Margin WebSocket Market Streams

Schemas

marginLevelStatusChange

e

string · enum

Event Type

Enum values:

MARGIN_LEVEL_STATUS_CHANGE

E

integer · int64

Event Time

Example: 1701949763462

l

string

Margin level

Example: 1.1

s

string

Margin call status

Example: MARGIN_CALL

userLiabilityChange

e

string · enum

Event Type

Enum values:

USER_LIABILITY_CHANGE

E

integer · int64

Event Time

Example: 1701949801133

a

string

Asset

Example: BTC

t

string

Liability Update Type

Example: BORROW

p

string

Principle Quantity

Example: 0.00000100

i

string

Interest Quantity

Example: 0.00000000

Risk Data Stream Events

oneOf

Exactly one variant must match.

Decision Table

Variant	Matching Criteria
	type = object · e="MARGIN_LEVEL_STATUS_CHANGE"
	type = object · e="USER_LIABILITY_CHANGE"

Properties for MARGIN_LEVEL_STATUS_CHANGE:

e

string · enum

Event Type

Enum values:

MARGIN_LEVEL_STATUS_CHANGE

E

integer · int64

Event Time

Example: 1701949763462

l

string

Margin level

Example: 1.1

s

string

Margin call status

Example: MARGIN_CALL

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

T

integer · int64

Clear Time

Example: 1573200697068

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

F

string

Iceberg quantity

Example: 0.00000000

g

integer · int64

OrderListId

Example: -1

C

string

Original client order ID; This is 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; 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

Example: null

T

integer · int64

Transaction time

Example: 1499405658657

t

integer · int64

Trade ID

Example: -1

I

integer · int64

Ignore

Example: 8641984

w

boolean

Is the order on the book?

Example: true

m

boolean

Is this trade the maker side?

Example: false

M

boolean

Ignore

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

Example: 0.00000000

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

d

string

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

Example: 4

D

string

Trailing Time

Example: 1668680518494

j

string

Strategy Id

Example: 1

J

string

Strategy Type

Example: 1000000

v

string

Prevented Match Id

Example: 3

A

string

Prevented Quantity

Example: 3.000000

B

string

Last Prevented Quantity

Example: 3.000000

u

string

Trade Group Id

Example: 1

U

string

Counter Order Id

Example: 37

Cs

string

Counter Symbol

Example: BTCUSDT

pl

string

Prevented Execution Quantity

Example: 2.123456

pL

string

Prevented Execution Price

Example: 0.10000001

pY

string

Prevented Execution Quote Qty

Example: 0.21234562

b

string

Match Type

Example: ONE_PARTY_TRADE_REPORT

a

string

Allocation ID

Example: 1234

k

string

Working Floor

Example: SOR

uS

boolean

UsedSor

Example: true

listStatus

e

string · enum

Event Type

Enum values:

listStatus

E

integer · int64

Event Time

Example: 1564035303637

s

string

Symbol

Example: ETHBTC

g

integer · int64

OrderListId

Example: 2

c

string

Contingency Type

Example: OCO

l

string

List Status Type

Example: EXEC_STARTED

L

string

List Order Status

Example: EXECUTING

r

string

List Reject Reason

Example: NONE

C

string

List Client Order ID

Example: F4QN4G8DlFATFlIUQ0cjdD

T

integer · int64

Transaction Time

Example: 1564035303625

object[]

An array of objects

listenKeyExpired

e

string · enum

Event type

Enum values:

listenKeyExpired

E

string

Event time

Example: 1699596037418

listenKey

string

Example: OfYGbUzi3PraNagEkdKuFwUHn48brFsItTdsuiIXrucEvD0rhRXZ7I6URWfE8YE8

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

object[]

Balances Array

Trade Data Stream Events

oneOf

Exactly one variant must match.

Decision Table

Variant	Matching Criteria
	type = object · e="MARGIN_LEVEL_STATUS_CHANGE"
	type = object · e="USER_LIABILITY_CHANGE"
	type = object · e="balanceUpdate"
	type = object · e="executionReport"
	type = object · e="listStatus"
	type = object · e="listenKeyExpired"
	type = object · e="outboundAccountPosition"

Properties for MARGIN_LEVEL_STATUS_CHANGE:

e

string · enum

Event Type

Enum values:

MARGIN_LEVEL_STATUS_CHANGE

E

integer · int64

Event Time

Example: 1701949763462

l

string

Margin level

Example: 1.1

s

string

Margin call status

Example: MARGIN_CALL

Risk Data Stream Events

oneOf

Exactly one variant must match.

Decision Table

Variant	Matching Criteria
	type = object · e="MARGIN_LEVEL_STATUS_CHANGE"
	type = object · e="USER_LIABILITY_CHANGE"

Properties for MARGIN_LEVEL_STATUS_CHANGE:

e

string · enum

Event Type

Enum values:

MARGIN_LEVEL_STATUS_CHANGE

E

integer · int64

Event Time

Example: 1701949763462

l

string

Margin level

Example: 1.1

s

string

Margin call status

Example: MARGIN_CALL

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

F

string

Iceberg quantity

Example: 0.00000000

g

integer · int64

OrderListId

Example: -1

C

string

Original client order ID; This is 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; 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

Example: null

T

integer · int64

Transaction time

Example: 1499405658657

t

integer · int64

Trade ID

Example: -1

I

integer · int64

Ignore

Example: 8641984

w

boolean

Is the order on the book?

Example: true

m

boolean

Is this trade the maker side?

Example: false

M

boolean

Ignore

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

Example: 0.00000000

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

d

string

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

Example: 4

D

string

Trailing Time

Example: 1668680518494

j

string

Strategy Id

Example: 1

J

string

Strategy Type

Example: 1000000

v

string

Prevented Match Id

Example: 3

A

string

Prevented Quantity

Example: 3.000000

B

string

Last Prevented Quantity

Example: 3.000000

u

string

Trade Group Id

Example: 1

U

string

Counter Order Id

Example: 37

Cs

string

Counter Symbol

Example: BTCUSDT

pl

string

Prevented Execution Quantity

Example: 2.123456

pL

string

Prevented Execution Price

Example: 0.10000001

pY

string

Prevented Execution Quote Qty

Example: 0.21234562

b

string

Match Type

Example: ONE_PARTY_TRADE_REPORT

a

string

Allocation ID

Example: 1234

k

string

Working Floor

Example: SOR

uS

boolean

UsedSor

Example: true

listStatus

e

string · enum

Event Type

Enum values:

listStatus

E

integer · int64

Event Time

Example: 1564035303637

s

string

Symbol

Example: ETHBTC

g

integer · int64

OrderListId

Example: 2

c

string

Contingency Type

Example: OCO

l

string

List Status Type

Example: EXEC_STARTED

L

string

List Order Status

Example: EXECUTING

r

string

List Reject Reason

Example: NONE

C

string

List Client Order ID

Example: F4QN4G8DlFATFlIUQ0cjdD

T

integer · int64

Transaction Time

Example: 1564035303625

object[]

An array of objects

Trade Data Stream Events

oneOf

Exactly one variant must match.

Decision Table

Variant	Matching Criteria
	type = object · e="MARGIN_LEVEL_STATUS_CHANGE"
	type = object · e="USER_LIABILITY_CHANGE"
	type = object · e="balanceUpdate"
	type = object · e="executionReport"
	type = object · e="listStatus"
	type = object · e="listenKeyExpired"
	type = object · e="outboundAccountPosition"

Properties for MARGIN_LEVEL_STATUS_CHANGE:

e

string · enum

Event Type

Enum values:

MARGIN_LEVEL_STATUS_CHANGE

E

integer · int64

Event Time

Example: 1701949763462

l

string

Margin level

Example: 1.1

s

string

Margin call status

Example: MARGIN_CALL