> ## Documentation Index > Fetch the complete documentation index at: https://docs.deribit.com/llms.txt > Use this file to discover all available pages before exploring further. ## Submitting Feedback If you encounter incorrect, outdated, or confusing documentation on this page, submit feedback: POST https://docs.deribit.com/feedback ```json { "path": "/subscriptions/user/userchangeskindcurrencyinterval", "feedback": "Description of the issue" } ``` Only submit feedback when you have something specific and actionable to report. # user.changes.(kind).(currency).(interval) > User change stream (orders, trades, and related updates) across all instruments for a given kind and currency. This channel provides a consolidated private update stream for your account across all matching instruments. Use it when you want a single feed instead of subscribing to orders and trades separately. ## AsyncAPI ````yaml specifications/deribit_asyncapi.json user.changes.(kind).(currency).(interval) id: user.changes.(kind).(currency).(interval) title: 'user.changes.(kind).(currency).(interval) ' description: > User change stream (orders, trades, and related updates) across all instruments for a given kind and currency. This channel provides a consolidated private update stream for your account across all matching instruments. Use it when you want a single feed instead of subscribing to orders and trades separately. servers: - id: production protocol: wss host: deribit.com/ws/api/v2 bindings: [] variables: [] - id: testnet protocol: wss host: test.deribit.com/ws/api/v2 bindings: [] variables: [] address: user.changes.(kind).(currency).(interval) parameters: - id: kind jsonSchema: type: string description: >- Instrument kind **Allowed values:** `future`, `option`, `spot`, `future_combo`, `option_combo` enum: - future - option - spot - future_combo - option_combo description: >- Instrument kind **Allowed values:** `future`, `option`, `spot`, `future_combo`, `option_combo` type: string required: true deprecated: false - id: currency jsonSchema: type: string description: |- Currency code or `any` for all **Allowed values:** `BTC`, `ETH`, `USDC`, `USDT`, `EURR`, `any` enum: - BTC - ETH - USDC - USDT - EURR - any description: |- Currency code or `any` for all **Allowed values:** `BTC`, `ETH`, `USDC`, `USDT`, `EURR`, `any` type: string required: true deprecated: false - id: interval jsonSchema: type: string description: >- Frequency of notifications. Events will be aggregated over this interval. The value `raw` means no aggregation will be applied **(Please note that `raw` interval is only available to authorized users)** **Allowed values:** `raw`, `100ms`, `agg2` enum: - raw - 100ms - agg2 description: >- Frequency of notifications. Events will be aggregated over this interval. The value `raw` means no aggregation will be applied **(Please note that `raw` interval is only available to authorized users)** **Allowed values:** `raw`, `100ms`, `agg2` type: string required: true deprecated: false bindings: [] operations: - &ref_2 id: send_subscribe_user_changes_kind_currency_interval title: Send subscribe request for user description: Client sends subscription request for user updates type: send messages: - &ref_4 id: subscription_message contentType: application/json payload: - name: Subscription Notification Data description: Server sends subscription notification data type: object properties: - name: data type: object required: true properties: - name: instrument_name type: string description: Unique instrument identifier required: false - name: trades type: object required: false properties: - name: trade_id type: string description: Unique (per currency) trade identifier required: false - name: trade_seq type: integer description: The sequence number of the trade within instrument required: false - name: instrument_name type: string description: Unique instrument identifier required: false - name: timestamp type: integer description: >- The timestamp of the trade (milliseconds since the UNIX epoch) required: false - name: order_type type: string description: 'Order type: `"limit`, `"market"`, or `"liquidation"`' enumValues: - limit - market - liquidation required: false - name: advanced type: string description: >- Advanced type of user order: `"usd"` or `"implv"` (only for options; omitted if not applicable) enumValues: - usd - implv required: false - name: order_id type: string description: >- Id of the user order (maker or taker), i.e. subscriber's order id that took part in the trade required: false - name: matching_id type: string description: Always `null` required: false - name: direction type: string description: 'Direction: `buy`, or `sell`' enumValues: - buy - sell required: false - name: tick_direction type: integer description: >- Direction of the "tick" (`0` = Plus Tick, `1` = Zero-Plus Tick, `2` = Minus Tick, `3` = Zero-Minus Tick). enumValues: - 0 - 1 - 2 - 3 required: false - name: index_price type: number description: Index Price at the moment of trade required: false - name: price type: number description: Price in base currency required: false - name: amount type: number description: >- 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. required: false - name: contracts type: number description: >- Trade size in contract units (optional, may be absent in historical trades) required: false - name: iv type: number description: Option implied volatility for the price (Option only) required: false - name: underlying_price type: number description: >- Underlying price for implied volatility calculations (Options only) required: false - name: liquidation type: string description: >- 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 enumValues: - M - T - MT required: false - name: liquidity type: string description: >- Describes what was role of users order: `"M"` when it was maker order, `"T"` when it was taker order enumValues: - M - T required: false - name: fee type: number description: User's fee in units of the specified `fee_currency` required: false - name: fee_currency type: string description: Currency, i.e `"BTC"`, `"ETH"`, `"USDC"` enumValues: - BTC - ETH - USDC - USDT - EURR required: false - name: label type: string description: >- User defined label (presented only when previously set for order by user) required: false - name: state type: string description: >- Order state: `"open"`, `"filled"`, `"rejected"`, `"cancelled"`, `"untriggered"` or `"archive"` (if order was archived) enumValues: - open - filled - rejected - cancelled - untriggered - archive required: false - name: block_trade_id type: string description: Block trade id - when trade was part of a block trade required: false - name: block_rfq_id type: integer description: >- ID of the Block RFQ - when trade was part of the Block RFQ required: false - name: block_rfq_quote_id type: integer description: >- ID of the Block RFQ quote - when trade was part of the Block RFQ required: false - name: reduce_only type: string description: '`true` if user order is reduce-only' required: false - name: post_only type: string description: '`true` if user order is post-only' required: false - name: mmp type: boolean description: '`true` if user order is MMP' required: false - name: risk_reducing type: boolean description: >- `true` if user order is marked by the platform as a risk reducing order (can apply only to orders placed by PM users) required: false - name: api type: boolean description: '`true` if user order was created with API' required: false - name: profit_loss type: number description: Profit and loss in base currency. required: false - name: mark_price type: number description: Mark Price at the moment of trade required: false - name: legs type: array description: >- Optional field containing leg trades if trade is a combo trade (present when querying for **only** combo trades and in `combo_trades` events) required: false - name: combo_id type: string description: >- Optional field containing combo instrument name if the trade is a combo trade required: false - name: combo_trade_id type: number description: >- Optional field containing combo trade identifier if the trade is a combo trade required: false - name: quote_set_id type: string description: >- QuoteSet of the user order (optional, present only for orders placed with `private/mass_quote`) required: false - name: quote_id type: string description: >- QuoteID of the user order (optional, present only for orders placed with `private/mass_quote`) required: false - name: trade_allocations type: object description: >- 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. required: false properties: - name: user_id type: integer description: >- User ID to which part of the trade is allocated. For brokers the User ID is obstructed. required: false - name: amount type: number description: Amount allocated to this user. required: false - name: fee type: number description: Fee for the allocated part of the trade. required: false - name: client_info type: object description: Optional client allocation info for brokers. required: false properties: - name: client_id type: integer description: >- ID of a client; available to broker. Represents a group of users under a common name. required: false - name: client_link_id type: integer description: >- ID assigned to a single user in a client; available to broker. required: false - name: name type: string description: >- Name of the linked user within the client; available to broker. required: false - name: orders type: object required: false properties: - name: order_id type: string description: Unique order identifier required: false - name: order_state type: string description: >- Order state: `"open"`, `"filled"`, `"rejected"`, `"cancelled"`, `"untriggered"` enumValues: - open - filled - rejected - cancelled - untriggered - triggered required: false - name: order_type type: string description: >- Order type: `"limit"`, `"market"`, `"stop_limit"`, `"stop_market"`, `"take_limit"`, `"take_market"`, `"trailing_stop"` enumValues: - market - limit - stop_market - stop_limit - take_market - take_limit - trailing_stop required: false - name: original_order_type type: string description: Original order type. Optional field enumValues: - market - market_limit required: false - name: time_in_force type: string description: >- Order time in force: `"good_til_cancelled"`, `"good_til_day"`, `"fill_or_kill"` or `"immediate_or_cancel"` enumValues: - good_til_cancelled - good_til_day - fill_or_kill - immediate_or_cancel required: false - name: is_rebalance type: boolean description: >- Optional (only for spot). `true` if order was automatically created during cross-collateral balance restoration required: false - name: is_liquidation type: boolean description: >- Optional (not added for spot). `true` if order was automatically created during liquidation required: false - name: instrument_name type: string description: Unique instrument identifier required: false - name: creation_timestamp type: integer description: The timestamp (milliseconds since the Unix epoch) required: false - name: last_update_timestamp type: integer description: The timestamp (milliseconds since the Unix epoch) required: false - name: direction type: string description: 'Direction: `buy`, or `sell`' enumValues: - buy - sell required: false - name: description type: string description: >- Price in base currency or "market_price" in case of open trigger market orders required: false - name: label type: string description: User defined label (up to 64 characters) required: false - name: post_only type: boolean description: '`true` for post-only orders only' required: false - name: reject_post_only type: boolean description: >- `true` if order has `reject_post_only` flag (field is present only when `post_only` is `true`) required: false - name: reduce_only type: boolean description: >- Optional (not added for spot). '`true` for reduce-only orders only' required: false - name: api type: boolean description: '`true` if created with API' required: false - name: web type: boolean description: '`true` if created via Deribit frontend (optional)' required: false - name: mobile type: boolean description: >- Optional field with value `true` added only when created with Mobile Application required: false - name: refresh_amount type: number description: >- 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 required: false - name: display_amount type: number description: >- The actual display amount of iceberg order. Absent for other types of orders. required: false - name: amount type: number description: >- 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. required: false - name: contracts type: number description: >- It represents the order size in contract units. (Optional, may be absent in historical data). required: false - name: filled_amount type: number description: >- 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. required: false - name: average_price type: number description: Average fill price of the order required: false - name: advanced type: string description: > advanced type: `"usd"` or `"implv"` (Only for options; field is omitted if not applicable). enumValues: - usd - implv required: false - name: implv type: number description: >- Implied volatility in percent. (Only if `advanced="implv"`) required: false - name: usd type: number description: Option price in USD (Only if `advanced="usd"`) required: false - name: triggered type: boolean description: Whether the trigger order has been triggered required: false - name: trigger type: string description: >- Trigger type (only for trigger orders). Allowed values: `"index_price"`, `"mark_price"`, `"last_price"`. enumValues: - index_price - mark_price - last_price required: false - name: trigger_price type: number description: Trigger price (Only for future trigger orders) required: false - name: trigger_offset type: number description: >- The maximum deviation from the price peak beyond which the order will be triggered (Only for trailing trigger orders) required: false - name: trigger_reference_price type: number description: >- The price of the given trigger at the time when the order was placed (Only for trailing trigger orders) required: false - name: block_trade type: boolean description: >- `true` if order made from block_trade trade, added only in that case. required: false - name: mmp type: boolean description: '`true` if the order is a MMP order, otherwise `false`.' required: false - name: risk_reducing type: boolean description: >- `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`. required: false - name: replaced type: boolean description: >- `true` if the order was edited (by user or - in case of advanced options orders - by pricing engine), otherwise `false`. required: false - name: auto_replaced type: boolean description: >- Options, advanced orders only - `true` if last modification of the order was performed by the pricing engine, otherwise `false`. required: false - name: quote type: boolean description: If order is a quote. Present only if true. required: false - name: mmp_group type: string description: >- Name of the MMP group supplied in the `private/mass_quote` request. Only present for quote orders. required: false - name: quote_set_id type: string description: >- Identifier of the QuoteSet supplied in the `private/mass_quote` request. Only present for quote orders. required: false - name: quote_id type: string description: >- The same QuoteID as supplied in the `private/mass_quote` request. Only present for quote orders. required: false - name: trigger_order_id type: string description: >- Id of the trigger order that created the order (Only for orders that were created by triggered orders). required: false - name: app_name type: string description: >- The name of the application that placed the order on behalf of the user (optional). required: false - name: mmp_cancelled type: boolean description: >- `true` if order was cancelled by mmp trigger (optional) required: false - name: cancel_reason type: string description: >- 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) enumValues: - user_request - autoliquidation - cancel_on_disconnect - risk_mitigation - pme_risk_reduction - pme_account_locked - position_locked - mmp_trigger - mmp_config_curtailment - edit_post_only_reject - oco_other_closed - oto_primary_closed - settlement required: false - name: oto_order_ids type: object description: >- The Ids of the orders that will be triggered if the order is filled required: false properties: [] - name: trigger_fill_condition type: string description: >-

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

enumValues: - first_hit - complete_fill - incremental required: false - name: oco_ref type: string description: >- Unique reference that identifies a one_cancels_others (OCO) pair. required: false - name: primary_order_id type: string description: Unique order identifier required: false - name: is_secondary_oto type: boolean description: >- `true` if the order is an order that can be triggered by another order, otherwise not present. required: false - name: is_primary_otoco type: boolean description: >- `true` if the order is an order that can trigger an OCO pair, otherwise not present. required: false - name: position type: object required: false properties: - name: instrument_name type: string description: Unique instrument identifier required: false - name: kind type: string description: >- Instrument kind: `"future"`, `"option"`, `"spot"`, `"future_combo"`, `"option_combo"` enumValues: - future - option - spot - future_combo - option_combo required: false - name: average_price type: number description: Average price of trades that built this position required: false - name: direction type: string description: 'Direction: `buy`, `sell` or `zero`' enumValues: - buy - sell - zero required: false - name: mark_price type: number description: Current mark price for position's instrument required: false - name: delta type: number description: Delta parameter required: false - name: gamma type: number description: Only for options, Gamma parameter required: false - name: vega type: number description: Only for options, Vega parameter required: false - name: theta type: number description: Only for options, Theta parameter required: false - name: index_price type: number description: Current index price required: false - name: initial_margin type: number description: Initial margin required: false - name: maintenance_margin type: number description: Maintenance margin required: false - name: settlement_price type: number description: >- Optional (not added for spot). Last settlement price for position's instrument 0 if instrument wasn't settled yet required: false - name: total_profit_loss type: number description: Profit or loss from position required: false - name: floating_profit_loss type: number description: Floating profit or loss required: false - name: realized_profit_loss type: number description: Realized profit or loss required: false - name: size type: number description: >- Position size for futures size in quote currency (e.g. USD), for options size is in base currency (e.g. BTC) required: false - name: size_currency type: number description: Only for futures, position size in base currency required: false - name: average_price_usd type: number description: Only for options, average price in USD required: false - name: floating_profit_loss_usd type: number description: Only for options, floating profit or loss in USD required: false - name: leverage type: integer description: Current available leverage for future position required: false - name: realized_funding type: number description: >- Realized Funding in current session included in session realized profit or loss, only for positions of perpetual instruments required: false - name: interest_value type: number description: >- Value used to calculate `realized_funding` (perpetual only) required: false headers: [] jsonPayloadSchema: type: object description: Response containing notification data properties: data: type: object properties: instrument_name: type: string description: Unique instrument identifier example: BTC-PERPETUAL x-parser-schema-id: trades: type: object description: '' properties: trade_id: type: string description: Unique (per currency) trade identifier x-parser-schema-id: trade_seq: description: The sequence number of the trade within instrument type: integer x-parser-schema-id: instrument_name: type: string description: Unique instrument identifier example: BTC-PERPETUAL x-parser-schema-id: timestamp: description: >- The timestamp of the trade (milliseconds since the UNIX epoch) example: 1517329113791 type: integer x-parser-schema-id: order_type: type: string description: 'Order type: `"limit`, `"market"`, or `"liquidation"`' enum: - limit - market - liquidation x-parser-schema-id: advanced: type: string description: >- Advanced type of user order: `"usd"` or `"implv"` (only for options; omitted if not applicable) enum: - usd - implv x-parser-schema-id: order_id: type: string description: >- Id of the user order (maker or taker), i.e. subscriber's order id that took part in the trade x-parser-schema-id: matching_id: type: string description: Always `null` x-parser-schema-id: direction: type: string description: 'Direction: `buy`, or `sell`' enum: - buy - sell x-parser-schema-id: tick_direction: type: integer enum: - 0 - 1 - 2 - 3 description: >- Direction of the "tick" (`0` = Plus Tick, `1` = Zero-Plus Tick, `2` = Minus Tick, `3` = Zero-Minus Tick). x-parser-schema-id: index_price: type: number description: Index Price at the moment of trade x-parser-schema-id: price: description: Price in base currency type: number x-parser-schema-id: amount: type: number description: >- 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. x-parser-schema-id: contracts: type: number description: >- Trade size in contract units (optional, may be absent in historical trades) x-parser-schema-id: iv: type: number description: Option implied volatility for the price (Option only) x-parser-schema-id: underlying_price: type: number description: >- Underlying price for implied volatility calculations (Options only) x-parser-schema-id: liquidation: type: string description: >- 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 enum: - M - T - MT x-parser-schema-id: liquidity: type: string description: >- Describes what was role of users order: `"M"` when it was maker order, `"T"` when it was taker order enum: - M - T x-parser-schema-id: fee: type: number description: User's fee in units of the specified `fee_currency` x-parser-schema-id: fee_currency: type: string description: Currency, i.e `"BTC"`, `"ETH"`, `"USDC"` enum: - BTC - ETH - USDC - USDT - EURR x-parser-schema-id: label: type: string description: >- User defined label (presented only when previously set for order by user) x-parser-schema-id: state: type: string description: >- Order state: `"open"`, `"filled"`, `"rejected"`, `"cancelled"`, `"untriggered"` or `"archive"` (if order was archived) enum: - open - filled - rejected - cancelled - untriggered - archive x-parser-schema-id: block_trade_id: description: Block trade id - when trade was part of a block trade type: string example: '154' x-parser-schema-id: block_rfq_id: type: integer description: >- ID of the Block RFQ - when trade was part of the Block RFQ x-parser-schema-id: block_rfq_quote_id: type: integer description: >- ID of the Block RFQ quote - when trade was part of the Block RFQ x-parser-schema-id: reduce_only: type: string description: '`true` if user order is reduce-only' x-parser-schema-id: post_only: type: string description: '`true` if user order is post-only' x-parser-schema-id: mmp: type: boolean description: '`true` if user order is MMP' x-parser-schema-id: risk_reducing: type: boolean description: >- `true` if user order is marked by the platform as a risk reducing order (can apply only to orders placed by PM users) x-parser-schema-id: api: type: boolean description: '`true` if user order was created with API' x-parser-schema-id: profit_loss: type: number description: Profit and loss in base currency. x-parser-schema-id: mark_price: type: number description: Mark Price at the moment of trade x-parser-schema-id: legs: type: array description: >- Optional field containing leg trades if trade is a combo trade (present when querying for **only** combo trades and in `combo_trades` events) x-parser-schema-id: combo_id: type: string description: >- Optional field containing combo instrument name if the trade is a combo trade x-parser-schema-id: combo_trade_id: type: number description: >- Optional field containing combo trade identifier if the trade is a combo trade x-parser-schema-id: quote_set_id: type: string description: >- QuoteSet of the user order (optional, present only for orders placed with `private/mass_quote`) x-parser-schema-id: quote_id: type: string description: >- QuoteID of the user order (optional, present only for orders placed with `private/mass_quote`) x-parser-schema-id: trade_allocations: type: object description: >- 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. properties: user_id: description: >- User ID to which part of the trade is allocated. For brokers the User ID is obstructed. type: integer x-parser-schema-id: amount: description: Amount allocated to this user. type: number x-parser-schema-id: fee: description: Fee for the allocated part of the trade. type: number x-parser-schema-id: client_info: description: Optional client allocation info for brokers. type: object properties: client_id: description: >- ID of a client; available to broker. Represents a group of users under a common name. type: integer x-parser-schema-id: client_link_id: description: >- ID assigned to a single user in a client; available to broker. type: integer x-parser-schema-id: name: description: >- Name of the linked user within the client; available to broker. type: string x-parser-schema-id: x-parser-schema-id: required: - amount - fee additionalProperties: false x-parser-schema-id: required: - trade_id - trade_seq - instrument_name - timestamp - order_id - matching_id - direction - tick_direction - index_price - price - amount - fee - fee_currency - state - mark_price additionalProperties: false x-parser-schema-id: orders: type: object description: '' properties: order_id: description: Unique order identifier type: string example: ETH-100234 x-parser-schema-id: order_state: type: string description: >- Order state: `"open"`, `"filled"`, `"rejected"`, `"cancelled"`, `"untriggered"` enum: - open - filled - rejected - cancelled - untriggered - triggered x-parser-schema-id: order_type: type: string description: >- Order type: `"limit"`, `"market"`, `"stop_limit"`, `"stop_market"`, `"take_limit"`, `"take_market"`, `"trailing_stop"` enum: - market - limit - stop_market - stop_limit - take_market - take_limit - trailing_stop x-parser-schema-id: original_order_type: type: string description: Original order type. Optional field enum: - market - market_limit x-parser-schema-id: time_in_force: type: string description: >- Order time in force: `"good_til_cancelled"`, `"good_til_day"`, `"fill_or_kill"` or `"immediate_or_cancel"` enum: - good_til_cancelled - good_til_day - fill_or_kill - immediate_or_cancel x-parser-schema-id: is_rebalance: type: boolean description: >- Optional (only for spot). `true` if order was automatically created during cross-collateral balance restoration x-parser-schema-id: is_liquidation: type: boolean description: >- Optional (not added for spot). `true` if order was automatically created during liquidation x-parser-schema-id: instrument_name: type: string description: Unique instrument identifier example: BTC-PERPETUAL x-parser-schema-id: creation_timestamp: type: integer example: 1536569522277 description: The timestamp (milliseconds since the Unix epoch) x-parser-schema-id: last_update_timestamp: type: integer example: 1536569522277 description: The timestamp (milliseconds since the Unix epoch) x-parser-schema-id: direction: type: string description: 'Direction: `buy`, or `sell`' enum: - buy - sell x-parser-schema-id: price: description: >- Price in base currency or "market_price" in case of open trigger market orders x-parser-schema-id: label: type: string description: User defined label (up to 64 characters) x-parser-schema-id: post_only: type: boolean description: '`true` for post-only orders only' x-parser-schema-id: reject_post_only: description: >- `true` if order has `reject_post_only` flag (field is present only when `post_only` is `true`) type: boolean x-parser-schema-id: reduce_only: type: boolean description: >- Optional (not added for spot). '`true` for reduce-only orders only' x-parser-schema-id: api: type: boolean description: '`true` if created with API' x-parser-schema-id: web: type: boolean description: '`true` if created via Deribit frontend (optional)' x-parser-schema-id: mobile: type: boolean description: >- Optional field with value `true` added only when created with Mobile Application x-parser-schema-id: refresh_amount: type: number description: >- 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 x-parser-schema-id: display_amount: type: number description: >- The actual display amount of iceberg order. Absent for other types of orders. x-parser-schema-id: amount: type: number description: >- 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. x-parser-schema-id: contracts: type: number description: >- It represents the order size in contract units. (Optional, may be absent in historical data). x-parser-schema-id: filled_amount: type: number description: >- 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. x-parser-schema-id: average_price: type: number description: Average fill price of the order x-parser-schema-id: advanced: type: string description: > advanced type: `"usd"` or `"implv"` (Only for options; field is omitted if not applicable). enum: - usd - implv x-parser-schema-id: implv: type: number description: >- Implied volatility in percent. (Only if `advanced="implv"`) x-parser-schema-id: usd: type: number description: Option price in USD (Only if `advanced="usd"`) x-parser-schema-id: triggered: type: boolean description: Whether the trigger order has been triggered x-parser-schema-id: trigger: type: string description: >- Trigger type (only for trigger orders). Allowed values: `"index_price"`, `"mark_price"`, `"last_price"`. enum: - index_price - mark_price - last_price x-parser-schema-id: trigger_price: type: number description: Trigger price (Only for future trigger orders) x-parser-schema-id: trigger_offset: type: number description: >- The maximum deviation from the price peak beyond which the order will be triggered (Only for trailing trigger orders) x-parser-schema-id: trigger_reference_price: type: number description: >- The price of the given trigger at the time when the order was placed (Only for trailing trigger orders) x-parser-schema-id: block_trade: description: >- `true` if order made from block_trade trade, added only in that case. type: boolean example: true x-parser-schema-id: mmp: type: boolean description: '`true` if the order is a MMP order, otherwise `false`.' x-parser-schema-id: risk_reducing: type: boolean description: >- `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`. x-parser-schema-id: replaced: type: boolean description: >- `true` if the order was edited (by user or - in case of advanced options orders - by pricing engine), otherwise `false`. x-parser-schema-id: auto_replaced: type: boolean description: >- Options, advanced orders only - `true` if last modification of the order was performed by the pricing engine, otherwise `false`. x-parser-schema-id: quote: type: boolean description: If order is a quote. Present only if true. x-parser-schema-id: mmp_group: type: string description: >- Name of the MMP group supplied in the `private/mass_quote` request. Only present for quote orders. x-parser-schema-id: quote_set_id: type: string description: >- Identifier of the QuoteSet supplied in the `private/mass_quote` request. Only present for quote orders. x-parser-schema-id: quote_id: type: string description: >- The same QuoteID as supplied in the `private/mass_quote` request. Only present for quote orders. x-parser-schema-id: trigger_order_id: type: string description: >- Id of the trigger order that created the order (Only for orders that were created by triggered orders). example: SLIB-370 x-parser-schema-id: app_name: type: string description: >- The name of the application that placed the order on behalf of the user (optional). example: Example Application x-parser-schema-id: mmp_cancelled: type: boolean description: '`true` if order was cancelled by mmp trigger (optional)' example: true x-parser-schema-id: cancel_reason: type: string description: >- 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) enum: - user_request - autoliquidation - cancel_on_disconnect - risk_mitigation - pme_risk_reduction - pme_account_locked - position_locked - mmp_trigger - mmp_config_curtailment - edit_post_only_reject - oco_other_closed - oto_primary_closed - settlement x-parser-schema-id: oto_order_ids: type: object description: >- The Ids of the orders that will be triggered if the order is filled properties: {} additionalProperties: true x-parser-schema-id: trigger_fill_condition: description: >-

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.
type: string enum: - first_hit - complete_fill - incremental x-parser-schema-id: oco_ref: type: string description: >- Unique reference that identifies a one_cancels_others (OCO) pair. x-parser-schema-id: primary_order_id: description: Unique order identifier type: string example: ETH-100234 x-parser-schema-id: is_secondary_oto: type: boolean description: >- `true` if the order is an order that can be triggered by another order, otherwise not present. x-parser-schema-id: is_primary_otoco: type: boolean description: >- `true` if the order is an order that can trigger an OCO pair, otherwise not present. x-parser-schema-id: required: - order_id - order_state - order_type - time_in_force - instrument_name - creation_timestamp - last_update_timestamp - direction - price - label - post_only - api additionalProperties: false x-parser-schema-id: position: type: object description: '' properties: instrument_name: type: string description: Unique instrument identifier example: BTC-PERPETUAL x-parser-schema-id: kind: type: string description: >- Instrument kind: `"future"`, `"option"`, `"spot"`, `"future_combo"`, `"option_combo"` enum: - future - option - spot - future_combo - option_combo x-parser-schema-id: average_price: type: number description: Average price of trades that built this position x-parser-schema-id: direction: type: string description: 'Direction: `buy`, `sell` or `zero`' enum: - buy - sell - zero x-parser-schema-id: mark_price: type: number description: Current mark price for position's instrument x-parser-schema-id: delta: type: number description: Delta parameter x-parser-schema-id: gamma: type: number description: Only for options, Gamma parameter x-parser-schema-id: vega: type: number description: Only for options, Vega parameter x-parser-schema-id: theta: type: number description: Only for options, Theta parameter x-parser-schema-id: index_price: type: number description: Current index price x-parser-schema-id: initial_margin: type: number description: Initial margin x-parser-schema-id: maintenance_margin: type: number description: Maintenance margin x-parser-schema-id: settlement_price: type: number description: >- Optional (not added for spot). Last settlement price for position's instrument 0 if instrument wasn't settled yet x-parser-schema-id: total_profit_loss: type: number description: Profit or loss from position x-parser-schema-id: floating_profit_loss: type: number description: Floating profit or loss x-parser-schema-id: realized_profit_loss: type: number description: Realized profit or loss x-parser-schema-id: size: type: number description: >- Position size for futures size in quote currency (e.g. USD), for options size is in base currency (e.g. BTC) x-parser-schema-id: size_currency: type: number description: Only for futures, position size in base currency x-parser-schema-id: average_price_usd: type: number description: Only for options, average price in USD x-parser-schema-id: floating_profit_loss_usd: type: number description: Only for options, floating profit or loss in USD x-parser-schema-id: leverage: type: integer description: Current available leverage for future position x-parser-schema-id: realized_funding: type: number description: >- Realized Funding in current session included in session realized profit or loss, only for positions of perpetual instruments x-parser-schema-id: interest_value: type: number description: >- Value used to calculate `realized_funding` (perpetual only) x-parser-schema-id: required: - instrument_name - kind - average_price - direction - mark_price - delta - index_price - initial_margin - maintenance_margin - settlement_price - total_profit_loss - floating_profit_loss - realized_profit_loss - size additionalProperties: false x-parser-schema-id: required: [] additionalProperties: false x-parser-schema-id: required: - data additionalProperties: false x-parser-schema-id: title: Subscription Notification Data description: Server sends subscription notification data example: |- { "data": { "trades": [ { "trade_seq": 866638, "trade_id": "1430914", "timestamp": 1605780344032, "tick_direction": 1, "state": "filled", "reduce_only": false, "profit_loss": 0.00004898, "price": 17391, "post_only": false, "order_type": "market", "order_id": "3398016", "matching_id": null, "mark_price": 17391, "liquidity": "T", "instrument_name": "BTC-PERPETUAL", "index_price": 17501.88, "fee_currency": "BTC", "fee": 1.6e-7, "direction": "sell", "amount": 10 } ], "positions": [ { "total_profit_loss": 1.69711368, "size_currency": 10.646886321, "size": 185160, "settlement_price": 16025.83, "realized_profit_loss": 0.012454598, "realized_funding": 0.01235663, "mark_price": 17391, "maintenance_margin": 0.234575865, "leverage": 33, "kind": "future", "interest_value": 1.7362511643080387, "instrument_name": "BTC-PERPETUAL", "initial_margin": 0.319750953, "index_price": 17501.88, "floating_profit_loss": 0.906961435, "direction": "buy", "delta": 10.646886321, "average_price": 15000 } ], "orders": [ { "web": true, "time_in_force": "good_til_cancelled", "replaced": false, "reduce_only": false, "price": 15665.5, "post_only": false, "order_type": "market", "order_state": "filled", "order_id": "3398016", "max_show": 10, "last_update_timestamp": 1605780344032, "label": "", "is_rebalance": false, "is_liquidation": false, "instrument_name": "BTC-PERPETUAL", "filled_amount": 10, "direction": "sell", "creation_timestamp": 1605780344032, "average_price": 17391, "api": false, "amount": 10 } ], "instrument_name": "BTC-PERPETUAL" } } bindings: [] extensions: - id: x-parser-unique-object-id value: subscription_message bindings: [] extensions: &ref_0 - id: x-parser-unique-object-id value: user.changes.(kind).(currency).(interval) - &ref_1 id: receive_user_changes_kind_currency_interval_updates title: Receive user updates description: Client receives user update notifications type: receive messages: - &ref_3 id: subscribe_request contentType: application/json payload: - name: Subscription Request description: >- Client sends subscription request to subscribe to notification channel. Please refer to [Notification page](https://deribit.mintlify.app/articles/notifications) for more information. type: object properties: [] headers: [] jsonPayloadSchema: properties: {} additionalProperties: false x-parser-schema-id: title: Subscription Request description: >- Client sends subscription request to subscribe to notification channel. Please refer to [Notification page](https://deribit.mintlify.app/articles/notifications) for more information. example: |- { "jsonrpc": "2.0", "method": "public/subscribe", "id": 42, "params": { "channels": [ "user.changes.(kind).(currency).100ms" ] } } bindings: [] extensions: - id: x-parser-unique-object-id value: subscribe_request bindings: [] extensions: *ref_0 sendOperations: - *ref_1 receiveOperations: - *ref_2 sendMessages: - *ref_3 receiveMessages: - *ref_4 extensions: - id: x-parser-unique-object-id value: user.changes.(kind).(currency).(interval) securitySchemes: [] ````