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Executions executions

Request executions history (fills) and subscribe to updates from your connected exchange accounts.

Request

Request recent executions.

Send

message array ["request", "executions", requestId?]
instruction string = "request"
Specify that message is a request for data.
topic string = "executions"
The executions topic.
requestId string
(Optional) Any string to correlate the response.

Example:

socket.send('["request", "executions"]');

Receive

The response will take the form:

message array [topic, data]
topic string
The executions topic.
executions array [execution, ...]
An array of executions.
execution object
The execution data with fields below.

Where no requestId is sent, a separate message will be received on the executions channel for each connected exchange. This matches the behavior of the initial snapshot messages after subscription, described below.

Where requestId is sent, a single message will be received with execution from all exchanges once they have all responded.

See Message Structure for the format of responses to requests made with a requestId.

Subscribe

Subscribe to execution updates.

Send

message array ["subscribe", "executions"]
instruction string = "subscribe"
Specify that message is an instruction to begin streaming data.
topic string
The executions topic.

Example:

socket.send('["subscribe", "executions"]');

Receive

Subscription updates are identical to the response above. When first subscribing, the server will also respond with recent executions from each connected exchange. These will have a property snapshot set to true, which can be used to distinguish from live execution updates.

Fields

FieldTypeValuesFXCMOANDABitMEXBinanceBitfinex
brokerstringFXCM [1]
OANDA [1]
BitMEX
Binance
Bitfinex
idstring
instrumentIdstring
symbolstring
timestring
sidestringBUY
SELL
quantitynumber
pricenumber
orderIdstring
orderTypestringMARKET
LIMIT
STOP
STOP_LIMIT
MARKET_IF_TOUCHED
LIMIT_IF_TOUCHED
PEGGED
TAKE_PROFIT
TAKE_PROFIT_LIMIT
LIMIT_MAKER
orderPricenumber
orderStatusstringPARTIALLY_FILLED
FILLED
makerboolean
feenumber
feeCurrencystring
detailstring
quantityRemainingnumber
snapshotboolean

Notes

[1] FXCM and OANDA do not implement executions.

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