-id: market: type: string description: Market name x-parser-schema-id: data: type: object properties: statusCode: type: integer description: Always `200`. x-parser-schema-id: body: type: string description: Status message x-parser-schema-id: order: *ref_0 clientRequestId: type: string description: Client-generated UUID for correlation x-parser-schema-id: required: - statusCode - body - order x-parser-schema-id: required: - resultType - market - data x-parser-schema-id: title: Cancel Order — Confirmation example: |- { "resultType": "cancelOrder", "market": "ETH-USDT", "data": { "statusCode": 200, "body": "order cancelled", "order": { "market": "ETH-USDT", "orderId": "01HZ5J70FCBNJAS7TVPVB4GAAG", "orderType": "buy", "tradeType": "limit", "price": "3601", "quantity": "1", "filledQuantity": "0.5", "leverage": "1", "createdAt": 1717100052972, "updatedAt": 1717100393492, "orderStatus": "cancelled", "clientRequestId": "0835bf3e-4a20-41f0-908d-8213f2b7a285", "reduceOnly": false, "postOnly": false, "avgFillPrice": "3601" }, "clientRequestId": "0835bf3e-4a20-41f0-908d-8213f2b7a285" } } bindings: [] extensions: - id: x-parser-unique-object-id value: cancelOrderConfirmation - &ref_27 id: cancelOrderError contentType: application/json payload: - name: Cancel Order — Error type: object properties: - name: resultType type: string description: Always `cancelOrder`. required: true - name: market type: string description: Market name required: true - name: data type: object required: true properties: - name: statusCode type: integer description: Error status code enumValues: - 400 - 404 - 409 - 429 - 500 required: true - name: body type: string description: Status message required: true - name: error type: object required: true properties: - name: slug type: string description: Machine-readable error slug required: true - name: code type: string description: Error code required: true - name: apiQuotaUsed type: integer description: API quota consumed required: true - name: retryAfterSec type: integer description: Present when throttled required: false - name: clientRequestId type: string description: Client-generated UUID for correlation required: false headers: [] jsonPayloadSchema: type: object properties: resultType: type: string description: Always `cancelOrder`. x-parser-schema-id: market: type: string description: Market name x-parser-schema-id: data: type: object properties: statusCode: type: integer enum: - 400 - 404 - 409 - 429 - 500 description: Error status code x-parser-schema-id: body: type: string description: Status message x-parser-schema-id: error: *ref_2 apiQuotaUsed: type: integer description: API quota consumed x-parser-schema-id: retryAfterSec: type: integer description: Present when throttled x-parser-schema-id: clientRequestId: type: string description: Client-generated UUID for correlation x-parser-schema-id: required: - statusCode - body - error - apiQuotaUsed x-parser-schema-id: required: - resultType - market - data x-parser-schema-id: title: Cancel Order — Error example: |- { "resultType": "cancelOrder", "market": "ETH-USDT", "data": { "statusCode": 400, "body": "Invalid request", "error": { "slug": "CANCEL_ORDER_ERROR", "code": "2000" }, "apiQuotaUsed": 1, "clientRequestId": "0835bf3e-4a20-41f0-908d-8213f2b7a285" } } bindings: [] extensions: - id: x-parser-unique-object-id value: cancelOrderError bindings: [] extensions: *ref_1 - &ref_6 id: updateMargin title: Update margin description: Set the absolute target value of the isolated position margin. type: receive messages: - &ref_17 id: updateMarginRequest contentType: application/json payload: - name: Update Margin type: object properties: - name: message type: string description: Always `updateMargin`. required: true - name: content type: object required: true properties: - name: clientRequestId type: string description: Client-generated UUID for correlation required: false - name: market type: string description: >- Market name, only required when connecting with `market=ALL` required: false - name: margin type: string description: >- Absolute target value for `isolatedPositionMargin` after the update required: true headers: [] jsonPayloadSchema: type: object properties: message: type: string description: Always `updateMargin`. x-parser-schema-id: content: type: object properties: clientRequestId: type: string description: Client-generated UUID for correlation x-parser-schema-id: market: type: string description: Market name, only required when connecting with `market=ALL` x-parser-schema-id: margin: type: string description: >- Absolute target value for `isolatedPositionMargin` after the update x-parser-schema-id: required: - margin x-parser-schema-id: required: - message - content x-parser-schema-id: title: Update Margin example: |- { "message": "updateMargin", "content": { "clientRequestId": "79b89ec3-b89b-4e9e-aff3-9a6ff0184009", "margin": "201" } } bindings: [] extensions: - id: x-parser-unique-object-id value: updateMarginRequest bindings: [] extensions: *ref_1 - &ref_10 id: updateMarginResult title: Update margin result description: >- Acknowledgment (202), confirmation (200, including no-op), or error response to `updateMargin`. type: send messages: - &ref_28 id: updateMarginAck contentType: application/json payload: - name: Update Margin — Acknowledgment type: object properties: - name: resultType type: string description: Always `updateMargin`. required: true - name: market type: string description: Market name required: true - name: data type: object required: true properties: - name: statusCode type: integer description: Always `202`. required: true - name: body type: string description: Status message required: true - name: clientRequestId type: string description: Client-generated UUID for correlation required: false - name: apiQuotaUsed type: integer description: API quota consumed required: true headers: [] jsonPayloadSchema: type: object properties: resultType: type: string description: Always `updateMargin`. x-parser-schema-id: market: type: string description: Market name x-parser-schema-id: data: type: object properties: statusCode: type: integer description: Always `202`. x-parser-schema-id: body: type: string description: Status message x-parser-schema-id: clientRequestId: type: string description: Client-generated UUID for correlation x-parser-schema-id: apiQuotaUsed: type: integer description: API quota consumed x-parser-schema-id: required: - statusCode - body - apiQuotaUsed x-parser-schema-id: required: - resultType - market - data x-parser-schema-id: title: Update Margin — Acknowledgment example: |- { "resultType": "updateMargin", "market": "BTC-USDT", "data": { "statusCode": 202, "body": "margin update in progress, pending approval", "clientRequestId": "79b89ec3-b89b-4e9e-aff3-9a6ff0184009", "apiQuotaUsed": 1 } } bindings: [] extensions: - id: x-parser-unique-object-id value: updateMarginAck - &ref_29 id: updateMarginConfirmation contentType: application/json payload: - name: Update Margin — Confirmation type: object properties: - name: resultType type: string description: Always `updateMargin`. required: true - name: market type: string description: Market name required: true - name: data type: object required: true properties: - name: statusCode type: integer description: Always `200`. required: true - name: body type: string description: Status message required: true - name: clientRequestId type: string description: Client-generated UUID for correlation required: false headers: [] jsonPayloadSchema: type: object properties: resultType: type: string description: Always `updateMargin`. x-parser-schema-id: market: type: string description: Market name x-parser-schema-id: data: type: object properties: statusCode: type: integer description: Always `200`. x-parser-schema-id: body: type: string description: Status message x-parser-schema-id: clientRequestId: type: string description: Client-generated UUID for correlation x-parser-schema-id: required: - statusCode - body x-parser-schema-id: required: - resultType - market - data x-parser-schema-id: title: Update Margin — Confirmation example: |- { "resultType": "updateMargin", "market": "BTC-USDT", "data": { "statusCode": 200, "body": "margin updated successfully", "clientRequestId": "79b89ec3-b89b-4e9e-aff3-9a6ff0184009" } } bindings: [] extensions: - id: x-parser-unique-object-id value: updateMarginConfirmation - &ref_30 id: updateMarginError contentType: application/json payload: - name: Update Margin — Error type: object properties: - name: resultType type: string description: Always `updateMargin`. required: true - name: market type: string description: Market name required: true - name: data type: object required: true properties: - name: statusCode type: integer description: Error status code enumValues: - 400 - 429 - 500 required: true - name: body type: string description: Status message required: true - name: error type: object required: true properties: - name: slug type: string description: Machine-readable error slug required: true - name: code type: string description: Error code required: true - name: apiQuotaUsed type: integer description: API quota consumed required: false - name: retryAfterSec type: integer description: Present when throttled required: false - name: clientRequestId type: string description: Client-generated UUID for correlation required: false headers: [] jsonPayloadSchema: type: object properties: resultType: type: string description: Always `updateMargin`. x-parser-schema-id: market: type: string description: Market name x-parser-schema-id: data: type: object properties: statusCode: type: integer enum: - 400 - 429 - 500 description: Error status code x-parser-schema-id: body: type: string description: Status message x-parser-schema-id: error: *ref_2 apiQuotaUsed: type: integer description: API quota consumed x-parser-schema-id: retryAfterSec: type: integer description: Present when throttled x-parser-schema-id: clientRequestId: type: string description: Client-generated UUID for correlation x-parser-schema-id: required: - statusCode - body - error x-parser-schema-id: required: - resultType - market - data x-parser-schema-id: title: Update Margin — Error example: |- { "resultType": "updateMargin", "market": "BTC-USDT", "data": { "statusCode": 400, "body": "margin decrease below minimum required margin", "clientRequestId": "acd02c47-3e8a-41af-aecb-9b60177554fd", "error": { "code": "0006", "slug": "BAD_REQUEST" } } } bindings: [] extensions: - id: x-parser-unique-object-id value: updateMarginError bindings: [] extensions: *ref_1 - &ref_11 id: orderFilled title: Order filled description: Pushed when an order is completely or partially filled. type: send messages: - &ref_31 id: completeFillNotification contentType: application/json payload: - name: Order Filled — Complete Fill type: object properties: - name: resultType type: string description: Always `completeFillOrder`. required: true - name: market type: string description: Market name required: true - name: data type: object required: true properties: - name: statusCode type: integer description: Always `200`. required: true - name: body type: string description: Status message required: true - name: order type: object description: > Omitted entirely from some error responses; when present, all fields below are populated. required: true properties: - name: market type: string description: Market name required: true - name: orderId type: string description: Unique identifier for the order required: true - name: orderType type: string description: Order side enumValues: - buy - sell required: true - name: tradeType type: string description: Order type enumValues: - limit - market required: true - name: price type: string description: >- Limit price; for market orders, expected/executed price required: true - name: quantity type: string description: Remaining quantity required: true - name: filledQuantity type: string description: Filled quantity required: true - name: leverage type: string description: Leverage used at order creation/modification required: true - name: createdAt type: integer description: Milliseconds since epoch required: true - name: updatedAt type: integer description: Milliseconds since epoch required: true - name: orderStatus type: string description: > `pending` awaiting acceptance; `active` resting on the book; `cancelling` cancellation in progress; `cancelled` cancelled; `modifying` modification in progress; `modified` superseded by a modification (cancelled and replaced by a new order); `rejected` rejected enumValues: - pending - active - cancelling - cancelled - modifying - modified - rejected required: true - name: clientRequestId type: string description: Client-generated UUID for correlation required: false - name: reduceOnly type: boolean description: Restricts the order to reducing an existing position required: true - name: postOnly type: boolean description: Maker-only creation flag required: true - name: avgFillPrice type: string description: >- Average price across fills; present once at least one fill has occurred required: false headers: [] jsonPayloadSchema: type: object properties: resultType: type: string description: Always `completeFillOrder`. x-parser-schema-id: market: type: string description: Market name x-parser-schema-id: data: type: object properties: statusCode: type: integer description: Always `200`. x-parser-schema-id: body: type: string description: Status message x-parser-schema-id: order: *ref_0 required: - statusCode - body - order x-parser-schema-id: required: - resultType - market - data x-parser-schema-id: title: Order Filled — Complete Fill example: |- { "resultType": "completeFillOrder", "market": "BTC-USDT", "data": { "statusCode": 200, "body": "order filled", "order": { "market": "BTC-USDT", "orderId": "01JGPRJC7KHY8GP4FT6WRQG193", "orderType": "sell", "tradeType": "limit", "price": "98491.86060236", "quantity": "0", "filledQuantity": "1", "leverage": "1", "createdAt": 1735930753267, "updatedAt": 1735930754142, "orderStatus": "active", "clientRequestId": "0835bf3e-4a20-41f0-908d-8213f2b7a285", "reduceOnly": false, "postOnly": false, "avgFillPrice": "98491.86060236" } } } bindings: [] extensions: - id: x-parser-unique-object-id value: completeFillNotification - &ref_32 id: partialFillNotification contentType: application/json payload: - name: Order Filled — Partial Fill type: object properties: - name: resultType type: string description: Always `partialFillOrder`. required: true - name: market type: string description: Market name required: true - name: data type: object required: true properties: - name: statusCode type: integer description: Always `200`. required: true - name: body type: string description: Status message required: true - name: order type: object description: > Omitted entirely from some error responses; when present, all fields below are populated. required: true properties: - name: market type: string description: Market name required: true - name: orderId type: string description: Unique identifier for the order required: true - name: orderType type: string description: Order side enumValues: - buy - sell required: true - name: tradeType type: string description: Order type enumValues: - limit - market required: true - name: price type: string description: >- Limit price; for market orders, expected/executed price required: true - name: quantity type: string description: Remaining quantity required: true - name: filledQuantity type: string description: Filled quantity required: true - name: leverage type: string description: Leverage used at order creation/modification required: true - name: createdAt type: integer description: Milliseconds since epoch required: true - name: updatedAt type: integer description: Milliseconds since epoch required: true - name: orderStatus type: string description: > `pending` awaiting acceptance; `active` resting on the book; `cancelling` cancellation in progress; `cancelled` cancelled; `modifying` modification in progress; `modified` superseded by a modification (cancelled and replaced by a new order); `rejected` rejected enumValues: - pending - active - cancelling - cancelled - modifying - modified - rejected required: true - name: clientRequestId type: string description: Client-generated UUID for correlation required: false - name: reduceOnly type: boolean description: Restricts the order to reducing an existing position required: true - name: postOnly type: boolean description: Maker-only creation flag required: true - name: avgFillPrice type: string description: >- Average price across fills; present once at least one fill has occurred required: false headers: [] jsonPayloadSchema: type: object properties: resultType: type: string description: Always `partialFillOrder`. x-parser-schema-id: market: type: string description: Market name x-parser-schema-id: data: type: object properties: statusCode: type: integer description: Always `200`. x-parser-schema-id: body: type: string description: Status message x-parser-schema-id: order: *ref_0 required: - statusCode - body - order x-parser-schema-id: required: - resultType - market - data x-parser-schema-id: title: Order Filled — Partial Fill example: |- { "resultType": "partialFillOrder", "market": "ETH-USDT", "data": { "statusCode": 200, "body": "order partially filled", "order": { "market": "ETH-USDT", "orderId": "01JGPS25KMV7R404DY4WEMG6GD", "orderType": "buy", "tradeType": "limit", "price": "3600", "quantity": "9.5", "filledQuantity": "0.04", "leverage": "1", "createdAt": 1735931270772, "updatedAt": 1735931616903, "orderStatus": "active", "clientRequestId": "0835bf3e-4a20-41f0-908d-8213f2b7a285", "reduceOnly": false, "postOnly": true, "avgFillPrice": "3600" } } } bindings: [] extensions: - id: x-parser-unique-object-id value: partialFillNotification bindings: [] extensions: *ref_1 - &ref_12 id: orderRejected title: Order rejected description: Pushed when an order is rejected. type: send messages: - &ref_33 id: rejectOrderNotification contentType: application/json payload: - name: Order Rejected type: object properties: - name: resultType type: string description: Always `rejectOrder`. required: true - name: market type: string description: Market name required: true - name: data type: object required: true properties: - name: statusCode type: integer description: Always `400`. required: true - name: body type: string description: Status message required: true - name: order type: object description: > Omitted entirely from some error responses; when present, all fields below are populated. required: true properties: - name: market type: string description: Market name required: true - name: orderId type: string description: Unique identifier for the order required: true - name: orderType type: string description: Order side enumValues: - buy - sell required: true - name: tradeType type: string description: Order type enumValues: - limit - market required: true - name: price type: string description: >- Limit price; for market orders, expected/executed price required: true - name: quantity type: string description: Remaining quantity required: true - name: filledQuantity type: string description: Filled quantity required: true - name: leverage type: string description: Leverage used at order creation/modification required: true - name: createdAt type: integer description: Milliseconds since epoch required: true - name: updatedAt type: integer description: Milliseconds since epoch required: true - name: orderStatus type: string description: > `pending` awaiting acceptance; `active` resting on the book; `cancelling` cancellation in progress; `cancelled` cancelled; `modifying` modification in progress; `modified` superseded by a modification (cancelled and replaced by a new order); `rejected` rejected enumValues: - pending - active - cancelling - cancelled - modifying - modified - rejected required: true - name: clientRequestId type: string description: Client-generated UUID for correlation required: false - name: reduceOnly type: boolean description: Restricts the order to reducing an existing position required: true - name: postOnly type: boolean description: Maker-only creation flag required: true - name: avgFillPrice type: string description: >- Average price across fills; present once at least one fill has occurred required: false - name: clientRequestId type: string description: Client-generated UUID for correlation required: false headers: [] jsonPayloadSchema: type: object properties: resultType: type: string description: Always `rejectOrder`. x-parser-schema-id: market: type: string description: Market name x-parser-schema-id: data: type: object properties: statusCode: type: integer description: Always `400`. x-parser-schema-id: body: type: string description: Status message x-parser-schema-id: order: *ref_0 clientRequestId: type: string description: Client-generated UUID for correlation x-parser-schema-id: required: - statusCode - body - order x-parser-schema-id: required: - resultType - market - data x-parser-schema-id: title: Order Rejected example: |- { "resultType": "rejectOrder", "market": "BTC-USDT", "data": { "statusCode": 400, "body": "Post-only order rejected as it would have matched immediately", "order": { "market": "BTC-USDT", "orderId": "01JGPRJC7KHY8GP4FT6WRQG193", "orderType": "sell", "tradeType": "limit", "price": "98491.86060236", "quantity": "15.83767529", "filledQuantity": "0", "leverage": "1", "createdAt": 1746643403628, "updatedAt": 1746643403696, "orderStatus": "active", "clientRequestId": "0835bf3e-4a20-41f0-908d-8213f2b7a285", "reduceOnly": false, "postOnly": false }, "clientRequestId": "b9fe6677-12c3-4d43-894c-370236b94023" } } bindings: [] extensions: - id: x-parser-unique-object-id value: rejectOrderNotification bindings: [] extensions: *ref_1 - &ref_13 id: sessionBackfill title: Session backfill description: > Pushed once per connection when `sessionId` is supplied and the connection is subscribed to the Order Creation Stream. Summarizes any missed order events backfilled since the last delivered position, or reports that none were backfilled. type: send messages: - &ref_34 id: sessionBackfillNotification contentType: application/json payload: - name: Session Backfill type: object properties: - name: resultType type: string description: Always `sessionBackfill`. required: true - name: data type: object required: true properties: - name: sessionId type: string description: >- Echoes the `sessionId` query parameter supplied on the connection. required: true - name: resumed type: boolean description: > `true` if this session continues a live position from a prior connection with the same `sessionId` that reconnected within the 1-minute backfill window. `false` for a new `sessionId`, or a reused one outside that window — no backfill occurs, and local order state must be reconciled from scratch via REST endpoints or `emit` requests. required: true - name: from type: integer description: > Unix timestamp (ms) marking the start of the backfill window. `0` when `resumed` is `false`. required: true - name: to type: integer description: >- Unix timestamp (ms) marking the end of the backfill window. required: true - name: events type: integer description: >- Total number of missed order events backfilled across all markets. required: true - name: backfilledMarkets type: array description: Markets whose missed events were fully backfilled. required: true properties: - name: item type: string required: false - name: expiredMarkets type: array description: > Markets that accumulated more than 500 missed events; nothing was backfilled for them. required: true properties: - name: item type: string required: false headers: [] jsonPayloadSchema: type: object properties: resultType: type: string description: Always `sessionBackfill`. x-parser-schema-id: data: type: object properties: sessionId: type: string description: >- Echoes the `sessionId` query parameter supplied on the connection. x-parser-schema-id: resumed: type: boolean description: > `true` if this session continues a live position from a prior connection with the same `sessionId` that reconnected within the 1-minute backfill window. `false` for a new `sessionId`, or a reused one outside that window — no backfill occurs, and local order state must be reconciled from scratch via REST endpoints or `emit` requests. x-parser-schema-id: from: type: integer description: > Unix timestamp (ms) marking the start of the backfill window. `0` when `resumed` is `false`. x-parser-schema-id: to: type: integer description: Unix timestamp (ms) marking the end of the backfill window. x-parser-schema-id: events: type: integer description: >- Total number of missed order events backfilled across all markets. x-parser-schema-id: backfilledMarkets: type: array description: Markets whose missed events were fully backfilled. items: type: string x-parser-schema-id: x-parser-schema-id: expiredMarkets: type: array description: > Markets that accumulated more than 500 missed events; nothing was backfilled for them. items: type: string x-parser-schema-id: x-parser-schema-id: required: - sessionId - resumed - from - to - events - backfilledMarkets - expiredMarkets x-parser-schema-id: required: - resultType - data x-parser-schema-id: title: Session Backfill example: |- { "resultType": "sessionBackfill", "data": { "sessionId": "d785d51c-054e-4e33-9738-92d04ede9fab", "resumed": true, "from": 1784834389615, "to": 1784834449615, "events": 6, "backfilledMarkets": [ "BTC-USDT", "ETH-USDT" ], "expiredMarkets": [] } } bindings: [] extensions: - id: x-parser-unique-object-id value: sessionBackfillNotification bindings: [] extensions: *ref_1 sendOperations: - *ref_3 - *ref_4 - *ref_5 - *ref_6 receiveOperations: - *ref_7 - *ref_8 - *ref_9 - *ref_10 - *ref_11 - *ref_12 - *ref_13 sendMessages: - *ref_14 - *ref_15 - *ref_16 - *ref_17 receiveMessages: - *ref_18 - *ref_19 - *ref_20 - *ref_21 - *ref_22 - *ref_23 - *ref_24 - *ref_25 - *ref_26 - *ref_27 - *ref_28 - *ref_29 - *ref_30 - *ref_31 - *ref_32 - *ref_33 - *ref_34 extensions: - id: x-parser-unique-object-id value: orderCreationStream securitySchemes: - id: wsAuth name: Sec-WebSocket-Protocol type: httpApiKey description: | Supply as `authorization#` during the WebSocket handshake. in: header extensions: [] ````