Portfolio Margin WebSocket Market Streams

Schemas

accountConfigUpdate

e

string · enum

Event Type

Enum values:

ACCOUNT_CONFIG_UPDATE

fs

string

Event business unit

Example: UM

E

integer · int64

Event Time

Example: 1611646737479

T

integer · int64

Transaction Time

Example: 1611646737476

object

accountUpdate

e

string · enum

Event Type

Enum values:

ACCOUNT_UPDATE

fs

string

Event business unit. 'UM' for USDS-M futures and 'CM' for COIN-M futures

Example: UM

E

integer · int64

Event Time

Example: 1564745798939

T

integer · int64

Transaction

Example: 1564745798938

i

string

Account Alias, ignore for UM

Example:

object

Update Data

algoOrderUpdate

e

string · enum

Event Type

Enum values:

ALGO_UPDATE

T

integer · int64

Transaction Time

Example: 1750515742297

E

integer · int64

Event Time

Example: 1750515742303

fs

string

Futures segment, UM for USDS-M Futures, CM for Coin-M Futures

Example: UM

object

Algo order info

balanceUpdate

e

string · enum

Event Type

Enum values:

balanceUpdate

E

integer · int64

Event Time

Example: 1573200697110

a

string

Asset

Example: BTC

d

string

Balance Delta

Example: 100.00000000

U

integer · int64

Event updateId

Example: 1027053479517

T

integer · int64

Clear Time

Example: 1573200697068

conditionalOrderTradeUpdate

e

string · enum

Event Type

Enum values:

CONDITIONAL_ORDER_TRADE_UPDATE

T

integer · int64

Transaction Time

Example: 1669262908216

E

integer · int64

Event Time

Example: 1669262908218

fs

string

Event business unit

Example: UM

object

executionReport

e

string · enum

Event type

Enum values:

executionReport

E

integer · int64

Event time

Example: 1499405658658

s

string

Symbol

Example: ETHBTC

c

string

Client order ID

Example: mUvoqJxFIILMdfAW5iGSOW

S

string

Side

Example: BUY

o

string

Order type

Example: LIMIT

f

string

Time in force

Example: GTC

q

string

Order quantity

Example: 1.00000000

p

string

Order price

Example: 0.10264410

P

string

Stop price

Example: 0.00000000

d

integer · int64

Trailing Delta; This is only visible if the order was a trailing stop order.

Example: 4

F

string

Iceberg quantity; Will not be visible if not iceberg order

Example: 0.00000000

g

integer · int64

OrderListId

Example: -1

C

string

Original client order ID; Only visible on cancellation of order, the ID of the order being canceled.

Example:

x

string

Current execution type

Example: NEW

X

string

Current order status

Example: NEW

r

string

Order reject reason; Only visible if there is a rejection, will be an error code.

Example: NONE

i

integer · int64

Order ID

Example: 4293153

l

string

Last executed quantity

Example: 0.00000000

z

string

Cumulative filled quantity

Example: 0.00000000

L

string

Last executed price

Example: 0.00000000

n

string

Commission amount

Example: 0

N

string

Commission asset; Only visible when there is a commission amount.

Example: null

T

integer · int64

Transaction time

Example: 1499405658657

t

integer · int64

Trade ID

Example: -1

v

integer · int64

Prevented Match Id; This is only visible if the order expire due to STP trigger.

Example: 3

I

integer · int64

updateId

Example: 8641984

w

boolean

Is the order on the book?

Example: true

m

boolean

Is this trade the maker side?

Example: false

O

integer · int64

Order creation time

Example: 1499405658657

Z

string

Cumulative quote asset transacted quantity

Example: 0.00000000

Y

string

Last quote asset transacted quantity (i.e. lastPrice * lastQty)

Example: 0.00000000

Q

string

Quote Order Quantity; This is only visible if indicated in the order

Example: 0.00000000

D

integer · int64

Trailing Time; This is only visible if the trailing stop order has been activated.

Example: 1668680518494

j

integer · int64

Strategy ID; This is only visible if the strategyId parameter was provided upon order placement

Example: 1

J

integer · int64

Strategy Type; This is only visible if the strategyType parameter was provided upon order placement

Example: 1000000

W

integer · int64

Working Time; This is only visible if the order has been placed on the book.

Example: 1499405658657

V

string

selfTradePreventionMode

Example: NONE

u

integer · int64

TradeGroupId; This is only visible if the account is part of a trade group and the order expired due to STP trigger.

Example: 1

U

integer · int64

CounterOrderId; This is only visible if the order expired due to STP trigger.

Example: 37

A

string

Prevented Quantity; This is only visible if the order expired due to STP trigger.

Example: 3.000000

B

string

Last Prevented Quantity; This is only visible if the order expired due to STP trigger.

Example: 3.000000

Cs

string

Counter Symbol; This is only visible if the order expired due to STP trigger.

Example: BTCUSDT

pl

string

Prevented Execution Quantity; This is only visible if the order expired due to STP trigger.

Example: 2.123456

pL

string

Prevented Execution Price; This is only visible if the order expired due to STP trigger.

Example: 0.10000001

pY

string

Prevented Execution Quote Qty; This is only visible if the order expired due to STP trigger.

Example: 0.21234562

eR

string

Expiry Reason; This is only visible if the order has expired.

Example: INSUFFICIENT_LIQUIDITY

liabilityChange

e

string · enum

Event Type

Enum values:

liabilityChange

E

integer · int64

Event Time

Example: 1573200697110

a

string

Asset

Example: BTC

t

string

Type

Example: BORROW

T

integer · int64

Transaction ID

Example: 1352286576452864800

p

string

Principal

Example: 1.03453430

i

string

Interest

Example: 0

l

string

Total Liability

Example: 1.03476851

listenKeyExpired

e

string · enum

Event Type

Enum values:

listenKeyExpired

E

integer · int64

Event Time

Example: 1576653824250

openOrderLoss

e

string · enum

Event Type

Enum values:

openOrderLoss

E

integer · int64

Event Time

Example: 1678710578788

object[]

Update Data

orderTradeUpdate

e

string · enum

Event Type

Enum values:

ORDER_TRADE_UPDATE

fs

string

Event business unit. 'UM' for USDS-M futures and 'CM' for COIN-M futures

Example: UM

E

integer · int64

Event Time

Example: 1568879465651

T

integer · int64

Transaction Time

Example: 1568879465650

i

string

Account Alias, ignore for UM

Example:

object

outboundAccountPosition

e

string · enum

Event type

Enum values:

outboundAccountPosition

E

integer · int64

Event Time

Example: 1564034571105

u

integer · int64

Time of last account update

Example: 1564034571073

U

integer · int64

Time updateID

Example: 1027053479517

object[]

Balances Array

riskLevelChange

e

string · enum

Event Type

Enum values:

riskLevelChange

E

integer · int64

Event Time

Example: 1587727187525

u

string

uniMMR level

Example: 1.99999999

s

string

Risk level: MARGIN_CALL, REDUCE_ONLY, FORCE_LIQUIDATION

Example: MARGIN_CALL

eq

string

Account equity in USD value

Example: 30.23416728

ae

string

Actual equity without collateral rate in USD value

Example: 30.23416728

m

string

Total maintenance margin in USD value

Example: 15.11708371

User Data Stream Events

oneOf

Exactly one variant must match.

Decision Table

Variant	Matching Criteria
	type = object · e="ACCOUNT_CONFIG_UPDATE"
	type = object · e="ACCOUNT_UPDATE"
	type = object · e="ALGO_UPDATE"
	type = object · e="balanceUpdate"
	type = object · e="CONDITIONAL_ORDER_TRADE_UPDATE"
	type = object · e="executionReport"
	type = object · e="liabilityChange"
	type = object · e="listenKeyExpired"
	type = object · e="openOrderLoss"
	type = object · e="ORDER_TRADE_UPDATE"
	type = object · e="outboundAccountPosition"
	type = object · e="riskLevelChange"

Properties for ACCOUNT_CONFIG_UPDATE:

e

string · enum

Event Type

Enum values:

ACCOUNT_CONFIG_UPDATE

fs

string

Event business unit

Example: UM

E

integer · int64

Event Time

Example: 1611646737479

T

integer · int64

Transaction Time

Example: 1611646737476

object

accountUpdate

e

string · enum

Event Type

Enum values:

ACCOUNT_UPDATE

fs

string

Event business unit. 'UM' for USDS-M futures and 'CM' for COIN-M futures

Example: UM

E

integer · int64

Event Time

Example: 1564745798939

T

integer · int64

Transaction

Example: 1564745798938

i

string

Account Alias, ignore for UM

Example:

object

Update Data

executionReport

e

string · enum

Event type

Enum values:

executionReport

E

integer · int64

Event time

Example: 1499405658658

s

string

Symbol

Example: ETHBTC

c

string

Client order ID

Example: mUvoqJxFIILMdfAW5iGSOW

S

string

Side

Example: BUY

o

string

Order type

Example: LIMIT

f

string

Time in force

Example: GTC

q

string

Order quantity

Example: 1.00000000

p

string

Order price

Example: 0.10264410

P

string

Stop price

Example: 0.00000000

d

integer · int64

Trailing Delta; This is only visible if the order was a trailing stop order.

Example: 4

F

string

Iceberg quantity; Will not be visible if not iceberg order

Example: 0.00000000

g

integer · int64

OrderListId

Example: -1

C

string

Original client order ID; Only visible on cancellation of order, the ID of the order being canceled.

Example:

x

string

Current execution type

Example: NEW

X

string

Current order status

Example: NEW

r

string

Order reject reason; Only visible if there is a rejection, will be an error code.

Example: NONE

i

integer · int64

Order ID

Example: 4293153

l

string

Last executed quantity

Example: 0.00000000

z

string

Cumulative filled quantity

Example: 0.00000000

L

string

Last executed price

Example: 0.00000000

n

string

Commission amount

Example: 0

N

string

Commission asset; Only visible when there is a commission amount.

Example: null

T

integer · int64

Transaction time

Example: 1499405658657

t

integer · int64

Trade ID

Example: -1

v

integer · int64

Prevented Match Id; This is only visible if the order expire due to STP trigger.

Example: 3

I

integer · int64

updateId

Example: 8641984

w

boolean

Is the order on the book?

Example: true

m

boolean

Is this trade the maker side?

Example: false

O

integer · int64

Order creation time

Example: 1499405658657

Z

string

Cumulative quote asset transacted quantity

Example: 0.00000000

Y

string

Last quote asset transacted quantity (i.e. lastPrice * lastQty)

Example: 0.00000000

Q

string

Quote Order Quantity; This is only visible if indicated in the order

Example: 0.00000000

D

integer · int64

Trailing Time; This is only visible if the trailing stop order has been activated.

Example: 1668680518494

j

integer · int64

Strategy ID; This is only visible if the strategyId parameter was provided upon order placement

Example: 1

J

integer · int64

Strategy Type; This is only visible if the strategyType parameter was provided upon order placement

Example: 1000000

W

integer · int64

Working Time; This is only visible if the order has been placed on the book.

Example: 1499405658657

V

string

selfTradePreventionMode

Example: NONE

u

integer · int64

TradeGroupId; This is only visible if the account is part of a trade group and the order expired due to STP trigger.

Example: 1

U

integer · int64

CounterOrderId; This is only visible if the order expired due to STP trigger.

Example: 37

A

string

Prevented Quantity; This is only visible if the order expired due to STP trigger.

Example: 3.000000

B

string

Last Prevented Quantity; This is only visible if the order expired due to STP trigger.

Example: 3.000000

Cs

string

Counter Symbol; This is only visible if the order expired due to STP trigger.

Example: BTCUSDT

pl

string

Prevented Execution Quantity; This is only visible if the order expired due to STP trigger.

Example: 2.123456

pL

string

Prevented Execution Price; This is only visible if the order expired due to STP trigger.

Example: 0.10000001

pY

string

Prevented Execution Quote Qty; This is only visible if the order expired due to STP trigger.

Example: 0.21234562

eR

string

Expiry Reason; This is only visible if the order has expired.

Example: INSUFFICIENT_LIQUIDITY

liabilityChange

e

string · enum

Event Type

Enum values:

liabilityChange

E

integer · int64

Event Time

Example: 1573200697110

a

string

Asset

Example: BTC

t

string

Type

Example: BORROW

T

integer · int64

Transaction ID

Example: 1352286576452864800

p

string

Principal

Example: 1.03453430

i

string

Interest

Example: 0

l

string

Total Liability

Example: 1.03476851

orderTradeUpdate

e

string · enum

Event Type

Enum values:

ORDER_TRADE_UPDATE

fs

string

Event business unit. 'UM' for USDS-M futures and 'CM' for COIN-M futures

Example: UM

E

integer · int64

Event Time

Example: 1568879465651

T

integer · int64

Transaction Time

Example: 1568879465650

i

string

Account Alias, ignore for UM

Example:

object

riskLevelChange

e

string · enum

Event Type

Enum values:

riskLevelChange

E

integer · int64

Event Time

Example: 1587727187525

u

string

uniMMR level

Example: 1.99999999

s

string

Risk level: MARGIN_CALL, REDUCE_ONLY, FORCE_LIQUIDATION

Example: MARGIN_CALL

eq

string

Account equity in USD value

Example: 30.23416728

ae

string

Actual equity without collateral rate in USD value

Example: 30.23416728

m

string

Total maintenance margin in USD value

Example: 15.11708371

User Data Stream Events

oneOf

Exactly one variant must match.

Decision Table

Variant	Matching Criteria
	type = object · e="ACCOUNT_CONFIG_UPDATE"
	type = object · e="ACCOUNT_UPDATE"
	type = object · e="ALGO_UPDATE"
	type = object · e="balanceUpdate"
	type = object · e="CONDITIONAL_ORDER_TRADE_UPDATE"
	type = object · e="executionReport"
	type = object · e="liabilityChange"
	type = object · e="listenKeyExpired"
	type = object · e="openOrderLoss"
	type = object · e="ORDER_TRADE_UPDATE"
	type = object · e="outboundAccountPosition"
	type = object · e="riskLevelChange"

Properties for ACCOUNT_CONFIG_UPDATE:

e

string · enum

Event Type

Enum values:

ACCOUNT_CONFIG_UPDATE

fs

string

Event business unit

Example: UM

E

integer · int64

Event Time

Example: 1611646737479

T

integer · int64

Transaction Time

Example: 1611646737476

object