NAV

Introduction

The Kraken Futures platform provides a number of Application Programming Interfaces (APIs) through HTTP and Websockets (WS).

The HTTP API provides secure access to your Kraken Futures account to perform actions such as:

These "endpoints" are explained in the HTTP API section.

The WebSocket API provides real-time data channels to the Kraken Futures platform which eliminates the need to periodically send requests for frequently changing information. The WebSocket API section explains how to create "subscriptions" to these data channels.

Some of the endpoints allow performing sensitive tasks, such as initiating a digital asset withdrawal. To access these endpoints securely, the API uses encryption techniques developed by the National Security Agency. This section describes how to encrypt your communication with the API when accessing these endpoints.

The API can be implemented using any programming language you like (e.g. C, C++, Java or PHP), as long as it is capable of managing HTTP requests. We strongly suggest you look at the code examples listed in sample implementations.

Conventions and definitions

Server Time

The server time is in Coordinated Universal Time (UTC).

Unique Identifiers

Unique Identifier Example

c18f0c17-9971-40e6-8e5b-10df05d422f0

The system constructs unique identifiers according to the Universally Unique Identifier standard.

Dates and Times

Dates and Times Examples

2016-02-26T12:09:38.830Z

2016-02-26T12:09:38Z

The API requires dates and time arguments in the ISO8601 datetime format and returns all dates and times in the same format. The syntax of this format is <yyyy>-<mm>-<dd>T<HH>:<MM>:<SS>.<sss>Z where <yyyy> is the year, <mm> is the month, <dd> is the day, <HH> is the hour, <MM> is the minute, <SS> is the second and <sss> is the millisecond. When provided as an argument, <sss> is optional. Z denotes that the datetime is in UTC.

Symbols

The system identifies cash accounts, margin accounts, futures contracts and indices through ticker symbols. Please refer to the platform documentation for details on the ticker symbol syntax. The following shows some sample ticker symbols.

Example Symbols Description
xbt Bitcoin
xrp Ripple XRP
fi_xbtusd Bitcoin-Dollar Futures Margin Account
fi_xrpusd Ripple-Dollar Futures Margin Account
fi_xbtusd_180615 Bitcoin-Dollar Futures, maturing at 16:00 London time on 15 June 2018
fi_xrpusd_180615 Ripple-Dollar Futures, maturing at 16:00 London time on 15 June 2018
fi_xrpxbt_180615 Ripple-Bitcoin Futures, maturing at 16:00 London time on 15 June 2018
in_xbtusd Bitcoin-Dollar Real-Time Index
rr_xbtusd Bitcoin-Dollar Reference Rate
in_xrpusd Ripple-Dollar Real-Time Index

Order of Arguments

Example

When calling the tickers endpoint, the structure for rr_xbtusd will not contain the keys suspended, lastSize, vol24h, bid, bidSize, ask, askSize and markPrice. This is because rr_xbtusd is an index such that these keys do not apply.

{
  "symbol": "rr_xbtusd",
  "last": 4225,
  "lastTime": "2016-02-25T11:05:21.000Z",
  "open24h": 4179,
  "high24h": 4264,
  "low24h": 4177
}

When calling endpoints with required arguments, all arguments must be provided in the order they are listed (see section HTTP API resources).

Generate API keys

Your api_key (Public key) example:

rRra59qKQs3y1egAgSaG0RJlBcbq97wTUXSxXxPdhRZdv7z9ijZRWgrf

Your api_secret (Private key) example:

rttp4AzwRfYEdQ7R7X8Z/04Y4TZPa97pqCypi3xXxAqftygftnI6H9yGV+OcUOOJeFtZkr8mVwbAndU3Kz4Q+eG

In order to use the API, you need to generate a pair of unique API keys:

  1. Sign in to your futures account.
  2. Click on your name on the upper-right corner.
  3. Select "Settings" from the drop-down menu.
  4. Select the "Create Key" tab in the API panel.

  5. There are two options when generating API keys with differing levels of access:

    General API:

    No Access: This key does not allow any access to any endpoints. (This option could be selected if you only wanted a key with access to withdraw digital assets.)

    Read Only: This is a read-only key and allows accessing only endpoints that do not write to the server.

    Full Access: This is a master key and allows accessing all endpoints, excluding digital asset withdrawals.

    Withdrawal API:

    No Access: This key is does not allow access to digital asset withdrawals.

    Full Access: This key allows access to digital asset withdrawals.

  6. Press the "Create Key" button.

  7. View your Public and Private keys and record them somewhere safe.

Limits

Up to 50 keys can be created with distinct nonces.

API Testing Environment

To allow clients to test their API implementation, we have API functionality in our futures demo environment publicly available that is completely separate from the production environment and does not require existing account credentials.

In order to get started, just navigate to:

https://demo-futures.kraken.com/

Click the Sign Up button and an e-mail and password combination will be generated for you by the platform.

Review the Demo Environment Terms & Conditions and Kraken Privacy Policy before accepting.

Note the credentials so that you may re-use them if desired.

Once these steps are completed, select 'Complete Sign-Up' to create your Demo account

Once you have signed up, you can generate API keys for the purpose of testing.

The WebSocket and HTTP API code on this environment is identical to the live production code in terms of the feeds/endpoints and the response structure.

You may also use the Github repository which has libraries coded for multiple common programming languages.

The only difference between the demo API behaviour and that of the live production environment is that the base URL is not futures.kraken.com but instead demo-futures.kraken.com.

Examples

Example: subscribe to WebSocket ticker feeds by sending:

{
  "event": "subscribe",
  "feed": "ticker",
  "product_ids": [
    "PI_XBTUSD",
    "FI_ETHUSD_210625"
  ]
}

On the demo, for the WebSocket API you would subscribe to:

wss://demo-futures.kraken.com/ws/v1

All the feeds are identical to those documented above.

For a similar exercise via the HTTP API you would request:

https://demo-futures.kraken.com/derivatives/api/v3/tickers

Please note that when you have successfully tested in the demo environment, the base URL in the live production platform environment works with

futures.kraken.com.

API URLs

To access the HTTP API's endpoints, HTTP calls need to be sent to endpoints under:

To subscribe to a WebSocket feed, establish a WebSocket connection to:

wss://futures.kraken.com/ws/v1

Note: The direct access URLs for IP whitelisting are different, see IP whitelisting below.

Kraken Futures IP whitelisting for direct access

API/programmatic traders can connect directly to the exchange server to improve latency and performance by whitelisting up to 15 IP addresses.

The servers to connect through whitelisted addresses are as follows:

Kraken Futures reserves the right to remove any IP addresses from the whitelist at any time and for any reason.

HTTP API

HTTP API Introduction

Authentication

Authentication example

Inclusion of HTTP headers in Java where apiKey, nonce, and authent are determined as described in this section. For full working examples in different programming languages, see Sample Implementations.


String url = "https://futures.kraken.com/derivatives/api/v3/sendOrder";


URL obj = new URL(url);
HttpURLConnection con = (HttpURLConnection) obj.openConnection();
...
con.setRequestProperty("APIKey", apiKey);
con.setRequestProperty("Nonce", nonce);
con.setRequestProperty("Authent", authent);

Calls to endpoints requiring authentication must include the following HTTP headers: APIKey and Authent. A third header, Nonce, may also be included (this is optional).

Header name Value
APIKey Public api key (not the secret!) required
Authent Authentication string required
Nonce A unique incrementing nonce optional

Some HTTP endpoints allow performing sensitive operations such as placing orders or requesting a digital asset withdrawal. These private endpoints can therefore be called only through encrypted requests, and an authentication string (Authent) must be included in each such request. Authent is computed from the following inputs:

PostData

postData is a & concatenation in the form <argument>=<value> and is specific to each HTTP endpoint.

Example: To operate the endpoint orderbook you choose the argument symbol with value fi_xbtusd_180615. postData is then given by symbol=fi_xbtusd_180615.

Nonce

Nonce is a continuously incrementing integer parameter. A good nonce is your system time in milliseconds (in string format). Our system tolerates nonces that are out of order for a brief period of time. Nonce is not required.

Example: 1415957147987

Many authentication issues are related with incorrect Nonce. A new pair of api keys will automatically reset the nonce and resolve these issues.

Endpoint Path

endpointPath This is the URL extension of the endpoint.

Example: /api/v3/orderbook

API Secret

The api_secret is obtained as described under generate-api-keys.

Example: rttp4AzwRfYEdQ7R7X8Z/04Y4TZPa97pqCypi3xXxAqftygftnI6H9yGV+OcUOOJeFtZkr8mVwbAndU3Kz4Q+eG

Authent

Based on these inputs, Authent needs to be computed as follows:

  1. Concatenate postData + Nonce + endpointPath
  2. Hash the result of step 1 with the SHA-256 algorithm
  3. Base64-decode your api_secret
  4. Use the result of step 3 to hash the result of the step 2 with the HMAC-SHA-512 algorithm
  5. Base64-encode the result of step 4

Request Limits

Example

The following shows the return of call of the sendorder endpoint where the API limit has been exceeded.

{
  "result": "error",
  "serverTime": "2016-02-25T09:45:53.818Z",
  "error": "apiLimitExceeded"
}

Request limits are determined from cost associated with each API call and rate limiting budgets depend on which path the endpoint uses. Public endpoints do not have a cost and therefore do not count against any rate limiting budget. For /derivatives endpoints, clients can spend up to 500 every 10 seconds.

The below table displays the cost associated with each API call for /derivatives endpoints:

Endpoint Cost
sendorder 10
editorder 10
cancelorder 10
batchorder 9 + size of batch
accounts 2
openpositions 2
fills (without lastFillTime specified) 2
fills (with lastFillTime specified) 25
cancelallorders 25
cancelallordersafter 25
withdrawaltospotwallet 100
recentorders (scheduled to be deprecated 31-Mar-2021) 10
openorders 2
orders/status 1
unwindqueue 200

On the Batch Order endpoint, the cost is 9 + size of the batch of the requests. For example, a batch of 10 order requests, (send, edit, and or cancel) sent through the Batch Order endpoint would cost 19.

If the API limit is exceeded, the API will return error equal to apiLimitExceeded.

For /history endpoints, clients have a pool of up to 100 tokens that continually replenishes at a rate of 100 every 10 minutes.

The below table displays the cost associated with each API call for /history endpoints:

Endpoint Cost
historicalorders 1
historicaltriggers 1
historicalexecutions 1
accountlog 2
accounglogcsv 6

Calls and Returns

Calls

Calls to endpoints that do not change the state of the server should be submitted with request type GET and with request parameters submitted in the URL. Calls to endpoints that do change the state of the server should be submitted with request type POST or PUT and with request parameters submitted in the request body.

Returns

Example response of a successful call to the sendorder endpoint.

{
  "result": "success",
  "serverTime": "2016-02-25T09:45:53.818Z",
  "sendStatus": {
    "receivedTime": "2016-02-25T09:45:53.601Z",
    "status": "placed",
    "order_id": "c18f0c17-9971-40e6-8e5b10df05d422f0"
  }
}

The API's returns are in JSON format. If the call was successful, the return includes the requested information or feedback on the requested action.

If a call was successful, the result key in the root structure will have the value success.

Example response of a successful call to the sendorder endpoint where the desired operation was not performed.

{
   "result":"success",
   "serverTime":"2016-02-25T09:45:53.818Z",
   "sendStatus":{
      "receivedTime":"2016-02-25T09:45:53.601Z",
      "status":"insufficientAvailableFunds"
   }
}

Note that if a call comes back with result equal to success, this merely means that the request has been received and assessed successfully. It does not necessarily mean that the desired operation has been performed. Details on the operation's status are returned in a status key, where applicable.

Trading (v3) API

Other

Check if a subaccount has trading enabled or disabled

GET
https://futures.kraken.com/derivatives/api/v3/subaccount/{subaccountUid}/trading-enabled

Authentication is not required.

Parameters
Parameter In Type
subaccountUid
 path string <uuid>
Response

Example response
(Some parts of this example are auto-generated)
GET /v3/subaccount/{subaccountUid}/trading-enabled
code 200
application/json

{
  "tradingEnabled": false
}
Code Description / Content type Type
200 Trading enabled status.
application/json Schema 2
404 The account or subaccount could not be found

Enable or disable trading on a subaccount

PUT
https://futures.kraken.com/derivatives/api/v3/subaccount/{subaccountUid}/trading-enabled

Authentication is not required.

Parameters
Parameter In Type
subaccountUid
 path string <uuid>
Request body - application/json

Example request body
(Some parts of this example are auto-generated)
PUT /v3/subaccount/{subaccountUid}/trading-enabled
application/json

{
  "tradingEnabled": false
}
Name Type
tradingEnabled
 bool
Response

Example response
(Some parts of this example are auto-generated)
PUT /v3/subaccount/{subaccountUid}/trading-enabled
code 200
application/json

{
  "tradingEnabled": false
}
Code Description / Content type Type
200 Trading was successfully enabled/disabled.
application/json Schema 2
404 The account or subaccount could not be found

Account Information

Get wallets

GET
https://futures.kraken.com/derivatives/api/v3/accounts

This endpoint returns key information relating to all your accounts which may either be cash accounts or margin accounts. This includes digital asset balances, instrument balances, margin requirements, margin trigger estimates and auxiliary information such as available funds, PnL of open positions and portfolio value.

Authentication
Response - application/json

Example response: success
GET /v3/accounts
code 200
application/json

{
  "result": "success",
  "serverTime": "2016-02-25T09:45:53.818Z",
  "accounts": {
    "cash": {
      "type": "cashAccount",
      "balances": {
        "xbt": 141.31756797,
        "xrp": 52465.1254
      }
    },
    "fi_xbtusd": {
      "type": "marginAccount",
      "currency": "xbt",
      "balances": {
        "fi_xbtusd_171215": 50000,
        "fi_xbtusd_180615": -15000,
        "xbt": 141.31756797,
        "xrp": 0
      },
      "auxiliary": {
        "af": 100.73891563,
        "pnl": 12.42134766,
        "pv": 153.73891563
      },
      "marginRequirements": {
        "im": 52.8,
        "mm": 23.76,
        "lt": 39.6,
        "tt": 15.84
      },
      "triggerEstimates": {
        "im": 3110,
        "mm": 3000,
        "lt": 2890,
        "tt": 2830
      }
    },
    "flex": {
      "type": "multiCollateralMarginAccount",
      "currencies": {
        "XBT": {
          "quantity": 0.1185308247,
          "value": 4998.721054420551,
          "collateralValue": 4886.49976674881,
          "available": 0.1185308247
        },
        "USD": {
          "quantity": 5000.0,
          "value": 5000.0,
          "collateralValue": 5000.0,
          "available": 5000.0
        },
        "EUR": {
          "quantity": 4540.5837374453,
          "value": 4999.137289089901,
          "collateralValue": 4886.906656949836,
          "available": 4540.5837374453
        }
      },
      "balanceValue": 34995.52,
      "portfolioValue": 34995.52,
      "collateralValue": 34122.66,
      "initialMargin": 0.0,
      "initialMarginWithOrders": 0.0,
      "maintenanceMargin": 0.0,
      "pnl": 0.0,
      "unrealizedFunding": 0.0,
      "totalUnrealized": 0.0,
      "totalUnrealizedAsMargin": 0.0,
      "marginEquity": 34122.66,
      "availableMargin": 34122.66
    }
  }
}

Response is one of the following:

Success Response

Name Description Type Example
accounts
optional		 A structure containing structures with account-related information for all margin and cash accounts. Account
result
optional		 string (value: "success") "success"
serverTime
optional		 Server time in Coordinated Universal Time (UTC) string "2020-08-27T17:03:33.196Z"
Name Description Type Example
errors
optional		 array of Error
result
optional		 string (value: "error") "error"
serverTime
optional		 Server time in Coordinated Universal Time (UTC) string "2020-08-27T17:03:33.196Z"

Get open positions

GET
https://futures.kraken.com/derivatives/api/v3/openpositions

This endpoint returns the size and average entry price of all open positions in Futures contracts. This includes Futures contracts that have matured but have not yet been settled.

Authentication
Response - application/json

Example response: failure
GET /v3/openpositions
code 200
application/json

{
  "result": "error",
  "serverTime": "2016-02-25T09:45:53.818Z",
  "error": "apiLimitExceeded"
}

Example response: success
GET /v3/openpositions
code 200
application/json

{
  "result": "success",
  "openPositions": [
    {
      "side": "short",
      "symbol": "pi_xbtusd",
      "price": 9392.749993345933,
      "fillTime": "2020-07-22T14:39:12.376Z",
      "size": 10000,
      "unrealizedFunding": 0.00001045432180096817
    },
    {
      "side": "long",
      "symbol": "fi_xbtusd_201225",
      "price": 9399.749966754434,
      "fillTime": "2020-07-22T14:39:12.376Z",
      "size": 20000
    },
    {
      "side": "long",
      "symbol": "pf_defiusd",
      "price": 570.0,
      "fillTime": "2022-04-20T19:15:25.438Z",
      "size": 1,
      "unrealizedFunding": -0.0073428045972263895,
      "pnlCurrency": "BTC",
      "maxFixedLeverage": 5.0
    }
  ],
  "serverTime": "2020-07-22T14:39:12.376Z"
}

Response is one of the following:

Success Response

Name Description Type Example
openPositions
optional		 A list containing structures with information on open positions.
The list is sorted descending by fillTime.
 array of OpenPositionJson
result
optional		 string (value: "success") "success"
serverTime
optional		 Server time in Coordinated Universal Time (UTC) string "2020-08-27T17:03:33.196Z"
Name Description Type Example
errors
optional		 array of Error
result
optional		 string (value: "error") "error"
serverTime
optional		 Server time in Coordinated Universal Time (UTC) string "2020-08-27T17:03:33.196Z"

Get subaccounts

GET
https://futures.kraken.com/derivatives/api/v3/subaccounts

Return information about subaccounts, including balances and UIDs.

Authentication
Response - application/json

Example response: success
GET /v3/subaccounts
code 200
application/json

Response is one of the following:

Success Response

Name Description Type Example
masterAccountUid
optional		 Master account UID string
result
optional		 string (value: "success") "success"
serverTime
optional		 Server time in Coordinated Universal Time (UTC) string "2020-08-27T17:03:33.196Z"
subaccounts
optional		 The sub-accounts. array of SubAccount
Name Description Type Example
errors
optional		 array of Error
result
optional		 string (value: "error") "error"
serverTime
optional		 Server time in Coordinated Universal Time (UTC) string "2020-08-27T17:03:33.196Z"

Get position percentile of unwind queue

GET
https://futures.kraken.com/derivatives/api/v3/unwindqueue

This endpoint returns the percentile of the open position in case of unwinding.

Authentication
Response - application/json

Example response: success
GET /v3/unwindqueue
code 200
application/json

{
  "result": "success",
  "serverTime": "2022-06-13T18:01:18.695Z",
  "queue": [
    {
      "symbol": "PF_GMTUSD",
      "percentile": 100
    },
    {
      "symbol": "FI_ETHUSD_220624",
      "percentile": 20
    },
    {
      "symbol": "PF_UNIUSD",
      "percentile": 80
    }
  ]
}

Response is one of the following:

Success Response

Name Description Type Example
queue
optional		 A list containing structures with information on open positions' percentile rank in the unwind/termination queue. array of UnwindQueueJson
result
optional		 string (value: "success") "success"
serverTime
optional		 Server time in Coordinated Universal Time (UTC) string "2020-08-27T17:03:33.196Z"
Name Description Type Example
errors
optional		 array of Error
result
optional		 string (value: "error") "error"
serverTime
optional		 Server time in Coordinated Universal Time (UTC) string "2020-08-27T17:03:33.196Z"

Fee Schedules

Get fee schedules

GET
https://futures.kraken.com/derivatives/api/v3/feeschedules

This endpoint lists all fee schedules.

Authentication is not required.

Response - application/json

Example response: success
GET /v3/feeschedules
code 200
application/json

{
  "result": "success",
  "serverTime": "2022-03-31T20:38:53.677Z",
  "feeSchedules": [
    {
      "uid": "7fc4d7c0-464f-4029-a9bb-55856d0c5247",
      "name": "PGTMainFees",
      "tiers": [
        {
          "makerFee": 0.02,
          "takerFee": 0.05,
          "usdVolume": 0.0
        },
        {
          "makerFee": 0.015,
          "takerFee": 0.04,
          "usdVolume": 100000.0
        },
        {
          "makerFee": 0.0125,
          "takerFee": 0.03,
          "usdVolume": 1000000.0
        },
        {
          "makerFee": 0.01,
          "takerFee": 0.025,
          "usdVolume": 5000000.0
        },
        {
          "makerFee": 0.0075,
          "takerFee": 0.02,
          "usdVolume": 10000000.0
        },
        {
          "makerFee": 0.005,
          "takerFee": 0.015,
          "usdVolume": 20000000.0
        },
        {
          "makerFee": 0.0025,
          "takerFee": 0.0125,
          "usdVolume": 50000000.0
        },
        {
          "makerFee": 0.0,
          "takerFee": 0.01,
          "usdVolume": 100000000.0
        }
      ]
    },
    {
      "uid": "d46c2190-81e3-4370-a333-424f24387829",
      "name": "mainfees",
      "tiers": [
        {
          "makerFee": 0.02,
          "takerFee": 0.05,
          "usdVolume": 0.0
        },
        {
          "makerFee": 0.015,
          "takerFee": 0.04,
          "usdVolume": 100000.0
        },
        {
          "makerFee": 0.0125,
          "takerFee": 0.03,
          "usdVolume": 1000000.0
        },
        {
          "makerFee": 0.01,
          "takerFee": 0.025,
          "usdVolume": 5000000.0
        },
        {
          "makerFee": 0.0075,
          "takerFee": 0.02,
          "usdVolume": 10000000.0
        },
        {
          "makerFee": 0.005,
          "takerFee": 0.015,
          "usdVolume": 20000000.0
        },
        {
          "makerFee": 0.0025,
          "takerFee": 0.0125,
          "usdVolume": 50000000.0
        },
        {
          "makerFee": 0.0,
          "takerFee": 0.01,
          "usdVolume": 100000000.0
        }
      ]
    }
  ]
}

Response is one of the following:

Success Response

Name Description Type Example
feeSchedules
optional		 array of FeeSchedule
result
optional		 string (value: "success") "success"
serverTime
optional		 Server time in Coordinated Universal Time (UTC) string "2020-08-27T17:03:33.196Z"
Name Description Type Example
errors
optional		 array of Error
result
optional		 string (value: "error") "error"
serverTime
optional		 Server time in Coordinated Universal Time (UTC) string "2020-08-27T17:03:33.196Z"

Get fee schedule volumes

GET
https://futures.kraken.com/derivatives/api/v3/feeschedules/volumes

Returns your fee schedule volumes for each fee schedule.

Authentication
Response - application/json

Example response: success
GET /v3/feeschedules/volumes
code 200
application/json

{
  "result": "success",
  "serverTime": "2016-02-25T09:45:53.818Z",
  "volumesByFeeSchedule": {
    "eef90775-995b-4596-9257-0917f6134766": 53823.0
  }
}

Response is one of the following:

Success Response

Name Description Type Example
result
optional		 string (value: "success") "success"
serverTime
optional		 Server time in Coordinated Universal Time (UTC) string "2020-08-27T17:03:33.196Z"
volumesByFeeSchedule
optional		 List containing the 30-day volume. FeeScheduleVolumes
Name Description Type Example
errors
optional		 array of Error
result
optional		 string (value: "error") "error"
serverTime
optional		 Server time in Coordinated Universal Time (UTC) string "2020-08-27T17:03:33.196Z"

General

Get notifications

GET
https://futures.kraken.com/derivatives/api/v3/notifications

This endpoint provides the platform's notifications.

Authentication
Response - application/json

Example response: failure
GET /v3/notifications
code 200
application/json

{
  "result": "error",
  "serverTime": "2016-02-25T09:45:53.818Z",
  "error": "apiLimitExceeded"
}

Example response: success
GET /v3/notifications
code 200
application/json

{
  "result": "success",
  "notifications": [
    {
      "type": "general",
      "priority": "low",
      "note": "We've launched a new Telegram group."
    },
    {
      "type": "settlement",
      "priority": "medium",
      "note": "Week contracts with maturity 29/Jun/2018 expire and settle.",
      "effectiveTime": "2018-06-29T15:00:00Z"
    }
  ],
  "serverTime": "2018-06-29T15:22:05.187Z"
}

Response is one of the following:

Success Response

Name Description Type Example
notifications
optional		 A list containing the notifications. array of NotificationJson
result
optional		 string (value: "success") "success"
serverTime
optional		 Server time in Coordinated Universal Time (UTC) string "2020-08-27T17:03:33.196Z"
Name Description Type Example
errors
optional		 array of Error
result
optional		 string (value: "error") "error"
serverTime
optional		 Server time in Coordinated Universal Time (UTC) string "2020-08-27T17:03:33.196Z"

Historical Data

Get your fills

GET
https://futures.kraken.com/derivatives/api/v3/fills

This endpoint returns information on your filled orders for all futures contracts.

Authentication
Parameters
Parameter In Description Type
lastFillTime
optional		 query If not provided, returns the last 100 fills in any futures contract. If provided, returns the 100 entries before lastFillTime. string
Response - application/json

Example response: success
GET /v3/fills
code 200
application/json

{
  "result": "success",
  "fills": [
    {
      "fill_id": "3d57ed09-fbd6-44f1-8e8b-b10e551c5e73",
      "symbol": "pi_xbtusd",
      "side": "buy",
      "order_id": "693af756-055e-47ef-99d5-bcf4c456ebc5",
      "size": 5490,
      "price": 9400,
      "fillTime": "2020-07-22T13:37:27.077Z",
      "fillType": "maker"
    },
    {
      "fill_id": "56b86ada-73b0-454d-a95a-e29e3e85b349",
      "symbol": "pi_xbtusd",
      "side": "buy",
      "order_id": "3f513c4c-683d-44ab-a73b-d296abbea201",
      "size": 5000,
      "price": 9456,
      "fillTime": "2020-07-21T12:41:52.790Z",
      "fillType": "taker"
    }
  ],
  "serverTime": "2020-07-22T13:44:24.311Z"
}

Response is one of the following:

Success Response

Name Description Type Example
fills
optional		 A list containing structures with information on filled orders. The list is sorted descending by fillTime. array of FillJson
result
optional		 string (value: "success") "success"
serverTime
optional		 Server time in Coordinated Universal Time (UTC) string "2020-08-27T17:03:33.196Z"
Name Description Type Example
errors
optional		 array of Error
result
optional		 string (value: "error") "error"
serverTime
optional		 Server time in Coordinated Universal Time (UTC) string "2020-08-27T17:03:33.196Z"

Historical Funding Rates

historicalFundingRates

GET
https://futures.kraken.com/derivatives/api/v4/historicalfundingrates

Authentication is not required.

Parameters
Parameter In Description Type
symbol
 query The symbol of the Futures. string
Response - application/json

Example response: success
GET /v4/historicalfundingrates
code 200
application/json

{
  "result": "success",
  "serverTime": "2022-06-28T09:29:04.243Z",
  "rates": [
    {
      "timestamp": "2022-06-28T00:00:00.000Z",
      "fundingRate": -8.15861558e-10,
      "relativeFundingRate": -0.000016898883333333
    },
    {
      "timestamp": "2022-06-28T04:00:00.000Z",
      "fundingRate": -2.6115278e-11,
      "relativeFundingRate": -5.40935416667e-7
    },
    {
      "timestamp": "2022-06-28T08:00:00.000Z",
      "fundingRate": -4.08356853e-10,
      "relativeFundingRate": -8.521190625e-6
    }
  ]
}

Response is one of the following:

Success Response

Name Description Type Example
rates
optional		 A list containing structures with historical funding rate information. The list is sorted ascending by timestamp. array of HistoricalFundingRateJson
result
optional		 string (value: "success") "success"
serverTime
optional		 Server time in Coordinated Universal Time (UTC) string "2020-08-27T17:03:33.196Z"
Name Description Type Example
errors
optional		 array of Error
result
optional		 string (value: "error") "error"
serverTime
optional		 Server time in Coordinated Universal Time (UTC) string "2020-08-27T17:03:33.196Z"

Instrument Details

Get instruments

GET
https://futures.kraken.com/derivatives/api/v3/instruments

This endpoint returns specifications for all currently listed Futures contracts and indices.

Authentication is not required.

Response - application/json

Example response: success
GET /v3/instruments
code 200
application/json

{
  "result": "success",
  "instruments": [
    {
      "symbol": "pi_xbtusd",
      "type": "futures_inverse",
      "underlying": "rr_xbtusd",
      "tickSize": 0.5,
      "contractSize": 1,
      "tradeable": true,
      "impactMidSize": 1,
      "maxPositionSize": 1000000,
      "openingDate": "2022-01-01T00:00:00.000Z",
      "marginLevels": [
        {
          "contracts": 0,
          "initialMargin": 0.02,
          "maintenanceMargin": 0.01
        },
        {
          "contracts": 500000,
          "initialMargin": 0.04,
          "maintenanceMargin": 0.02
        },
        {
          "contracts": 1000000,
          "initialMargin": 0.06,
          "maintenanceMargin": 0.03
        },
        {
          "contracts": 3000000,
          "initialMargin": 0.1,
          "maintenanceMargin": 0.05
        },
        {
          "contracts": 6000000,
          "initialMargin": 0.15,
          "maintenanceMargin": 0.075
        },
        {
          "contracts": 12000000,
          "initialMargin": 0.25,
          "maintenanceMargin": 0.125
        },
        {
          "contracts": 20000000,
          "initialMargin": 0.3,
          "maintenanceMargin": 0.15
        },
        {
          "contracts": 50000000,
          "initialMargin": 0.4,
          "maintenanceMargin": 0.2
        }
      ],
      "fundingRateCoefficient": 8,
      "maxRelativeFundingRate": 0.001,
      "isin": "GB00J62YGL67",
      "contractValueTradePrecision": 0,
      "postOnly": false,
      "feeScheduleUid": "eef90775-995b-4596-9257-0917f6134766",
      "retailMarginLevels": [
        {
          "contracts": 0,
          "initialMargin": 0.5,
          "maintenanceMargin": 0.25
        }
      ],
      "category": "",
      "tags": []
    },
    {
      "symbol": "fi_xbtusd_220930",
      "type": "futures_inverse",
      "underlying": "rr_xbtusd",
      "lastTradingTime": "2022-09-30T15:00:00.000Z",
      "tickSize": 0.5,
      "contractSize": 1,
      "tradeable": true,
      "impactMidSize": 1,
      "maxPositionSize": 1000000,
      "openingDate": "2022-01-01T00:00:00.000Z",
      "marginLevels": [
        {
          "contracts": 0,
          "initialMargin": 0.02,
          "maintenanceMargin": 0.01
        },
        {
          "contracts": 500000,
          "initialMargin": 0.04,
          "maintenanceMargin": 0.02
        },
        {
          "contracts": 1000000,
          "initialMargin": 0.06,
          "maintenanceMargin": 0.03
        },
        {
          "contracts": 3000000,
          "initialMargin": 0.1,
          "maintenanceMargin": 0.05
        },
        {
          "contracts": 6000000,
          "initialMargin": 0.15,
          "maintenanceMargin": 0.075
        },
        {
          "contracts": 9000000,
          "initialMargin": 0.25,
          "maintenanceMargin": 0.125
        },
        {
          "contracts": 15000000,
          "initialMargin": 0.3,
          "maintenanceMargin": 0.15
        },
        {
          "contracts": 30000000,
          "initialMargin": 0.4,
          "maintenanceMargin": 0.2
        }
      ],
      "isin": "GB00JVMLP260",
      "contractValueTradePrecision": 0,
      "postOnly": false,
      "feeScheduleUid": "eef90775-995b-4596-9257-0917f6134766",
      "retailMarginLevels": [
        {
          "contracts": 0,
          "initialMargin": 0.5,
          "maintenanceMargin": 0.25
        }
      ],
      "category": "",
      "tags": []
    },
    {
      "symbol": "pf_xbtusd",
      "type": "flexible_futures",
      "tickSize": 1,
      "contractSize": 1,
      "tradeable": true,
      "impactMidSize": 1,
      "maxPositionSize": 1000000,
      "openingDate": "2022-01-01T00:00:00.000Z",
      "marginLevels": [
        {
          "numNonContractUnits": 0.0,
          "initialMargin": 0.02,
          "maintenanceMargin": 0.01
        },
        {
          "numNonContractUnits": 500000.0,
          "initialMargin": 0.04,
          "maintenanceMargin": 0.02
        },
        {
          "numNonContractUnits": 2000000.0,
          "initialMargin": 0.1,
          "maintenanceMargin": 0.05
        },
        {
          "numNonContractUnits": 5000000.0,
          "initialMargin": 0.2,
          "maintenanceMargin": 0.1
        },
        {
          "numNonContractUnits": 10000000.0,
          "initialMargin": 0.3,
          "maintenanceMargin": 0.15
        },
        {
          "numNonContractUnits": 30000000.0,
          "initialMargin": 0.5,
          "maintenanceMargin": 0.25
        }
      ],
      "fundingRateCoefficient": 8,
      "maxRelativeFundingRate": 0.001,
      "contractValueTradePrecision": 4,
      "feeScheduleUid": "5b755fea-c5b0-4307-a66e-b392cd5bd931",
      "postOnly": false,
      "retailMarginLevels": [
        {
          "numNonContractUnits": 0.0,
          "initialMargin": 0.02,
          "maintenanceMargin": 0.01
        },
        {
          "numNonContractUnits": 500000.0,
          "initialMargin": 0.04,
          "maintenanceMargin": 0.02
        },
        {
          "numNonContractUnits": 2000000.0,
          "initialMargin": 0.1,
          "maintenanceMargin": 0.05
        },
        {
          "numNonContractUnits": 5000000.0,
          "initialMargin": 0.2,
          "maintenanceMargin": 0.1
        },
        {
          "numNonContractUnits": 10000000.0,
          "initialMargin": 0.3,
          "maintenanceMargin": 0.15
        },
        {
          "numNonContractUnits": 30000000.0,
          "initialMargin": 0.5,
          "maintenanceMargin": 0.25
        }
      ],
      "category": "Layer 1",
      "tags": []
    }
  ],
  "serverTime": "2022-06-28T09:29:04.243Z"
}

Response is one of the following:

Success Response

Name Description Type Example
instruments
optional		 A list containing structures for each available instrument. The list is in no particular order. array of Instrument
result
optional		 string (value: "success") "success"
serverTime
optional		 Server time in Coordinated Universal Time (UTC) string "2020-08-27T17:03:33.196Z"
Name Description Type Example
errors
optional		 array of Error
result
optional		 string (value: "error") "error"
serverTime
optional		 Server time in Coordinated Universal Time (UTC) string "2020-08-27T17:03:33.196Z"

Get instrument status list

GET
https://futures.kraken.com/derivatives/api/v3/instruments/status

Authentication is not required.

Response - application/json

Example response
(Some parts of this example are auto-generated)
GET /v3/instruments/status
code 200
application/json

{
  "instrumentStatus": [
    {
      "extremeVolatilityInitialMarginMultiplier": 0,
      "isExperiencingDislocation": false,
      "isExperiencingExtremeVolatility": false,
      "priceDislocationDirection": "ABOVE_UPPER_BOUND",
      "tradeable": "PI_XBTUSD"
    }
  ],
  "result": "success",
  "serverTime": "2020-08-27T17:03:33.196Z"
}

Response is one of the following:

Success Response

Name Description Type Example
instrumentStatus
optional		 array of InstrumentStatus
result
optional		 string (value: "success") "success"
serverTime
optional		 Server time in Coordinated Universal Time (UTC) string "2020-08-27T17:03:33.196Z"
Name Description Type Example
errors
optional		 array of Error
result
optional		 string (value: "error") "error"
serverTime
optional		 Server time in Coordinated Universal Time (UTC) string "2020-08-27T17:03:33.196Z"

Get instrument status

GET
https://futures.kraken.com/derivatives/api/v3/instruments/{tradeable}/status

Authentication is not required.

Parameters
Parameter In Description Type
tradeable
 path Instrument identifier. string
Response - application/json

Example response
(Some parts of this example are auto-generated)
GET /v3/instruments/{tradeable}/status
code 200
application/json

{
  "extremeVolatilityInitialMarginMultiplier": 0,
  "isExperiencingDislocation": false,
  "isExperiencingExtremeVolatility": false,
  "priceDislocationDirection": "ABOVE_UPPER_BOUND",
  "result": "success",
  "serverTime": "2020-08-27T17:03:33.196Z",
  "tradeable": "PI_XBTUSD"
}

Response is one of the following:

Success Response

Name Description Type Example
extremeVolatilityInitialMarginMultiplier
optional		 integer
isExperiencingDislocation
optional		 bool
isExperiencingExtremeVolatility
optional		 bool
priceDislocationDirection
optional		 null or string (enum: "ABOVE_UPPER_BOUND", "BELOW_LOWER_BOUND")
result
optional		 string (value: "success") "success"
serverTime
optional		 Server time in Coordinated Universal Time (UTC) string "2020-08-27T17:03:33.196Z"
tradeable
optional		 string "PI_XBTUSD"
Name Description Type Example
errors
optional		 array of Error
result
optional		 string (value: "error") "error"
serverTime
optional		 Server time in Coordinated Universal Time (UTC) string "2020-08-27T17:03:33.196Z"

Market Data

Get trade history

GET
https://futures.kraken.com/derivatives/api/v3/history

This endpoint returns the most recent 100 trades prior to the specified lastTime value up to past 7 days or recent trading engine restart (whichever is sooner). If no lastTime specified, it will return 100 most recent trades.

Authentication is not required.

Parameters
Parameter In Description Type
lastTime
optional		 query Returns the last 100 trades from the specified lastTime value. string
symbol
optional		 query The symbol of the Futures. string
Response - application/json

Example response
(Some parts of this example are auto-generated)
GET /v3/history
code 200
application/json

{
  "history": [
    {
      "execution_venue": "string",
      "instrument_identification_type": "string",
      "isin": "string",
      "notional_amount": 0.0,
      "notional_currency": "string",
      "price": 0.0,
      "price_currency": "string",
      "price_notation": "string",
      "publication_time": "string",
      "publication_venue": "string",
      "side": "string",
      "size": 0.0,
      "time": "string",
      "to_be_cleared": false,
      "trade_id": 0,
      "transaction_identification_code": "string",
      "type": "fill",
      "uid": "string"
    }
  ],
  "result": "success",
  "serverTime": "2020-08-27T17:03:33.196Z"
}

Response is one of the following:

Success Response

Name Description Type Example
history
optional		 A list containing structures with historical price information. The list is sorted descending by time. array of HistoryJson
result
optional		 string (value: "success") "success"
serverTime
optional		 Server time in Coordinated Universal Time (UTC) string "2020-08-27T17:03:33.196Z"
Name Description Type Example
errors
optional		 array of Error
result
optional		 string (value: "error") "error"
serverTime
optional		 Server time in Coordinated Universal Time (UTC) string "2020-08-27T17:03:33.196Z"

Get orderbook

GET
https://futures.kraken.com/derivatives/api/v3/orderbook

This endpoint returns the entire non-cumulative order book of currently listed Futures contracts.

Authentication is not required.

Parameters
Parameter In Description Type
symbol
optional		 query The symbol of the Futures. string
Response - application/json

Example response
(Some parts of this example are auto-generated)
GET /v3/orderbook
code 200
application/json

{
  "orderBook": {
    "bids": [
      [
        40178,
        5
      ],
      [
        40174,
        4.2
      ],
      [
        40170,
        7.2
      ]
    ],
    "asks": [
      [
        40186,
        5.0183
      ],
      [
        40190,
        0.4183
      ]
    ]
  },
  "result": "success",
  "serverTime": "2020-08-27T17:03:33.196Z"
}

Response is one of the following:

Success Response

Name Description Type Example
orderBook
optional		 A structure containing lists with bid and ask prices and sizes. OrderBook
result
optional		 string (value: "success") "success"
serverTime
optional		 Server time in Coordinated Universal Time (UTC) string "2020-08-27T17:03:33.196Z"
Name Description Type Example
errors
optional		 array of Error
result
optional		 string (value: "error") "error"
serverTime
optional		 Server time in Coordinated Universal Time (UTC) string "2020-08-27T17:03:33.196Z"

Get tickers

GET
https://futures.kraken.com/derivatives/api/v3/tickers

This endpoint returns current market data for all currently listed Futures contracts and indices.

Authentication is not required.

Response - application/json

Example response: success
GET /v3/tickers
code 200
application/json

{
  "result": "success",
  "tickers": [
    {
      "tag": "perpetual",
      "pair": "XBT:USD",
      "symbol": "pi_xbtusd",
      "markPrice": 30209.9,
      "bid": 8634,
      "bidSize": 1000,
      "ask": 49289,
      "askSize": 139984,
      "vol24h": 15304,
      "openInterest": 149655,
      "open24h": 49289,
      "indexPrice": 21087.8,
      "last": 49289,
      "lastTime": "2022-06-17T10:46:35.705Z",
      "lastSize": 100,
      "suspended": false,
      "fundingRate": 1.18588737106e-7,
      "fundingRatePrediction": 1.1852486794e-7,
      "postOnly": false
    },
    {
      "tag": "month",
      "pair": "XBT:USD",
      "symbol": "fi_xbtusd_211231",
      "markPrice": 20478.5,
      "bid": 28002,
      "bidSize": 900,
      "vol24h": 100,
      "openInterest": 10087,
      "open24h": 28002,
      "indexPrice": 21087.8,
      "last": 28002,
      "lastTime": "2022-06-17T10:45:57.177Z",
      "lastSize": 100,
      "suspended": false,
      "postOnly": false
    },
    {
      "symbol": "in_xbtusd",
      "last": 21088,
      "lastTime": "2022-06-17T11:00:30.000Z"
    },
    {
      "symbol": "rr_xbtusd",
      "last": 20938,
      "lastTime": "2022-06-16T15:00:00.000Z"
    }
  ],
  "serverTime": "2022-06-17T11:00:31.335Z"
}

Response is one of the following:

Success Response

Name Description Type Example
result
optional		 string (value: "success") "success"
serverTime
optional		 Server time in Coordinated Universal Time (UTC) string "2020-08-27T17:03:33.196Z"
tickers
optional		 A list containing a structures for each available instrument. The list is in no particular order. array of TickerJson
Name Description Type Example
errors
optional		 array of Error
result
optional		 string (value: "error") "error"
serverTime
optional		 Server time in Coordinated Universal Time (UTC) string "2020-08-27T17:03:33.196Z"

Multi-Collateral

Endpoints pertaining to the multi-collateral (MC) futures markets.

Get the leverage setting for a market

GET
https://futures.kraken.com/derivatives/api/v3/leveragepreferences
Authentication
Response - application/json

Example response: success
GET /v3/leveragepreferences
code 200
application/json

{
  "result": "success",
  "serverTime": "2022-06-28T15:01:12.762Z",
  "leveragePreferences": [
    {
      "symbol": "PF_XBTUSD",
      "maxLeverage": 10.0
    }
  ]
}

Response is one of the following:

Success Response

Name Description Type Example
leveragePreferences
optional		 array of LeveragePreference
result
optional		 string (value: "success") "success"
serverTime
optional		 Server time in Coordinated Universal Time (UTC) string "2020-08-27T17:03:33.196Z"
Name Description Type Example
errors
optional		 array of Error
result
optional		 string (value: "error") "error"
serverTime
optional		 Server time in Coordinated Universal Time (UTC) string "2020-08-27T17:03:33.196Z"

Set the leverage setting for a market

PUT
https://futures.kraken.com/derivatives/api/v3/leveragepreferences

Calling this API can result in the following error codes:

87: Contract does not exist

88: Contract not a multi-collateral futures contract

41: Would cause liquidation

Authentication
Parameters
Parameter In Description Type
maxLeverage
optional		 query Max leverage to set. number
symbol
optional		 query The symbol for the leverage preference. string
Response - application/json

Example response: success
PUT /v3/leveragepreferences
code 200
application/json

{
  "result": "success",
  "serverTime": "2022-06-28T14:48:58.711Z"
}

Response is one of the following:

Name Description Type Example
result
optional		 string (value: "success") "success"
serverTime
optional		 Server time in Coordinated Universal Time (UTC) string "2020-08-27T17:03:33.196Z"
Name Description Type Example
errors
optional		 array of Error
result
optional		 string (value: "error") "error"
serverTime
optional		 Server time in Coordinated Universal Time (UTC) string "2020-08-27T17:03:33.196Z"

Get PNL currency preference for a market

GET
https://futures.kraken.com/derivatives/api/v3/pnlpreferences

The PNL currency preference is used to determine which currency to pay out when realizing PNL gains.

Authentication
Response - application/json

Example response: success
GET /v3/pnlpreferences
code 200
application/json

{
  "result": "success",
  "serverTime": "2022-06-28T15:04:06.710Z",
  "preferences": [
    {
      "symbol": "PF_XBTUSD",
      "pnlCurrency": "BTC"
    }
  ]
}

Response is one of the following:

Success Response

Name Description Type Example
preferences
optional		 array of PnlPreference
result
optional		 string (value: "success") "success"
serverTime
optional		 Server time in Coordinated Universal Time (UTC) string "2020-08-27T17:03:33.196Z"
Name Description Type Example
errors
optional		 array of Error
result
optional		 string (value: "error") "error"
serverTime
optional		 Server time in Coordinated Universal Time (UTC) string "2020-08-27T17:03:33.196Z"

Set PNL currency preference for a market

PUT
https://futures.kraken.com/derivatives/api/v3/pnlpreferences

The PNL currency preference is used to determine which currency to pay out when realizing PNL gains. Calling this API can result in the following error codes:

87: Contract does not exist

88: Contract not a multi-collateral futures contract

89: Currency does not exist

90: Currency is not enabled for multi-collateral futures

41: Would cause liquidation

Authentication
Parameters
Parameter In Description Type
pnlPreference
 query The asset in which profit will be realised for the specific symbol. string
symbol
 query The symbol for the PnL preference. string
Response - application/json

Example response: success
PUT /v3/pnlpreferences
code 200
application/json

{
  "result": "success",
  "serverTime": "2022-06-28T14:48:58.711Z"
}

Response is one of the following:

Name Description Type Example
result
optional		 string (value: "success") "success"
serverTime
optional		 Server time in Coordinated Universal Time (UTC) string "2020-08-27T17:03:33.196Z"
Name Description Type Example
errors
optional		 array of Error
result
optional		 string (value: "error") "error"
serverTime
optional		 Server time in Coordinated Universal Time (UTC) string "2020-08-27T17:03:33.196Z"

Order Management

Batch order management

POST
https://futures.kraken.com/derivatives/api/v3/batchorder

This endpoint allows sending limit or stop order(s) and/or cancelling open order(s) and/or editing open order(s) for a currently listed Futures contract in batch.

Authentication
Parameters
Parameter In Description Type
json
 query Contains the request body as a String string
Request body - application/json

Example request body
POST /v3/batchorder
application/json

{
  "batchOrder": [
    {
      "order": "send",
      "order_tag": "1",
      "orderType": "lmt",
      "symbol": "PI_XBTUSD",
      "side": "buy",
      "size": 1,
      "limitPrice": 1.0,
      "cliOrdId": "my_another_client_id"
    },
    {
      "order": "send",
      "order_tag": "2",
      "orderType": "stp",
      "symbol": "PI_XBTUSD",
      "side": "buy",
      "size": 1,
      "limitPrice": 2.0,
      "stopPrice": 3.0
    },
    {
      "order": "cancel",
      "order_id": "e35d61dd-8a30-4d5f-a574-b5593ef0c050"
    },
    {
      "order": "cancel",
      "cliOrdId": "my_client_id"
    }
  ]
}
Name Description Type
batchOrder
optional		 A list containing structures of order sending and order cancellation instructions. The list is in no particular order. array of Batch Instruction
Response - application/json

Example response: success
POST /v3/batchorder
code 200
application/json

{
  "result": "success",
  "serverTime": "2019-09-05T16:41:40.996Z",
  "batchStatus": [
    {
      "status": "placed",
      "order_tag": "1",
      "order_id": "022774bc-2c4a-4f26-9317-436c8d85746d",
      "dateTimeReceived": "2019-09-05T16:41:35.173Z",
      "orderEvents": [
        {
          "order": {
            "orderId": "022774bc-2c4a-4f26-9317-436c8d85746d",
            "cliOrdId": null,
            "type": "lmt",
            "symbol": "pi_xbtusd",
            "side": "buy",
            "quantity": 1000,
            "filled": 0,
            "limitPrice": 9400.0,
            "reduceOnly": false,
            "timestamp": "2019-09-05T16:41:35.173Z",
            "lastUpdateTimestamp": "2019-09-05T16:41:35.173Z"
          },
          "reducedQuantity": null,
          "type": "PLACE"
        }
      ]
    },
    {
      "status": "edited",
      "order_id": "9c2cbcc8-14f6-42fe-a020-6e395babafd1",
      "orderEvents": [
        {
          "old": {
            "orderId": "9c2cbcc8-14f6-42fe-a020-6e395babafd1",
            "cliOrdId": null,
            "type": "lmt",
            "symbol": "pi_xbtusd",
            "side": "buy",
            "quantity": 102.0,
            "filled": 0.0,
            "limitPrice": 8500.0,
            "reduceOnly": false,
            "timestamp": "2019-09-04T11:45:48.884Z",
            "lastUpdateTimestamp": "2019-09-04T11:45:48.884Z"
          },
          "new": {
            "orderId": "9c2cbcc8-14f6-42fe-a020-6e395babafd1",
            "cliOrdId": null,
            "type": "lmt",
            "symbol": "pi_xbtusd",
            "side": "buy",
            "quantity": 1000,
            "filled": 0.0,
            "limitPrice": 9400.0,
            "reduceOnly": false,
            "timestamp": "2019-09-04T11:45:48.884Z",
            "lastUpdateTimestamp": "2019-09-05T16:41:40.996Z"
          },
          "reducedQuantity": null,
          "type": "EDIT"
        }
      ]
    },
    {
      "status": "cancelled",
      "order_id": "566942c8-a3b5-4184-a451-622b09493129",
      "orderEvents": [
        {
          "uid": "566942c8-a3b5-4184-a451-622b09493129",
          "order": {
            "orderId": "566942c8-a3b5-4184-a451-622b09493129",
            "cliOrdId": null,
            "type": "lmt",
            "symbol": "pi_xbtusd",
            "side": "buy",
            "quantity": 100.0,
            "filled": 0.0,
            "limitPrice": 8500.0,
            "reduceOnly": false,
            "timestamp": "2019-09-02T12:54:08.005Z",
            "lastUpdateTimestamp": "2019-09-02T12:54:08.005Z"
          },
          "type": "CANCEL"
        }
      ]
    }
  ]
}

Response is one of the following:

Success Response

Name Description Type Example
batchStatus
optional		 A structure containing information on the send order request. array of BatchInstructionResult
result
optional		 string (value: "success") "success"
serverTime
optional		 Server time in Coordinated Universal Time (UTC) string "2020-08-27T17:03:33.196Z"
Name Description Type Example
errors
optional		 array of Error
result
optional		 string (value: "error") "error"
serverTime
optional		 Server time in Coordinated Universal Time (UTC) string "2020-08-27T17:03:33.196Z"

Cancel all orders

POST
https://futures.kraken.com/derivatives/api/v3/cancelallorders

This endpoint allows cancelling orders which are associated with a future's contract or a margin account. If no arguments are specified all open orders will be cancelled.

Authentication
Parameters
Parameter In Description Type
symbol
optional		 query A futures product to cancel all open orders. string
Response - application/json

Example response: success
POST /v3/cancelallorders
code 200
application/json

{
  "result": "success",
  "cancelStatus": {
    "receivedTime": "2019-08-01T15:57:37.518Z",
    "cancelOnly": "all",
    "status": "cancelled",
    "cancelledOrders": [
      {
        "order_id": "6180adfa-e4b1-4a52-adac-ea5417620dbd"
      },
      {
        "order_id": "89e3edbe-d739-4c52-b866-6f5a8407ff6e"
      },
      {
        "order_id": "0cd37a77-1644-4960-a7fb-9a1f6e0e46f7"
      }
    ],
    "orderEvents": [
      {
        "uid": "6180adfa-e4b1-4a52-adac-ea5417620dbd",
        "order": {
          "orderId": "6180adfa-e4b1-4a52-adac-ea5417620dbd",
          "cliOrdId": null,
          "type": "stp",
          "symbol": "pi_xbtusd",
          "side": "buy",
          "quantity": 1000,
          "filled": 0,
          "limitPrice": 10039,
          "stopPrice": 10039,
          "reduceOnly": false,
          "timestamp": "2019-08-01T15:57:19.482Z"
        },
        "type": "CANCEL"
      },
      {
        "uid": "89e3edbe-d739-4c52-b866-6f5a8407ff6e",
        "order": {
          "orderId": "89e3edbe-d739-4c52-b866-6f5a8407ff6e",
          "cliOrdId": null,
          "type": "post",
          "symbol": "pi_xbtusd",
          "side": "buy",
          "quantity": 890,
          "filled": 0,
          "limitPrice": 10040,
          "stopPrice": null,
          "reduceOnly": false,
          "timestamp": "2019-08-01T15:57:08.508Z"
        },
        "type": "CANCEL"
      },
      {
        "uid": "0cd37a77-1644-4960-a7fb-9a1f6e0e46f7",
        "order": {
          "orderId": "0cd37a77-1644-4960-a7fb-9a1f6e0e46f7",
          "cliOrdId": null,
          "type": "lmt",
          "symbol": "pi_xbtusd",
          "side": "sell",
          "quantity": 900,
          "filled": 0,
          "limitPrice": 10145,
          "stopPrice": null,
          "reduceOnly": true,
          "timestamp": "2019-08-01T15:57:14.003Z"
        },
        "type": "CANCEL"
      }
    ]
  },
  "serverTime": "2019-08-01T15:57:37.520Z"
}

Response is one of the following:

Success Response

Name Description Type Example
cancelStatus
optional		 A structure containing information on the cancellation request. CancelAllOrdersStatusJson
result
optional		 string (value: "success") "success"
serverTime
optional		 Server time in Coordinated Universal Time (UTC) string "2020-08-27T17:03:33.196Z"
Name Description Type Example
errors
optional		 array of Error
result
optional		 string (value: "error") "error"
serverTime
optional		 Server time in Coordinated Universal Time (UTC) string "2020-08-27T17:03:33.196Z"

Dead man's switch

POST
https://futures.kraken.com/derivatives/api/v3/cancelallordersafter

This endpoint provides a Dead Man's Switch mechanism to protect the user from network malfunctions. The user can send a request with a timeout in seconds which will trigger a countdown timer that will cancel all user orders when timeout expires. The user has to keep sending request to push back the timeout expiration or they can deactivate the mechanism by specifying a timeout of zero (0).

The recommended mechanism usage is making a call every 15 to 20 seconds and provide a timeout of 60 seconds. This allows the user to keep the orders in place on a brief network failure, while keeping them safe in case of a network breakdown.

Authentication
Parameters
Parameter In Description Type Example
timeout
optional		 query The timeout specified in seconds. string 60
Response - application/json

Example response: cancel
POST /v3/cancelallordersafter
code 200
application/json

{
  "result": "success",
  "status": {
    "currentTime": "2018-06-19T16:51:23.839Z",
    "triggerTime": "0"
  },
  "serverTime": "2018-06-19T16:51:23.839Z"
}

Example response: failure
POST /v3/cancelallordersafter
code 200
application/json

{
  "result": "error",
  "serverTime": "2016-02-25T09:45:53.818Z",
  "error": "apiLimitExceeded"
}

Example response: success
POST /v3/cancelallordersafter
code 200
application/json

{
  "result": "success",
  "status": {
    "currentTime": "2018-06-19T16:51:23.839Z",
    "triggerTime": "2018-06-19T16:52:23.839Z"
  },
  "serverTime": "2018-06-19T16:51:23.839Z"
}

Response is one of the following:

Success Response

Name Description Type Example
result
optional		 string (value: "success") "success"
serverTime
optional		 Server time in Coordinated Universal Time (UTC) string "2020-08-27T17:03:33.196Z"
status
optional		 The status of the switch. DeadManSwitchStatusJson
Name Description Type Example
errors
optional		 array of Error
result
optional		 string (value: "error") "error"
serverTime
optional		 Server time in Coordinated Universal Time (UTC) string "2020-08-27T17:03:33.196Z"

Cancel order

POST
https://futures.kraken.com/derivatives/api/v3/cancelorder

This endpoint allows cancelling an open order for a Futures contract.

Authentication
Parameters
Parameter In Description Type
cliOrdId
optional		 query The client unique identifier of the order to be cancelled. string
order_id
optional		 query The unique identifier of the order to be cancelled. string
Response - application/json

Example response: success
POST /v3/cancelorder
code 200
application/json

{
  "result": "success",
  "cancelStatus": {
    "status": "cancelled",
    "order_id": "cb4e34f6-4eb3-4d4b-9724-4c3035b99d47",
    "receivedTime": "2020-07-22T13:26:20.806Z",
    "orderEvents": [
      {
        "uid": "cb4e34f6-4eb3-4d4b-9724-4c3035b99d47",
        "order": {
          "orderId": "cb4e34f6-4eb3-4d4b-9724-4c3035b99d47",
          "cliOrdId": "1234568",
          "type": "lmt",
          "symbol": "pi_xbtusd",
          "side": "buy",
          "quantity": 5500,
          "filled": 0,
          "limitPrice": 8000,
          "reduceOnly": false,
          "timestamp": "2020-07-22T13:25:56.366Z",
          "lastUpdateTimestamp": "2020-07-22T13:25:56.366Z"
        },
        "type": "CANCEL"
      }
    ]
  },
  "serverTime": "2020-07-22T13:26:20.806Z"
}

Response is one of the following:

Success Response

Name Description Type Example
cancelStatus
optional		 A structure containing information on the cancellation request. CancelOrderStatusJson
result
optional		 string (value: "success") "success"
serverTime
optional		 Server time in Coordinated Universal Time (UTC) string "2020-08-27T17:03:33.196Z"
Name Description Type Example
errors
optional		 array of Error
result
optional		 string (value: "error") "error"
serverTime
optional		 Server time in Coordinated Universal Time (UTC) string "2020-08-27T17:03:33.196Z"

Edit order

POST
https://futures.kraken.com/derivatives/api/v3/editorder

This endpoint allows editing an existing order for a currently listed Futures contract.

Authentication
Parameters
Parameter In Description Type
cliOrdId
optional		 query The order identity that is specified from the user. It must be globally unique (Required if orderId is not included)
 string
limitPrice
optional		 query The limit price associated with the order. Must not have more than 2 decimal places number
orderId
optional		 query ID of the order you wish to edit. (Required if CliOrdId is not included)
 string
size
optional		 query The size associated with the order number
stopPrice
optional		 query The stop price associated with a stop order. Required if old orderType is stp.
Must not have more than 2 decimal places. Note that for stp orders,
limitPrice is also required and denotes the worst price at which the stp order can get filled
 number
trailingStopDeviationUnit
optional		 query Only relevant for trailing stop orders.

This defines how the trailing trigger price is calculated from the requested trigger signal.
For example, if the max deviation is set to 10, the unit is 'PERCENT', and the underlying order is a sell,
then the trigger price will never be more then 10% below the trigger signal.
Similarly, if the deviation is 100, the unit is 'QUOTE_CURRENCY', the underlying order is a sell, and the
contract is quoted in USD, then the trigger price will never be more than $100 below the trigger signal.
 string (enum: "PERCENT", "QUOTE_CURRENCY")
trailingStopMaxDeviation
optional		 query Only relevant for trailing stop orders.

Is the maximum distance the trailing stop's trigger price may trail behind the requested trigger signal.
It defines the threshold at which the trigger price updates.
 number
Response - application/json

Example response: success
POST /v3/editorder
code 200
application/json

{
  "result": "success",
  "serverTime": "2019-09-05T16:47:47.521Z",
  "editStatus": {
    "status": "edited",
    "orderId": "022774bc-2c4a-4f26-9317-436c8d85746d",
    "receivedTime": "2019-09-05T16:47:47.521Z",
    "orderEvents": [
      {
        "old": {
          "orderId": "022774bc-2c4a-4f26-9317-436c8d85746d",
          "cliOrdId": null,
          "type": "lmt",
          "symbol": "pi_xbtusd",
          "side": "buy",
          "quantity": 1000,
          "filled": 0,
          "limitPrice": 9400.0,
          "reduceOnly": false,
          "timestamp": "2019-09-05T16:41:35.173Z",
          "lastUpdateTimestamp": "2019-09-05T16:41:35.173Z"
        },
        "new": {
          "orderId": "022774bc-2c4a-4f26-9317-436c8d85746d",
          "cliOrdId": null,
          "type": "lmt",
          "symbol": "pi_xbtusd",
          "side": "buy",
          "quantity": 1501,
          "filled": 0,
          "limitPrice": 7200,
          "reduceOnly": false,
          "timestamp": "2019-09-05T16:41:35.173Z",
          "lastUpdateTimestamp": "2019-09-05T16:47:47.519Z"
        },
        "reducedQuantity": null,
        "type": "EDIT"
      }
    ]
  }
}

Response is one of the following:

Success Response

Name Description Type Example
editStatus
optional		 A structure containing information on the send order request EditOrderStatus
result
optional		 string (value: "success") "success"
serverTime
optional		 Server time in Coordinated Universal Time (UTC) string "2020-08-27T17:03:33.196Z"
Name Description Type Example
errors
optional		 array of Error
result
optional		 string (value: "error") "error"
serverTime
optional		 Server time in Coordinated Universal Time (UTC) string "2020-08-27T17:03:33.196Z"

Get open orders

GET
https://futures.kraken.com/derivatives/api/v3/openorders

This endpoint returns information on all open orders for all Futures contracts.

Authentication
Response - application/json

Example response: success
GET /v3/openorders
code 200
application/json

{
  "result": "success",
  "openOrders": [
    {
      "order_id": "59302619-41d2-4f0b-941f-7e7914760ad3",
      "symbol": "pi_xbtusd",
      "side": "sell",
      "orderType": "lmt",
      "limitPrice": 10640,
      "unfilledSize": 304,
      "receivedTime": "2019-09-05T17:01:17.410Z",
      "status": "untouched",
      "filledSize": 0,
      "reduceOnly": true,
      "lastUpdateTime": "2019-09-05T17:01:17.410Z"
    },
    {
      "order_id": "022774bc-2c4a-4f26-9317-436c8d85746d",
      "symbol": "pi_xbtusd",
      "side": "buy",
      "orderType": "lmt",
      "limitPrice": 7200,
      "unfilledSize": 1501,
      "receivedTime": "2019-09-05T16:41:35.173Z",
      "status": "untouched",
      "filledSize": 0,
      "reduceOnly": false,
      "lastUpdateTime": "2019-09-05T16:47:47.519Z"
    },
    {
      "order_id": "d08021f7-58cb-4f2c-9c86-da4c60de46bb",
      "symbol": "pi_xbtusd",
      "side": "sell",
      "orderType": "lmt",
      "limitPrice": 10640,
      "unfilledSize": 10000,
      "receivedTime": "2019-09-05T16:38:43.651Z",
      "status": "untouched",
      "filledSize": 0,
      "reduceOnly": true,
      "lastUpdateTime": "2019-09-05T16:38:43.651Z"
    },
    {
      "order_id": "179f9af8-e45e-469d-b3e9-2fd4675cb7d0",
      "symbol": "pi_xbtusd",
      "side": "buy",
      "orderType": "lmt",
      "limitPrice": 9400,
      "unfilledSize": 10000,
      "receivedTime": "2019-09-05T16:33:50.734Z",
      "status": "untouched",
      "filledSize": 0,
      "reduceOnly": false,
      "lastUpdateTime": "2019-09-05T16:33:50.734Z"
    },
    {
      "order_id": "9c2cbcc8-14f6-42fe-a020-6e395babafd1",
      "symbol": "pi_xbtusd",
      "side": "buy",
      "orderType": "lmt",
      "limitPrice": 9400,
      "unfilledSize": 1000,
      "receivedTime": "2019-09-04T11:45:48.884Z",
      "status": "untouched",
      "filledSize": 0,
      "reduceOnly": false,
      "lastUpdateTime": "2019-09-05T16:41:40.996Z"
    },
    {
      "order_id": "3deea5c8-0274-4d33-988c-9e5a3895ccf8",
      "symbol": "pi_xbtusd",
      "side": "buy",
      "orderType": "lmt",
      "limitPrice": 8500,
      "unfilledSize": 102,
      "receivedTime": "2019-09-03T12:52:17.945Z",
      "status": "untouched",
      "filledSize": 0,
      "reduceOnly": false,
      "lastUpdateTime": "2019-09-03T12:52:17.945Z"
    },
    {
      "order_id": "fcbb1459-6ed2-4b3c-a58c-67c4df7412cf",
      "symbol": "pi_xbtusd",
      "side": "buy",
      "orderType": "lmt",
      "limitPrice": 7200,
      "unfilledSize": 1501,
      "receivedTime": "2019-09-02T12:54:34.347Z",
      "status": "untouched",
      "filledSize": 0,
      "reduceOnly": false,
      "lastUpdateTime": "2019-09-02T12:54:34.347Z"
    }
  ],
  "serverTime": "2019-09-05T17:08:18.138Z"
}

Response is one of the following:

Success Response

Name Description Type Example
openOrders
optional		 A list containing structures with information on open orders. The list is sorted descending by receivedTime. array of OpenOrderJson
result
optional		 string (value: "success") "success"
serverTime
optional		 Server time in Coordinated Universal Time (UTC) string "2020-08-27T17:03:33.196Z"
Name Description Type Example
errors
optional		 array of Error
result
optional		 string (value: "error") "error"
serverTime
optional		 Server time in Coordinated Universal Time (UTC) string "2020-08-27T17:03:33.196Z"

Get the current status for specific orders

POST
https://futures.kraken.com/derivatives/api/v3/orders/status

This endpoint returns information on open orders

Authentication
Request body - application/x-www-form-urlencoded

Example request body
POST /v3/orders/status
application/x-www-form-urlencoded

body: cliOrdIds=testOrder1&cliOrdIds=testOrder2
Name Description Type
cliOrdIds
optional		 The client order ID associated with an open order. array of string
orderIds
optional		 The UID associated with an open order. array of string
Response - application/json

Example response
(Some parts of this example are auto-generated)
POST /v3/orders/status
code 200
application/json

{
  "orders": [
    {
      "error": "MARKET_SUSPENDED",
      "order": {
        "cliOrdId": "string",
        "filled": 0.0,
        "lastUpdateTimestamp": "string",
        "limitPrice": 0.0,
        "orderId": "2ceb1d31-f619-457b-870c-fd4ddbb10d45",
        "priceTriggerOptions": {
          "trailingStopOptions": {
            "maxDeviation": 0.0,
            "unit": "PERCENT"
          },
          "triggerPrice": 0.0,
          "triggerSide": "TRIGGER_ABOVE",
          "triggerSignal": "MARK_PRICE"
        },
        "quantity": 0.0,
        "reduceOnly": false,
        "side": "string",
        "symbol": "string",
        "timestamp": "string",
        "triggerTime": "string",
        "type": "TRIGGER_ORDER"
      },
      "status": "ENTERED_BOOK",
      "updateReason": "LOADING_MARKET"
    }
  ],
  "result": "success",
  "serverTime": "2020-08-27T17:03:33.196Z"
}

Response is one of the following:

Success Response

Name Description Type Example
orders
optional		 array of OrderStatusDetailsJson
result
optional		 string (value: "success") "success"
serverTime
optional		 Server time in Coordinated Universal Time (UTC) string "2020-08-27T17:03:33.196Z"
Name Description Type Example
errors
optional		 array of Error
result
optional		 string (value: "error") "error"
serverTime
optional		 Server time in Coordinated Universal Time (UTC) string "2020-08-27T17:03:33.196Z"

Send order

POST
https://futures.kraken.com/derivatives/api/v3/sendorder

This endpoint allows sending a limit, stop, take profit or immediate-or-cancel order for a currently listed Futures contract.

Authentication
Parameters
Parameter In Description Type
orderType
 query The order type:
* lmt - a limit order
* post - a post-only limit order
* mkt - an immediate-or-cancel order with 1% price protection
* stp - a stop order
* take_profit - a take profit order
* ioc - an immediate-or-cancel order
* trailing_stop - a trailing stop order
 string (enum: "lmt", "post", "ioc", "mkt", "stp", "take_profit", "trailing_stop")
side
 query The direction of the order string (enum: "buy", "sell")
size
 query The size associated with the order. Note that different Futures have different contract sizes. number
symbol
 query The symbol of the Futures string
cliOrdId
optional		 query The order identity that is specified from the user. It must be globally unique. string (max. length 100)
limitPrice
optional		 query The limit price associated with the order. If placing a trailing_stop order then leave undefined.
 number
reduceOnly
optional		 query Set as true if you wish the order to only reduce an existing position.
Any order which increases an existing position will be rejected. Default false.
 bool
stopPrice
optional		 query The stop price associated with a stop or take profit order.
Required if orderType is stp or take_profit, but if placing a trailing_stop then leave undefined.
Note that for stop orders, limitPrice denotes
the worst price at which the stop or take_profit order can get filled at.
If no limitPrice is provided the stop or take_profit order will trigger a market order.
 number
trailingStopDeviationUnit
optional		 query Required if the order type is trailing_stop.

This defines how the trailing trigger price is calculated from the requested trigger signal.
For example, if the max deviation is set to 10, the unit is 'PERCENT', and the underlying order is a sell,
then the trigger price will never be more then 10% below the trigger signal.
Similarly, if the deviation is 100, the unit is 'QUOTE_CURRENCY', the underlying order is a sell, and the
contract is quoted in USD, then the trigger price will never be more than $100 below the trigger signal.
 string (enum: "PERCENT", "QUOTE_CURRENCY")
trailingStopMaxDeviation
optional		 query Required if the order type is trailing_stop.

Is the maximum distance the trailing stop's trigger price may trail behind the requested trigger signal.
It defines the threshold at which the trigger price updates.
 number
triggerSignal
optional		 query If placing a stp, take_profit or trailing_stop, the signal used for trigger.
* mark - the mark price
* index - the index price
* last - the last executed trade
 string (enum: "mark", "spot", "last")
Response - application/json

Example response: executed
POST /v3/sendorder
code 200
application/json

{
  "result": "success",
  "sendStatus": {
    "order_id": "61ca5732-3478-42fe-8362-abbfd9465294",
    "status": "placed",
    "receivedTime": "2019-12-11T17:17:33.888Z",
    "orderEvents": [
      {
        "executionId": "e1ec9f63-2338-4c44-b40a-43486c6732d7",
        "price": 7244.5,
        "amount": 10,
        "orderPriorEdit": null,
        "orderPriorExecution": {
          "orderId": "61ca5732-3478-42fe-8362-abbfd9465294",
          "cliOrdId": null,
          "type": "lmt",
          "symbol": "pi_xbtusd",
          "side": "buy",
          "quantity": 10,
          "filled": 0,
          "limitPrice": 7500,
          "reduceOnly": false,
          "timestamp": "2019-12-11T17:17:33.888Z",
          "lastUpdateTimestamp": "2019-12-11T17:17:33.888Z"
        },
        "takerReducedQuantity": null,
        "type": "EXECUTION"
      }
    ]
  },
  "serverTime": "2019-12-11T17:17:33.888Z"
}

Example response: placed
POST /v3/sendorder
code 200
application/json

{
  "result": "success",
  "sendStatus": {
    "order_id": "179f9af8-e45e-469d-b3e9-2fd4675cb7d0",
    "status": "placed",
    "receivedTime": "2019-09-05T16:33:50.734Z",
    "orderEvents": [
      {
        "order": {
          "orderId": "179f9af8-e45e-469d-b3e9-2fd4675cb7d0",
          "cliOrdId": null,
          "type": "lmt",
          "symbol": "pi_xbtusd",
          "side": "buy",
          "quantity": 10000,
          "filled": 0,
          "limitPrice": 9400,
          "reduceOnly": false,
          "timestamp": "2019-09-05T16:33:50.734Z",
          "lastUpdateTimestamp": "2019-09-05T16:33:50.734Z"
        },
        "reducedQuantity": null,
        "type": "PLACE"
      }
    ]
  },
  "serverTime": "2019-09-05T16:33:50.734Z"
}

Example response: rejected
POST /v3/sendorder
code 200
application/json

{
  "result": "success",
  "sendStatus": {
    "order_id": "614a5298-0071-450f-83c6-0617ce8c6bc4",
    "status": "wouldNotReducePosition",
    "receivedTime": "2019-09-05T16:32:54.076Z",
    "orderEvents": [
      {
        "uid": "614a5298-0071-450f-83c6-0617ce8c6bc4",
        "order": {
          "orderId": "614a5298-0071-450f-83c6-0617ce8c6bc4",
          "cliOrdId": null,
          "type": "lmt",
          "symbol": "pi_xbtusd",
          "side": "buy",
          "quantity": 10000,
          "filled": 0,
          "limitPrice": 9400,
          "reduceOnly": true,
          "timestamp": "2019-09-05T16:32:54.076Z",
          "lastUpdateTimestamp": "2019-09-05T16:32:54.076Z"
        },
        "reason": "WOULD_NOT_REDUCE_POSITION",
        "type": "REJECT"
      }
    ]
  },
  "serverTime": "2019-09-05T16:32:54.077Z"
}

Response is one of the following:

Success Response

Name Description Type Example
result
optional		 string (value: "success") "success"
sendStatus
optional		 A structure containing information on the send order request. SendOrderJson
serverTime
optional		 Server time in Coordinated Universal Time (UTC) string "2020-08-27T17:03:33.196Z"
Name Description Type Example
errors
optional		 array of Error
result
optional		 string (value: "error") "error"
serverTime
optional		 Server time in Coordinated Universal Time (UTC) string "2020-08-27T17:03:33.196Z"

Transfers

Initiate wallet transfer

POST
https://futures.kraken.com/derivatives/api/v3/transfer

This endpoint allows you to transfer funds between two margin accounts with the same collateral currency, or between a margin account and your cash account.

Authentication
Parameters
Parameter In Description Type Example
amount
 query The amount to transfer string 0.1
fromAccount
 query The wallet (cash or margin account) from which funds should be debited string "fi_ethusd"
toAccount
 query The wallet (cash or margin account) to which funds should be credited string "flex"
unit
 query The currency unit to transfer string "eth"
Response - application/json

Example response
(Some parts of this example are auto-generated)
POST /v3/transfer
code 200
application/json

{
  "result": "success",
  "serverTime": "2020-08-27T17:03:33.196Z"
}

Response is one of the following:

Name Description Type Example
result
optional		 string (value: "success") "success"
serverTime
optional		 Server time in Coordinated Universal Time (UTC) string "2020-08-27T17:03:33.196Z"
Name Description Type Example
errors
optional		 array of Error
result
optional		 string (value: "error") "error"
serverTime
optional		 Server time in Coordinated Universal Time (UTC) string "2020-08-27T17:03:33.196Z"

Initiate sub account transfer

POST
https://futures.kraken.com/derivatives/api/v3/transfer/subaccount

This endpoint allows you to transfer funds between the current account and a sub account, between two margin accounts with the same collateral currency, or between a margin account and your cash account.

Authentication
Parameters
Parameter In Description Type
amount
 query The amount to transfer string
fromAccount
 query The wallet (cash or margin account) from which funds should be debited string
fromUser
 query The user account (this or a sub account) from which funds should be debited string
toAccount
 query The wallet (cash or margin account) to which funds should be credited string
toUser
 query The user account (this or a sub account) to which funds should be credited string
unit
 query The currency unit to transfer string
Response - application/json

Example response: failure
POST /v3/transfer/subaccount
code 200
application/json

{
  "result": "error",
  "serverTime": "2016-02-25T09:45:53.818Z",
  "error": "invalidUnit"
}

Example response: success
POST /v3/transfer/subaccount
code 200
application/json

{
  "result": "success",
  "serverTime": "2022-06-28T14:48:58.711Z"
}

Response is one of the following:

Name Description Type Example
result
optional		 string (value: "success") "success"
serverTime
optional		 Server time in Coordinated Universal Time (UTC) string "2020-08-27T17:03:33.196Z"
Name Description Type Example
errors
optional		 array of Error
result
optional		 string (value: "error") "error"
serverTime
optional		 Server time in Coordinated Universal Time (UTC) string "2020-08-27T17:03:33.196Z"

Initiate withdrawal to Spot wallet

POST
https://futures.kraken.com/derivatives/api/v3/withdrawal

This endpoint allows you to request to withdraw digital assets to your Kraken Spot wallet.

Authentication
Parameters
Parameter In Description Type Example
amount
 query The amount of currency that shall be withdrawn back to spot wallet. string 0.1
currency
 query The digital asset that shall be withdrawn back to spot wallet. string "eth"
sourceWallet
optional		 query The wallet from which the funds shall be withdrawn back to spot wallet. Default is "cash" wallet. string "flex"
Response - application/json

Example response: failure
POST /v3/withdrawal
code 200
application/json

{
  "result": "error",
  "serverTime": "2019-05-15T09:24:16.968Z",
  "error": "Unavailable"
}

Example response: success
POST /v3/withdrawal
code 200
application/json

{
  "result": "success",
  "serverTime": "2022-06-28T14:48:58.711Z"
}

Response is one of the following:

Name Description Type Example
result
optional		 string (value: "success") "success"
serverTime
optional		 Server time in Coordinated Universal Time (UTC) string "2020-08-27T17:03:33.196Z"
Name Description Type Example
errors
optional		 array of Error
result
optional		 string (value: "error") "error"
serverTime
optional		 Server time in Coordinated Universal Time (UTC) string "2020-08-27T17:03:33.196Z"

History

Account History

Account History provides account-specific data, including account logs ( history of all balance and position changes) and history for executions, orders, and triggers.

Get account log

GET
https://futures.kraken.com/api/history/v2/account-log

Get account log entries, paged by timestamp or by ID.

To request entries by time range, use the since and before parameters. To request entries by ID range, use the from and to parameters. Any combination of since, before, from and to can be used to restrict the requested range of entries.

Authentication
Parameters
Parameter In Description Type Default Example
before
optional		 query Unix timestamp in milliseconds. integer <timestamp-milliseconds> 1604937694000
count
optional		 query Amount of entries to be returned. integer 500
from
optional		 query ID of the first entry (inclusive). IDs start at 1. integer 1
info
optional		 query Type of entry to filter by. Only this type will be returned. string "futures liquidation"
since
optional		 query Unix timestamp in milliseconds. integer <timestamp-milliseconds> 1604937694000
sort
optional		 query Order of events in response. asc = chronological, desc = reverse-chronological. string (enum: "asc", "desc") "desc"
to
optional		 query ID of the last entry (inclusive). integer 100
Response - application/json

Example response
(Some parts of this example are auto-generated)
GET /account-log
code 200
application/json

{
  "accountUid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45",
  "logs": [
    {
      "asset": "string",
      "booking_uid": "string",
      "collateral": "string",
      "contract": "string",
      "conversion_spread_percentage": 0.0,
      "date": "2001-07-08T00:34:60.026490+09:30",
      "execution": "string",
      "fee": 0.0,
      "funding_rate": 0.0,
      "id": 0,
      "info": "string",
      "margin_account": "string",
      "mark_price": 0.0,
      "new_average_entry_price": 0.0,
      "new_balance": 0.0,
      "old_average_entry_price": 0.0,
      "old_balance": 0.0,
      "realized_funding": 0.0,
      "realized_pnl": 0.0,
      "trade_price": 0.0
    }
  ]
}
Name Type
accountUid
 string <uuid>
logs
 array of AccountLogEntry

Get recent account log (CSV)

GET
https://futures.kraken.com/api/history/v2/accountlogcsv
Authentication
Response
Code Description / Content type
200 A CSV formatted response of most recent account log entries.
401 Credentials required.
429 Rate limited. Check Rate-Limit-Reset header for how long until next access is allowed in seconds.

Get execution events

GET
https://futures.kraken.com/api/history/v2/executions
Authentication
Parameters
Parameter In Description Type Default Example
before
optional		 query Timestamp in milliseconds. integer <timestamp-milliseconds> 1604937694000
continuation_token
optional		 query Opaque token from the Next-Continuation-Token header used to continue listing events. The sort parameter must be the same as in the previous request to continue listing in the same direction. string <base64>
since
optional		 query Timestamp in milliseconds. integer <timestamp-milliseconds> 1604937694000
sort
optional		 query Determines the order of events in response and the direction of listing when using continuation_token. asc = chronological, desc = reverse-chronological string (enum: "asc", "desc") "desc"
tradeable
optional		 query If present events of other tradeables are filtered out. string
Response - application/json

Example response
(Some parts of this example are auto-generated)
GET /executions
code 200
application/json

{
  "accountUid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45",
  "continuationToken": "c3RyaW5n",
  "elements": [
    {
      "event": {
        "execution": {
          "execution": {
            "limitFilled": false,
            "makerOrder": {
              "accountUid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45",
              "clientId": "string",
              "direction": "Buy",
              "filled": "1234.56789",
              "lastUpdateTimestamp": 1604937694000,
              "limitPrice": "1234.56789",
              "orderType": "string",
              "quantity": "1234.56789",
              "reduceOnly": false,
              "spotData": "string",
              "timestamp": 1604937694000,
              "tradeable": "string",
              "uid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45"
            },
            "makerOrderData": {
              "fee": "1234.56789",
              "positionSize": "1234.56789"
            },
            "markPrice": "1234.56789",
            "oldTakerOrder": {
              "accountUid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45",
              "clientId": "string",
              "direction": "Buy",
              "filled": "1234.56789",
              "lastUpdateTimestamp": 1604937694000,
              "limitPrice": "1234.56789",
              "orderType": "string",
              "quantity": "1234.56789",
              "reduceOnly": false,
              "spotData": "string",
              "timestamp": 1604937694000,
              "tradeable": "string",
              "uid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45"
            },
            "price": "1234.56789",
            "quantity": "1234.56789",
            "takerOrder": {
              "accountUid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45",
              "clientId": "string",
              "direction": "Buy",
              "filled": "1234.56789",
              "lastUpdateTimestamp": 1604937694000,
              "limitPrice": "1234.56789",
              "orderType": "string",
              "quantity": "1234.56789",
              "reduceOnly": false,
              "spotData": "string",
              "timestamp": 1604937694000,
              "tradeable": "string",
              "uid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45"
            },
            "takerOrderData": {
              "fee": "1234.56789",
              "positionSize": "1234.56789"
            },
            "timestamp": 1604937694000,
            "uid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45",
            "usdValue": "1234.56789"
          },
          "takerReducedQuantity": "string"
        }
      },
      "timestamp": 1604937694000,
      "uid": "string"
    }
  ],
  "len": 0,
  "serverTime": "2022-03-31T20:38:53.677Z"
}
Name Description Type
accountUid
optional		 string <uuid>
continuationToken
optional		 Opaque token to pass to the next request to continue listing events. The sort parameter must be the same as in the previous request to continue listing in the same direction. string <base64>
elements
optional		 array of ExecutionElement
len
optional		 integer <uint64>
serverTime
optional		 string <date-time>

Get order events

GET
https://futures.kraken.com/api/history/v2/orders
Authentication
Parameters
Parameter In Description Type Default Example
before
optional		 query Timestamp in milliseconds. integer <timestamp-milliseconds> 1604937694000
continuation_token
optional		 query Opaque token from the Next-Continuation-Token header used to continue listing events. The sort parameter must be the same as in the previous request to continue listing in the same direction. string <base64>
since
optional		 query Timestamp in milliseconds. integer <timestamp-milliseconds> 1604937694000
sort
optional		 query Determines the order of events in response and the direction of listing when using continuation_token. asc = chronological, desc = reverse-chronological string (enum: "asc", "desc") "desc"
tradeable
optional		 query If present events of other tradeables are filtered out. string
Response - application/json

Example response
(Some parts of this example are auto-generated)
GET /orders
code 200
application/json

{
  "accountUid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45",
  "continuationToken": "c3RyaW5n",
  "elements": [
    {
      "event": {
        "OrderPlaced": {
          "order": {
            "accountUid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45",
            "clientId": "string",
            "direction": "Buy",
            "filled": "1234.56789",
            "lastUpdateTimestamp": 1604937694000,
            "limitPrice": "1234.56789",
            "orderType": "string",
            "quantity": "1234.56789",
            "reduceOnly": false,
            "spotData": "string",
            "timestamp": 1604937694000,
            "tradeable": "string",
            "uid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45"
          },
          "reason": "string",
          "reducedQuantity": "string"
        }
      },
      "timestamp": 1604937694000,
      "uid": "string"
    }
  ],
  "len": 0,
  "serverTime": "2022-03-31T20:38:53.677Z"
}
Name Description Type
accountUid
optional		 string <uuid>
continuationToken
optional		 Opaque token to pass to the next request to continue listing events. The sort parameter must be the same as in the previous request to continue listing in the same direction. string <base64>
elements
optional		 array of OrderElement
len
optional		 integer <uint64>
serverTime
optional		 string <date-time>

Get trigger events

GET
https://futures.kraken.com/api/history/v2/triggers
Authentication
Parameters
Parameter In Description Type Default Example
before
optional		 query Timestamp in milliseconds. integer <timestamp-milliseconds> 1604937694000
continuation_token
optional		 query Opaque token from the Next-Continuation-Token header used to continue listing events. The sort parameter must be the same as in the previous request to continue listing in the same direction. string <base64>
since
optional		 query Timestamp in milliseconds. integer <timestamp-milliseconds> 1604937694000
sort
optional		 query Determines the order of events in response and the direction of listing when using continuation_token. asc = chronological, desc = reverse-chronological string (enum: "asc", "desc") "desc"
tradeable
optional		 query If present events of other tradeables are filtered out. string
Response - application/json

Example response
(Some parts of this example are auto-generated)
GET /triggers
code 200
application/json

{
  "accountUid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45",
  "continuationToken": "c3RyaW5n",
  "elements": [
    {
      "event": {
        "OrderTriggerPlaced": {
          "order": {
            "accountId": 0.0,
            "accountUid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45",
            "clientId": "string",
            "direction": "Buy",
            "lastUpdateTimestamp": 1604937694000,
            "limitPrice": "1234.56789",
            "orderType": "string",
            "quantity": "1234.56789",
            "reduceOnly": false,
            "timestamp": 1604937694000,
            "tradeable": "string",
            "triggerOptions": {
              "trailingStopOptions": {
                "maxDeviation": "1234.56789",
                "unit": "Percent"
              },
              "triggerPrice": "1234.56789",
              "triggerSide": "string",
              "triggerSignal": "string"
            },
            "uid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45"
          },
          "reason": "string"
        }
      },
      "timestamp": 1604937694000,
      "uid": "string"
    }
  ],
  "len": 0,
  "serverTime": "2022-03-31T20:38:53.677Z"
}
Name Description Type
accountUid
optional		 string <uuid>
continuationToken
optional		 Opaque token to pass to the next request to continue listing events. The sort parameter must be the same as in the previous request to continue listing in the same direction. string <base64>
elements
optional		 array of TriggerElement
len
optional		 integer <uint64>
serverTime
optional		 string <date-time>

Market History

Get public execution events

GET
https://futures.kraken.com/api/history/v2/market/{tradeable}/executions

Authentication is not required.

Parameters
Parameter In Description Type Default Example
tradeable
 path string
before
optional		 query Timestamp in milliseconds. integer <timestamp-milliseconds> 1604937694000
continuation_token
optional		 query Opaque token from the Next-Continuation-Token header used to continue listing events. The sort parameter must be the same as in the previous request to continue listing in the same direction. string <base64>
since
optional		 query Timestamp in milliseconds. integer <timestamp-milliseconds> 1604937694000
sort
optional		 query Determines the order of events in response and the direction of listing when using continuation_token. asc = chronological, desc = reverse-chronological string (enum: "asc", "desc") "desc"
Response - application/json

Example response
(Some parts of this example are auto-generated)
GET /market/{tradeable}/executions
code 200
application/json

{
  "continuationToken": "c3RyaW5n",
  "elements": [
    {
      "event": {
        "execution": {
          "execution": {
            "limitFilled": false,
            "makerOrder": {
              "accountUid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45",
              "clientId": "string",
              "direction": "Buy",
              "filled": "1234.56789",
              "lastUpdateTimestamp": 1604937694000,
              "limitPrice": "1234.56789",
              "orderType": "string",
              "quantity": "1234.56789",
              "reduceOnly": false,
              "spotData": "string",
              "timestamp": 1604937694000,
              "tradeable": "string",
              "uid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45"
            },
            "makerOrderData": {
              "fee": "1234.56789",
              "positionSize": "1234.56789"
            },
            "markPrice": "1234.56789",
            "oldTakerOrder": {
              "accountUid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45",
              "clientId": "string",
              "direction": "Buy",
              "filled": "1234.56789",
              "lastUpdateTimestamp": 1604937694000,
              "limitPrice": "1234.56789",
              "orderType": "string",
              "quantity": "1234.56789",
              "reduceOnly": false,
              "spotData": "string",
              "timestamp": 1604937694000,
              "tradeable": "string",
              "uid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45"
            },
            "price": "1234.56789",
            "quantity": "1234.56789",
            "takerOrder": {
              "accountUid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45",
              "clientId": "string",
              "direction": "Buy",
              "filled": "1234.56789",
              "lastUpdateTimestamp": 1604937694000,
              "limitPrice": "1234.56789",
              "orderType": "string",
              "quantity": "1234.56789",
              "reduceOnly": false,
              "spotData": "string",
              "timestamp": 1604937694000,
              "tradeable": "string",
              "uid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45"
            },
            "takerOrderData": {
              "fee": "1234.56789",
              "positionSize": "1234.56789"
            },
            "timestamp": 1604937694000,
            "uid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45",
            "usdValue": "1234.56789"
          },
          "takerReducedQuantity": "string"
        }
      },
      "timestamp": 1604937694000,
      "uid": "string"
    }
  ],
  "len": 0
}
Name Description Type
continuationToken
optional		 Opaque token to pass to the next request to continue listing events. The sort parameter must be the same as in the previous request to continue listing in the same direction. string <base64>
elements
optional		 array of ExecutionElementSanitized
len
optional		 integer <uint64>

Get public order events

GET
https://futures.kraken.com/api/history/v2/market/{tradeable}/orders

Authentication is not required.

Parameters
Parameter In Description Type Default Example
tradeable
 path string
before
optional		 query Timestamp in milliseconds. integer <timestamp-milliseconds> 1604937694000
continuation_token
optional		 query Opaque token from the Next-Continuation-Token header used to continue listing events. The sort parameter must be the same as in the previous request to continue listing in the same direction. string <base64>
since
optional		 query Timestamp in milliseconds. integer <timestamp-milliseconds> 1604937694000
sort
optional		 query Determines the order of events in response and the direction of listing when using continuation_token. asc = chronological, desc = reverse-chronological string (enum: "asc", "desc") "desc"
Response - application/json

Example response
(Some parts of this example are auto-generated)
GET /market/{tradeable}/orders
code 200
application/json

{
  "continuationToken": "c3RyaW5n",
  "elements": [
    {
      "event": {
        "OrderPlaced": {
          "order": {
            "direction": "Buy",
            "lastUpdateTimestamp": 1604937694000,
            "limitPrice": "1234.56789",
            "orderType": "string",
            "quantity": "1234.56789",
            "reduceOnly": false,
            "timestamp": 1604937694000,
            "tradeable": "string",
            "uid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45"
          },
          "reason": "string",
          "reducedQuantity": "string"
        }
      },
      "timestamp": 1604937694000,
      "uid": "string"
    }
  ],
  "len": 0
}
Name Description Type
continuationToken
optional		 Opaque token to pass to the next request to continue listing events. The sort parameter must be the same as in the previous request to continue listing in the same direction. string <base64>
elements
optional		 array of OrderElementSanitized
len
optional		 integer <uint64>

Get public mark price events

GET
https://futures.kraken.com/api/history/v2/market/{tradeable}/price

Authentication is not required.

Parameters
Parameter In Description Type Default Example
tradeable
 path string
before
optional		 query Timestamp in milliseconds. integer <timestamp-milliseconds> 1604937694000
continuation_token
optional		 query Opaque token from the Next-Continuation-Token header used to continue listing events. The sort parameter must be the same as in the previous request to continue listing in the same direction. string <base64>
since
optional		 query Timestamp in milliseconds. integer <timestamp-milliseconds> 1604937694000
sort
optional		 query Determines the order of events in response and the direction of listing when using continuation_token. asc = chronological, desc = reverse-chronological string (enum: "asc", "desc") "desc"
Response - application/json

Example response
(Some parts of this example are auto-generated)
GET /market/{tradeable}/price
code 200
application/json

{
  "continuationToken": "c3RyaW5n",
  "elements": [
    {
      "event": {
        "price": "1234.56789"
      },
      "timestamp": 1604937694000,
      "uid": "string"
    }
  ],
  "len": 0
}
Name Description Type
continuationToken
optional		 Opaque token to pass to the next request to continue listing events. The sort parameter must be the same as in the previous request to continue listing in the same direction. string <base64>
elements
optional		 array of PriceElement
len
optional		 integer <uint64>

Charts

Analytics

Get analytics data divided into time buckets

GET
https://futures.kraken.com/api/charts/v1/analytics/{tradeable}/{analytics_type}

Authentication is not required.

Parameters
Parameter In Description Type Example
analytics_type
 path Type of analytics string (enum: "open-interest", "aggressor-differential", "trade-volume", "trade-count", "liquidation-volume")
tradeable
 path string
interval
 query Resolution in seconds integer (enum: 60, 300, 900, 1800, 3600, 14400, 43200, 86400, 604800)
since
 query epoch time in seconds integer "1676556478"
to
optional		 query epoch time in seconds, default now integer 1676556478
Response

Example response
(Some parts of this example are auto-generated)
GET /analytics/{tradeable}/{analytics_type}
code 200
application/json

{
  "errors": [
    {
      "error_class": "string",
      "field": "string",
      "msg": "string",
      "severity": "string",
      "type": "string",
      "value": "string"
    }
  ],
  "result": {
    "data": [
      0.0
    ],
    "timestamp": [
      0
    ]
  }
}

Example response
(Some parts of this example are auto-generated)
GET /analytics/{tradeable}/{analytics_type}
code 400
application/json

{
  "errors": [
    {
      "error_class": "string",
      "field": "string",
      "msg": "string",
      "severity": "string",
      "type": "string",
      "value": "string"
    }
  ],
  "result": {
    "data": [
      0.0
    ],
    "timestamp": [
      0
    ]
  }
}

Example response
(Some parts of this example are auto-generated)
GET /analytics/{tradeable}/{analytics_type}
code 404
application/json

{
  "errors": [
    {
      "error_class": "string",
      "field": "string",
      "msg": "string",
      "severity": "string",
      "type": "string",
      "value": "string"
    }
  ],
  "result": {
    "data": [
      0.0
    ],
    "timestamp": [
      0
    ]
  }
}
Code Description / Content type Type
200 Available analytics by type and tradeable
application/json Analytics response
400 Query has invalid arguments
application/json Analytics response
404 Tradeable or analytics type could not be found
application/json Analytics response

OHLC

Get tick types

GET
https://futures.kraken.com/api/charts/v1/

Authentication is not required.

Response - application/json

All tick types available

Example response
GET /
code 200
application/json

[
  "mark",
  "spot",
  "trade"
]

This is an array of: string (enum: "spot", "mark", "trade").

Get tradeable products

GET
https://futures.kraken.com/api/charts/v1/{tick_type}

Authentication is not required.

Parameters
Parameter In Description Type
tick_type
 path Tick Types string (enum: "spot", "mark", "trade")
Response - application/json

All tradeable products for the given tick_type

Example response
GET /{tick_type}
code 200
application/json

[
  "PI_XRPUSD",
  "FI_XRPUSD_210625",
  "FI_XBTUSD_210528",
  "PI_XBTUSD"
]

This is an array of: string.

Get resolutions

GET
https://futures.kraken.com/api/charts/v1/{tick_type}/{tradeable}

Authentication is not required.

Parameters
Parameter In Description Type
tick_type
 path Tick Types string (enum: "spot", "mark", "trade")
tradeable
 path string
Response - application/json

All resolutions for the given tick_type and tradeable

Example response
GET /{tick_type}/{tradeable}
code 200
application/json

[
  "30m",
  "15m",
  "5m",
  "1m",
  "1w",
  "1h",
  "12h",
  "4h",
  "1d"
]

This is an array of: string (enum: "1m", "5m", "15m", "30m", "1h", "4h", "12h", "1d", "1w").

Get OHLC

GET
https://futures.kraken.com/api/charts/v1/{tick_type}/{tradeable}/{resolution}

Authentication is not required.

Parameters
Parameter In Description Type
resolution
 path Resolution string (enum: "1m", "5m", "15m", "30m", "1h", "4h", "12h", "1d", "1w")
tick_type
 path Tick Types string (enum: "spot", "mark", "trade")
tradeable
 path string
from
optional		 query From date in epoch seconds number
to
optional		 query To date in epoch seconds number
Response - application/json

Candles for the tick_type, tradeable and resolution, within the given period if provided

Example response
(Some parts of this example are auto-generated)
GET /{tick_type}/{tradeable}/{resolution}
code 200
application/json

{
  "candles": [
    {
      "close": "56250.00000000000",
      "high": "56475.00000000000",
      "low": "55935.00000000000",
      "open": "56294.00000000000",
      "time": 1620816960000,
      "volume": 10824
    }
  ],
  "more_candles": false
}
Name Type
candles
optional		 array of Candlestick
more_candles
optional		 bool

Schemas

Account

Information for all margin and cash accounts

Account example
(Some parts of this example are auto-generated)

{
  "cash": {
    "balances": {
      "<property>": 0.0
    },
    "type": "cashAccount"
  },
  "flex": {
    "availableMargin": 0.0,
    "balanceValue": 0.0,
    "collateralValue": 0.0,
    "currencies": {
      "<property>": {
        "available": 0.0,
        "collateral": 0.0,
        "quantity": 0.0,
        "value": 0.0
      }
    },
    "initialMargin": 0.0,
    "initialMarginWithOrders": 0.0,
    "maintenanceMargin": 0.0,
    "marginEquity": 0.0,
    "pnl": 0.0,
    "portfolioValue": 0.0,
    "totalUnrealized": 0.0,
    "totalUnrealizedAsMargin": 0.0,
    "type": "multiCollateralMarginAccount",
    "unrealizedFunding": 0.0
  },
  "<property>": {
    "auxiliary": [
      {
        "af": 0.0,
        "funding": 0.0,
        "pnl": 0.0,
        "pv": 0.0,
        "usd": 0.0
      }
    ],
    "balances": {
      "<property>": 0.0
    },
    "currency": "string",
    "marginRequirements": [
      {
        "im": 0.0,
        "lt": 0.0,
        "mm": 0.0,
        "tt": 0.0
      }
    ],
    "triggerEstimates": [
      {
        "im": 0.0,
        "lt": 0.0,
        "mm": 0.0,
        "tt": 0.0
      }
    ],
    "type": "marginAccount"
  }
}
Name Description Type
cash
optional		 CashAccount
flex
optional		 Structure showing multi-collateral wallet details. FlexBalanceSummary
<other> MarginAccount

AccountLogEntry

AccountLogEntry example
(Some parts of this example are auto-generated)

{
  "asset": "string",
  "booking_uid": "string",
  "collateral": "string",
  "contract": "string",
  "conversion_spread_percentage": 0.0,
  "date": "2001-07-08T00:34:60.026490+09:30",
  "execution": "string",
  "fee": 0.0,
  "funding_rate": 0.0,
  "id": 0,
  "info": "string",
  "margin_account": "string",
  "mark_price": 0.0,
  "new_average_entry_price": 0.0,
  "new_balance": 0.0,
  "old_average_entry_price": 0.0,
  "old_balance": 0.0,
  "realized_funding": 0.0,
  "realized_pnl": 0.0,
  "trade_price": 0.0
}
Name Description Type Example
asset
 string
booking_uid
 string
collateral
 null or string
contract
 null or string
conversion_spread_percentage
 null or number
date
 RFC 3339 formatted datetime. string "2001-07-08T00:34:60.026490+09:30"
execution
 null or string
fee
 null or number
funding_rate
 null or number
id
 Log entry ID. Starts at 1. integer
info
 string
margin_account
 string
mark_price
 null or number
new_average_entry_price
 null or number
new_balance
 number
old_average_entry_price
 null or number
old_balance
 number
realized_funding
 null or number
realized_pnl
 null or number
trade_price
 null or number

Analytics response

Analytics response example
(Some parts of this example are auto-generated)

{
  "errors": [
    {
      "error_class": "string",
      "field": "string",
      "msg": "string",
      "severity": "string",
      "type": "string",
      "value": "string"
    }
  ],
  "result": {
    "data": [
      0.0
    ],
    "timestamp": [
      0
    ]
  }
}
Name Type
errors
optional		 array of Analytics response error
result
optional		 Result container for analytics response

Analytics response error

Analytics response error example
(Some parts of this example are auto-generated)

{
  "error_class": "string",
  "field": "string",
  "msg": "string",
  "severity": "string",
  "type": "string",
  "value": "string"
}
Name Type
error_class
 string
severity
 string
type
 string
field
optional		 string
msg
optional		 string
value
optional		 string

Auxiliary

Auxiliary example
(Some parts of this example are auto-generated)

{
  "af": 0.0,
  "funding": 0.0,
  "pnl": 0.0,
  "pv": 0.0,
  "usd": 0.0
}
Name Description Type
af
optional		 The available funds of the account, in currency. number
funding
optional		 number
pnl
optional		 The PnL of current open positions of the account, in currency. number
pv
optional		 The portfolio value of the account, in currency. number
usd
optional		 number

Batch Instruction

Batch Instruction example
(Some parts of this example are auto-generated)

{
  "order": "send",
  "order_tag": "1",
  "orderType": "lmt",
  "symbol": "PI_XBTUSD",
  "side": "buy",
  "size": 1,
  "limitPrice": 1.0,
  "cliOrdId": "my_another_client_id"
}

One of the following, depending on the value of order:

For order = send:

BatchOrderSend example

{
  "order": "send",
  "order_tag": "1",
  "orderType": "lmt",
  "symbol": "PI_XBTUSD",
  "side": "buy",
  "size": 1,
  "limitPrice": 1.0,
  "cliOrdId": "my_another_client_id"
}
Name Description Type Default
cliOrdId
optional		 The order identity that is specified from the user. It must be globally unique. string (max. length 100)
limitPrice
optional		 The limit price associated with the order. If placing a trailing_stop order then leave undefined. number
order
optional		 Always send. string (value: "send")
orderType
optional		 * lmt - a limit order, * post - a post-only limit order, * take_profit - a take profit order or * stp - a stop order * trailing_stop - a trailing stop order
 string (enum: "lmt", "ioc", "post", "stp", "take_profit")
order_tag
optional		 Yes An arbitrary string provided client-side to tag the order for the purpose of mapping order sending instructions to the API's response. string
reduceOnly
optional		 Set as 'true' if you wish the order to only reduce an existing position. Any order which increases an existing position will be rejected. Default 'false'. bool false
side
optional		 The direction of the order. string (enum: "buy", "sell")
size
optional		 The size associated with the order. number
stopPrice
optional		 The stop price associated with a stop order. Required if orderType is stp.
Note that for stp orders, limitPrice is also required and
denotes the worst price at which the stp order can get filled
 number
symbol
optional		 The symbol of the Futures. string
trailingStopDeviationUnit
optional		 Required if the order type is trailing_stop.

This defines how the trailing trigger price is calculated from the requested trigger signal.
For example, if the max deviation is set to 10, the unit is 'PERCENT', and the underlying order is a sell,
then the trigger price will never be more then 10% below the trigger signal.
Similarly, if the deviation is 100, the unit is 'QUOTE_CURRENCY', the underlying order is a sell, and the
contract is quoted in USD, then the trigger price will never be more than $100 below the trigger signal.
 string (enum: "PERCENT", "QUOTE_CURRENCY")
trailingStopMaxDeviation
optional		 Required if the order type is trailing_stop.

Is the maximum distance the trailing stop's trigger price may trail behind the requested trigger signal.
It defines the threshold at which the trigger price updates.
 number
triggerSignal
optional		 string (enum: "mark", "spot", "last")

For order = edit:

BatchOrderEdit example
(Some parts of this example are auto-generated)

{
  "cliOrdId": "string",
  "limitPrice": 0.0,
  "order": "edit",
  "order_id": "2ceb1d31-f619-457b-870c-fd4ddbb10d45",
  "size": 0.0,
  "stopPrice": 0.0,
  "trailingStopDeviationUnit": "PERCENT",
  "trailingStopMaxDeviation": 0.0
}

Provide either order_id or cliOrdId.

Name Description Type
cliOrdId
optional		 Unique client order identifier. null or string (max. length 100)
limitPrice
optional		 The limit price associated with the order. number
order
optional		 Always edit. string (value: "edit")
order_id
optional		 Order ID. string <uuid>
size
optional		 The size associated with the order. number
stopPrice
optional		 The stop price associated with a stop order. Required if old orderType is stp.
Note that for stp orders, limitPrice is also required and
denotes the worst price at which the stp order can get filled.
 number
trailingStopDeviationUnit
optional		 Only relevant for trailing stop orders.

This defines how the trailing trigger price is calculated from the requested trigger signal.
For example, if the max deviation is set to 10, the unit is 'PERCENT', and the underlying order is a sell,
then the trigger price will never be more then 10% below the trigger signal.
Similarly, if the deviation is 100, the unit is 'QUOTE_CURRENCY', the underlying order is a sell, and the
contract is quoted in USD, then the trigger price will never be more than $100 below the trigger signal.
 string (enum: "PERCENT", "QUOTE_CURRENCY")
trailingStopMaxDeviation
optional		 Only relevant for trailing stop orders.

Is the maximum distance the trailing stop's trigger price may trail behind the requested trigger signal.
It defines the threshold at which the trigger price updates.
 number

For order = cancel:

BatchOrderCancel example

{
  "order": "cancel",
  "order_id": "e35d61dd-8a30-4d5f-a574-b5593ef0c050"
}

Provide either order_id or cliOrdId.

Name Description Type
cliOrdId
optional		 Unique client order identifier. null or string (max. length 100)
order
optional		 Always cancel. string (value: "cancel")
order_id
optional		 Order ID. string <uuid>

BatchInstructionResult

BatchInstructionResult example
(Some parts of this example are auto-generated)

{
  "cliOrdId": "string",
  "dateTimeReceived": "string",
  "orderEvents": [
    {
      "order": {
        "cliOrdId": "string",
        "filled": 0.0,
        "lastUpdateTimestamp": "string",
        "limitPrice": 0.0,
        "orderId": "string",
        "quantity": 0.0,
        "reduceOnly": false,
        "side": "buy",
        "symbol": "string",
        "timestamp": "string",
        "type": "lmt"
      },
      "reducedQuantity": 0.0,
      "type": "place"
    }
  ],
  "orderId": "string",
  "orderTag": "string",
  "status": "placed"
}
Name Description Type
cliOrdId
optional		 The unique client order identifier. This field is returned only if the order has a client order ID. null or string
dateTimeReceived
optional		 The date and time the order was received. null or string
orderEvents
optional		 array of OrderEvent
orderId
optional		 The unique identifier of the order. null or string
orderTag
optional		 The arbitrary string provided client-side when the order was sent for the purpose of mapping order sending instructions to the API's response. null or string
status
optional		 The status of the order:
* placed - the order was placed successfully
* cancelled - the order was cancelled successfully
* invalidOrderType - the order was not placed because orderType is invalid
* invalidSide - the order was not placed because side is invalid
* invalidSize - the order was not placed because size is invalid
* invalidPrice - the order was not placed because limitPrice and/or stopPrice are invalid
* insufficientAvailableFunds - the order was not placed because available funds are insufficient
* selfFill - the order was not placed because it would be filled against an existing order belonging to the same account
* tooManySmallOrders - the order was not placed because the number of small open orders would exceed the permissible limit
* marketSuspended - the order was not placed because the market is suspended
* marketInactive - the order was not placed because the market is inactive
* clientOrderIdAlreadyExist - the specified client ID already exist
* clientOrderIdTooLong - the client ID is longer than the permissible limit
* outsidePriceCollar - the limit order crosses the spread but is an order of magnitude away from the mark price - fat finger control
* postWouldExecute - the post-only order would be filled upon placement, thus is cancelled
* iocWouldNotExecute - the immediate-or-cancel order would not execute
 string (enum: "placed", "cancelled", "invalidOrderType", "invalidSide", "invalidSize", "invalidPrice", "insufficientAvailableFunds", "selfFill", "tooManySmallOrders", "marketSuspended", "marketInactive", "clientOrderIdAlreadyExist", "clientOrderIdTooLong", "outsidePriceCollar", "postWouldExecute", "iocWouldNotExecute")

CachedOrderJson

CachedOrderJson example
(Some parts of this example are auto-generated)

{
  "cliOrdId": "string",
  "filled": 0.0,
  "lastUpdateTimestamp": "string",
  "limitPrice": 0.0,
  "orderId": "2ceb1d31-f619-457b-870c-fd4ddbb10d45",
  "priceTriggerOptions": {
    "trailingStopOptions": {
      "maxDeviation": 0.0,
      "unit": "PERCENT"
    },
    "triggerPrice": 0.0,
    "triggerSide": "TRIGGER_ABOVE",
    "triggerSignal": "MARK_PRICE"
  },
  "quantity": 0.0,
  "reduceOnly": false,
  "side": "string",
  "symbol": "string",
  "timestamp": "string",
  "triggerTime": "string",
  "type": "TRIGGER_ORDER"
}
Name Type
cliOrdId
optional		 null or string
filled
optional		 null or number
lastUpdateTimestamp
optional		 string
limitPrice
optional		 null or number
orderId
optional		 string <uuid>
priceTriggerOptions
optional		 TriggerOptions
quantity
optional		 null or number
reduceOnly
optional		 bool
side
optional		 string
symbol
optional		 string
timestamp
optional		 string
triggerTime
optional		 null or string
type
optional		 string (enum: "TRIGGER_ORDER", "ORDER")

CancelAllOrdersStatusJson

CancelAllOrdersStatusJson example
(Some parts of this example are auto-generated)

{
  "cancelOnly": "string",
  "cancelledOrders": [
    {
      "cliOrdId": "string",
      "order_id": "2ceb1d31-f619-457b-870c-fd4ddbb10d45"
    }
  ],
  "orderEvents": [
    {
      "order": {
        "cliOrdId": "string",
        "filled": 0.0,
        "lastUpdateTimestamp": "string",
        "limitPrice": 0.0,
        "orderId": "string",
        "quantity": 0.0,
        "reduceOnly": false,
        "side": "buy",
        "symbol": "string",
        "timestamp": "string",
        "type": "lmt"
      },
      "type": "place",
      "uid": "string"
    }
  ],
  "receivedTime": "string",
  "status": "noOrdersToCancel"
}
Name Description Type
cancelOnly
optional		 The symbol of the futures or all. string
cancelledOrders
optional		 A list of structures containing all the successfully cancelled orders. array of OrderIdElement
orderEvents
optional		 array of CancelEvent
receivedTime
optional		 The date and time the order cancellation was received. string
status
optional		 The status of the order cancellation:
* cancelled - successful cancellation
* noOrdersToCancel - no open orders for cancellation
 string (enum: "noOrdersToCancel", "cancelled")

CancelEvent

CancelEvent example
(Some parts of this example are auto-generated)

{
  "order": {
    "cliOrdId": "string",
    "filled": 0.0,
    "lastUpdateTimestamp": "string",
    "limitPrice": 0.0,
    "orderId": "string",
    "quantity": 0.0,
    "reduceOnly": false,
    "side": "buy",
    "symbol": "string",
    "timestamp": "string",
    "type": "lmt"
  },
  "type": "place",
  "uid": "string"
}
Name Description Type
order
optional		 The cancelled order. OrderJson
type
optional		 Always cancel. string (enum: "place", "cancel", "edit", "reject", "execution")
uid
optional		 The uid associated with the order. string

CancelOrderStatusJson

CancelOrderStatusJson example
(Some parts of this example are auto-generated)

{
  "cliOrdId": "string",
  "orderEvents": [
    {
      "order": {
        "cliOrdId": "string",
        "filled": 0.0,
        "lastUpdateTimestamp": "string",
        "limitPrice": 0.0,
        "orderId": "string",
        "quantity": 0.0,
        "reduceOnly": false,
        "side": "buy",
        "symbol": "string",
        "timestamp": "string",
        "type": "lmt"
      },
      "reducedQuantity": 0.0,
      "type": "place"
    }
  ],
  "order_id": "2ceb1d31-f619-457b-870c-fd4ddbb10d45",
  "receivedTime": "string",
  "status": "cancelled"
}
Name Description Type
cliOrdId
optional		 The client order id. Shown only if client specified one. null or string
orderEvents
optional		 array of OrderEvent
order_id
optional		 The cancelled order id string <uuid>
receivedTime
optional		 The date and time the order cancellation was received. string
status
optional		 The status of the order cancellation:
* cancelled - The order has been cancelled. This may only be part of the order as part may have been filled. Check open_orders websocket feed for status of the order.
* filled - The order was found completely filled and could not be cancelled
* notFound - The order was not found, either because it had already been cancelled or it never existed
 string (enum: "cancelled", "filled", "notFound")

Candlestick

Candlestick example
(Some parts of this example are auto-generated)

{
  "close": "56250.00000000000",
  "high": "56475.00000000000",
  "low": "55935.00000000000",
  "open": "56294.00000000000",
  "time": 1620816960000,
  "volume": 10824
}
Name Description Type Example
close
optional		 string <double> "56250.00000000000"
high
optional		 string <double> "56475.00000000000"
low
optional		 string <double> "55935.00000000000"
open
optional		 string <double> "56294.00000000000"
time
optional		 Epoch in ms integer <int32> 1620816960000
volume
optional		 number <int32> 10824

CashAccount

CashAccount example
(Some parts of this example are auto-generated)

{
  "balances": {
    "<property>": 0.0
  },
  "type": "cashAccount"
}
Name Description Type
balances
optional		 A structure containing account balances. CashAccountBalances
type
optional		 The type of the account (always cashAccount) string (value: "cashAccount")

CashAccountBalances

CashAccountBalances example
(Some parts of this example are auto-generated)

{
  "<property>": 0.0
}
Name Type
<property> number

DeadManSwitchStatusJson

DeadManSwitchStatusJson example
(Some parts of this example are auto-generated)

{
  "currentTime": "string",
  "triggerTime": "string"
}
Name Description Type
currentTime
optional		 The server date and time that server received the request. string
triggerTime
optional		 The server date and time that the switch will be activated. string

EditOrderStatus

EditOrderStatus example
(Some parts of this example are auto-generated)

{
  "cliOrdId": "string",
  "orderEvents": [
    {
      "order": {
        "cliOrdId": "string",
        "filled": 0.0,
        "lastUpdateTimestamp": "string",
        "limitPrice": 0.0,
        "orderId": "string",
        "quantity": 0.0,
        "reduceOnly": false,
        "side": "buy",
        "symbol": "string",
        "timestamp": "string",
        "type": "lmt"
      },
      "reducedQuantity": 0.0,
      "type": "place"
    }
  ],
  "orderId": "string",
  "receivedTime": "string",
  "status": "edited"
}
Name Description Type
cliOrdId
optional		 The unique client order identifier. This field is returned only if the order has a client order id null or string
orderEvents
optional		 array of OrderEvent
orderId
optional		 The unique identifier of the order null or string
receivedTime
optional		 The date and time the order was received null or string
status
optional		 The status of the order, either of:
* edited - The order was edited successfully
* invalidSize - The order was not placed because size is invalid
* invalidPrice - The order was not placed because limitPrice and/or stopPrice are invalid
* insufficientAvailableFunds - The order was not placed because available funds are insufficient
* selfFill - The order was not placed because it would be filled against an existing order belonging to the same account
* tooManySmallOrders - The order was not placed because the number of small open orders would exceed the permissible limit
* outsidePriceCollar - The limit order crosses the spread but is an order of magnitude away from the mark price - fat finger control
* postWouldExecute - The post-only order would be filled upon placement, thus is cancelled
* wouldNotReducePosition - The edit cannot be applied because the reduce only policy is violated. (Only for reduceOnly orders)
* orderForEditNotFound - The requested order for edit has not been found
* orderForEditNotAStop - The supplied stopPrice cannot be applied because order is not a stop order
 string (enum: "edited", "invalidSize", "invalidPrice", "insufficientAvailableFunds", "selfFill", "tooManySmallOrders", "outsidePriceCollar", "postWouldExecute", "wouldNotReducePosition", "orderForEditNotFound", "orderForEditNotAStop")

Error

Error description.

Error example
(Some parts of this example are auto-generated)

"accountInactive"

This is a string.

Must be one of: "accountInactive", "apiLimitExceeded", "authenticationError", "insufficientFunds", "invalidAccount", "invalidAmount", "invalidArgument", "invalidUnit", "Json Parse Error", "marketUnavailable", "nonceBelowThreshold", "nonceDuplicate", "notFound", "requiredArgumentMissing", "Server Error", "Unavailable", "unknownError"

Execution

Execution example
(Some parts of this example are auto-generated)

{
  "limitFilled": false,
  "makerOrder": {
    "accountUid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45",
    "clientId": "string",
    "direction": "Buy",
    "filled": "1234.56789",
    "lastUpdateTimestamp": 1604937694000,
    "limitPrice": "1234.56789",
    "orderType": "string",
    "quantity": "1234.56789",
    "reduceOnly": false,
    "spotData": "string",
    "timestamp": 1604937694000,
    "tradeable": "string",
    "uid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45"
  },
  "makerOrderData": {
    "fee": "1234.56789",
    "positionSize": "1234.56789"
  },
  "markPrice": "1234.56789",
  "oldTakerOrder": {
    "accountUid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45",
    "clientId": "string",
    "direction": "Buy",
    "filled": "1234.56789",
    "lastUpdateTimestamp": 1604937694000,
    "limitPrice": "1234.56789",
    "orderType": "string",
    "quantity": "1234.56789",
    "reduceOnly": false,
    "spotData": "string",
    "timestamp": 1604937694000,
    "tradeable": "string",
    "uid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45"
  },
  "price": "1234.56789",
  "quantity": "1234.56789",
  "takerOrder": {
    "accountUid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45",
    "clientId": "string",
    "direction": "Buy",
    "filled": "1234.56789",
    "lastUpdateTimestamp": 1604937694000,
    "limitPrice": "1234.56789",
    "orderType": "string",
    "quantity": "1234.56789",
    "reduceOnly": false,
    "spotData": "string",
    "timestamp": 1604937694000,
    "tradeable": "string",
    "uid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45"
  },
  "takerOrderData": {
    "fee": "1234.56789",
    "positionSize": "1234.56789"
  },
  "timestamp": 1604937694000,
  "uid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45",
  "usdValue": "1234.56789"
}
Name Type Example
limitFilled
optional		 bool
makerOrder
optional		 Order
makerOrderData
optional		 MakerOrderData
markPrice
optional		 string <big-decimal> "1234.56789"
oldTakerOrder
optional		 Order
price
optional		 string <big-decimal> "1234.56789"
quantity
optional		 string <big-decimal> "1234.56789"
takerOrder
optional		 Order
takerOrderData
optional		 TakerOrderData
timestamp
optional		 integer <timestamp-milliseconds> 1604937694000
uid
optional		 string <uuid>
usdValue
optional		 string <big-decimal> "1234.56789"

ExecutionDetails

ExecutionDetails example
(Some parts of this example are auto-generated)

{
  "execution": {
    "limitFilled": false,
    "makerOrder": {
      "accountUid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45",
      "clientId": "string",
      "direction": "Buy",
      "filled": "1234.56789",
      "lastUpdateTimestamp": 1604937694000,
      "limitPrice": "1234.56789",
      "orderType": "string",
      "quantity": "1234.56789",
      "reduceOnly": false,
      "spotData": "string",
      "timestamp": 1604937694000,
      "tradeable": "string",
      "uid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45"
    },
    "makerOrderData": {
      "fee": "1234.56789",
      "positionSize": "1234.56789"
    },
    "markPrice": "1234.56789",
    "oldTakerOrder": {
      "accountUid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45",
      "clientId": "string",
      "direction": "Buy",
      "filled": "1234.56789",
      "lastUpdateTimestamp": 1604937694000,
      "limitPrice": "1234.56789",
      "orderType": "string",
      "quantity": "1234.56789",
      "reduceOnly": false,
      "spotData": "string",
      "timestamp": 1604937694000,
      "tradeable": "string",
      "uid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45"
    },
    "price": "1234.56789",
    "quantity": "1234.56789",
    "takerOrder": {
      "accountUid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45",
      "clientId": "string",
      "direction": "Buy",
      "filled": "1234.56789",
      "lastUpdateTimestamp": 1604937694000,
      "limitPrice": "1234.56789",
      "orderType": "string",
      "quantity": "1234.56789",
      "reduceOnly": false,
      "spotData": "string",
      "timestamp": 1604937694000,
      "tradeable": "string",
      "uid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45"
    },
    "takerOrderData": {
      "fee": "1234.56789",
      "positionSize": "1234.56789"
    },
    "timestamp": 1604937694000,
    "uid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45",
    "usdValue": "1234.56789"
  },
  "takerReducedQuantity": "string"
}
Name Description Type
execution
optional		 Execution
takerReducedQuantity
optional		 sometimes empty string string

ExecutionElement

ExecutionElement example
(Some parts of this example are auto-generated)

{
  "event": {
    "execution": {
      "execution": {
        "limitFilled": false,
        "makerOrder": {
          "accountUid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45",
          "clientId": "string",
          "direction": "Buy",
          "filled": "1234.56789",
          "lastUpdateTimestamp": 1604937694000,
          "limitPrice": "1234.56789",
          "orderType": "string",
          "quantity": "1234.56789",
          "reduceOnly": false,
          "spotData": "string",
          "timestamp": 1604937694000,
          "tradeable": "string",
          "uid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45"
        },
        "makerOrderData": {
          "fee": "1234.56789",
          "positionSize": "1234.56789"
        },
        "markPrice": "1234.56789",
        "oldTakerOrder": {
          "accountUid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45",
          "clientId": "string",
          "direction": "Buy",
          "filled": "1234.56789",
          "lastUpdateTimestamp": 1604937694000,
          "limitPrice": "1234.56789",
          "orderType": "string",
          "quantity": "1234.56789",
          "reduceOnly": false,
          "spotData": "string",
          "timestamp": 1604937694000,
          "tradeable": "string",
          "uid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45"
        },
        "price": "1234.56789",
        "quantity": "1234.56789",
        "takerOrder": {
          "accountUid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45",
          "clientId": "string",
          "direction": "Buy",
          "filled": "1234.56789",
          "lastUpdateTimestamp": 1604937694000,
          "limitPrice": "1234.56789",
          "orderType": "string",
          "quantity": "1234.56789",
          "reduceOnly": false,
          "spotData": "string",
          "timestamp": 1604937694000,
          "tradeable": "string",
          "uid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45"
        },
        "takerOrderData": {
          "fee": "1234.56789",
          "positionSize": "1234.56789"
        },
        "timestamp": 1604937694000,
        "uid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45",
        "usdValue": "1234.56789"
      },
      "takerReducedQuantity": "string"
    }
  },
  "timestamp": 1604937694000,
  "uid": "string"
}
Name Type Example
event
optional		 ExecutionEvent
timestamp
optional		 integer <timestamp-milliseconds> 1604937694000
uid
optional		 string

ExecutionElementSanitized

ExecutionElementSanitized example
(Some parts of this example are auto-generated)

{
  "event": {
    "execution": {
      "execution": {
        "limitFilled": false,
        "makerOrder": {
          "accountUid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45",
          "clientId": "string",
          "direction": "Buy",
          "filled": "1234.56789",
          "lastUpdateTimestamp": 1604937694000,
          "limitPrice": "1234.56789",
          "orderType": "string",
          "quantity": "1234.56789",
          "reduceOnly": false,
          "spotData": "string",
          "timestamp": 1604937694000,
          "tradeable": "string",
          "uid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45"
        },
        "makerOrderData": {
          "fee": "1234.56789",
          "positionSize": "1234.56789"
        },
        "markPrice": "1234.56789",
        "oldTakerOrder": {
          "accountUid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45",
          "clientId": "string",
          "direction": "Buy",
          "filled": "1234.56789",
          "lastUpdateTimestamp": 1604937694000,
          "limitPrice": "1234.56789",
          "orderType": "string",
          "quantity": "1234.56789",
          "reduceOnly": false,
          "spotData": "string",
          "timestamp": 1604937694000,
          "tradeable": "string",
          "uid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45"
        },
        "price": "1234.56789",
        "quantity": "1234.56789",
        "takerOrder": {
          "accountUid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45",
          "clientId": "string",
          "direction": "Buy",
          "filled": "1234.56789",
          "lastUpdateTimestamp": 1604937694000,
          "limitPrice": "1234.56789",
          "orderType": "string",
          "quantity": "1234.56789",
          "reduceOnly": false,
          "spotData": "string",
          "timestamp": 1604937694000,
          "tradeable": "string",
          "uid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45"
        },
        "takerOrderData": {
          "fee": "1234.56789",
          "positionSize": "1234.56789"
        },
        "timestamp": 1604937694000,
        "uid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45",
        "usdValue": "1234.56789"
      },
      "takerReducedQuantity": "string"
    }
  },
  "timestamp": 1604937694000,
  "uid": "string"
}
Name Type Example
event
optional		 ExecutionEventSanitized
timestamp
optional		 integer <timestamp-milliseconds> 1604937694000
uid
optional		 string

ExecutionEvent

ExecutionEvent example
(Some parts of this example are auto-generated)

{
  "execution": {
    "execution": {
      "limitFilled": false,
      "makerOrder": {
        "accountUid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45",
        "clientId": "string",
        "direction": "Buy",
        "filled": "1234.56789",
        "lastUpdateTimestamp": 1604937694000,
        "limitPrice": "1234.56789",
        "orderType": "string",
        "quantity": "1234.56789",
        "reduceOnly": false,
        "spotData": "string",
        "timestamp": 1604937694000,
        "tradeable": "string",
        "uid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45"
      },
      "makerOrderData": {
        "fee": "1234.56789",
        "positionSize": "1234.56789"
      },
      "markPrice": "1234.56789",
      "oldTakerOrder": {
        "accountUid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45",
        "clientId": "string",
        "direction": "Buy",
        "filled": "1234.56789",
        "lastUpdateTimestamp": 1604937694000,
        "limitPrice": "1234.56789",
        "orderType": "string",
        "quantity": "1234.56789",
        "reduceOnly": false,
        "spotData": "string",
        "timestamp": 1604937694000,
        "tradeable": "string",
        "uid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45"
      },
      "price": "1234.56789",
      "quantity": "1234.56789",
      "takerOrder": {
        "accountUid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45",
        "clientId": "string",
        "direction": "Buy",
        "filled": "1234.56789",
        "lastUpdateTimestamp": 1604937694000,
        "limitPrice": "1234.56789",
        "orderType": "string",
        "quantity": "1234.56789",
        "reduceOnly": false,
        "spotData": "string",
        "timestamp": 1604937694000,
        "tradeable": "string",
        "uid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45"
      },
      "takerOrderData": {
        "fee": "1234.56789",
        "positionSize": "1234.56789"
      },
      "timestamp": 1604937694000,
      "uid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45",
      "usdValue": "1234.56789"
    },
    "takerReducedQuantity": "string"
  }
}
Name Type
execution
optional		 ExecutionDetails

ExecutionEventSanitized

ExecutionEventSanitized example
(Some parts of this example are auto-generated)

{
  "execution": {
    "execution": {
      "limitFilled": false,
      "makerOrder": {
        "accountUid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45",
        "clientId": "string",
        "direction": "Buy",
        "filled": "1234.56789",
        "lastUpdateTimestamp": 1604937694000,
        "limitPrice": "1234.56789",
        "orderType": "string",
        "quantity": "1234.56789",
        "reduceOnly": false,
        "spotData": "string",
        "timestamp": 1604937694000,
        "tradeable": "string",
        "uid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45"
      },
      "makerOrderData": {
        "fee": "1234.56789",
        "positionSize": "1234.56789"
      },
      "markPrice": "1234.56789",
      "oldTakerOrder": {
        "accountUid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45",
        "clientId": "string",
        "direction": "Buy",
        "filled": "1234.56789",
        "lastUpdateTimestamp": 1604937694000,
        "limitPrice": "1234.56789",
        "orderType": "string",
        "quantity": "1234.56789",
        "reduceOnly": false,
        "spotData": "string",
        "timestamp": 1604937694000,
        "tradeable": "string",
        "uid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45"
      },
      "price": "1234.56789",
      "quantity": "1234.56789",
      "takerOrder": {
        "accountUid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45",
        "clientId": "string",
        "direction": "Buy",
        "filled": "1234.56789",
        "lastUpdateTimestamp": 1604937694000,
        "limitPrice": "1234.56789",
        "orderType": "string",
        "quantity": "1234.56789",
        "reduceOnly": false,
        "spotData": "string",
        "timestamp": 1604937694000,
        "tradeable": "string",
        "uid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45"
      },
      "takerOrderData": {
        "fee": "1234.56789",
        "positionSize": "1234.56789"
      },
      "timestamp": 1604937694000,
      "uid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45",
      "usdValue": "1234.56789"
    },
    "takerReducedQuantity": "string"
  }
}
Name Type
execution
optional		 ExecutionDetails

FeeSchedule

FeeSchedule example

{
  "uid": "7fc4d7c0-464f-4029-a9bb-55856d0c5247",
  "name": "PGTMainFees",
  "tiers": [
    {
      "makerFee": 0.02,
      "takerFee": 0.05,
      "usdVolume": 0.0
    },
    {
      "makerFee": 0.015,
      "takerFee": 0.04,
      "usdVolume": 100000.0
    },
    {
      "makerFee": 0.0125,
      "takerFee": 0.03,
      "usdVolume": 1000000.0
    },
    {
      "makerFee": 0.01,
      "takerFee": 0.025,
      "usdVolume": 5000000.0
    },
    {
      "makerFee": 0.0075,
      "takerFee": 0.02,
      "usdVolume": 10000000.0
    },
    {
      "makerFee": 0.005,
      "takerFee": 0.015,
      "usdVolume": 20000000.0
    },
    {
      "makerFee": 0.0025,
      "takerFee": 0.0125,
      "usdVolume": 50000000.0
    },
    {
      "makerFee": 0.0,
      "takerFee": 0.01,
      "usdVolume": 100000000.0
    }
  ]
}
Name Description Type Example
name
optional		 Name of schedule. string "PGTMainFees"
tiers
optional		 A list containing a structures for each fee tier, see below. array of FeeTier
uid
optional		 Unique identifier of fee schedule. string "7fc4d7c0-464f-4029-a9bb-55856d0c5247"

FeeScheduleVolumes

The 30-day volume for your account.

FeeScheduleVolumes example

{
  "d46c2190-81e3-4370-a333-424f24387829": 10.0,
  "7fc4d7c0-464f-4029-a9bb-55856d0c5247": 10.0
}
Name Type
<property> number

FeeTier

FeeTier example
(Some parts of this example are auto-generated)

{
  "makerFee": 0.015,
  "takerFee": 0.04,
  "usdVolume": 100000.0
}
Name Description Type Example
makerFee
optional		 Percentage value of maker fee in the tier. number 0.015
takerFee
optional		 Percentage value of taker fee in the tier. number 0.04
usdVolume
optional		 Minimum 30-day USD volume for fee tier to be applicable. number 100000.0

FillJson

FillJson example

{
  "fill_id": "98e3deeb-0385-4b25-b15e-7e8453512cb2",
  "fillTime": "2021-11-18T02:39:41.826Z",
  "fillType": "maker",
  "order_id": "06b9d509-965c-4788-b317-0e5ca11d56fb",
  "price": 47000,
  "side": "buy",
  "size": 10,
  "symbol": "pi_xbtusd"
}
Name Description Type Example
cliOrdId
optional		 The unique client order identifier. This field is returned only if the order has a client order ID null or string
fillTime
optional		 The date and time the order was filled. string "2021-11-18T02:39:41.826Z"
fillType
optional		 The classification of the fill:
* maker - user has a limit order that gets filled,
* taker - the user makes an execution that crosses the spread,
* liquidation - execution is result of a liquidation,
* assignee - execution is a result of a counterparty receiving an Assignment in PAS,
* assignor - execution is a result of user assigning their position due to failed liquidation.
 string (enum: "maker", "taker", "liquidation", "assignor", "assignee", "takerAfterEdit", "unwindBankrupt", "unwindCounterparty") "maker"
fill_id
optional		 The unique identifier of the fill. Note that several fill_id can pertain to one order_id (but not vice versa) string <uuid>
order_id
optional		 The unique identifier of the order. string <uuid>
price
optional		 The price of the fill. number 47000
side
optional		 The direction of the order. string (enum: "buy", "sell") "buy"
size
optional		 The size of the fill. number 10
symbol
optional		 The symbol of the futures the fill occurred in. string "pi_xbtusd"

FlexAccountBalance

FlexAccountBalance example
(Some parts of this example are auto-generated)

{
  "availableMargin": 0.0,
  "balanceValue": 0.0,
  "collateralValue": 0.0,
  "currencies": [
    {
      "available": 0.0,
      "collateral": 0.0,
      "currency": "string",
      "quantity": 0.0,
      "value": 0.0
    }
  ],
  "initialMargin": 0.0,
  "initialMarginWithOrders": 0.0,
  "maintenanceMargin": 0.0,
  "marginEquity": 0.0,
  "pnl": 0.0,
  "portfolioValue": 0.0,
  "totalUnrealized": 0.0,
  "totalUnrealizedAsMargin": 0.0,
  "unrealizedFunding": 0.0
}
Name Description Type
availableMargin
optional		 Account-wide margin available to create new orders (Margin Equity - Total Initial Margin). number
balanceValue
optional		 The total balance value for the multi-collateral account in USD. number
collateralValue
optional		 The USD value of balances in account usable for margin [(Balance Value * (1-Haircut)]. number
currencies
optional		 array of FlexCurrencyBalance
initialMargin
optional		 The total initial margin for the multi-collateral account in USD. number
initialMarginWithOrders
optional		 The total initial margin of open positions without the margin held by open orders for the multi-collateral account in USD. number
maintenanceMargin
optional		 The total maintenance margin for the multi-collateral account in USD. number
marginEquity
optional		 The Balance Value multiplied by the dollar rate and with haircuts applied to non-USD currencies, plus unrealised profit or loss as Margin.
[Balance Value in USD * (1-Haircut)] + (Total Unrealised Profit/Loss as Margin in USD)
 number
pnl
optional		 The unrealised pnl for the multi-collateral account. number
portfolioValue
optional		 The total value of the portfolio in USD (Balance Value + Total Unrealised Profit/Loss). number
totalUnrealized
optional		 Total unrealised Profit/Loss and unrealised funding of open positions in USD (Unrealised Position(s) Profit/Loss + Unrealised Funding Rate Profit/Loss) * USD rate. number
totalUnrealizedAsMargin
optional		 Unrealised Profit/Loss and unrealised funding that is usable as margin (Unrealised Profit/Loss + Unrealised Funding Rate) * Haircut - Conversion Fee. number
unrealizedFunding
optional		 The total unrealised funding for the multi-collateral account in USD. number

FlexBalanceSummary

FlexBalanceSummary example
(Some parts of this example are auto-generated)

{
  "availableMargin": 0.0,
  "balanceValue": 0.0,
  "collateralValue": 0.0,
  "currencies": {
    "<property>": {
      "available": 0.0,
      "collateral": 0.0,
      "quantity": 0.0,
      "value": 0.0
    }
  },
  "initialMargin": 0.0,
  "initialMarginWithOrders": 0.0,
  "maintenanceMargin": 0.0,
  "marginEquity": 0.0,
  "pnl": 0.0,
  "portfolioValue": 0.0,
  "totalUnrealized": 0.0,
  "totalUnrealizedAsMargin": 0.0,
  "type": "multiCollateralMarginAccount",
  "unrealizedFunding": 0.0
}
Name Description Type
availableMargin
optional		 Margin Equity - Total Initial Margin. number
balanceValue
optional		 USD value of all collateral in multi-collateral wallet. number
collateralValue
optional		 USD value of balances in account usable for margin (Balance Value * Haircut). number
currencies
optional		 Structure with collateral currency details. FlexCurrencies
initialMargin
optional		 Total initial margin held for open positions (USD). number
initialMarginWithOrders
optional		 Total initial margin held for open positions and open orders (USD). number
maintenanceMargin
optional		 Total maintenance margin held for open positions (USD). number
marginEquity
optional		 [Balance Value in USD * (1-Haircut)] + (Total Unrealised Profit/Loss as Margin in USD). number
pnl
optional		 Unrealised PnL in USD. number
portfolioValue
optional		 Balance value plus unrealised PnL in USD. number
totalUnrealized
optional		 Total USD value of unrealised funding and unrealised PnL. number
totalUnrealizedAsMargin
optional		 Unrealised pnl and unrealised funding that is usable as margin [(Unrealised Profit/Loss + Unrealised Funding Rate) * Haircut - Conversion Fee]. number
type
optional		 The type of the account (always multiCollateralMarginAccount) string (value: "multiCollateralMarginAccount")
unrealizedFunding
optional		 Unrealised funding from funding rate (USD). number

FlexCurrencies

FlexCurrencies example
(Some parts of this example are auto-generated)

{
  "<property>": {
    "available": 0.0,
    "collateral": 0.0,
    "quantity": 0.0,
    "value": 0.0
  }
}
Name Type
<property> FlexCurrencySummary

FlexCurrencyBalance

FlexCurrencyBalance example
(Some parts of this example are auto-generated)

{
  "available": 0.0,
  "collateral": 0.0,
  "currency": "string",
  "quantity": 0.0,
  "value": 0.0
}
Name Description Type
available
optional		 The available currency (quantity - margin requirement) number
collateral
optional		 The collateral value of the currency quantity (value * haircut). number
currency
optional		 The name of the currency. string
quantity
optional		 The amount of currency in the multi-collateral account. number
value
optional		 The value of the currency quantity. number

FlexCurrencySummary

FlexCurrencySummary example
(Some parts of this example are auto-generated)

{
  "available": 0.0,
  "collateral": 0.0,
  "quantity": 0.0,
  "value": 0.0
}
Name Description Type
available
optional		 Margin (in base currency) available for trading. number
collateral
optional		 USD value of the asset usable for margin (Asset Value * Haircut). number
quantity
optional		 Quantity of asset. number
value
optional		 USD value of asset. number

FutureAccountBalance

FutureAccountBalance example
(Some parts of this example are auto-generated)

{
  "availableMargin": 0.0,
  "name": "string"
}
Name Description Type
availableMargin
optional		 The amount of currency in the holding account in the quote currency of the name pair. number
name
optional		 The name of the futures account as the account pair. string

HistoricalFundingRateJson

HistoricalFundingRateJson example
(Some parts of this example are auto-generated)

{
  "fundingRate": 0.0,
  "relativeFundingRate": 0.0,
  "timestamp": "2022-03-31T20:38:53.677Z"
}
Name Description Type
fundingRate
optional		 The absolute funding rate for the listed time period number
relativeFundingRate
optional		 The relative funding rate for the listed time period number
timestamp
optional		 The date and time UTC of the one-hour period to which the funding rate applies. string <date-time>

HistoryJson

HistoryJson example
(Some parts of this example are auto-generated)

{
  "execution_venue": "string",
  "instrument_identification_type": "string",
  "isin": "string",
  "notional_amount": 0.0,
  "notional_currency": "string",
  "price": 0.0,
  "price_currency": "string",
  "price_notation": "string",
  "publication_time": "string",
  "publication_venue": "string",
  "side": "string",
  "size": 0.0,
  "time": "string",
  "to_be_cleared": false,
  "trade_id": 0,
  "transaction_identification_code": "string",
  "type": "fill",
  "uid": "string"
}
Name Description Type
execution_venue
optional		 null or string
instrument_identification_type
optional		 null or string
isin
optional		 null or string
notional_amount
optional		 null or number
notional_currency
optional		 null or string
price
optional		 For Futures: The price of a fill
For indices: The calculated value
 number
price_currency
optional		 null or string
price_notation
optional		 null or string
publication_time
optional		 null or string
publication_venue
optional		 null or string
side
optional		 The classification of the taker side in the matched trade: "buy" if the taker is a buyer, "sell" if the taker is a seller.
 null or string
size
optional		 For Futures: The size of a fill
For indices: Not returned because N/A
 null or number
time
optional		 The date and time of a trade or an index computation
For Futures: The date and time of a trade. Data is not aggregated
For indices: The date and time of an index computation. For real-time indices, data is aggregated to the last computation of each full hour. For reference rates, data is not aggregated
 string
to_be_cleared
optional		 null or bool
trade_id
optional		 For Futures: A continuous index starting at 1 for the first fill in a Futures contract maturity
For indices: Not returned because N/A
 null or integer <int32>
transaction_identification_code
optional		 null or string
type
optional		 The classification of the matched trade in an orderbook:
* fill - it is a normal buyer and seller
* liquidation - it is a result of a user being liquidated from their position
* assignment - the fill is the result of a users position being assigned to a marketmaker
* termination - it is a result of a user being terminated
* block - it is an element of a block trade
 null or string (enum: "fill", "liquidation", "assignment", "termination", "block")
uid
optional		 null or string

HoldingAccountBalance

HoldingAccountBalance example
(Some parts of this example are auto-generated)

{
  "amount": 0.0,
  "currency": "string"
}
Name Description Type
amount
optional		 The amount of currency in the holding account. number
currency
optional		 The currency of the account. All figures shown in this currency. string

Instrument

Instrument example
(Some parts of this example are auto-generated)

{
  "category": "string",
  "contractSize": 0.0,
  "contractValueTradePrecision": 0.0,
  "feeScheduleUid": "string",
  "fundingRateCoefficient": 0.0,
  "impactMidSize": 0.0,
  "isin": "string",
  "lastTradingTime": "2022-03-31T20:38:53.677Z",
  "marginLevels": [
    {
      "contracts": 0,
      "initialMargin": 0.0,
      "maintenanceMargin": 0.0,
      "numNonContractUnits": 0.0
    }
  ],
  "maxPositionSize": 0.0,
  "maxRelativeFundingRate": 0.0,
  "openingDate": "2022-03-31T20:38:53.677Z",
  "postOnly": false,
  "retailMarginLevels": [
    {
      "contracts": 0,
      "initialMargin": 0.0,
      "maintenanceMargin": 0.0,
      "numNonContractUnits": 0.0
    }
  ],
  "symbol": "string",
  "tags": [
    "string"
  ],
  "tickSize": 0.0,
  "tradeable": false,
  "type": "flexible_futures",
  "underlying": "string"
}
Name Description Type
category
optional		 Category of the contract: "Layer 1", "Layer 2", "DeFi", or "Privacy" (multi-collateral contracts only). null or string
contractSize
optional		 For Futures: The contract size of the Futures
For indices: Not returned because N/A
 null or number
contractValueTradePrecision
optional		 Trade precision for the contract (e.g. trade precision of 2 means trades are precise to the hundredth decimal place 0.01). null or number
feeScheduleUid
optional		 Unique identifier of fee schedule associated with the instrument null or string
fundingRateCoefficient
optional		 null or number
impactMidSize
optional		 Amount of contract used to calculated the mid price for the mark price null or number
isin
optional		 Single-collateral contracts only: Contract's ISIN code null or string
lastTradingTime
optional		 null or string <date-time>
marginLevels
optional		 For Futures: A list containing the margin schedules
For indices: Not returned because N/A
 null or array of MarginLevel
maxPositionSize
optional		 Maximum number of contracts that one can hold in a position null or number
maxRelativeFundingRate
optional		 Perpetuals only: the absolute value of the maximum permissible funding rate null or number
openingDate
optional		 When the contract was first available for trading null or string <date-time>
postOnly
optional		 True if the instrument is in post-only mode, false otherwise. null or bool
retailMarginLevels
optional		 Margin levels for retail clients (investor category no longer eligible for trading). null or array of MarginLevel
symbol
optional		 null or string
tags
optional		 Tag for the contract (currently does not return a value). null or array of string
tickSize
optional		 Tick size of the contract being traded. null or number
tradeable
optional		 True if the instrument can be traded, False otherwise. bool
type
optional		 The type of the instrument:
* flexible_futures
* futures_inverse
* futures_vanilla
 null or string (enum: "flexible_futures", "futures_inverse", "futures_vanilla")
underlying
optional		 For Futures: The underlying of the Futures
For indices: Not returned because N/A
 null or string

InstrumentStatus

InstrumentStatus example
(Some parts of this example are auto-generated)

{
  "extremeVolatilityInitialMarginMultiplier": 0,
  "isExperiencingDislocation": false,
  "isExperiencingExtremeVolatility": false,
  "priceDislocationDirection": "ABOVE_UPPER_BOUND",
  "tradeable": "PI_XBTUSD"
}
Name Type Example
extremeVolatilityInitialMarginMultiplier
optional		 integer
isExperiencingDislocation
optional		 bool
isExperiencingExtremeVolatility
optional		 bool
priceDislocationDirection
optional		 null or string (enum: "ABOVE_UPPER_BOUND", "BELOW_LOWER_BOUND")
tradeable
optional		 string "PI_XBTUSD"

LeveragePreference

LeveragePreference example
(Some parts of this example are auto-generated)

{
  "maxLeverage": 0.0,
  "symbol": "string"
}
Name Type
maxLeverage
optional		 number
symbol
optional		 string

MakerOrderData

MakerOrderData example
(Some parts of this example are auto-generated)

{
  "fee": "1234.56789",
  "positionSize": "1234.56789"
}
Name Type Example
fee
optional		 string <big-decimal> "1234.56789"
positionSize
optional		 string <big-decimal> "1234.56789"

MarginAccount

MarginAccount example
(Some parts of this example are auto-generated)

{
  "auxiliary": [
    {
      "af": 0.0,
      "funding": 0.0,
      "pnl": 0.0,
      "pv": 0.0,
      "usd": 0.0
    }
  ],
  "balances": {
    "<property>": 0.0
  },
  "currency": "string",
  "marginRequirements": [
    {
      "im": 0.0,
      "lt": 0.0,
      "mm": 0.0,
      "tt": 0.0
    }
  ],
  "triggerEstimates": [
    {
      "im": 0.0,
      "lt": 0.0,
      "mm": 0.0,
      "tt": 0.0
    }
  ],
  "type": "marginAccount"
}
Name Description Type
auxiliary
optional		 A structure containing auxiliary account information. array of Auxiliary
balances
optional		 A structure containing account balances. MarginAccountBalances
currency
optional		 The currency of the account. All figures shown in auxiliary and marginRequirements are in this currency.
 null or string
marginRequirements
optional		 A structure containing the account’s margin requirements. array of MarginRequirements
triggerEstimates
optional		 A structure containing the account’s margin trigger estimates. array of MarginRequirements
type
optional		 The type of the account (always marginAccount) string (value: "marginAccount")

MarginAccountBalances

MarginAccountBalances example
(Some parts of this example are auto-generated)

{
  "<property>": 0.0
}
Name Type
<property> number

MarginLevel

MarginLevel example
(Some parts of this example are auto-generated)

{
  "contracts": 0,
  "initialMargin": 0.0,
  "maintenanceMargin": 0.0,
  "numNonContractUnits": 0.0
}
Name Description Type
contracts
optional		 For Futures: The lower limit of the number of contracts to which this margin level applies
For indices: Not returned because N/A
 null or integer <int64>
initialMargin
optional		 For Futures: The initial margin requirement for this level
For indices: Not returned because N/A
 number
maintenanceMargin
optional		 For Futures: The maintenance margin requirement for this level
For indices: Not returned because N/A
 number
numNonContractUnits
optional		 For Futures: The lower limit of the number of non-contract units (i.e. quote currency units for linear futures) to which this margin level applies
For indices: Not returned because N/A
null or number <double>

MarginRequirements

MarginRequirements example
(Some parts of this example are auto-generated)

{
  "im": 0.0,
  "lt": 0.0,
  "mm": 0.0,
  "tt": 0.0
}
Name Description Type
im
optional		 The initial margin requirement of the account. number
lt
optional		 The liquidation threshold of the account. number
mm
optional		 The maintenance margin requirement of the account. number
tt
optional		 The termination threshold of the account number

MarkPriceChanged

MarkPriceChanged example
(Some parts of this example are auto-generated)

{
  "price": "1234.56789"
}
Name Type Example
price
optional		 string <big-decimal> "1234.56789"

NotificationJson

NotificationJson example
(Some parts of this example are auto-generated)

{
  "effectiveTime": "string",
  "note": "string",
  "priority": "low",
  "type": "new_feature"
}
Name Description Type
effectiveTime
optional		 The time that notification is taking effect. string
note
optional		 The notification note. A short description about the specific notification. string
priority
optional		 The notification priorities:
* low
* medium
* high
If priority=="high" then it implies downtime will occur at effective_time when type=="maintenance".
 string (enum: "low", "medium", "high")
type
optional		 The notification types:
* market
* general
* new_feature
* bug_fix
* maintenance
* ettlement
If type=="maintenance" then it implies downtime will occur at effective_time if priority=="high"
 string (enum: "new_feature", "bug_fix", "settlement", "general", "maintenance", "market")

OpenOrderJson

OpenOrderJson example
(Some parts of this example are auto-generated)

{
  "cliOrdId": "string",
  "filledSize": 0.0,
  "lastUpdateTime": "string",
  "limitPrice": 0.0,
  "orderType": "lmt",
  "order_id": "2ceb1d31-f619-457b-870c-fd4ddbb10d45",
  "receivedTime": "string",
  "reduceOnly": false,
  "side": "buy",
  "status": "untouched",
  "stopPrice": 0.0,
  "symbol": "string",
  "triggerSignal": "mark",
  "unfilledSize": 0.0
}
Name Description Type
cliOrdId
optional		 The unique client order identifier. This field is returned only if the order has a client order ID. null or string
filledSize
optional		 The filled size associated with the order. null or number
lastUpdateTime
optional		 The date and time the order was last updated. string
limitPrice
optional		 The limit price associated with the order. null or number
orderType
optional		 The order type:
* lmt - limit order
* stp - stop order
* take_profit - take profit order
 string (enum: "lmt", "stop", "take_profit")
order_id
optional		 The unique identifier of the order. string <uuid>
receivedTime
optional		 The date and time the order was received. string
reduceOnly
optional		 Is the order a reduce only order or not. bool
side
optional		 The direction of the order. string (enum: "buy", "sell")
status
optional		 The status of the order:
* untouched - the entire size of the order is unfilled
* partiallyFilled - the size of the order is partially but not entirely filled
 string (enum: "untouched", "partiallyFilled")
stopPrice
optional		 If orderType is stp: The stop price associated with the order
If orderType is lmt: Not returned because N/A
 null or number
symbol
optional		 The symbol of the futures to which the order refers. string
triggerSignal
optional		 The trigger signal for the stop or take profit order. null or string (enum: "mark", "last", "spot")
unfilledSize
optional		 The unfilled size associated with the order. number

OpenPositionJson

OpenPositionJson example
(Some parts of this example are auto-generated)

{
  "fillTime": "string",
  "maxFixedLeverage": 0.0,
  "pnlCurrency": "USD",
  "price": 0.0,
  "side": "long",
  "size": 0.0,
  "symbol": "string",
  "unrealizedFunding": 0.0
}
Name Description Type
fillTime
optional		 The date and time the position was entered into (Deprecated field, fills endpoint for fill time is recommended). string
maxFixedLeverage
optional		 Max leverage selected for isolated position. null or number <double>
pnlCurrency
optional		 Selected pnl currency for the position (default: USD) null or string (enum: "USD", "EUR", "GBP", "USDC", "USDT", "BTC", "ETH")
price
optional		 The average price at which the position was entered into. number <double>
side
optional		 The direction of the position. string (enum: "long", "short")
size
optional		 The size of the position. number <double>
symbol
optional		 The symbol of the Futures. string
unrealizedFunding
optional		 Unrealised funding on the position. null or number <double>

Order

Order example
(Some parts of this example are auto-generated)

{
  "accountUid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45",
  "clientId": "string",
  "direction": "Buy",
  "filled": "1234.56789",
  "lastUpdateTimestamp": 1604937694000,
  "limitPrice": "1234.56789",
  "orderType": "string",
  "quantity": "1234.56789",
  "reduceOnly": false,
  "spotData": "string",
  "timestamp": 1604937694000,
  "tradeable": "string",
  "uid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45"
}
Name Type Example
accountUid
optional		 string <uuid>
clientId
optional		 string
direction
optional		 string (enum: "Buy", "Sell")
filled
optional		 string <big-decimal> "1234.56789"
lastUpdateTimestamp
optional		 integer <timestamp-milliseconds> 1604937694000
limitPrice
optional		 string <big-decimal> "1234.56789"
orderType
optional		 string
quantity
optional		 string <big-decimal> "1234.56789"
reduceOnly
optional		 bool
spotData
optional		 null or string
timestamp
optional		 integer <timestamp-milliseconds> 1604937694000
tradeable
optional		 string
uid
optional		 string <uuid>

OrderBook

OrderBook example

{
  "bids": [
    [
      40178,
      5
    ],
    [
      40174,
      4.2
    ],
    [
      40170,
      7.2
    ]
  ],
  "asks": [
    [
      40186,
      5.0183
    ],
    [
      40190,
      0.4183
    ]
  ]
}
Name Description Type
asks
optional		 The first value of the inner list is the ask price, the second is the ask size. The outer list is sorted ascending by ask price.
 array of Schema 1
bids
optional		 The first value of the inner list is the bid price, the second is the bid size. The outer list is sorted descending by bid price.
 array of Schema 1

OrderCancelled

OrderCancelled example
(Some parts of this example are auto-generated)

{
  "order": {
    "accountUid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45",
    "clientId": "string",
    "direction": "Buy",
    "filled": "1234.56789",
    "lastUpdateTimestamp": 1604937694000,
    "limitPrice": "1234.56789",
    "orderType": "string",
    "quantity": "1234.56789",
    "reduceOnly": false,
    "spotData": "string",
    "timestamp": 1604937694000,
    "tradeable": "string",
    "uid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45"
  },
  "reason": "string"
}
Name Type
order
optional		 Order
reason
optional		 string

OrderCancelledSanitized

OrderCancelledSanitized example
(Some parts of this example are auto-generated)

{
  "order": {
    "direction": "Buy",
    "lastUpdateTimestamp": 1604937694000,
    "limitPrice": "1234.56789",
    "orderType": "string",
    "quantity": "1234.56789",
    "reduceOnly": false,
    "timestamp": 1604937694000,
    "tradeable": "string",
    "uid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45"
  },
  "reason": "string"
}
Name Type
order
optional		 OrderSanitized
reason
optional		 string

OrderEditRejected

OrderEditRejected example
(Some parts of this example are auto-generated)

{
  "attemptedOrder": {
    "accountUid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45",
    "clientId": "string",
    "direction": "Buy",
    "filled": "1234.56789",
    "lastUpdateTimestamp": 1604937694000,
    "limitPrice": "1234.56789",
    "orderType": "string",
    "quantity": "1234.56789",
    "reduceOnly": false,
    "spotData": "string",
    "timestamp": 1604937694000,
    "tradeable": "string",
    "uid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45"
  },
  "oldOrder": {
    "accountUid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45",
    "clientId": "string",
    "direction": "Buy",
    "filled": "1234.56789",
    "lastUpdateTimestamp": 1604937694000,
    "limitPrice": "1234.56789",
    "orderType": "string",
    "quantity": "1234.56789",
    "reduceOnly": false,
    "spotData": "string",
    "timestamp": 1604937694000,
    "tradeable": "string",
    "uid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45"
  },
  "orderError": "string"
}
Name Type
attemptedOrder
optional		 Order
oldOrder
optional		 Order
orderError
optional		 string

OrderElement

OrderElement example
(Some parts of this example are auto-generated)

{
  "event": {
    "OrderPlaced": {
      "order": {
        "accountUid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45",
        "clientId": "string",
        "direction": "Buy",
        "filled": "1234.56789",
        "lastUpdateTimestamp": 1604937694000,
        "limitPrice": "1234.56789",
        "orderType": "string",
        "quantity": "1234.56789",
        "reduceOnly": false,
        "spotData": "string",
        "timestamp": 1604937694000,
        "tradeable": "string",
        "uid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45"
      },
      "reason": "string",
      "reducedQuantity": "string"
    }
  },
  "timestamp": 1604937694000,
  "uid": "string"
}
Name Type Example
event
optional		 OrderEvent
timestamp
optional		 integer <timestamp-milliseconds> 1604937694000
uid
optional		 string

OrderElementSanitized

OrderElementSanitized example
(Some parts of this example are auto-generated)

{
  "event": {
    "OrderPlaced": {
      "order": {
        "direction": "Buy",
        "lastUpdateTimestamp": 1604937694000,
        "limitPrice": "1234.56789",
        "orderType": "string",
        "quantity": "1234.56789",
        "reduceOnly": false,
        "timestamp": 1604937694000,
        "tradeable": "string",
        "uid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45"
      },
      "reason": "string",
      "reducedQuantity": "string"
    }
  },
  "timestamp": 1604937694000,
  "uid": "string"
}
Name Type Example
event
optional		 OrderEventSanitized
timestamp
optional		 integer <timestamp-milliseconds> 1604937694000
uid
optional		 string

OrderEvent

OrderEvent example
(Some parts of this example are auto-generated)

{
  "order": {
    "cliOrdId": "string",
    "filled": 0.0,
    "lastUpdateTimestamp": "string",
    "limitPrice": 0.0,
    "orderId": "string",
    "quantity": 0.0,
    "reduceOnly": false,
    "side": "buy",
    "symbol": "string",
    "timestamp": "string",
    "type": "lmt"
  },
  "reducedQuantity": 0.0,
  "type": "place"
}

Response is one of the following:

Name Description Type
order
optional		 The placed order. OrderJson
reducedQuantity
optional		 The amount of quantity that was removed before placement or null if the order is not a reduce only. null or number
type
optional		 Always place. string (enum: "place", "cancel", "edit", "reject", "execution")
Name Description Type
order
optional		 The cancelled order. OrderJson
type
optional		 Always cancel. string (enum: "place", "cancel", "edit", "reject", "execution")
uid
optional		 The uid associated with the order. string
Name Description Type
new
optional		 The order after the edit was applied. OrderJson
old
optional		 The order before the edit was applied. OrderJson
reducedQuantity
optional		 The amount of quantity that was removed from the edited order or null if the order is not a reduce only. null or number
type
optional		 Always edit. string (enum: "place", "cancel", "edit", "reject", "execution")
Name Description Type
order
optional		 The rejected order or null. OrderJson
reason
optional		 The rejection reason:
* postWouldExecute - The post-only order would be filled upon placement, thus is cancelled.
* iocWouldNotExecute - The immediate-or-cancel order would not execute.
* wouldNotReducePosition - The reduce only order would not reduce position.
* orderForEditNotFound - The order for edit was not found. The order field will be null in this case.
 string (enum: "postWouldExecute", "iocWouldNotExecute", "wouldNotReducePosition", "orderForEditNotFound")
type
optional		 Always reject. string (enum: "place", "cancel", "edit", "reject", "execution")
uid
optional		 The UID associated with the order. string
Name Description Type
amount
optional		 The executed amount. number
executionId
optional		 The UID associated with the execution. string
orderPriorEdit
optional		 The order before the edit was applied (if the execution is a result of an order edit) or null. OrderJson
orderPriorExecution
optional		 The order before it executes. OrderJson
price
optional		 The price of the execution. number
takerReducedQuantity
optional		 The amount of quantity that was removed from the order before execution or null if the order is not a reduce only. null or number
type
optional		 Always execution. string (enum: "place", "cancel", "edit", "reject", "execution")
Name Description Type
orderTrigger
optional		 OrderTriggerJson
type
optional		 Always place. string (enum: "place", "cancel", "edit", "reject", "execution")
Name Description Type
orderTrigger
optional		 OrderTriggerJson
type
optional		 Always cancel. string (enum: "place", "cancel", "edit", "reject", "execution")
uid
optional		 string
Name Description Type
orderTrigger
optional		 OrderTriggerJson
reason
optional		 string (enum: "MARKET_SUSPENDED", "MARKET_NOT_FOUND", "INVALID_PRICE", "INVALID_QUANTITY", "SMALL_ORDER_LIMIT_EXCEEDED", "INSUFFICIENT_MARGIN", "WOULD_CAUSE_LIQUIDATION", "CLIENT_ORDER_ID_IN_USE", "CLIENT_ORDER_ID_TOO_LONG", "MAX_POSITION_EXCEEDED", "PRICE_COLLAR", "PRICE_DISLOCATION", "EDIT_HAS_NO_EFFECT", "ORDER_FOR_CANCELLATION_NOT_FOUND", "ORDER_FOR_EDIT_NOT_FOUND", "ORDER_CANNOT_HAVE_TRIGGER_PRICE", "POST_WOULD_EXECUTE", "IOC_WOULD_NOT_EXECUTE", "WOULD_EXECUTE_SELF", "WOULD_NOT_REDUCE_POSITION", "REJECTED_AFTER_EXECUTION", "MARKET_IS_POST_ONLY", "ORDER_LIMIT_EXCEEDED", "FIXED_LEVERAGE_TOO_HIGH", "CANNOT_EDIT_TRIGGER_PRICE_OF_TRAILING_STOP", "CANNOT_EDIT_LIMIT_PRICE_OF_TRAILING_STOP", "TRAILING_STOP_ORDER_LIMIT_EXCEEDED", "TRAILING_STOP_PERCENT_DEVIATION_EXCEEDS_MAX_DECIMAL_PLACES", "TRAILING_STOP_QUOTE_DEVIATION_NOT_MULTIPLE_OF_TICK_SIZE", "TRAILING_STOP_MAX_DEVIATION_TOO_LARGE", "TRAILING_STOP_MAX_DEVIATION_TOO_SMALL", "INSUFFICIENT_HEADROOM_AROUND_CURRENT_PRICE_TO_EDIT_TRAILING_STOP", "NO_REFERENCE_PRICE_AVAILABLE_FOR_CALCULATING_TRAILING_STOP_TRIGGER_PRICE")
type
optional		 Always reject. string (enum: "place", "cancel", "edit", "reject", "execution")
uid
optional		 string

OrderEvent

OrderEvent example
(Some parts of this example are auto-generated)

{
  "OrderPlaced": {
    "order": {
      "accountUid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45",
      "clientId": "string",
      "direction": "Buy",
      "filled": "1234.56789",
      "lastUpdateTimestamp": 1604937694000,
      "limitPrice": "1234.56789",
      "orderType": "string",
      "quantity": "1234.56789",
      "reduceOnly": false,
      "spotData": "string",
      "timestamp": 1604937694000,
      "tradeable": "string",
      "uid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45"
    },
    "reason": "string",
    "reducedQuantity": "string"
  }
}

Response is one of the following:

Name Type
OrderPlaced
optional		 OrderPlaced
Name Type
OrderUpdated
optional		 OrderUpdated
Name Type
OrderRejected
optional		 OrderRejected
Name Type
OrderCancelled
optional		 OrderCancelled
Name Type
OrderNotFound
optional		 OrderNotFound
Name Type
OrderEditRejected
optional		 OrderEditRejected

OrderEventSanitized

OrderEventSanitized example
(Some parts of this example are auto-generated)

{
  "OrderPlaced": {
    "order": {
      "direction": "Buy",
      "lastUpdateTimestamp": 1604937694000,
      "limitPrice": "1234.56789",
      "orderType": "string",
      "quantity": "1234.56789",
      "reduceOnly": false,
      "timestamp": 1604937694000,
      "tradeable": "string",
      "uid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45"
    },
    "reason": "string",
    "reducedQuantity": "string"
  }
}

Response is one of the following:

Name Type
OrderPlaced
optional		 OrderPlacedSanitized
Name Type
OrderUpdated
optional		 OrderUpdatedSanitized
Name Type
OrderCancelled
optional		 OrderCancelledSanitized

OrderIdElement

Provide either order_id or cliOrdId.

OrderIdElement example
(Some parts of this example are auto-generated)

{
  "cliOrdId": "string",
  "order_id": "2ceb1d31-f619-457b-870c-fd4ddbb10d45"
}
Name Description Type
cliOrdId
optional		 Unique client order identifier. null or string (max. length 100)
order_id
optional		 Order ID. string <uuid>

OrderJson

OrderJson example
(Some parts of this example are auto-generated)

{
  "cliOrdId": "string",
  "filled": 0.0,
  "lastUpdateTimestamp": "string",
  "limitPrice": 0.0,
  "orderId": "string",
  "quantity": 0.0,
  "reduceOnly": false,
  "side": "buy",
  "symbol": "string",
  "timestamp": "string",
  "type": "lmt"
}
Name Description Type
cliOrdId
optional		 The client order id or null if order does not have one. null or string
filled
optional		 The amount of the order that has been filled. number
lastUpdateTimestamp
optional		 The date and time the order was edited. string
limitPrice
optional		 The limit price associated with a limit order. number
orderId
optional		 The UID associated with the order. string
quantity
optional		 The quantity (size) associated with the order. number
reduceOnly
optional		 Is the order a reduce only order or not. bool
side
optional		 The side associated with the order string (enum: "buy", "sell")
symbol
optional		 The symbol of the Futures. string
timestamp
optional		 The date and time the order was placed. string
type
optional		 The order type string (enum: "lmt", "ioc", "post", "liquidation", "assignment", "stp", "unwind", "block")

OrderNotFound

OrderNotFound example
(Some parts of this example are auto-generated)

{
  "accountUid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45",
  "orderId": "Uuid(uuid=2ceb1d31-f619-457b-870c-fd4ddbb10d45)"
}
Name Type
accountUid
optional		 string <uuid>
orderId
optional		 string

OrderPlaced

OrderPlaced example
(Some parts of this example are auto-generated)

{
  "order": {
    "accountUid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45",
    "clientId": "string",
    "direction": "Buy",
    "filled": "1234.56789",
    "lastUpdateTimestamp": 1604937694000,
    "limitPrice": "1234.56789",
    "orderType": "string",
    "quantity": "1234.56789",
    "reduceOnly": false,
    "spotData": "string",
    "timestamp": 1604937694000,
    "tradeable": "string",
    "uid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45"
  },
  "reason": "string",
  "reducedQuantity": "string"
}
Name Description Type
order
optional		 Order
reason
optional		 string
reducedQuantity
optional		 always empty string string

OrderPlacedSanitized

OrderPlacedSanitized example
(Some parts of this example are auto-generated)

{
  "order": {
    "direction": "Buy",
    "lastUpdateTimestamp": 1604937694000,
    "limitPrice": "1234.56789",
    "orderType": "string",
    "quantity": "1234.56789",
    "reduceOnly": false,
    "timestamp": 1604937694000,
    "tradeable": "string",
    "uid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45"
  },
  "reason": "string",
  "reducedQuantity": "string"
}
Name Description Type
order
optional		 OrderSanitized
reason
optional		 string
reducedQuantity
optional		 always empty string string

OrderRejected

OrderRejected example
(Some parts of this example are auto-generated)

{
  "order": {
    "accountUid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45",
    "clientId": "string",
    "direction": "Buy",
    "filled": "1234.56789",
    "lastUpdateTimestamp": 1604937694000,
    "limitPrice": "1234.56789",
    "orderType": "string",
    "quantity": "1234.56789",
    "reduceOnly": false,
    "spotData": "string",
    "timestamp": 1604937694000,
    "tradeable": "string",
    "uid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45"
  },
  "orderError": "string",
  "reason": "string"
}
Name Type
order
optional		 Order
orderError
optional		 string
reason
optional		 string

OrderSanitized

OrderSanitized example
(Some parts of this example are auto-generated)

{
  "direction": "Buy",
  "lastUpdateTimestamp": 1604937694000,
  "limitPrice": "1234.56789",
  "orderType": "string",
  "quantity": "1234.56789",
  "reduceOnly": false,
  "timestamp": 1604937694000,
  "tradeable": "string",
  "uid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45"
}
Name Type Example
direction
optional		 string (enum: "Buy", "Sell")
lastUpdateTimestamp
optional		 integer <timestamp-milliseconds> 1604937694000
limitPrice
optional		 string <big-decimal> "1234.56789"
orderType
optional		 string
quantity
optional		 string <big-decimal> "1234.56789"
reduceOnly
optional		 bool
timestamp
optional		 integer <timestamp-milliseconds> 1604937694000
tradeable
optional		 string
uid
optional		 string <uuid>

OrderStatusDetailsJson

OrderStatusDetailsJson example
(Some parts of this example are auto-generated)

{
  "error": "MARKET_SUSPENDED",
  "order": {
    "cliOrdId": "string",
    "filled": 0.0,
    "lastUpdateTimestamp": "string",
    "limitPrice": 0.0,
    "orderId": "2ceb1d31-f619-457b-870c-fd4ddbb10d45",
    "priceTriggerOptions": {
      "trailingStopOptions": {
        "maxDeviation": 0.0,
        "unit": "PERCENT"
      },
      "triggerPrice": 0.0,
      "triggerSide": "TRIGGER_ABOVE",
      "triggerSignal": "MARK_PRICE"
    },
    "quantity": 0.0,
    "reduceOnly": false,
    "side": "string",
    "symbol": "string",
    "timestamp": "string",
    "triggerTime": "string",
    "type": "TRIGGER_ORDER"
  },
  "status": "ENTERED_BOOK",
  "updateReason": "LOADING_MARKET"
}
Name Type
error
optional		 string (enum: "MARKET_SUSPENDED", "MARKET_NOT_FOUND", "INVALID_PRICE", "INVALID_QUANTITY", "SMALL_ORDER_LIMIT_EXCEEDED", "INSUFFICIENT_MARGIN", "WOULD_CAUSE_LIQUIDATION", "CLIENT_ORDER_ID_IN_USE", "CLIENT_ORDER_ID_TOO_LONG", "MAX_POSITION_EXCEEDED", "PRICE_COLLAR", "PRICE_DISLOCATION", "EDIT_HAS_NO_EFFECT", "ORDER_FOR_CANCELLATION_NOT_FOUND", "ORDER_FOR_EDIT_NOT_FOUND", "ORDER_CANNOT_HAVE_TRIGGER_PRICE", "POST_WOULD_EXECUTE", "IOC_WOULD_NOT_EXECUTE", "WOULD_EXECUTE_SELF", "WOULD_NOT_REDUCE_POSITION", "REJECTED_AFTER_EXECUTION", "MARKET_IS_POST_ONLY", "ORDER_LIMIT_EXCEEDED", "FIXED_LEVERAGE_TOO_HIGH", "CANNOT_EDIT_TRIGGER_PRICE_OF_TRAILING_STOP", "CANNOT_EDIT_LIMIT_PRICE_OF_TRAILING_STOP", "TRAILING_STOP_ORDER_LIMIT_EXCEEDED", "TRAILING_STOP_PERCENT_DEVIATION_EXCEEDS_MAX_DECIMAL_PLACES", "TRAILING_STOP_QUOTE_DEVIATION_NOT_MULTIPLE_OF_TICK_SIZE", "TRAILING_STOP_MAX_DEVIATION_TOO_LARGE", "TRAILING_STOP_MAX_DEVIATION_TOO_SMALL", "INSUFFICIENT_HEADROOM_AROUND_CURRENT_PRICE_TO_EDIT_TRAILING_STOP", "NO_REFERENCE_PRICE_AVAILABLE_FOR_CALCULATING_TRAILING_STOP_TRIGGER_PRICE")
order
optional		 CachedOrderJson
status
optional		 string (enum: "ENTERED_BOOK", "FULLY_EXECUTED", "REJECTED", "CANCELLED", "TRIGGER_PLACED", "TRIGGER_ACTIVATION_FAILURE")
updateReason
optional		 string (enum: "LOADING_MARKET", "NEW_USER_ORDER", "LIQUIDATION_ORDER", "STOP_ORDER_TRIGGERED", "LIMIT_FROM_STOP", "PARTIAL_FILL", "FULL_FILL", "CANCELLED_BY_USER", "CONTRACT_EXPIRED", "NOT_ENOUGH_MARGIN", "MARKET_INACTIVE", "DEAD_MAN_SWITCH", "CANCELLED_BY_ADMIN", "POST_WOULD_EXECUTE_REASON", "IOC_WOULD_NOT_EXECUTE_REASON", "WOULD_EXECUTE_SELF_REASON", "WOULD_NOT_REDUCE_POSITION", "EDITED_BY_USER", "ORDER_FOR_EDIT_NOT_FOUND_REASON", "EXPIRED", "TRAILING_STOP_PRICE_UPDATED", "TRAILING_STOP_CANCELLED_AND_REPLACED_BY_ADMIN")

OrderTriggerJson

OrderTriggerJson example
(Some parts of this example are auto-generated)

{
  "clientId": "string",
  "lastUpdateTimestamp": "string",
  "limitPrice": 0.0,
  "quantity": 0.0,
  "reduceOnly": false,
  "side": "buy",
  "startTime": "string",
  "symbol": "string",
  "timestamp": "string",
  "triggerPrice": 0.0,
  "triggerSide": "trigger_above",
  "triggerSignal": "mark_price",
  "type": "lmt",
  "uid": "string"
}
Name Description Type
clientId
optional		 The client order id or null if order does not have one. null or string
lastUpdateTimestamp
optional		 The date and time the order was edited. string
limitPrice
optional		 The limit price associated with a limit order. null or number
quantity
optional		 The quantity (size) associated with the order. null or number
reduceOnly
optional		 Is the order a reduce only order or not. bool
side
optional		 The side associated with the order string (enum: "buy", "sell")
startTime
optional		 null or string
symbol
optional		 The symbol of the Futures. string
timestamp
optional		 The date and time the order was placed. string
triggerPrice
optional		 null or number
triggerSide
optional		 null or string (enum: "trigger_above", "trigger_below")
triggerSignal
optional		 null or string (enum: "mark_price", "last_price", "spot_price")
type
optional		 The order type string (enum: "lmt", "ioc", "post", "liquidation", "assignment", "stp", "unwind")
uid
optional		 The UID associated with the order. string

OrderUpdated

OrderUpdated example
(Some parts of this example are auto-generated)

{
  "newOrder": {
    "accountUid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45",
    "clientId": "string",
    "direction": "Buy",
    "filled": "1234.56789",
    "lastUpdateTimestamp": 1604937694000,
    "limitPrice": "1234.56789",
    "orderType": "string",
    "quantity": "1234.56789",
    "reduceOnly": false,
    "spotData": "string",
    "timestamp": 1604937694000,
    "tradeable": "string",
    "uid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45"
  },
  "oldOrder": {
    "accountUid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45",
    "clientId": "string",
    "direction": "Buy",
    "filled": "1234.56789",
    "lastUpdateTimestamp": 1604937694000,
    "limitPrice": "1234.56789",
    "orderType": "string",
    "quantity": "1234.56789",
    "reduceOnly": false,
    "spotData": "string",
    "timestamp": 1604937694000,
    "tradeable": "string",
    "uid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45"
  },
  "reason": "string",
  "reducedQuantity": "1234.56789"
}
Name Type Example
newOrder
optional		 Order
oldOrder
optional		 Order
reason
optional		 string
reducedQuantity
optional		 string <big-decimal> "1234.56789"

OrderUpdatedSanitized

OrderUpdatedSanitized example
(Some parts of this example are auto-generated)

{
  "newOrder": {
    "direction": "Buy",
    "lastUpdateTimestamp": 1604937694000,
    "limitPrice": "1234.56789",
    "orderType": "string",
    "quantity": "1234.56789",
    "reduceOnly": false,
    "timestamp": 1604937694000,
    "tradeable": "string",
    "uid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45"
  },
  "oldOrder": {
    "direction": "Buy",
    "lastUpdateTimestamp": 1604937694000,
    "limitPrice": "1234.56789",
    "orderType": "string",
    "quantity": "1234.56789",
    "reduceOnly": false,
    "timestamp": 1604937694000,
    "tradeable": "string",
    "uid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45"
  },
  "reason": "string",
  "reducedQuantity": "1234.56789"
}
Name Type Example
newOrder
optional		 OrderSanitized
oldOrder
optional		 OrderSanitized
reason
optional		 string
reducedQuantity
optional		 string <big-decimal> "1234.56789"

PnlPreference

PnlPreference example
(Some parts of this example are auto-generated)

{
  "pnlCurrency": "USD",
  "symbol": "string"
}
Name Type Example
pnlCurrency
optional		 string "USD"
symbol
optional		 string

PriceElement

PriceElement example
(Some parts of this example are auto-generated)

{
  "event": {
    "price": "1234.56789"
  },
  "timestamp": 1604937694000,
  "uid": "string"
}
Name Type Example
event
optional		 MarkPriceChanged
timestamp
optional		 integer <timestamp-milliseconds> 1604937694000
uid
optional		 string

Result container for analytics response

Result container for analytics response example
(Some parts of this example are auto-generated)

{
  "data": [
    0.0
  ],
  "timestamp": [
    0
  ]
}
Name Type
data
optional		 array of Schema 3
timestamp
optional		 array of integer

Schema 1

An array of two floats. The first value is the price. The second value is the size.

Example

[
  40178.0,
  5.0
]

This is an array of: number.

The array contains 2 items.

Schema 2

Example
(Some parts of this example are auto-generated)

{
  "tradingEnabled": false
}

Response is one of the following:

Name Type
tradingEnabled
 bool
Name Description Type Example
errors
optional		 array of Error
result
optional		 string (value: "error") "error"
serverTime
optional		 Server time in Coordinated Universal Time (UTC) string "2020-08-27T17:03:33.196Z"

Schema 3

Example
(Some parts of this example are auto-generated)

0.0

Response is one of the following:

This is a number.

Decimal string

This is a string.

Ohlc

This is an array of: number.

The array contains 4 items.

SendOrderJson

SendOrderJson example
(Some parts of this example are auto-generated)

{
  "cliOrdId": "string",
  "orderEvents": [
    {
      "order": {
        "cliOrdId": "string",
        "filled": 0.0,
        "lastUpdateTimestamp": "string",
        "limitPrice": 0.0,
        "orderId": "string",
        "quantity": 0.0,
        "reduceOnly": false,
        "side": "buy",
        "symbol": "string",
        "timestamp": "string",
        "type": "lmt"
      },
      "reducedQuantity": 0.0,
      "type": "place"
    }
  ],
  "order_id": "2ceb1d31-f619-457b-870c-fd4ddbb10d45",
  "receivedTime": "string",
  "status": "placed"
}
Name Description Type
cliOrdId
optional		 The unique client order identifier. This field is returned only if the order has a client order id. null or string
orderEvents
optional		 array of OrderEvent
order_id
optional		 The unique identifier of the order string <uuid>
receivedTime
optional		 The date and time the order was received. string
status
optional		 The status of the order, either of:
* placed - the order was placed successfully
* cancelled - the order was cancelled successfully
* invalidOrderType - the order was not placed because orderType is invalid
* invalidSide - the order was not placed because side is invalid
* invalidSize - the order was not placed because size is invalid
* invalidPrice - the order was not placed because limitPrice and/or stopPrice are invalid
* insufficientAvailableFunds - the order was not placed because available funds are insufficient
* selfFill - the order was not placed because it would be filled against an existing order belonging to the same account
* tooManySmallOrders - the order was not placed because the number of small open orders would exceed the permissible limit
* maxPositionViolation - Order would cause you to exceed your maximum position in this contract.
* marketSuspended - the order was not placed because the market is suspended
* marketInactive - the order was not placed because the market is inactive
* clientOrderIdAlreadyExist - the specified client id already exist
* clientOrderIdTooLong - the client id is longer than the permissible limit
* outsidePriceCollar - the order would have executed outside of the price collar for its order type
* postWouldExecute - the post-only order would be filled upon placement, thus is cancelled
* iocWouldNotExecute - the immediate-or-cancel order would not execute.
* wouldCauseLiquidation - returned when a new order would fill at a worse price than the mark price, causing the portfolio value to fall below maintenance margin and triggering a liquidation.
* wouldNotReducePosition - the reduce only order would not reduce position.
 string (enum: "placed", "partiallyFilled", "filled", "cancelled", "edited", "marketSuspended", "marketInactive", "invalidPrice", "invalidSize", "tooManySmallOrders", "insufficientAvailableFunds", "wouldCauseLiquidation", "clientOrderIdAlreadyExist", "clientOrderIdTooBig", "maxPositionViolation", "outsidePriceCollar", "wouldIncreasePriceDislocation", "notFound", "orderForEditNotAStop", "orderForEditNotFound", "postWouldExecute", "iocWouldNotExecute", "selfFill", "wouldNotReducePosition", "marketIsPostOnly", "tooManyOrders", "fixedLeverageTooHigh", "clientOrderIdInvalid", "cannotEditTriggerPriceOfTrailingStop", "cannotEditLimitPriceOfTrailingStop")

SubAccount

SubAccount example
(Some parts of this example are auto-generated)

{
  "accountUid": "string",
  "email": "string",
  "flexAccount": {
    "availableMargin": 0.0,
    "balanceValue": 0.0,
    "collateralValue": 0.0,
    "currencies": [
      {
        "available": 0.0,
        "collateral": 0.0,
        "currency": "string",
        "quantity": 0.0,
        "value": 0.0
      }
    ],
    "initialMargin": 0.0,
    "initialMarginWithOrders": 0.0,
    "maintenanceMargin": 0.0,
    "marginEquity": 0.0,
    "pnl": 0.0,
    "portfolioValue": 0.0,
    "totalUnrealized": 0.0,
    "totalUnrealizedAsMargin": 0.0,
    "unrealizedFunding": 0.0
  },
  "fullName": "string",
  "futuresAccounts": [
    {
      "availableMargin": 0.0,
      "name": "string"
    }
  ],
  "holdingAccounts": [
    {
      "amount": 0.0,
      "currency": "string"
    }
  ]
}
Name Description Type
accountUid
optional		 The account UID string
email
optional		 The email associated with the account string
flexAccount
optional		 Multi-collateral account structure. FlexAccountBalance
fullName
optional		 The name of the account null or string
futuresAccounts
optional		 Structure containing structures with single-collateral accounts information for a specific futures account asset. array of FutureAccountBalance
holdingAccounts
optional		 Structure containing structures with holding accounts information for a specific holding account asset. array of HoldingAccountBalance

TakerOrderData

TakerOrderData example
(Some parts of this example are auto-generated)

{
  "fee": "1234.56789",
  "positionSize": "1234.56789"
}
Name Type Example
fee
optional		 string <big-decimal> "1234.56789"
positionSize
optional		 string <big-decimal> "1234.56789"

TickerJson

TickerJson example
(Some parts of this example are auto-generated)

{
  "last": 0.0,
  "lastTime": "string",
  "symbol": "string"
}

Response is one of the following:

Name Description Type
last
optional		 For Futures: The price of the last fill
For indices: The last calculated value
 number
lastTime
optional		 The date and time at which last was observed. string
symbol
optional		 The symbol of the index. string
Name Description Type
ask
optional		 For Futures: The price of the current best ask
For indices: Not returned because N/A
 null or number
askSize
optional		 For Futures: The size of the current best ask
For indices: Not returned because N/A
 null or number
bid
optional		 For Futures: The price of the current best bid
For indices: Not returned because N/A
 null or number
bidSize
optional		 For Futures: The size of the current best bid
For indices: Not returned because N/A
 null or number
fundingRate
optional		 The current absolute funding rate. null or number
fundingRatePrediction
optional		 The estimated next absolute funding rate. null or number
indexPrice
optional		 null or number
last
optional		 For Futures: The price of the last fill
For indices: The last calculated value
 null or number
lastSize
optional		 For Futures: The size of the last fill
For indices: Not returned because N/A
 null or number
lastTime
optional		 The date and time at which last was observed. null or string
markPrice
optional		 For Futures: The price to which Kraken Futures currently marks the Futures for margining purposes
For indices: Not returned because N/A
 number
open24h
optional		 For Futures: The price of the fill observed 24 hours ago
For indices: Not returned because N/A
 null or number
openInterest
optional		 For Futures: The current open interest of the instrument
For indices: Not returned because N/A
 number
pair
optional		 For Futures: The currency pair of the instrument
For indices: Not returned because N/A
 string
postOnly
optional		 bool
suspended
optional		 True if the market is suspended, False otherwise. bool
symbol
optional		 The symbol of the Futures. string
tag
optional		 For Futures: Currently can be 'perpetual', 'month' or 'quarter'. Other tags may be added without notice
For indices: Not returned because N/A
 null or string
vol24h
optional		 For Futures: The sum of the sizes of all fills observed in the last 24 hours
For indices: Not returned because N/A
 number
volumeQuote
optional		 For Futures: The sum of the size * price of all fills observed in the last 24 hours
For indices: Not returned because N/A
 number

TrailingStopOptions

TrailingStopOptions example
(Some parts of this example are auto-generated)

{
  "maxDeviation": 0.0,
  "unit": "PERCENT"
}
Name Description Type
maxDeviation
optional		 number
unit
optional		 This defines how the trailing trigger price is calculated from the requested trigger signal.
For example, if the max deviation is set to 10, the unit is 'PERCENT', and the underlying order is a sell,
then the trigger price will never be more then 10% below the trigger signal.
Similarly, if the deviation is 100, the unit is 'QUOTE_CURRENCY', the underlying order is a sell, and the
contract is quoted in USD, then the trigger price will never be more than $100 below the trigger signal.
 string (enum: "PERCENT", "QUOTE_CURRENCY")

TrailingStopOptions

TrailingStopOptions example
(Some parts of this example are auto-generated)

{
  "maxDeviation": "1234.56789",
  "unit": "Percent"
}
Name Type Example
maxDeviation
optional		 string <big-decimal> "1234.56789"
unit
optional		 string (enum: "Percent", "QuoteCurrency")

Trigger

Trigger example
(Some parts of this example are auto-generated)

{
  "accountId": 0.0,
  "accountUid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45",
  "clientId": "string",
  "direction": "Buy",
  "lastUpdateTimestamp": 1604937694000,
  "limitPrice": "1234.56789",
  "orderType": "string",
  "quantity": "1234.56789",
  "reduceOnly": false,
  "timestamp": 1604937694000,
  "tradeable": "string",
  "triggerOptions": {
    "trailingStopOptions": {
      "maxDeviation": "1234.56789",
      "unit": "Percent"
    },
    "triggerPrice": "1234.56789",
    "triggerSide": "string",
    "triggerSignal": "string"
  },
  "uid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45"
}
Name Type Example
accountId
optional		 number <uint64>
accountUid
optional		 string <uuid>
clientId
optional		 string
direction
optional		 string (enum: "Buy", "Sell")
lastUpdateTimestamp
optional		 integer <timestamp-milliseconds> 1604937694000
limitPrice
optional		 string <big-decimal> "1234.56789"
orderType
optional		 string
quantity
optional		 string <big-decimal> "1234.56789"
reduceOnly
optional		 bool
timestamp
optional		 integer <timestamp-milliseconds> 1604937694000
tradeable
optional		 string
triggerOptions
optional		 TriggerOptions
uid
optional		 string <uuid>

TriggerActivated

TriggerActivated example
(Some parts of this example are auto-generated)

{
  "order": {
    "accountId": 0.0,
    "accountUid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45",
    "clientId": "string",
    "direction": "Buy",
    "lastUpdateTimestamp": 1604937694000,
    "limitPrice": "1234.56789",
    "orderType": "string",
    "quantity": "1234.56789",
    "reduceOnly": false,
    "timestamp": 1604937694000,
    "tradeable": "string",
    "triggerOptions": {
      "trailingStopOptions": {
        "maxDeviation": "1234.56789",
        "unit": "Percent"
      },
      "triggerPrice": "1234.56789",
      "triggerSide": "string",
      "triggerSignal": "string"
    },
    "uid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45"
  }
}
Name Type
order
optional		 Trigger

TriggerCancelled

TriggerCancelled example
(Some parts of this example are auto-generated)

{
  "order": {
    "accountId": 0.0,
    "accountUid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45",
    "clientId": "string",
    "direction": "Buy",
    "lastUpdateTimestamp": 1604937694000,
    "limitPrice": "1234.56789",
    "orderType": "string",
    "quantity": "1234.56789",
    "reduceOnly": false,
    "timestamp": 1604937694000,
    "tradeable": "string",
    "triggerOptions": {
      "trailingStopOptions": {
        "maxDeviation": "1234.56789",
        "unit": "Percent"
      },
      "triggerPrice": "1234.56789",
      "triggerSide": "string",
      "triggerSignal": "string"
    },
    "uid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45"
  },
  "reason": "string"
}
Name Type
order
optional		 Trigger
reason
optional		 string

TriggerEditRejected

TriggerEditRejected example
(Some parts of this example are auto-generated)

{
  "attemptedOrderTrigger": {
    "accountId": 0.0,
    "accountUid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45",
    "clientId": "string",
    "direction": "Buy",
    "lastUpdateTimestamp": 1604937694000,
    "limitPrice": "1234.56789",
    "orderType": "string",
    "quantity": "1234.56789",
    "reduceOnly": false,
    "timestamp": 1604937694000,
    "tradeable": "string",
    "triggerOptions": {
      "trailingStopOptions": {
        "maxDeviation": "1234.56789",
        "unit": "Percent"
      },
      "triggerPrice": "1234.56789",
      "triggerSide": "string",
      "triggerSignal": "string"
    },
    "uid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45"
  },
  "oldOrderTrigger": {
    "accountId": 0.0,
    "accountUid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45",
    "clientId": "string",
    "direction": "Buy",
    "lastUpdateTimestamp": 1604937694000,
    "limitPrice": "1234.56789",
    "orderType": "string",
    "quantity": "1234.56789",
    "reduceOnly": false,
    "timestamp": 1604937694000,
    "tradeable": "string",
    "triggerOptions": {
      "trailingStopOptions": {
        "maxDeviation": "1234.56789",
        "unit": "Percent"
      },
      "triggerPrice": "1234.56789",
      "triggerSide": "string",
      "triggerSignal": "string"
    },
    "uid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45"
  },
  "orderError": "string",
  "reason": "string"
}
Name Type
attemptedOrderTrigger
optional		 Trigger
oldOrderTrigger
optional		 Trigger
orderError
optional		 string
reason
optional		 string

TriggerElement

TriggerElement example
(Some parts of this example are auto-generated)

{
  "event": {
    "OrderTriggerPlaced": {
      "order": {
        "accountId": 0.0,
        "accountUid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45",
        "clientId": "string",
        "direction": "Buy",
        "lastUpdateTimestamp": 1604937694000,
        "limitPrice": "1234.56789",
        "orderType": "string",
        "quantity": "1234.56789",
        "reduceOnly": false,
        "timestamp": 1604937694000,
        "tradeable": "string",
        "triggerOptions": {
          "trailingStopOptions": {
            "maxDeviation": "1234.56789",
            "unit": "Percent"
          },
          "triggerPrice": "1234.56789",
          "triggerSide": "string",
          "triggerSignal": "string"
        },
        "uid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45"
      },
      "reason": "string"
    }
  },
  "timestamp": 1604937694000,
  "uid": "string"
}
Name Type Example
event
optional		 TriggerEvent
timestamp
optional		 integer <timestamp-milliseconds> 1604937694000
uid
optional		 string

TriggerEvent

TriggerEvent example
(Some parts of this example are auto-generated)

{
  "OrderTriggerPlaced": {
    "order": {
      "accountId": 0.0,
      "accountUid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45",
      "clientId": "string",
      "direction": "Buy",
      "lastUpdateTimestamp": 1604937694000,
      "limitPrice": "1234.56789",
      "orderType": "string",
      "quantity": "1234.56789",
      "reduceOnly": false,
      "timestamp": 1604937694000,
      "tradeable": "string",
      "triggerOptions": {
        "trailingStopOptions": {
          "maxDeviation": "1234.56789",
          "unit": "Percent"
        },
        "triggerPrice": "1234.56789",
        "triggerSide": "string",
        "triggerSignal": "string"
      },
      "uid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45"
    },
    "reason": "string"
  }
}

Response is one of the following:

Name Type
OrderTriggerPlaced
optional		 TriggerPlaced
Name Type
OrderTriggerCancelled
optional		 TriggerCancelled
Name Type
OrderTriggerUpdated
optional		 TriggerUpdated
Name Type
OrderTriggerActivated
optional		 TriggerActivated
Name Type
OrderTriggerEditRejected
optional		 TriggerEditRejected

TriggerOptions

TriggerOptions example
(Some parts of this example are auto-generated)

{
  "trailingStopOptions": {
    "maxDeviation": 0.0,
    "unit": "PERCENT"
  },
  "triggerPrice": 0.0,
  "triggerSide": "TRIGGER_ABOVE",
  "triggerSignal": "MARK_PRICE"
}
Name Type
trailingStopOptions
optional		 TrailingStopOptions
triggerPrice
optional		 number
triggerSide
optional		 string (enum: "TRIGGER_ABOVE", "TRIGGER_BELOW")
triggerSignal
optional		 string (enum: "MARK_PRICE", "LAST_PRICE", "SPOT_PRICE")

TriggerOptions

TriggerOptions example
(Some parts of this example are auto-generated)

{
  "trailingStopOptions": {
    "maxDeviation": "1234.56789",
    "unit": "Percent"
  },
  "triggerPrice": "1234.56789",
  "triggerSide": "string",
  "triggerSignal": "string"
}
Name Type Example
trailingStopOptions
optional		 TrailingStopOptions
triggerPrice
optional		 string <big-decimal> "1234.56789"
triggerSide
optional		 string
triggerSignal
optional		 string

TriggerPlaced

TriggerPlaced example
(Some parts of this example are auto-generated)

{
  "order": {
    "accountId": 0.0,
    "accountUid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45",
    "clientId": "string",
    "direction": "Buy",
    "lastUpdateTimestamp": 1604937694000,
    "limitPrice": "1234.56789",
    "orderType": "string",
    "quantity": "1234.56789",
    "reduceOnly": false,
    "timestamp": 1604937694000,
    "tradeable": "string",
    "triggerOptions": {
      "trailingStopOptions": {
        "maxDeviation": "1234.56789",
        "unit": "Percent"
      },
      "triggerPrice": "1234.56789",
      "triggerSide": "string",
      "triggerSignal": "string"
    },
    "uid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45"
  },
  "reason": "string"
}
Name Type
order
optional		 Trigger
reason
optional		 string

TriggerUpdated

TriggerUpdated example
(Some parts of this example are auto-generated)

{
  "newOrderTrigger": {
    "accountId": 0.0,
    "accountUid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45",
    "clientId": "string",
    "direction": "Buy",
    "lastUpdateTimestamp": 1604937694000,
    "limitPrice": "1234.56789",
    "orderType": "string",
    "quantity": "1234.56789",
    "reduceOnly": false,
    "timestamp": 1604937694000,
    "tradeable": "string",
    "triggerOptions": {
      "trailingStopOptions": {
        "maxDeviation": "1234.56789",
        "unit": "Percent"
      },
      "triggerPrice": "1234.56789",
      "triggerSide": "string",
      "triggerSignal": "string"
    },
    "uid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45"
  },
  "oldOrderTrigger": {
    "accountId": 0.0,
    "accountUid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45",
    "clientId": "string",
    "direction": "Buy",
    "lastUpdateTimestamp": 1604937694000,
    "limitPrice": "1234.56789",
    "orderType": "string",
    "quantity": "1234.56789",
    "reduceOnly": false,
    "timestamp": 1604937694000,
    "tradeable": "string",
    "triggerOptions": {
      "trailingStopOptions": {
        "maxDeviation": "1234.56789",
        "unit": "Percent"
      },
      "triggerPrice": "1234.56789",
      "triggerSide": "string",
      "triggerSignal": "string"
    },
    "uid": "2ceb1d31-f619-457b-870c-fd4ddbb10d45"
  },
  "reason": "string"
}
Name Type
newOrderTrigger
optional		 Trigger
oldOrderTrigger
optional		 Trigger
reason
optional		 string

UnwindQueueJson

UnwindQueueJson example
(Some parts of this example are auto-generated)

{
  "percentile": 0.0,
  "symbol": "string"
}
Name Description Type
percentile
optional		 The percentile rank of which the trader's position is in the unwind queue (20, 40, 80, or 100). number
symbol
optional		 The symbol of the futures to which the order refers. string

WebSocket API

WebSocket API Introduction

Sign challenge

The subscribe and unsubscribe requests to WebSocket private feeds require a signed challenge message with the user api_secret.

The challenge is obtained as is shown in Section WebSocket API Public (using the api_key).

Authenticated requests must include both the original challenge message (original_challenge) and the signed (signed_challenge) in JSON format.

Challenge

Challenge example

c100b894-1729-464d-ace1-52dbce11db42

The challenge is a UUID string.

The steps to sign the challenge are the same as the steps to generate an authenticated HTTP request except for step 1 which now is just the challenge string:

  1. Hash the challenge with the SHA-256 algorithm
  2. Base64-decode your api_secret
  3. Use the result of step 2 to hash the result of step 1 with the HMAC-SHA-512 algorithm
  4. Base64-encode the result of step 3

The result of the step 4 is the signed challenge which will be included in the subscribe request.

The table below shows the expected output from example inputs:

Name Value
challenge c100b894-1729-464d-ace1-52dbce11db42
api_secret 7zxMEF5p/Z8l2p2U7Ghv6x14Af+Fx+92tPgUdVQ748FOIrEoT9bgT+bTRfXc5pz8na+hL/QdrCVG7bh9KpT0eMTm
signed output 4JEpF3ix66GA2B+ooK128Ift4XQVtc137N9yeg4Kqsn9PI0Kpzbysl9M1IeCEdjg0zl00wkVqcsnG4bmnlMb3A==

Subscriptions

Subscriptions requests are sent through a web socket connection.

To subscribe to a feed, a web socket connection is required to establish a connection using the following URL:

wss://futures.kraken.com/ws/v1

Keeping the connection alive

In order to keep the websocket connection alive, you will need to make a ping request at least every 60 seconds. You can see this in our sample implementation.

Snapshots and updates

For ease of use, most web socket feeds first send a snapshot of the history or current state and subsequently send real-time updates.

Authentication

In order to subscription to a private feed, clients must pass a challenge which involves signing a message (see Section Sign Challenge) with the private API key. First, a message must be sent to request the challenge. Second, the solved challenge has to be passed in every subscribe and unsubscribe message that is sent.

Limits

There are limits to both the number of connections a client can have open concurrently and the number of requests an individual connection can make. Limit values are subject to change and additional limits may be added in the future.

The current limits are:

Resource Allowance Replenish Period
Connections 100 N/A
Requests 100 1 second

Public Feeds

Ticker

The ticker feed returns ticker information about listed products. Only tradeable markets are available via individual WebSocket market data feeds. Delta messages are throttled such that they are published every 1s.

Authentication is not required.

Feed Event Type Permissible API Keys
ticker subscribe / unsubscribe N/A

Sample Sent Message

{
  "event": "subscribe",
  "feed": "ticker",
  "product_ids": [
    "PI_XBTUSD"
  ]
}

Sample Return if Successful. (A result message is received per product id)

{
  "event": "subscribed",
  "feed": "ticker",
  "product_ids": [
    "PI_XBTUSD"
  ]
}
Field Type Description
event string The result, subscribed or subscribed_failed or unsubscribed or unsubscribed_failed
feed string The requested subscription feed
product_ids list of strings A list of strings which represent the products that user will receive information upon

The subscription data will return values for all fields even if the value of only a single field has changed since the last payload.

Sample Subscription Data

{
  "time":1676393235406,
  "product_id": "PI_XBTUSD",
  "funding_rate": -6.2604214e-11,
  "funding_rate_prediction": -3.65989977e-10,
  "relative_funding_rate": -1.380384722222e-6,
  "relative_funding_rate_prediction": -8.047629166667e-6,
  "next_funding_rate_time": 1676394000000,
  "feed": "ticker",
  "bid": 21978.5,
  "ask": 21987.0,
  "bid_size": 2536.0,
  "ask_size": 13948.0,
  "volume": 31403908.0,
  "dtm": 0,
  "leverage": "50x",
  "index": 21984.54,
  "premium": -0.0,
  "last": 21983.5,
  "change": 1.9974017538161748,
  "suspended": false,
  "tag": "perpetual",
  "pair": "XBT:USD",
  "openInterest": 30072580.0,
  "markPrice": 21979.68641534714,
  "maturityTime": 0,
  "post_only": false,
  "volumeQuote": 31403908.0
}
Field Type Description
time positive integer The UTC time of the server in milliseconds
product_id string The subscribed product (referred also as instrument or symbol)
funding_rate
(Perpetuals only)		 float The current funding rate. If zero, field is not populated.
funding_rate_prediction
(Perpetuals only)		 float The estimated next funding rate. If zero, field is not populated.
relative_funding_rate
(Perpetuals only)		 float The absolute funding rate relative to the spot price at the time of funding rate calculation. If zero, field is not populated.
relative_funding_rate_prediction
(Perpetuals only)		 float The estimated next absolute funding rate relative to the current spot price. If zero, field is not populated.
next_funding_rate_time
(Perpetuals only)		 float The time until next funding rate in milliseconds.
feed string The subscribed feed
bid positive float The price of the current best bid
ask positive float The price of the current best ask
bid_size positive float The size of the current best bid
ask_size positive float The size of the current best ask
volume positive float The sum of the sizes of all fills observed in the last 24 hours
dtm positive integer The days until maturity
leverage string The leverage of the product
index positive float The real time index of the product
premium float The premium associated with the product
last positive float The price of the last trade of the product
change float The 24h change in price
suspended string True if the market is suspended, false otherwise
tag string Currently can be perpetual, month or quarter. Other tags may be added without notice.
pair string The currency pair of the instrument
openInterest float The current open interest of the instrument
markPrice float The market price of the instrument
maturityTime positive integer The UTC time, in milliseconds, at which the contract will stop trading
post_only string True if the market is in post-only, false otherwise
volumeQuote positive float The same as volume except that, for multi-collateral futures, it is converted to the non-base currency

Sample Return if Unsuccessful

{
  "event": "error",
  "message": "Invalid product id"
}
Field Type Description
event string Always error
message string An error message out of:
Invalid product id
Invalid feed
Json Error

Trade

The trade feed returns information about executed trades

Authentication is not required.

Feed Event Type Permissible API Keys
trade subscribe / unsubscribe N/A

Sample Sent Message

{
  "event": "subscribe",
  "feed": "trade",
  "product_ids": [
    "PI_XBTUSD",
  ]
}

Sample Return if Successful. (A result message is received per product id)

{
  "event": "subscribed ",
  "feed": "trade",
  "product_ids": [
    "PI_XBTUSD"
  ]
}
Field Type Description
event string The result, subscribed or subscribed_failed or unsubscribed or unsubscribed_failed
feed string The requested subscription feed
product_ids list of strings A list of strings which represent the products that user will receive information upon

Sample Subscription Snapshot Data

{
  "feed": "trade_snapshot",
  "product_id": "PI_XBTUSD",
  "trades": [
    {
      "feed": "trade",
      "product_id": "PI_XBTUSD",
      "uid": "caa9c653-420b-4c24-a9f1-462a054d86f1",
      "side": "sell",
      "type": "fill",
      "seq": 655508,
      "time": 1612269657781,
      "qty": 440,
      "price": 34893
    },
    {
      "feed": "trade",
      "product_id": "PI_XBTUSD",
      "uid": "45ee9737-1877-4682-bc68-e4ef818ef88a",
      "side": "sell",
      "type": "fill",
      "seq": 655507,
      "time": 1612269656839,
      "qty": 9643,
      "price": 34891
    }
  ]
}
Field Type Description
feed string The subscribed snapshot feed
product_id string The subscribed product (referred also as instrument or symbol)
uid string Unique identifier for the matched trade
side string The classification of the taker side in the matched trade: buy if the taker is a buyer, sell if the taker is a seller.
type string The classification of the matched trade in an orderbook: fill if it is a normal buyer and seller, liquidation if it is a result of a user being liquidated from their position, termination if it is a result of a user being terminated, or block if it is a component of a block trade.
seq positive integer The subscription message sequence number
time positive integer The UTC or GMT time of the trade in milliseconds
qty positive float The quantity of the traded product
price positive float The price that the product got traded

Sample Subscription Delta Data

{
  "feed": "trade",
  "product_id": "PI_XBTUSD",
  "uid": "05af78ac-a774-478c-a50c-8b9c234e071e",
  "side": "sell",
  "type": "fill",
  "seq": 653355,
  "time": 1612266317519,
  "qty": 15000,
  "price": 34969.5
}
Field Type Description
feed string The subscribed feed
product_id string The subscribed product (referred also as instrument or symbol)
side string The classification of the taker side in the matched trade: buy if the taker is a buyer, sell if the taker is a seller.
type string The classification of the matched trade in an orderbook: fill if it is a normal buyer and seller, liquidation if it is a result of a user being liquidated from their position, termination if it is a result of a user being terminated, or block if it is a component of a block trade.
seq positive integer The subscription message sequence number
time positive integer The UTC or GMT time of the trade in milliseconds
qty positive float The quantity of the traded product
price positive float The price that the product got traded

Sample Return if Unsuccessful

{
  "event": "error",
  "message": "Invalid product id"
}
Field Type Description
event string Always error
message string An error message out of:
Invalid product id
Invalid feed
Json Error

Heartbeat

The heartbeat feed publishes a heartbeat message at timed intervals.

Authentication is not required.

Feed Event Type Permissible API Keys
heartbeat subscribe / unsubscribe N/A

Sample Sent Message

{
  "event": "subscribe",
  "feed": "heartbeat"
}

Sample Return if Successful.

{
  "event": "subscribed",
  "feed": "heartbeat"
}
Field Type Description
event string The result, subscribed or subscribed_failed or unsubscribed or unsubscribed_failed
feed string The requested subscription feed

Sample Subscription Data

{
  "feed": "heartbeat",
  "time": 1534262350627
}
Field Type Description
feed string The subscribed feed
time positive integer The UTC time of the server in milliseconds

Sample Return if Unsuccessful

{
  "event": "error",
  "message": "Json Error"
}
Field Type Description
event string Always error
message string An error message out of:
Invalid feed
Json Error

Ticker Lite

The ticker lite feed returns ticker information about listed products. Delta messages are throttled such that they are published every 1s.

Authentication is not required.

Feed Event Type Permissible API Keys
ticker_lite subscribe / unsubscribe N/A

Sample Sent Message

{
  "event": "subscribe",
  "feed": "ticker_lite",
  "product_ids": [
    "PI_XBTUSD",
    "FI_ETHUSD_210625"
  ]
}

Sample Return if Successful. (A result message is received per product id)

{
  "event": "subscribed ",
  "feed": "ticker_lite",
  "product_ids": [
    "PI_XBTUSD"
  ]
}

{
  "event": "subscribed",
  "feed": "ticker_lite",
  "product_ids": [
    "FI_ETHUSD_210625"
  ]
}
Field Type Description
event string The result, subscribed or subscribed_failed or unsubscribed or unsubscribed_failed
feed string The requested subscription feed
product_ids list of strings A list of strings which represent the products that user will receive information upon

Sample Subscription Data

{
  "feed": "ticker_lite",
  "product_id": "PI_XBTUSD",
  "bid": 34932,
  "ask": 34949.5,
  "change": 3.3705205220015966,
  "premium": 0.1,
  "volume": 264126741,
  "tag": "perpetual",
  "pair": "XBT:USD",
  "dtm": 0,
  "maturityTime": 0,
  "volumeQuote": 264126741
}

{
  "feed": "ticker_lite",
  "product_id": "FI_ETHUSD_210625",
  "bid": 1753.45,
  "ask": 1760.35,
  "change": 13.448175559936647,
  "premium": 9.1,
  "volume": 6899673.0,
  "tag": "semiannual",
  "pair": "ETH:USD",
  "dtm": 141,
  "maturityTime": 1624633200000,
  "volumeQuote": 6899673.0
}
Field Type Description
feed string The subscribed feed
product_id string The subscribed product (referred also as instrument or symbol)
bid positive float The price of the current best bid
ask positive float The price of the current best ask
change float The 24h change in price
premium float The premium associated with the product
volume positive float The sum of the sizes of all fills observed in the last 24 hours
tag string Currently can be week, month or quarter. Other tags may be added without notice.
pair string The currency pair of the instrument
dtm integer The days until maturity
maturityTime positive integer Maturity time in milliseconds
volumeQuote positive float The same as volume except that, for multi-collateral futures, it is converted to the non-base currency

Sample Return if Unsuccessful

{
  "event": "error",
  "message": "Invalid product id"
}
Field Type Description
event string Always error
message string An error message out of:
Invalid product id
Invalid feed
Json Error

Challenge

This request returns a challenge to be used in handshake for user authentication.

Authentication is not required.

Event Type Permissible API Keys
challenge Read-only, Read-write, Master

Sample Sent Message

{
  "event": "challenge",
  "api_key": "CMl2SeSn09Tz+2tWuzPfdaJdsahq6qv5UaexXuQ3SnahDQU/gO3aT+"
}
Field Type Description
event string The request event type
api_key string The user API key.

Sample Return if Successful

{
  "event": "challenge",
  "message": "226aee50-88fc-4618-a42a-34f7709570b2"
}
Field Type Description
event string Always challenge
message string The message that user will have to sign for authentication reasons

Sample Return if Unsuccessful

{
  "event": "error",
  "message": "Json Error"
}
Field Type Description
event string Always error
message string Json Error

Book

This feed returns information about the order book.

Authentication is not required.

Feed Event Type Permissible API Keys
book subscribe / unsubscribe N/A

Sample Sent Message

{
  "event": "subscribe",
  "feed": "book",
  "product_ids": [
    "PI_XBTUSD",
  ]
}

Sample Return if Successful. (A result message is received per product id)

{
  "event": "subscribed",
  "feed": "book",
  "product_ids": [
    "PI_XBTUSD"
  ]
}
Field Type Description
event string The result, subscribed or subscribed_failed or unsubscribed or unsubscribed_failed
feed string The requested subscription feed
product_ids list of strings A list of strings which represent the products that user will receive information upon

Sample Subscription Snapshot Data

{
  "feed": "book_snapshot",
  "product_id": "PI_XBTUSD",
  "timestamp": 1612269825817,
  "seq": 326072249,
  "tickSize": null,
  "bids": [
    {
      "price": 34892.5,
      "qty": 6385
    },
    {
      "price": 34892,
      "qty": 10924
    },
  ],
  "asks": [
    {
      "price": 34911.5,
      "qty": 20598
    },
    {
      "price": 34912,
      "qty": 2300
    },
  ]
}
Field Type Description
feed string The subscribed snapshot feed
product_id string The subscribed product (referred also as instrument or symbol)
timestamp positive integer Timestamp in milliseconds
seq positive integer The subscription message sequence number
tickSize string Always null
bids list of structures A list containing buy / bid order structures
asks list of structures A list containing sell / ask order structures

Sample Subscription Delta Data

{
  "feed": "book",
  "product_id": "PI_XBTUSD",
  "side": "sell",
  "seq": 326094134,
  "price": 34981,
  "qty": 0,
  "timestamp": 1612269953629
}
Field Type Description
feed string The subscribed feed
product_id string The subscribed product (referred also as instrument or symbol)
side string The order side, either buy or sell
seq positive integer The subscription message sequence number
price positive float The price of the order
qty non-negative float The updated total quantity of the orders at the price level. Value is set to 0 if all orders at this price level have been cancelled
timestamp positive integer Timestamp in milliseconds

Sample Return if Unsuccessful

{
  "event": "error",
  "message": "Invalid product id"
}
Field Type Description
event string Always error
message string An error message out of:
Invalid feed
Json Error

Private Feeds

Open Orders (Verbose)

This subscription feed publishes information about user open orders. This feed adds extra information about all the post-only orders that failed to cross the book.

Authentication is required.

Feed Event Type API Keys Original & Signed Challenge
open_orders_verbose subscribe / unsubscribe Any Yes

Sample Sent Message

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

Sample Return if Successful.

{
  "event": "subscribed",
  "feed": "open_orders_verbose",
  "api_key": "CMl2SeSn09Tz+2tWuzPiPUjaXEQRGq6qv5UaexXuQ3SnahDQU/gO3aT+",
  "original_challenge": "226aee50-88fc-4618-a42a-34f7709570b2",
  "signed_challenge":"RE0DVOc7vS6pzcEjGWd/WJRRBWb54RkyvV+AZQSRl4+rap8Rlk64diR+
Z9DQILm7qxncswMmJyvP/2vgzqqh+g=="
}
Field Type Description
event string The result, subscribed or subscribed_failed or unsubscribed or unsubscribed_failed
feed string The requested subscription feed
api_key string The user api key
original_challenge string The message that is received from a challenge request
signed_challenge string The signed challenge message with user api secret

Sample Subscription Snapshot Data

{
  "feed": "open_orders_verbose_snapshot",
  "account": "0f9c23b8-63e2-40e4-9592-6d5aa57c12ba",
  "orders": [
    {
      "instrument": "PI_XBTUSD",
      "time": 1567428848005,
      "last_update_time": 1567428848005,
      "qty": 100.0,
      "filled": 0.0,
      "limit_price": 8500.0,
      "stop_price": 0.0,
      "type": "limit",
      "order_id": "566942c8-a3b5-4184-a451-622b09493129",
      "direction": 0,
      "reduce_only": false
    },
    {
      "instrument": "PI_XBTUSD",
      "time": 1567428874347,
      "last_update_time": 1567428874347,
      "qty": 1501.0,
      "filled": 0.0,
      "limit_price": 7200.0,
      "stop_price": 0.0,
      "type": "limit",
      "order_id": "fcbb1459-6ed2-4b3c-a58c-67c4df7412cf",
      "direction": 0,
      "reduce_only": false
    },
    {
      "instrument": "PI_XBTUSD",
      "time": 1567515137945,
      "last_update_time": 1567515137945,
      "qty": 102.0,
      "filled": 0.0,
      "limit_price": 8500.0,
      "stop_price": 0.0,
      "type": "limit",
      "order_id": "3deea5c8-0274-4d33-988c-9e5a3895ccf8",
      "direction": 0,
      "reduce_only": false
    }
  ]
}
Field Type Description
feed string The subscribed feed
account string The user account
orders list of structures A list containing the user open orders
instrument string The instrument (referred also as symbol or product_id) of the order
time positive integer The UTC time in milliseconds
last_update_time positive integer The UTC time in milliseconds that the order was last updated
qty positive float The remaining quantity of the order
filled positive float The amount of the order that has been filled
limit_price positive float The limit price of the order
stop_price positive float The stop price of the order
type string The order type, limit or stop
order_id UUID The order id
cli_ord_id UUID The unique client order identifier. This field is returned only if the order has a client order id
direction integer The direction of the order, either 0 for a buy order or 1 for a sell order
reduce_only boolean If true, the order can only reduce open positions, it cannot increase or open new positions
triggerSignal string Trigger signal selected for take profit or stop loss order. Options are last, mark, or spot. Returned only for take profit or stop loss orders

Sample Subscription Delta Data

{
  "feed": "open_orders_verbose",
  "order": {
    "instrument": "PI_XBTUSD",
    "time": 1567597581495,
    "last_update_time": 1567597581495,
    "qty": 102.0,
    "filled": 0.0,
    "limit_price": 10601.0,
    "stop_price": 0.0,
    "type": "limit",
    "order_id": "fa9806c9-cba9-4661-9f31-8c5fd045a95d",
    "direction": 0,
    "reduce_only": false
  },
  "is_cancel": true,
  "reason": "post_order_failed_because_it_would_be_filled"
}
Field Type Description
feed string The subscribed feed
order structure The user new order
instrument string The instrument (referred also as symbol or product_id) of the order
time positive integer The UTC time in milliseconds
last_update_time positive integer The UTC time in milliseconds that the order was last updated
qty positive float The quantity or the order
filled positive float The amount of the order that is filled
limit_price positive float The limit price of the order
stop_price positive float The stop price of the order
type string The order type, limit, take_profit, or stop
order_id UUID The order id
cli_ord_id UUID The unique client order identifier. This field is returned only if the order has a client order id
direction integer The direction of the order, either 0 for a buy order or 1 for a sell order
reduce_only boolean If true, the order can only reduce open positions, it cannot increase or open new positions
triggerSignal string Trigger signal selected for take profit or stop loss order. Options are last, mark, or spot. Returned only for take profit or stop loss orders
is_cancel boolean If false the open order has been either placed or partially filled and needs to be updated. If true the open order was either fully filled, cancelled or rejected (for post-only). If it was filled or cancelled it must be removed from open orders snapshot.
reason string Reason behind the received delta.
new_placed_order_by_user: User placed a new order
liquidation: User position liquidated. The order cancelled
stop_order_triggered: A stop order triggered. The system removed the stop order
limit_order_from_stop: The system created a limit order because an existing stop order triggered
partial_fill: The order filled partially
full_fill: The order filled fully and removed
cancelled_by_user: The order cancelled by the user and removed
contract_expired: The order contract expired. All open orders of that contract removed
not_enough_margin: The order removed due to insufficient margin
market_inactive: The order removed because market became inactive
cancelled_by_admin: The order removed by administrator's action
dead_man_switch: The order removed because dead man's switch was triggered
ioc_order_failed_because_it_would_not_be_executed: The immediate or cancel order was rejected due to insufficient liquidity
post_order_failed_because_it_would_filled: The post only order was rejected as it crosses the spread and would be immediately filled
would_execute_self: The order was rejected as it would execute against another order from the same account
would_not_reduce_position: The order was rejected as it the reduce-only option was selected and it would not reduce the position
order_for_edit_not_found: The order edit was rejected as the order to be edited could not be found

Sample Return if Unsuccessful

{
  "event": "error",
  "message": "Invalid product id"
}
Field Type Description
event string Always error
message string An error message out of:
Invalid feed
Json Error

Open Positions

This subscription feed publishes the open positions of the user account.

Authentication is required.

Feed Event Type API Keys Original & Signed Challenge
open_positions subscribe / unsubscribe Any Yes

Sample Sent Message

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

Sample Return if Successful.

{
  "event": "subscribed",
  "feed": "open_positions",
  "api_key": "CMl2SeSn09Tz+2tWuzPiPUjaXEQRGq6qv5UaexXuQ3SnahDQU/gO3aT+",
  "original_challenge": "226aee50-88fc-4618-a42a-34f7709570b2",
  "signed_challenge":"RE0DVOc7vS6pzcEjGWd/WJRRBWb54RkyvV+AZQSRl4+rap8Rlk64diR+
Z9DQILm7qxncswMmJyvP/2vgzqqh+g=="
}
Field Type Description
event string The result, subscribed or subscribed_failed or unsubscribed or unsubscribed_failed.
feed string The requested subscription feed.
api_key string The user api key.
original_challenge string The message that is received from a challenge request.
signed_challenge string The signed challenge message with user api secret.

Sample Subscription Data

{
  "feed": "open_positions",
  "account": "DemoUser",
  "positions": [
    {
      "instrument": "fi_xbtusd_180316",
      "balance": 2000.0,
      "entry_price": 11675.86541981,
      "mark_price": 11090.0,
      "index_price": 12290.550000000001,
      "pnl": -0.00905299
    } …,
  ]
}
Field Type Description
feed string The subscribed feed.
account string The user account.
positions list of structures A list containing the user open positions.
instrument string The instrument (referred also as symbol or product_id) of the position.
balance float The size of the position.
entry_price positive float The average entry price of the instrument.
mark_price positive float The market price of the position instrument.
index_price positive float The index price of the position instrument.
pnl float The profit and loss of the position.
liquidation_threshold float The mark price of the contract at which the position will be liquidated.
return_on_equity float The percentage gain or loss relative to the initial margin used in the position. Formula: PnL/IM
effective_leverage float How leveraged the net position is in a given margin account. Formula: Position Value at Market / Portfolio Value.

Sample Return if Unsuccessful

{
  "event": "error",
  "message": "Invalid product id"
}
Field Type Description
event string Always error
message string An error message out of:
Invalid product id
Invalid feed
Json Error

Account Log

This subscription feed publishes account information.

Authentication is required.

Feed Event Type API Keys Original & Signed Challenge
account_log subscribe / unsubscribe Any Yes

Sample Sent Message

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

Sample Return if Successful.

{
  "event": "subscribed",
  "feed": "account_log",
  "api_key": "CMl2SeSn09Tz+2tWuzPiPUjaXEQRGq6qv5UaexXuQ3SnahDQU/gO3aT+",
  "original_challenge": "226aee50-88fc-4618-a42a-34f7709570b2",
  "signed_challenge":"RE0DVOc7vS6pzcEjGWd/WJRRBWb54RkyvV+AZQSRl4+rap8Rlk64diR+
Z9DQILm7qxncswMmJyvP/2vgzqqh+g=="
}
Field Type Description
event string The result, subscribed or subscribed_failed or unsubscribed or unsubscribed_failed
feed string The requested subscription feed
api_key string The user api key
original_challenge string The message that is received from a challenge request
signed_challenge string The signed challenge message with user api secret

Sample Subscription Snapshot Data

{
  "feed": "account_log_snapshot",
  "logs": [
    {
      "id": 1690,
      "date": "2019-07-11T08:00:00.000Z",
      "asset": "bch",
      "info": "funding rate change",
      "booking_uid": "86fdc252-1b6e-40ec-ac1d-c7bd46ddeebf",
      "margin_account": "f-bch:usd",
      "old_balance": 0.01215667051,
      "new_balance": 0.01215736653,
      "old_average_entry_price": 0.0,
      "new_average_entry_price": 0.0,
      "trade_price": 0.0,
      "mark_price": 0.0,
      "realized_pnl": 0.0,
      "fee": 0.0,
      "execution": "",
      "collateral": "bch",
      "funding_rate": -8.7002552653e-08,
      "realized_funding": 6.9602e-07,
      "conversion_spread_percentage": 0.0
    },
    {
      "id": 1689,
      "date": "2019-07-11T04:00:00.000Z",
      "asset": "bch",
      "info": "funding rate change",
      "booking_uid": "680d3973-5774-4a9d-b807-ab8aa73f95c3",
      "margin_account": "f-bch:usd",
      "old_balance": 0.01215715298,
      "new_balance": 0.01215667051,
      "old_average_entry_price": 0.0,
      "new_average_entry_price": 0.0,
      "trade_price": 0.0,
      "mark_price": 0.0,
      "realized_pnl": 0.0,
      "fee": 0.0,
      "execution": "",
      "collateral": "bch",
      "funding_rate": 6.0309345058e-08,
      "realized_funding": -4.8247e-07,
      "conversion_spread_percentage": 0.0
    },
    {
      "id": 1688,
      "date": "2019-07-11T00:00:00.000Z",
      "asset": "bch",
      "info": "funding rate change",
      "booking_uid": "72e3396e-8fc4-4bd9-9379-8e2b2225af85",
      "margin_account": "f-bch:usd",
      "old_balance": 0.01215847263,
      "new_balance": 0.01215715298,
      "old_average_entry_price": 0.0,
      "new_average_entry_price": 0.0,
      "trade_price": 0.0,
      "mark_price": 0.0,
      "realized_pnl": 0.0,
      "fee": 0.0,
      "execution": "",
      "collateral": "bch",
      "funding_rate": 1.64955714332e-07,
      "realized_funding": -1.31965e-06,
      "conversion_spread_percentage": 0.0
    }
  ]
}
Field Type Description
feed string The subscribed feed
logs list of structures A list containing the account logs
id positive integer The identifier of the log
date ISO8601 datetime The creation time of the log according to server date and time
asset string The asset related of the booking
info string A description of the booking
booking_uid string The unique id of the booking
margin_account string The account name
old_balance float The account balance before the described in info action
new_balance float The portfolio value calculated as balance plus unrealized pnl value
old_average_entry_price positive float The average entry price of the position prior to this trade
new_average_entry_price positive float The average entry price of the position after this trade
trade_price positive float The price the trade was executed at
mark_price positive float The mark price at the time the trade was executed
realized_pnl float The pnl that is realized by reducing the position
fee float The fee paid
execution string The uid of the associated execution
collateral string The currency of the associated entry
funding_rate float The absolute funding rate
realized_funding float The funding rate realized due to change in position size or end of funding rate period
conversion_spread_percentage float The percentage conversion spread used in a currency conversion

Sample Subscription Delta Data

{
  "feed": "account_log",
  "new_entry": {
    "id": 1697,
    "date": "2019-07-11T13: 00: 27.632Z",
    "asset": "pi_bchusd",
    "info": "futures trade",
    "booking_uid": "55a02b5b-2c90-4d43-b0eb-eb3801d50e3f",
    "margin_account": "f-bch:usd",
    "old_balance": 1.0,
    "new_balance": 2.0,
    "old_average_entry_price": 413.3,
    "new_average_entry_price": 374.3445326979084,
    "trade_price": 342.1,
    "mark_price": 342.4,
    "realized_pnl": 0.0,
    "fee": 0.0,
    "execution": "fc49fea9-8827-4a2e-8e36-c047523ddc30",
    "collateral": "bch"
  }
}
Field Type Description
feed string The subscribed feed
logs list of structures A list containing the account logs
id positive integer The identifier of the log
date ISO8601 datetime The creation time of the log according to server date and time
asset string The asset related of the booking
info string A description of the booking
booking_uid string The unique id of the booking
margin_account string The account name
old_balance float The account balance before the described in info action
new_balance float The portfolio value calculated as balance plus unrealized pnl value
old_average_entry_price positive float The average entry price of the position prior to this trade
new_average_entry_price positive float The average entry price of the position after this trade
trade_price positive float The price the trade was executed at
mark_price positive float The mark price at the time the trade was executed
realized_pnl float The pnl that is realized by reducing the position
fee float The fee paid
execution string The uid of the associated execution
collateral string The currency of the associated entry
funding_rate float The absolute funding rate
realized_funding float The funding rate realized due to change in position size or end of funding rate period
conversion_spread_percentage float The percentage conversion spread used in a currency conversion

Sample Return if Unsuccessful

{
  "event": "error",
  "message": "Invalid product id"
}
Field Type Description
event string Always error
message string An error message out of:
Invalid feed
Json Error

Fills

This subscription feed publishes fills information.

Authentication is required.

Feed Event Type API Keys Original & Signed Challenge
fills subscribe / unsubscribe Any Yes

Sample Sent Message

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

Sample Return if Successful

{
  "event": "subscribed",
  "feed": "fills",
  "api_key": "CMl2SeSn09Tz+2tWuzPiPUjaXEQRGq6qv5UaexXuQ3SnahDQU/gO3aT+",
  "original_challenge": "226aee50-88fc-4618-a42a-34f7709570b2",
  "signed_challenge":"RE0DVOc7vS6pzcEjGWd/WJRRBWb54RkyvV+AZQSRl4+rap8Rlk64diR+
Z9DQILm7qxncswMmJyvP/2vgzqqh+g=="
}
Field Type Description
event string The result, subscribed or subscribed_failed or unsubscribed or unsubscribed_failed.
feed string The requested subscription feed.
api_key string The user api key.
original_challenge string The message that is received from a challenge request.
signed_challenge string The signed challenge message with user api secret.

Sample Subscription Snapshot Data

{
  "feed": "fills_snapshot",
  "account": "DemoUser",
  "fills": [
    {
      "instrument": "FI_XBTUSD_200925",
      "time": 1600256910739,
      "price": 10937.5,
      "seq": 36,
      "buy": true,
      "qty": 5000.0,
      "order_id": "9e30258b-5a98-4002-968a-5b0e149bcfbf",
      "fill_id": "cad76f07-814e-4dc6-8478-7867407b6bff",
      "fill_type": "maker",
      "fee_paid": -0.00009142857,
      "fee_currency": "BTC",
      "taker_order_type": "ioc",
      "order_type": "limit"
    },
    {
      "instrument": "PI_ETHUSD",
      "time": 1600256945531,
      "price": 364.65,
      "seq": 39,
      "buy": true,
      "qty": 5000.0,
      "order_id": "7e60b6e8-e4c2-4ce8-bbd0-ef81e18b65bb",
      "fill_id": "b1aa44b2-4f2a-4031-999c-ae1175c91580",
      "fill_type": "taker",
      "fee_paid": 0.00685588921,
      "fee_currency": "ETH",
      "taker_order_type": "market",
      "order_type": "limit"
    }
Field Type Description
feed string The subscribed feed.
account string The user account.
fills list of structures A list containing fill elements of the user account.
instrument string The fill instrument (referred also as symbol or product_id).
time positive integer The server UTC date and time in milliseconds.
price positive float The price at which the order was filled.
seq positive integer The subscription message sequence number.
buy boolean A flag that shows if filled order was a buy.
qty positive float The quantity that was filled.
order_id UUID The order id that was filled.
cli_ord_id UUID The unique client order identifier. This field is returned only if the order has a client order id.
fill_id UUID The fill id.
fill_type string The classification of the fill:
maker if the user has a limit order that gets filled,
taker if the user makes an execution that crosses the spread,
liquidation if an execution is the result of a liquidation,
assignee if an execution is a result of a counterparty receiving an Assignment in PAS,
assignor if an execution is a result of the user assigning their position due to a failed liquidation,
unwindBankrupt any portion of a liquidated position cannot be filled or assigned, the remaining contracts are unwound.
unwindCounterparty any portion of your counterparty's position is liquidated and cannot be filled or assigned the remaining contracts are unwound. More information on our Equity Protection Process.
takerAfterEdit if the user edits the order and it is instantly executed.
fee_paid positive float Fee paid on fill
fee_currency string Currency in which the fee was charged. See "Currencies" on Ticker Symbols
taker_order_type string The order type of the taker execution side.
order_type string The order type.

Sample Subscription Delta Data

{
  "feed": "fills",
  "username": "DemoUser",
  "fills": [
    {
      "instrument": "PI_XBTUSD",
      "time": 1600256966528,
      "price": 364.65,
      "seq": 100,
      "buy": true,
      "qty": 5000.0,
      "order_id": "3696d19b-3226-46bd-993d-a9a7aacc8fbc",
      "cli_ord_id": "8b58d9da-fcaf-4f60-91bc-9973a3eba48d",
      "fill_id": "c14ee7cb-ae25-4601-853a-d0205e576099",
      "fill_type": "taker",
      "fee_paid": 0.00685588921,
      "fee_currency": "ETH",
      "taker_order_type": "liquidation",
      "order_type": "limit"
    } …,
  ]
}
Field Type Description
feed string The subscribed feed.
username string The user name.
fills list of structures A list containing fill elements of the user account.
instrument string The fill instrument (referred also as symbol or product_id).
time positive The server UTC date and time in milliseconds.
price positive float The price at which the order was filled.
seq positive integer The subscription message sequence number.
buy boolean A flag that shows if filled order was a buy.
qty positive float The quantity that was filled.
order_id UUID The order id that was filled.
cli_ord_id UUID The unique client order identifier. This field is returned only if the order has a client order id.
fill_id UUID The fill id.
fill_type string The classification of the fill:
maker if the user has a limit order that gets filled,
taker if the user makes an execution that crosses the spread,
liquidation if an execution is the result of a liquidation,
assignee if an execution is a result of a counterparty receiving an Assignment in PAS,
assignor if an execution is a result of the user assigning their position due to a failed liquidation,
takerAfterEdit if the user edits the order and it is instantly executed.
fee_paid positive float Fee paid on fill
fee_currency string Currency in which the fee was charged. See "Currencies" on Ticker Symbols
taker_order_type string The order type of the taker execution side.
order_type string The order type

Sample Return if Unsuccessful

{
  "event": "error",
  "message": "Invalid product id"
}
Field Type Description
event string Always error
message string An error message out of:
Invalid feed
Json Error

Open Orders

This subscription feed publishes information about user open orders.

Authentication is required.

Feed Event Type API Keys Original & Signed Challenge
open_orders subscribe / unsubscribe Any Yes

Sample Sent Message

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

Sample Return if Successful

{
  "event": "subscribed",
  "feed": "open_orders",
  "api_key": "CMl2SeSn09Tz+2tWuzPiPUjaXEQRGq6qv5UaexXuQ3SnahDQU/gO3aT+",
  "original_challenge": "226aee50-88fc-4618-a42a-34f7709570b2",
  "signed_challenge":"RE0DVOc7vS6pzcEjGWd/WJRRBWb54RkyvV+AZQSRl4+rap8Rlk64diR+
Z9DQILm7qxncswMmJyvP/2vgzqqh+g=="
}
Field Type Description
event string The result, subscribed or subscribed_failed or unsubscribed or unsubscribed_failed
feed string The requested subscription feed
api_key string The user api key
original_challenge string The message that is received from a challenge request
signed_challenge string The signed challenge message with user api secret

Sample Subscription Snapshot Data

{
  "feed": "open_orders_snapshot",
  "account": "e258dba9-4dd4-4da5-bfef-75beb91c098e",
  "orders": [
    {
      "instrument": "PI_XBTUSD",
      "time": 1612275024153,
      "last_update_time": 1612275024153,
      "qty": 1000,
      "filled": 0,
      "limit_price": 34900,
      "stop_price": 13789,
      "type": "stop",
      "order_id": "723ba95f-13b7-418b-8fcf-ab7ba6620555",
      "direction": 1,
      "reduce_only": false,
      "triggerSignal": "last"
    },
    {
      "instrument": "PI_XBTUSD",
      "time": 1612275209430,
      "last_update_time": 1612275209430,
      "qty": 1000,
      "filled": 0,
      "limit_price": 35058,
      "stop_price": 0,
      "type": "limit",
      "order_id": "7a2f793e-26f3-4987-a938-56d296a11560",
      "direction": 1,
      "reduce_only": false
    }
  ]
}
Field Type Description
feed string The subscribed feed
account string The user account
orders list of structures A list containing the user open orders
instrument string The instrument (referred also as symbol or product_id) of the order
time positive integer The UTC time in milliseconds
last_update_time positive integer The UTC time in milliseconds that the order was last updated
qty positive float The remaining quantity of the order
filled positive float The amount of the order that has been filled
limit_price positive float The limit price of the order
stop_price positive float The stop price of the order
type string The order type, limit, stop, or take_profit
order_id UUID The order id
cli_ord_id UUID The unique client order identifier. This field is returned only if the order has a client order id
direction integer The direction of the order, either 0 for a buy order or 1 for a sell order
reduce_only boolean If true, the order can only reduce open positions, it cannot increase or open new positions
triggerSignal string Trigger signal selected for take profit or stop loss order. Options are last, mark, or spot. Returned only for take profit or stop loss orders

Sample Subscription Delta Data

{
  "feed": "open_orders",
  "order": {
    "instrument": "PI_XBTUSD",
    "time": 1567702877410,
    "last_update_time": 1567702877410,
    "qty": 304.0,
    "filled": 0.0,
    "limit_price": 10640.0,
    "stop_price": 0.0,
    "type": "limit",
    "order_id": "59302619-41d2-4f0b-941f-7e7914760ad3",
    "direction": 1,
    "reduce_only": true
  },
  "is_cancel": false,
  "reason": "new_placed_order_by_user"
}
Field Type Description
feed string The subscribed feed
order structure The user new order
instrument string The instrument (referred also as symbol or product_id) of the order
time positive integer The UTC time in milliseconds
last_update_time positive integer The UTC time in milliseconds that the order was last updated
qty positive float The quantity or the order
filled positive float The amount of the order that is filled
limit_price positive float The limit price of the order
stop_price positive float The stop price of the order
type string The order type, limit or stop
order_id UUID The order id
cli_ord_id UUID The unique client order identifier. This field is returned only if the order has a client order id
direction integer The direction of the order, either 0 for a buy order or 1 for a sell order
reduce_only boolean If true, the order can only reduce open positions, it cannot increase or open new positions
triggerSignal string Trigger signal selected for take profit or stop loss order. Options are last, mark, or spot. Returned only for take profit or stop loss orders
is_cancel boolean If false the open order has been either placed or partially filled and needs to be updated. If true the open order was either fully filled or cancelled and must be removed from open orders snapshot
reason string Reason behind the received delta.
new_placed_order_by_user: User placed a new order
liquidation: User position liquidated. The order cancelled
stop_order_triggered: A stop order triggered. The system removed the stop order
limit_order_from_stop: The system created a limit order because an existing stop order triggered
partial_fill: The order filled partially
full_fill: The order filled fully and removed
cancelled_by_user: The order cancelled by the user and removed
contract_expired: The order contract expired. All open orders of that contract removed
not_enough_margin: The order removed due to insufficient margin
market_inactive: The order removed because market became inactive
cancelled_by_admin: The order removed by administrator's action

Sample Return if Unsuccessful

{
  "event": "error",
  "message": "Invalid product id"
}
Field Type Description
event string Always error
message string An error message out of:
Invalid feed
Json Error

Balances

This feed returns balance information for holding wallets, single collateral wallets and multi-collateral wallets.

Authentication is required.

Feed Event Type API Keys Original & Signed Challenge
balances subscribe / unsubscribe Any Yes

Subscription request

Sample sent message

{
  "event": "subscribe",
  "feed": "balances",
  "api_key": "drUfSSmBbDpcIpwpqK0OBTcGLdAYZJU+NlPIsHaKspu/8feT2YSKl+Jw",
  "original_challenge": "c094497e-9b5f-40da-a122-3751c39b107f",
  "signed_challenge": "Ds0wtsHaXlAby/Vnoil59Q+yJIrJwZGUlgECD3+qEvFcTFfacJi2LrSRzAoqwBAeZk4pGXSmyyIW0uDymZ3olw=="
}

Sample return if successful

{
  "event": "subscribed",
  "feed": "balances",
}
Field Type Description
event string The result, subscribed or subscribed_failed or unsubscribed or unsubscribed_failed
feed string The requested subscription feed
api_key string The user api key
original_challenge string The message that is received from a challenge request
signed_challenge string The signed challenge message with user api secret

Balances Snapshot Data

Sample Subscription Snapshot Data

{
  "feed": "balances_snapshot",
  "account": "4a012c31-df95-484a-9473-d51e4a0c4ae7",
  "holding": {
    "USDT": 4997.5012493753,
    "XBT": 0.1285407184,
    "ETH": 1.8714395862,
    "LTC": 47.6462740614,
    "GBP": 3733.488646461,
    "USDC": 5001.00020004,
    "USD": 5000.0,
    "BCH": 16.8924625832,
    "EUR": 4459.070194683,
    "XRP": 7065.5399485629
  },
  "futures": {
    "F-ETH:EUR": {
      "name": "F-ETH:EUR",
      "pair": "ETH/EUR",
      "unit": "EUR",
      "portfolio_value": 0.0,
      "balance": 0.0,
      "maintenance_margin": 0.0,
      "initial_margin": 0.0,
      "available": 0.0,
      "unrealized_funding": 0.0,
      "pnl": 0.0
    },
    "F-XBT:USD": {
      "name": "F-XBT:USD",
      "pair": "XBT/USD",
      "unit": "XBT",
      "portfolio_value": 0.0,
      "balance": 0.0,
      "maintenance_margin": 0.0,
      "initial_margin": 0.0,
      "available": 0.0,
      "unrealized_funding": 0.0,
      "pnl": 0.0
    },
  },
  "flex_futures": {
    "currencies": {
      "USDT": { "quantity": 0.0, "value": 0.0, "collateral_value": 0.0, "available": 0.0, "haircut": 0.0, "conversion_spread": 0.0 },
      "GBP": { "quantity": 0.0, "value": 0.0, "collateral_value": 0.0, "available": 0.0, "haircut": 0.0, "conversion_spread": 0.0  },
      "USDC": { "quantity": 0.0, "value": 0.0, "collateral_value": 0.0, "available": 0.0, "haircut": 0.0, "conversion_spread": 0.0  },
      "XBT": { "quantity": 0.0, "value": 0.0, "collateral_value": 0.0, "available": 0.0, "haircut": 0.0, "conversion_spread": 0.0  },
      "USD": { "quantity": 0.0, "value": 0.0, "collateral_value": 0.0, "available": 0.0, "haircut": 0.0, "conversion_spread": 0.0  },
      "EUR": { "quantity": 0.0, "value": 0.0, "collateral_value": 0.0, "available": 0.0, "haircut": 0.0, "conversion_spread": 0.0  },
      "ETH": { "quantity": 0.0, "value": 0.0, "collateral_value": 0.0, "available": 0.0, "haircut": 0.0, "conversion_spread": 0.0  }
    },
    "balance_value":0.0,
    "portfolio_value":0.0,
    "collateral_value":0.0,
    "initial_margin":0.0,
    "initial_margin_without_orders":0.0,
    "maintenance_margin":0.0,
    "pnl":0.0,
    "unrealized_funding":0.0,
    "total_unrealized":0.0,
    "total_unrealized_as_margin":0.0,
    "margin_equity":0.0,
    "available_margin":0.0
    "isolated":{
    },
    "cross":{
      "balance_value":9963.66,
      "portfolio_value":9963.66,
      "collateral_value":9963.66,
      "initial_margin":0.0,
      "initial_margin_without_orders":0.0,
      "maintenance_margin":0.0,
      "pnl":0.0,
      "unrealized_funding":0.0,
      "total_unrealized":0.0,
      "total_unrealized_as_margin":0.0,
      "margin_equity":9963.66,
      "available_margin":9963.66,
      "effective_leverage":0.0
},

  "timestamp":1640995200000,
  "seq":0
}
Field Type Description
feed string The subscribed feed
account string The user account name
timestamp positive integer The unix timestamp of the balance state in milliseconds
seq positive integer The subscription message sequence number
holding map of floats A map from currency names to balance quantity
futures map of structures A map from single collateral wallet names to collateral wallet structure
flex_futures structure The multi-collateral wallet structure

Holding Wallet

Field Type Description
currency positive float The balance in the holding wallet

Futures Wallet

Field Type Description
name string The name of the account
pair string The wallet currency pair
unit string The wallet settlement unit
portfolio_value float The current balance with haircuts and any unrealized margin from open positions in settlement units
balance float The current balance in settlement units
maintenance_margin positive float The maintenance margin for open positions
initial_margin float The initial margin for open positions and open orders
available float The current portfolio value minus initial margin
unrealized_funding positive float The total unrealized funding for open positions
pnl positive float The total profit and loss for open positions

Multi-collateral Wallet

Field Type Description
balance_value float The current USD balance of the account
portfolio_value float The current collateral value with unrealized margin from any open positions
collateral_value float The current USD balance with haircuts
initial_margin float The total initial margin for open positions and open orders
initial_margin_without_orders float The total initial margin for open positions
maintenance_margin float The total maintenance margin for open positions
pnl float The total profit and loss for open positions
unrealized_funding float The total unrealized funding for open positions
total_unrealized float The total unrealized funding and pnl
total_unrealized_as_margin float The total unrealized in USD
margin_equity float The current collateral value and unrealized margin
available_margin float The margin equity minus initial margin
isolated map of structures The current margin information for isolated position(s)
cross map of structures The current margin information for cross position(s)
currencies map of structures A map from collateral wallet names to collateral wallet structure

Multi-collateral Currencies

Field Type Description
quantity float The currency quantity
value float The USD value of the currency balance
collateral_value float The current USD balance with haircuts
available float The total available margin valued in the wallet currency
haircut float The rate of reduction in the value of a collateral asset that may be used as margin
conversion_spread float The conversion spread is used to calculate conversion fee for multi-collateral wallets

Balances Delta Data

Field Type Description
feed string The subscribed feed
account string The user account name
timestamp positive integer The unix timestamp of the balance state in milliseconds
seq positive integer The subscription message sequence number
holding optional map of floats A map from currency names to balance quantity
futures optional map of structures A map from single collateral wallet names to collateral wallet structure
flex_futures optional structure The multi-collateral wallet structure

Sample Holding Wallet Balance Delta

{
    "feed": "balances",
    "account": "7a641082-55c7-4411-a85f-930ec2e09617",
    "holding": {
        "USD": 5000.0
    },
    "futures": {},
    "timestamp": 1640995200000,
    "seq": 83
}

Sample Multi-Collateral Balance Delta

{
  "feed": "balances"
  "account": "7a641082-55c7-4411-a85f-930ec2e09617"
  "flex_futures": {
    "currencies": {
      "USDT": { "quantity": 0.0, "value": 0.0, "collateral_value": 0.0, "available": 0.0, "haircut": 0.0, "conversion_spread": 0.0 },
      "GBP": { "quantity": 0.0, "value": 0.0, "collateral_value": 0.0, "available": 0.0, "haircut": 0.0, "conversion_spread": 0.0 },
      "USDC": { "quantity": 0.0, "value": 0.0, "collateral_value": 0.0, "available": 0.0, "haircut": 0.0, "conversion_spread": 0.0 },
      "XBT": { "quantity": 0.0, "value": 0.0, "collateral_value": 0.0, "available": 0.0, "haircut": 0.0, "conversion_spread": 0.0 },
      "USD": { "quantity": 5000.0, "value": 5000.0, "collateral_value": 5000.0, "available": 5000.0, "haircut": 0.0, "conversion_spread": 0.0 },
      "EUR": { "quantity": 0.0, "value": 0.0, "collateral_value": 0.0, "available": 0.0, "haircut": 0.0, "conversion_spread": 0.0 },
      "ETH": { "quantity": 0.0, "value": 0.0, "collateral_value": 0.0, "available": 0.0, "haircut": 0.0, "conversion_spread": 0.0 }
    },
    "balance_value": 5000.0,
    "portfolio_value": 5000.0,
    "collateral_value": 5000.0,
    "initial_margin": 0.0,
    "initial_margin_without_orders": 0.0,
    "maintenance_margin": 0.0,
    "pnl": 0.0,
    "unrealized_funding": 0.0,
    "total_unrealized": 0.0,
    "total_unrealized_as_margin": 0.0,
    "margin_equity": 5000.0,
    "available_margin": 5000.0
  },
  "timestamp": 1640995200000,
  "seq": 1
}

Sample Single-Collateral Balance Delta

{
  "feed": "balances",
  "account": "7a641082-55c7-4411-a85f-930ec2e09617",
  "holding": {},
  "futures": {
    "F-XBT:USD": {
      "name": "F-XBT:USD",
      "pair": "XBT/USD",
      "unit": "XBT",
      "portfolio_value": 0.1219368845,
      "balance": 0.1219368845,
      "maintenance_margin": 0.0,
      "initial_margin": 0.0,
      "available": 0.1219368845,
      "unrealized_funding": 0.0,
      "pnl": 0.0
    }
  },
  "timestamp": 1640995200000,
  "seq": 2
}

Sample return if unsuccessful

{
  "event": "error",
  "message": "Invalid product id"
}

Unsuccessful subscription result

Field Type Description
event string Always error
message string An error message out of:
Invalid feed
Json Error

Notifications

This subscription feed publishes notifications to the client.

Authentication is required.

Feed Event Type API Keys Original & Signed Challenge
notifications_auth subscribe / unsubscribe Any Yes

Sample Sent Message

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

Sample Return if Successful

{
  "event": "subscribed",
  "feed": "notifications_auth",
  "api_key": "CMl2SeSn09Tz+2tWuzPiPUjaXEQRGq6qv5UaexXuQ3SnahDQU/gO3aT+",
  "original_challenge": "226aee50-88fc-4618-a42a-34f7709570b2",
  "signed_challenge":"RE0DVOc7vS6pzcEjGWd/WJRRBWb54RkyvV+AZQSRl4+rap8Rlk64diR+
Z9DQILm7qxncswMmJyvP/2vgzqqh+g=="
}
Field Type Description
event string The result, subscribed or subscribed_failed or unsubscribed or unsubscribed_failed
feed string The requested subscription feed
api_key string The user api key
original_challenge string The message that is received from a challenge request
signed_challenge string The signed challenge message with user api secret

Sample Subscription Snapshot Data

{
  "feed": "notifications_auth",
  "notifications": [
    {
      "id": 5,
      "type": "market",
      "priority": "low",
      "note": "A note describing the notification.",
      "effective_time": 1520288300000
    },

      ...
  ]
}
Field Type Description
feed string The subscribed feed
notifications list of structures A list containing the notifications.
id positive integer The notification id
type string The notification type. Existing types are market, general, new_feature, bug_fix, maintenance, settlement.

If type is maintenance then it implies downtime will occur at effective_time if priority is high
priority string The notification priority. Existing priorities are low, medium, high.

If priority is high then it implies downtime will occur at effective_time when type is maintenance.
note string The notification note. A short description about the specific notification.
effective_time integer The time that notification is taking effect.

Sample Return if Unsuccessful

{
  "event": "error",
  "message": "Json Error"
}
Field Type Description
event string Always error
message string An error message out of:
Invalid feed
Json Error

Additional Resources

Support and malfunction reporting

If you require assistance regarding your API implementation, or if you have questions regarding the API’s functionalities or suggestions for improvements, contact our support team by opening a ticket. We also appreciate any feedback regarding unexpected behaviour of the API or possible shortcomings of the API documentation.

Sample implementations

Sample implementations of the API in Java, Python, C# and Visual Basic .NET can be found on our GitHub page:

https://github.com/cryptofacilities

If you have implemented the API in a language that is not listed here and would like to share your code, contact our support team by opening a ticket.