user.changes.(kind).(currency).(interval)

Unique (per currency) trade identifier

The sequence number of the trade within instrument

Unique instrument identifier

The timestamp of the trade (milliseconds since the UNIX epoch)

Order type: "limit, "market", or "liquidation"

Advanced type of user order: "usd" or "implv" (only for options; omitted if not applicable)

Id of the user order (maker or taker), i.e. subscriber's order id that took part in the trade

Always null

Direction: buy, or sell

Direction of the "tick" (0 = Plus Tick, 1 = Zero-Plus Tick, 2 = Minus Tick, 3 = Zero-Minus Tick).

Index Price at the moment of trade

Price in base currency

Trade amount. For perpetual and inverse futures the amount is in USD units. For options and linear futures it is the underlying base currency coin.

Trade size in contract units (optional, may be absent in historical trades)

Option implied volatility for the price (Option only)

Underlying price for implied volatility calculations (Options only)

Optional field (only for trades caused by liquidation): "M" when maker side of trade was under liquidation, "T" when taker side was under liquidation, "MT" when both sides of trade were under liquidation

Describes what was role of users order: "M" when it was maker order, "T" when it was taker order

User's fee in units of the specified fee_currency

Currency, i.e "BTC", "ETH", "USDC"

User defined label (presented only when previously set for order by user)

Order state: "open", "filled", "rejected", "cancelled", "untriggered" or "archive" (if order was archived)

Block trade id - when trade was part of a block trade

ID of the Block RFQ - when trade was part of the Block RFQ

ID of the Block RFQ quote - when trade was part of the Block RFQ

true if user order is reduce-only

true if user order is post-only

true if user order is MMP

true if user order is marked by the platform as a risk reducing order (can apply only to orders placed by PM users)

true if user order was created with API

Profit and loss in base currency.

Mark Price at the moment of trade

Optional field containing leg trades if trade is a combo trade (present when querying for only combo trades and in combo_trades events)

Optional field containing combo instrument name if the trade is a combo trade

Optional field containing combo trade identifier if the trade is a combo trade

QuoteSet of the user order (optional, present only for orders placed with private/mass_quote)

QuoteID of the user order (optional, present only for orders placed with private/mass_quote)

List of allocations for Block RFQ pre-allocation. Each allocation specifies user_id, amount, and fee for the allocated part of the trade. For broker client allocations, a client_info object will be included.

Unique order identifier

Order state: "open", "filled", "rejected", "cancelled", "untriggered"

Order type: "limit", "market", "stop_limit", "stop_market", "take_limit", "take_market", "trailing_stop"

Original order type. Optional field

Order time in force: "good_til_cancelled", "good_til_day", "fill_or_kill" or "immediate_or_cancel"

Optional (only for spot). true if order was automatically created during cross-collateral balance restoration

Optional (not added for spot). true if order was automatically created during liquidation

Unique instrument identifier

The timestamp (milliseconds since the Unix epoch)

The timestamp (milliseconds since the Unix epoch)

Direction: buy, or sell

Price in base currency or "market_price" in case of open trigger market orders

User defined label (up to 64 characters)

true for post-only orders only

true if order has reject_post_only flag (field is present only when post_only is true)

Optional (not added for spot). 'true for reduce-only orders only'

true if created with API

true if created via Deribit frontend (optional)

Optional field with value true added only when created with Mobile Application

The initial display amount of iceberg order. Iceberg order display amount will be refreshed to that value after match consuming actual display amount. Absent for other types of orders

The actual display amount of iceberg order. Absent for other types of orders.

It represents the requested order size. For perpetual and inverse futures the amount is in USD units. For options and linear futures it is the underlying base currency coin.

It represents the order size in contract units. (Optional, may be absent in historical data).

Filled amount of the order. For perpetual and futures the filled_amount is in USD units, for options - in units or corresponding cryptocurrency contracts, e.g., BTC or ETH.

Average fill price of the order

advanced type: "usd" or "implv" (Only for options; field is omitted if not applicable).

Implied volatility in percent. (Only if advanced="implv")

Option price in USD (Only if advanced="usd")

Whether the trigger order has been triggered

Trigger type (only for trigger orders). Allowed values: "index_price", "mark_price", "last_price".

Trigger price (Only for future trigger orders)

The maximum deviation from the price peak beyond which the order will be triggered (Only for trailing trigger orders)

The price of the given trigger at the time when the order was placed (Only for trailing trigger orders)

true if order made from block_trade trade, added only in that case.

true if the order is a MMP order, otherwise false.

true if the order is marked by the platform as a risk reducing order (can apply only to orders placed by PM users), otherwise false.

true if the order was edited (by user or - in case of advanced options orders - by pricing engine), otherwise false.

Options, advanced orders only - true if last modification of the order was performed by the pricing engine, otherwise false.

If order is a quote. Present only if true.

Name of the MMP group supplied in the private/mass_quote request. Only present for quote orders.

Identifier of the QuoteSet supplied in the private/mass_quote request. Only present for quote orders.

The same QuoteID as supplied in the private/mass_quote request. Only present for quote orders.

Id of the trigger order that created the order (Only for orders that were created by triggered orders).

Id of the combo order that created this order (only present for orders that were created as legs of a combo order).

The name of the application that placed the order on behalf of the user (optional).

true if order was cancelled by mmp trigger (optional)

Enumerated reason behind cancel "user_request", "autoliquidation", "cancel_on_disconnect", "risk_mitigation", "pme_risk_reduction" (portfolio margining risk reduction), "pme_account_locked" (portfolio margining account locked per currency), "position_locked", "mmp_trigger" (market maker protection), "mmp_config_curtailment" (market maker configured quantity decreased), "edit_post_only_reject" (cancelled on edit because of reject_post_only setting), "oco_other_closed" (the oco order linked to this order was closed), "oto_primary_closed" (the oto primary order that was going to trigger this order was cancelled), "settlement" (closed because of a settlement)

The Ids of the orders that will be triggered if the order is filled

The fill condition of the linked order (Only for linked order types), default: `first_hit`.

• `"first_hit"` - any execution of the primary order will fully cancel/place all secondary orders.
• `"complete_fill"` - a complete execution (meaning the primary order no longer exists) will cancel/place the secondary orders.
• `"incremental"` - any fill of the primary order will cause proportional partial cancellation/placement of the secondary order. The amount that will be subtracted/added to the secondary order will be rounded down to the contract size.

Unique reference that identifies a one_cancels_others (OCO) pair.

Unique order identifier

true if the order is an order that can be triggered by another order, otherwise not present.

true if the order is an order that can trigger an OCO pair, otherwise not present.

Unique instrument identifier

Instrument kind: "future", "option", "spot", "future_combo", "option_combo"

Average price of trades that built this position

Direction: buy, sell or zero

Current mark price for position's instrument

Delta parameter

Only for options, Gamma parameter

Only for options, Vega parameter

Only for options, Theta parameter

Current index price

Initial margin

Maintenance margin

Optional (not added for spot). Last settlement price for position's instrument 0 if instrument wasn't settled yet

Profit or loss from position

Floating profit or loss

Realized profit or loss

Position size for futures size in quote currency (e.g. USD), for options size is in base currency (e.g. BTC)

Only for futures, position size in base currency

Only for options, average price in USD

Only for options, floating profit or loss in USD

Current available leverage for future position

Realized Funding in current session included in session realized profit or loss, only for positions of perpetual instruments

Value used to calculate realized_funding (perpetual only)