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ChilizX User Data Stream

  • Updated

User Data Streams for Broker

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General WSS information

  • A User Data Stream listenKey is valid for 60 minutes after creation.
  • Doing a PUT on a listenKey will extend its validity for 60 minutes.
  • Doing a DELETE on a listenKey will close the stream.
  • User Data Streams are accessed at /openapi/ws/<listenKey>
  • A single connection to api endpoint is only valid for 24 hours; expect to be disconnected at the 24 hour mark
  • User data stream payloads are not guaranteed to be in order during heavy periods; make sure to order your updates using E

API Endpoints

Create a listenKey

POST /openapi/v1/userDataStream

Start a new user data stream. The stream will close after 60 minutes unless a keepalive is sent.

Weight: 1

Parameters:

Name Type Mandatory Description
recvWindow LONG NO  
timestamp LONG YES  

Response:

{
  "listenKey": "1A9LWJjuMwKWYP4QQPw34GRm8gz3x5AephXSuqcDef1RnzoBVhEeGE963CoS1Sgj"
}

Ping/Keep-alive a listenKey

PUT /openapi/v1/userDataStream

Keepalive a user data stream to prevent a time out. User data streams will close after 60 minutes. It's recommended to send a ping about every 30 minutes.

Weight: 1

Parameters:

Name Type Mandatory Description
listenKey STRING YES  
recvWindow LONG NO  
timestamp LONG YES  

Response:

{}

Close a listenKey

DELETE /openapi/v1/userDataStream

Close out a user data stream.

Weight: 1

Parameters:

Name Type Mandatory Description
listenKey STRING YES  
recvWindow LONG NO  
timestamp LONG YES  

Response:

{}

Web Socket Payloads

Account Update

Account state is updated with the outboundAccountInfo event.

Payload:

{
  "e": "outboundAccountInfo",   // Event type
  "E": 1499405658849,           // Event time
  // "m": 0,                       // Maker commission rate (bips)
  // "t": 0,                       // Taker commission rate (bips)
  // "b": 0,                       // Buyer commission rate (bips)
  // "s": 0,                       // Seller commission rate (bips)
  "T": true,                    // Can trade?
  "W": true,                    // Can withdraw?
  "D": true,                    // Can deposit?
  // "u": 1499405658848,           // Time of last account update
  "B": [                        // Balances changed
    {
      "a": "LTC",               // Asset
      "f": "17366.18538083",    // Free amount
      "l": "0.00000000"         // Locked amount
    }
  ]
}

Order Update

Orders are updated with the executionReport event. Check the API documentation and below for relevant enum definitions. Average price can be found by doing Z divided by z.

Payload:

{
  "e": "executionReport",        // Event type
  "E": 1499405658658,            // Event time
  "s": "ETHBTC",                 // Symbol
  "c": 1000087761,               // Client order ID
  "S": "BUY",                    // Side
  "o": "LIMIT",                  // Order type
  "f": "GTC",                    // Time in force
  "q": "1.00000000",             // Order quantity
  "p": "0.10264410",             // Order price
  // "P": "0.00000000",             // Stop price
  // "F": "0.00000000",             // Iceberg quantity
  // "g": -1,                       // Ignore
  // "x": "NEW",                    // Current execution type
  "X": "NEW",                    // Current order status
  // "r": "NONE",                   // Order reject reason; will be an error code.
  "i": 4293153,                  // Order ID
  "l": "0.00000000",             // Last executed quantity
  "z": "0.00000000",             // Cumulative filled quantity
  "L": "0.00000000",             // Last executed price
  "n": "0",                      // Commission amount
  "N": null,                     // Commission asset
  "u": true,                     // Is the trade normal, ignore for now
  // "T": 1499405658657,            // Transaction time
  // "t": -1,                       // Trade ID
  // "I": 8641984,                  // Ignore
  "w": true,                     // Is the order working? Stops will have
  "m": false,                    // This can be ignored.
  // "M": false,                    // Ignore
  "O": 1499405658657,            // Order creation time
  "Z": "0.00000000"              // Cumulative quote asset transacted quantity
}

Execution types:

  • NEW
  • PARTIALLY_FILLED
  • FILLED
  • CANCELED
  • REJECTED
 

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