Filled trade notification
When a new trade is filled after subscription to Websocket filled trades, the server will automatically push it to the client, and this message does not require a reply.
trade_id
string
Trade id
maker_user_id
string
Maker's user id
taker_user_id
string
Taker's user id
maker_user_name
string
Maker's user name
taker_user_name
string
Taker's user name
currency
string
BTC / ETH
quantity
float
For single leg, quantity of the leg; For multileg, quantity of the combo.
direction
string
Taker's direction: buy/sell
price
float
Option value for single leg, net option value for multilegs (taking selling Bull Spread as an example, the meaning of bidding this price is the difference between the leg 1 sell atm call say 0.0500, and leg 2 buy otm call say 0.0100, net = -0.0500+0.0100 = -0.0400. Taker bid a minus price thus net collecting premiums. Maker ask a minus price thus net paying premiums.).
mark_price
float
mark price of combo
kind
string
Kind:option/future/spot
combo_type
string
Combo Type
ref_index_price
float
Index price at the time of transaction
ref_inquiry_id
string
Associated inquiry id
ref_quote_id
string
Associated quote id
create_at
datetime
Order filling time (UTC)
summary_greeks
json
summary greeks of taker,maker needs to be negated
legs.instrument
string
Contract name
legs.size
float
For single leg, legs.size is 1. For multilegs, legs.size is the quantity of other legs divided by the quantity of smallest leg (if the quantities of leg1 and leg2 are 50 and 30, then legs.size of leg1 is 1.667, legs.size of leg2 is 1).
legs.price
float
Unit price of each contract
legs.direction
string
The direction of single legs: buy/sell
legs.mark_price
float
Mark price
legs.bid_price
float
Screen bid price
legs.ask_price
float
Screen ask price
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