Observe orders

GET 
/api/v2/stream/orders

Subscribe to a stream of orders

Request

Query Parameters

marketIds string[]

Restrict orders to those placed on the given markets.

partyIds string[]

Restrict orders to those placed on the market by the given parties.

excludeLiquidity boolean

Whether liquidity orders should be excluded from the stream. If not set, liquidity orders will be included.

Responses

200

A successful response.(streaming responses)

application/json

Schema

Schema

error object
code int32
details object[]
Array [
@type string
A URL/resource name that uniquely identifies the type of the serialized protocol buffer message. This string must contain at least one "/" character. The last segment of the URL's path must represent the fully qualified name of the type (as in path/google.protobuf.Duration). The name should be in a canonical form (e.g., leading "." is not accepted).
In practice, teams usually precompile into the binary all types that they expect it to use in the context of Any. However, for URLs which use the scheme http, https, or no scheme, one can optionally set up a type server that maps type URLs to message definitions as follows:
• If no scheme is provided, https is assumed.
• An HTTP GET on the URL must yield a [google.protobuf.Type][] value in binary format, or produce an error.
• Applications are allowed to cache lookup results based on the URL, or have them precompiled into a binary to avoid any lookup. Therefore, binary compatibility needs to be preserved on changes to types. (Use versioned type names to manage breaking changes.)
Note: this functionality is not currently available in the official protobuf release, and it is not used for type URLs beginning with type.googleapis.com.
Schemes other than http, https (or the empty scheme) might be used with implementation specific semantics.
]
message string
result object
Response that is received from an orders subscription.
snapshot object
An 'initial image' snapshot containing current live orders.
lastPage boolean
Indicator if the last page is reached or not.
orders object[]
List of order data parts.
Array [
batchId uint64
Batch ID for the order, used internally for orders submitted during auctions to keep track of the auction batch this order falls under. Required for fees calculation.
createdAt int64
Timestamp for when the order was created at, in nanoseconds.
expiresAt int64
Timestamp in Unix nanoseconds for when the order will expire.
icebergOrder object
minimumVisibleSize uint64
If the visible size of the order falls below this value, it will be replenished back to the peak size using the reserved amount.
peakSize uint64
Size of the order that will be made visible if the iceberg order is replenished after trading.
reservedRemaining uint64
Size of the order that is reserved and used to restore the iceberg's peak when it is refreshed.
id string
Unique ID generated for the order.
liquidityProvisionId string
Set if the order was created as part of a liquidity provision, will be empty if not.
marketId string
Market ID for the order.
partyId string
Party ID for the order.
peggedOrder object
Pegged order details, used only if the order represents a pegged order.
offset string
Offset from the price reference.
reference Pegged reference defines which price point a pegged order is linked to - meaning the price for a pegged order is calculated from the value of the reference price point (string)
Possible values: [PEGGED_REFERENCE_UNSPECIFIED, PEGGED_REFERENCE_MID, PEGGED_REFERENCE_BEST_BID, PEGGED_REFERENCE_BEST_ASK]
Default value: PEGGED_REFERENCE_UNSPECIFIED
Price point the order is linked to.
postOnly boolean
Only valid for Limit orders. Cannot be True at the same time as Reduce-Only.
price string
Price for the order, the price is an integer, for example 123456 is a correctly formatted price of 1.23456 assuming market configured to 5 decimal places.
reason OrderError codes are returned in the Order.reason field - If there is an issue with an order during its life-cycle, it will be marked with `status.ORDER_STATUS_REJECTED` (string)
Possible values: [ORDER_ERROR_UNSPECIFIED, ORDER_ERROR_INVALID_MARKET_ID, ORDER_ERROR_INVALID_ORDER_ID, ORDER_ERROR_OUT_OF_SEQUENCE, ORDER_ERROR_INVALID_REMAINING_SIZE, ORDER_ERROR_TIME_FAILURE, ORDER_ERROR_REMOVAL_FAILURE, ORDER_ERROR_INVALID_EXPIRATION_DATETIME, ORDER_ERROR_INVALID_ORDER_REFERENCE, ORDER_ERROR_EDIT_NOT_ALLOWED, ORDER_ERROR_AMEND_FAILURE, ORDER_ERROR_NOT_FOUND, ORDER_ERROR_INVALID_PARTY_ID, ORDER_ERROR_MARKET_CLOSED, ORDER_ERROR_MARGIN_CHECK_FAILED, ORDER_ERROR_MISSING_GENERAL_ACCOUNT, ORDER_ERROR_INTERNAL_ERROR, ORDER_ERROR_INVALID_SIZE, ORDER_ERROR_INVALID_PERSISTENCE, ORDER_ERROR_INVALID_TYPE, ORDER_ERROR_SELF_TRADING, ORDER_ERROR_INSUFFICIENT_FUNDS_TO_PAY_FEES, ORDER_ERROR_INCORRECT_MARKET_TYPE, ORDER_ERROR_INVALID_TIME_IN_FORCE, ORDER_ERROR_CANNOT_SEND_GFN_ORDER_DURING_AN_AUCTION, ORDER_ERROR_CANNOT_SEND_GFA_ORDER_DURING_CONTINUOUS_TRADING, ORDER_ERROR_CANNOT_AMEND_TO_GTT_WITHOUT_EXPIRYAT, ORDER_ERROR_EXPIRYAT_BEFORE_CREATEDAT, ORDER_ERROR_CANNOT_HAVE_GTC_AND_EXPIRYAT, ORDER_ERROR_CANNOT_AMEND_TO_FOK_OR_IOC, ORDER_ERROR_CANNOT_AMEND_TO_GFA_OR_GFN, ORDER_ERROR_CANNOT_AMEND_FROM_GFA_OR_GFN, ORDER_ERROR_CANNOT_SEND_IOC_ORDER_DURING_AUCTION, ORDER_ERROR_CANNOT_SEND_FOK_ORDER_DURING_AUCTION, ORDER_ERROR_MUST_BE_LIMIT_ORDER, ORDER_ERROR_MUST_BE_GTT_OR_GTC, ORDER_ERROR_WITHOUT_REFERENCE_PRICE, ORDER_ERROR_BUY_CANNOT_REFERENCE_BEST_ASK_PRICE, ORDER_ERROR_OFFSET_MUST_BE_GREATER_OR_EQUAL_TO_ZERO, ORDER_ERROR_SELL_CANNOT_REFERENCE_BEST_BID_PRICE, ORDER_ERROR_OFFSET_MUST_BE_GREATER_THAN_ZERO, ORDER_ERROR_INSUFFICIENT_ASSET_BALANCE, ORDER_ERROR_CANNOT_AMEND_PEGGED_ORDER_DETAILS_ON_NON_PEGGED_ORDER, ORDER_ERROR_UNABLE_TO_REPRICE_PEGGED_ORDER, ORDER_ERROR_UNABLE_TO_AMEND_PRICE_ON_PEGGED_ORDER, ORDER_ERROR_NON_PERSISTENT_ORDER_OUT_OF_PRICE_BOUNDS, ORDER_ERROR_TOO_MANY_PEGGED_ORDERS, ORDER_ERROR_POST_ONLY_ORDER_WOULD_TRADE, ORDER_ERROR_REDUCE_ONLY_ORDER_WOULD_NOT_REDUCE_POSITION, ORDER_ERROR_ISOLATED_MARGIN_CHECK_FAILED, ORDER_ERROR_PEGGED_ORDERS_NOT_ALLOWED_IN_ISOLATED_MARGIN_MODE, ORDER_ERROR_PRICE_NOT_IN_TICK_SIZE, ORDER_ERROR_PRICE_MUST_BE_LESS_THAN_OR_EQUAL_TO_MAX_PRICE, ORDER_ERROR_SELL_ORDER_NOT_ALLOWED]
Default value: ORDER_ERROR_UNSPECIFIED
Futher details for why an order with status STATUS_REJECTED was rejected.
reduceOnly boolean
Only valid for Non-Persistent orders. Cannot be True at the same time as Post-Only. If set, order will only be executed if the outcome of the trade moves the trader's position closer to 0.
reference string
Reference given for the order.
remaining uint64
Size remaining, when this reaches 0 then the order is fully filled and status becomes STATUS_FILLED.
side Side relates to the direction of an order, to Buy, or Sell (string)
Possible values: [SIDE_UNSPECIFIED, SIDE_BUY, SIDE_SELL]
Default value: SIDE_UNSPECIFIED
Side for the order, e.g. SIDE_BUY or SIDE_SELL.
size uint64
Size for the order, for example, in a futures market the size equals the number of contracts.
status Status values for an order (string)
Possible values: [STATUS_UNSPECIFIED, STATUS_ACTIVE, STATUS_EXPIRED, STATUS_CANCELLED, STATUS_STOPPED, STATUS_FILLED, STATUS_REJECTED, STATUS_PARTIALLY_FILLED, STATUS_PARKED]
Default value: STATUS_UNSPECIFIED
Current status of the order.
timeInForce Time in force indicates how long an order will remain active before it is executed or expires. - See OrderTimeInForce (string)
Possible values: [TIME_IN_FORCE_UNSPECIFIED, TIME_IN_FORCE_GTC, TIME_IN_FORCE_GTT, TIME_IN_FORCE_IOC, TIME_IN_FORCE_FOK, TIME_IN_FORCE_GFA, TIME_IN_FORCE_GFN]
Default value: TIME_IN_FORCE_UNSPECIFIED
• TIME_IN_FORCE_UNSPECIFIED: Default value for TimeInForce, can be valid for an amend
• TIME_IN_FORCE_GTC: Good until cancelled, the order trades any amount and as much as possible and remains on the book until it either trades completely or is cancelled
• TIME_IN_FORCE_GTT: Good until specified time, this order type trades any amount and as much as possible and remains on the book until it either trades completely, is cancelled, or expires at a set time NOTE: this may in future be multiple types or have sub types for orders that provide different ways of specifying expiry
• TIME_IN_FORCE_IOC: Immediate or cancel, the order trades any amount and as much as possible but does not remain on the book (whether it trades or not)
• TIME_IN_FORCE_FOK: Fill or kill, the order either trades completely i.e. remainingSize == 0 after adding, or not at all, and does not remain on the book if it doesn't trade
• TIME_IN_FORCE_GFA: Good for auction, this order is only accepted during an auction period
• TIME_IN_FORCE_GFN: Good for normal, this order is only accepted during normal trading (that can be continuous trading or frequent batched auctions)
type Type values for an order (string)
Possible values: [TYPE_UNSPECIFIED, TYPE_LIMIT, TYPE_MARKET, TYPE_NETWORK]
Default value: TYPE_UNSPECIFIED
Type for the order.
updatedAt int64
Timestamp in Unix nanoseconds for when the order was last updated.
version uint64
Version for the order, initial value is version 1 and is incremented after each successful amend.
]
updates object
List of order updates in the last block.
orders object[]
List of orders data.
Array [
batchId uint64
Batch ID for the order, used internally for orders submitted during auctions to keep track of the auction batch this order falls under. Required for fees calculation.
createdAt int64
Timestamp for when the order was created at, in nanoseconds.
expiresAt int64
Timestamp in Unix nanoseconds for when the order will expire.
icebergOrder object
minimumVisibleSize uint64
If the visible size of the order falls below this value, it will be replenished back to the peak size using the reserved amount.
peakSize uint64
Size of the order that will be made visible if the iceberg order is replenished after trading.
reservedRemaining uint64
Size of the order that is reserved and used to restore the iceberg's peak when it is refreshed.
id string
Unique ID generated for the order.
liquidityProvisionId string
Set if the order was created as part of a liquidity provision, will be empty if not.
marketId string
Market ID for the order.
partyId string
Party ID for the order.
peggedOrder object
Pegged order details, used only if the order represents a pegged order.
offset string
Offset from the price reference.
reference Pegged reference defines which price point a pegged order is linked to - meaning the price for a pegged order is calculated from the value of the reference price point (string)
Possible values: [PEGGED_REFERENCE_UNSPECIFIED, PEGGED_REFERENCE_MID, PEGGED_REFERENCE_BEST_BID, PEGGED_REFERENCE_BEST_ASK]
Default value: PEGGED_REFERENCE_UNSPECIFIED
Price point the order is linked to.
postOnly boolean
Only valid for Limit orders. Cannot be True at the same time as Reduce-Only.
price string
Price for the order, the price is an integer, for example 123456 is a correctly formatted price of 1.23456 assuming market configured to 5 decimal places.
reason OrderError codes are returned in the Order.reason field - If there is an issue with an order during its life-cycle, it will be marked with `status.ORDER_STATUS_REJECTED` (string)
Possible values: [ORDER_ERROR_UNSPECIFIED, ORDER_ERROR_INVALID_MARKET_ID, ORDER_ERROR_INVALID_ORDER_ID, ORDER_ERROR_OUT_OF_SEQUENCE, ORDER_ERROR_INVALID_REMAINING_SIZE, ORDER_ERROR_TIME_FAILURE, ORDER_ERROR_REMOVAL_FAILURE, ORDER_ERROR_INVALID_EXPIRATION_DATETIME, ORDER_ERROR_INVALID_ORDER_REFERENCE, ORDER_ERROR_EDIT_NOT_ALLOWED, ORDER_ERROR_AMEND_FAILURE, ORDER_ERROR_NOT_FOUND, ORDER_ERROR_INVALID_PARTY_ID, ORDER_ERROR_MARKET_CLOSED, ORDER_ERROR_MARGIN_CHECK_FAILED, ORDER_ERROR_MISSING_GENERAL_ACCOUNT, ORDER_ERROR_INTERNAL_ERROR, ORDER_ERROR_INVALID_SIZE, ORDER_ERROR_INVALID_PERSISTENCE, ORDER_ERROR_INVALID_TYPE, ORDER_ERROR_SELF_TRADING, ORDER_ERROR_INSUFFICIENT_FUNDS_TO_PAY_FEES, ORDER_ERROR_INCORRECT_MARKET_TYPE, ORDER_ERROR_INVALID_TIME_IN_FORCE, ORDER_ERROR_CANNOT_SEND_GFN_ORDER_DURING_AN_AUCTION, ORDER_ERROR_CANNOT_SEND_GFA_ORDER_DURING_CONTINUOUS_TRADING, ORDER_ERROR_CANNOT_AMEND_TO_GTT_WITHOUT_EXPIRYAT, ORDER_ERROR_EXPIRYAT_BEFORE_CREATEDAT, ORDER_ERROR_CANNOT_HAVE_GTC_AND_EXPIRYAT, ORDER_ERROR_CANNOT_AMEND_TO_FOK_OR_IOC, ORDER_ERROR_CANNOT_AMEND_TO_GFA_OR_GFN, ORDER_ERROR_CANNOT_AMEND_FROM_GFA_OR_GFN, ORDER_ERROR_CANNOT_SEND_IOC_ORDER_DURING_AUCTION, ORDER_ERROR_CANNOT_SEND_FOK_ORDER_DURING_AUCTION, ORDER_ERROR_MUST_BE_LIMIT_ORDER, ORDER_ERROR_MUST_BE_GTT_OR_GTC, ORDER_ERROR_WITHOUT_REFERENCE_PRICE, ORDER_ERROR_BUY_CANNOT_REFERENCE_BEST_ASK_PRICE, ORDER_ERROR_OFFSET_MUST_BE_GREATER_OR_EQUAL_TO_ZERO, ORDER_ERROR_SELL_CANNOT_REFERENCE_BEST_BID_PRICE, ORDER_ERROR_OFFSET_MUST_BE_GREATER_THAN_ZERO, ORDER_ERROR_INSUFFICIENT_ASSET_BALANCE, ORDER_ERROR_CANNOT_AMEND_PEGGED_ORDER_DETAILS_ON_NON_PEGGED_ORDER, ORDER_ERROR_UNABLE_TO_REPRICE_PEGGED_ORDER, ORDER_ERROR_UNABLE_TO_AMEND_PRICE_ON_PEGGED_ORDER, ORDER_ERROR_NON_PERSISTENT_ORDER_OUT_OF_PRICE_BOUNDS, ORDER_ERROR_TOO_MANY_PEGGED_ORDERS, ORDER_ERROR_POST_ONLY_ORDER_WOULD_TRADE, ORDER_ERROR_REDUCE_ONLY_ORDER_WOULD_NOT_REDUCE_POSITION, ORDER_ERROR_ISOLATED_MARGIN_CHECK_FAILED, ORDER_ERROR_PEGGED_ORDERS_NOT_ALLOWED_IN_ISOLATED_MARGIN_MODE, ORDER_ERROR_PRICE_NOT_IN_TICK_SIZE, ORDER_ERROR_PRICE_MUST_BE_LESS_THAN_OR_EQUAL_TO_MAX_PRICE, ORDER_ERROR_SELL_ORDER_NOT_ALLOWED]
Default value: ORDER_ERROR_UNSPECIFIED
Futher details for why an order with status STATUS_REJECTED was rejected.
reduceOnly boolean
Only valid for Non-Persistent orders. Cannot be True at the same time as Post-Only. If set, order will only be executed if the outcome of the trade moves the trader's position closer to 0.
reference string
Reference given for the order.
remaining uint64
Size remaining, when this reaches 0 then the order is fully filled and status becomes STATUS_FILLED.
side Side relates to the direction of an order, to Buy, or Sell (string)
Possible values: [SIDE_UNSPECIFIED, SIDE_BUY, SIDE_SELL]
Default value: SIDE_UNSPECIFIED
Side for the order, e.g. SIDE_BUY or SIDE_SELL.
size uint64
Size for the order, for example, in a futures market the size equals the number of contracts.
status Status values for an order (string)
Possible values: [STATUS_UNSPECIFIED, STATUS_ACTIVE, STATUS_EXPIRED, STATUS_CANCELLED, STATUS_STOPPED, STATUS_FILLED, STATUS_REJECTED, STATUS_PARTIALLY_FILLED, STATUS_PARKED]
Default value: STATUS_UNSPECIFIED
Current status of the order.
timeInForce Time in force indicates how long an order will remain active before it is executed or expires. - See OrderTimeInForce (string)
Possible values: [TIME_IN_FORCE_UNSPECIFIED, TIME_IN_FORCE_GTC, TIME_IN_FORCE_GTT, TIME_IN_FORCE_IOC, TIME_IN_FORCE_FOK, TIME_IN_FORCE_GFA, TIME_IN_FORCE_GFN]
Default value: TIME_IN_FORCE_UNSPECIFIED
• TIME_IN_FORCE_UNSPECIFIED: Default value for TimeInForce, can be valid for an amend
• TIME_IN_FORCE_GTC: Good until cancelled, the order trades any amount and as much as possible and remains on the book until it either trades completely or is cancelled
• TIME_IN_FORCE_GTT: Good until specified time, this order type trades any amount and as much as possible and remains on the book until it either trades completely, is cancelled, or expires at a set time NOTE: this may in future be multiple types or have sub types for orders that provide different ways of specifying expiry
• TIME_IN_FORCE_IOC: Immediate or cancel, the order trades any amount and as much as possible but does not remain on the book (whether it trades or not)
• TIME_IN_FORCE_FOK: Fill or kill, the order either trades completely i.e. remainingSize == 0 after adding, or not at all, and does not remain on the book if it doesn't trade
• TIME_IN_FORCE_GFA: Good for auction, this order is only accepted during an auction period
• TIME_IN_FORCE_GFN: Good for normal, this order is only accepted during normal trading (that can be continuous trading or frequent batched auctions)
type Type values for an order (string)
Possible values: [TYPE_UNSPECIFIED, TYPE_LIMIT, TYPE_MARKET, TYPE_NETWORK]
Default value: TYPE_UNSPECIFIED
Type for the order.
updatedAt int64
Timestamp in Unix nanoseconds for when the order was last updated.
version uint64
Version for the order, initial value is version 1 and is incremented after each successful amend.
]

Example (from schema)

{
  "error": {
    "code": 0,
    "details": [
      {
        "@type": "string"
      }
    ],
    "message": "string"
  },
  "result": {
    "snapshot": {
      "lastPage": true,
      "orders": [
        {
          "batchId": "string",
          "createdAt": "string",
          "expiresAt": "string",
          "icebergOrder": {
            "minimumVisibleSize": "string",
            "peakSize": "string",
            "reservedRemaining": "string"
          },
          "id": "string",
          "liquidityProvisionId": "string",
          "marketId": "string",
          "partyId": "string",
          "peggedOrder": {
            "offset": "string",
            "reference": "PEGGED_REFERENCE_UNSPECIFIED"
          },
          "postOnly": true,
          "price": "string",
          "reason": "ORDER_ERROR_UNSPECIFIED",
          "reduceOnly": true,
          "reference": "string",
          "remaining": "string",
          "side": "SIDE_UNSPECIFIED",
          "size": "string",
          "status": "STATUS_UNSPECIFIED",
          "timeInForce": "TIME_IN_FORCE_UNSPECIFIED",
          "type": "TYPE_UNSPECIFIED",
          "updatedAt": "string",
          "version": "string"
        }
      ]
    },
    "updates": {
      "orders": [
        {
          "batchId": "string",
          "createdAt": "string",
          "expiresAt": "string",
          "icebergOrder": {
            "minimumVisibleSize": "string",
            "peakSize": "string",
            "reservedRemaining": "string"
          },
          "id": "string",
          "liquidityProvisionId": "string",
          "marketId": "string",
          "partyId": "string",
          "peggedOrder": {
            "offset": "string",
            "reference": "PEGGED_REFERENCE_UNSPECIFIED"
          },
          "postOnly": true,
          "price": "string",
          "reason": "ORDER_ERROR_UNSPECIFIED",
          "reduceOnly": true,
          "reference": "string",
          "remaining": "string",
          "side": "SIDE_UNSPECIFIED",
          "size": "string",
          "status": "STATUS_UNSPECIFIED",
          "timeInForce": "TIME_IN_FORCE_UNSPECIFIED",
          "type": "TYPE_UNSPECIFIED",
          "updatedAt": "string",
          "version": "string"
        }
      ]
    }
  }
}

500

An internal server error

application/json

Schema

Schema

code int32
details object[]
Array [
@type string
A URL/resource name that uniquely identifies the type of the serialized protocol buffer message. This string must contain at least one "/" character. The last segment of the URL's path must represent the fully qualified name of the type (as in path/google.protobuf.Duration). The name should be in a canonical form (e.g., leading "." is not accepted).
In practice, teams usually precompile into the binary all types that they expect it to use in the context of Any. However, for URLs which use the scheme http, https, or no scheme, one can optionally set up a type server that maps type URLs to message definitions as follows:
• If no scheme is provided, https is assumed.
• An HTTP GET on the URL must yield a [google.protobuf.Type][] value in binary format, or produce an error.
• Applications are allowed to cache lookup results based on the URL, or have them precompiled into a binary to avoid any lookup. Therefore, binary compatibility needs to be preserved on changes to types. (Use versioned type names to manage breaking changes.)
Note: this functionality is not currently available in the official protobuf release, and it is not used for type URLs beginning with type.googleapis.com.
Schemes other than http, https (or the empty scheme) might be used with implementation specific semantics.
]
message string

Example (from schema)

{
  "code": 0,
  "details": [
    {
      "@type": "string"
    }
  ],
  "message": "string"
}

default

An unexpected error response.

application/json

Schema

Schema

code int32
details object[]
Array [
@type string
A URL/resource name that uniquely identifies the type of the serialized protocol buffer message. This string must contain at least one "/" character. The last segment of the URL's path must represent the fully qualified name of the type (as in path/google.protobuf.Duration). The name should be in a canonical form (e.g., leading "." is not accepted).
In practice, teams usually precompile into the binary all types that they expect it to use in the context of Any. However, for URLs which use the scheme http, https, or no scheme, one can optionally set up a type server that maps type URLs to message definitions as follows:
• If no scheme is provided, https is assumed.
• An HTTP GET on the URL must yield a [google.protobuf.Type][] value in binary format, or produce an error.
• Applications are allowed to cache lookup results based on the URL, or have them precompiled into a binary to avoid any lookup. Therefore, binary compatibility needs to be preserved on changes to types. (Use versioned type names to manage breaking changes.)
Note: this functionality is not currently available in the official protobuf release, and it is not used for type URLs beginning with type.googleapis.com.
Schemes other than http, https (or the empty scheme) might be used with implementation specific semantics.
]
message string

Example (from schema)

{
  "code": 0,
  "details": [
    {
      "@type": "string"
    }
  ],
  "message": "string"
}

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