{ "asyncapi": "3.0.0", "info": { "title": "Coinbase Advanced Trade WebSocket", "version": "1.0.0", "description": "AsyncAPI specification for the Coinbase Advanced Trade Market Data WebSocket\nfeed. Subscribe to channels to receive real-time market data and (with a JWT)\na user's orders, positions, and futures balances.\n\nMost channels close within 60-90 seconds if no updates are sent. Subscribe to\nthe `heartbeats` channel alongside others to keep all subscriptions open.\n\nHand-maintained. The generated counterpart (proto-first) will replace this in\nthe WebSocket rework. Field shapes were verified against the production feed,\nso a few details differ from the prose docs (no `client_id`,\n`heartbeat_counter` is an integer, `ticker_batch` omits best bid/ask).\n" }, "servers": { "production": { "host": "advanced-trade-ws.coinbase.com", "protocol": "wss", "description": "Advanced Trade WebSocket API" } }, "defaultContentType": "application/json", "channels": { "heartbeats": { "address": "heartbeats", "title": "Heartbeats", "description": "Real-time server pings (every second) to keep all connections open. Each\nmessage carries a heartbeat_counter so clients can detect missed messages.\nNo products or authentication required.\n", "messages": { "subscribe_request": { "$ref": "#/components/messages/SubscribeHeartbeats" }, "heartbeat": { "name": "heartbeat", "title": "Heartbeat message", "payload": { "$ref": "#/components/schemas/HeartbeatEnvelope" } } } }, "candles": { "address": "candles", "title": "Candles", "description": "Real-time updates on product candles, grouped into five-minute buckets,\nwith updates every second.\n", "messages": { "subscribe_request": { "$ref": "#/components/messages/SubscribeCandles" }, "candles": { "name": "candles", "title": "Candles message", "payload": { "$ref": "#/components/schemas/CandlesEnvelope" } } } }, "status": { "address": "status", "title": "Product status", "description": "Sends all products and currencies on a preset interval. Provide the\nproduct_ids you want status for.\n", "messages": { "subscribe_request": { "$ref": "#/components/messages/SubscribeStatus" }, "status": { "name": "status", "title": "Status message", "payload": { "$ref": "#/components/schemas/StatusEnvelope" } } } }, "ticker": { "address": "ticker", "title": "Ticker", "description": "Real-time price updates every time a match happens. Batches updates during\ncascading matches to reduce bandwidth.\n", "messages": { "subscribe_request": { "$ref": "#/components/messages/SubscribeTicker" }, "ticker": { "name": "ticker", "title": "Ticker message", "payload": { "$ref": "#/components/schemas/TickerEnvelope" } } } }, "ticker_batch": { "address": "ticker_batch", "title": "Ticker (batched)", "description": "Latest price updates every 5000 milliseconds (5 seconds) when there is a\nchange. Same schema as the ticker channel except the envelope channel is\nticker_batch and best bid / best ask fields are not provided.\n", "messages": { "subscribe_request": { "$ref": "#/components/messages/SubscribeTickerBatch" }, "ticker_batch": { "name": "ticker_batch", "title": "Ticker batch message", "payload": { "$ref": "#/components/schemas/TickerBatchEnvelope" } } } }, "level2": { "address": "level2", "title": "Level 2 order book", "description": "Guarantees delivery of all updates and is the easiest way to keep an order\nbook snapshot in sync. Subscribe with channel level2; received messages\ncarry channel l2_data. new_quantity is the updated size at a price level\n(not a delta); a value of \"0\" means the level can be removed.\n", "messages": { "subscribe_request": { "$ref": "#/components/messages/SubscribeLevel2" }, "l2_data": { "name": "l2_data", "title": "Level 2 message", "payload": { "$ref": "#/components/schemas/L2Envelope" } } } }, "market_trades": { "address": "market_trades", "title": "Market trades", "description": "Real-time trades for the subscribed products. Updates are collected over\nthe last 250 ms and sent together, so an update may contain one or many\ntrades.\n", "messages": { "subscribe_request": { "$ref": "#/components/messages/SubscribeMarketTrades" }, "market_trades": { "name": "market_trades", "title": "Market trades message", "payload": { "$ref": "#/components/schemas/MarketTradesEnvelope" } } } }, "user": { "address": "user", "title": "User orders and positions", "description": "Authenticated. Sends updates on a user's open orders and current\npositions, including all subsequent updates. Expects one connection per\nuser; product_ids is optional (omit for all products). Open orders are\nreturned in the snapshot batched by 50.\n", "messages": { "subscribe_request": { "$ref": "#/components/messages/SubscribeUser" }, "user": { "name": "user", "title": "User message", "payload": { "$ref": "#/components/schemas/UserEnvelope" } } } }, "futures_balance_summary": { "address": "futures_balance_summary", "title": "Futures balance summary", "description": "Authenticated. Sends updates on all of a user's futures (FCM) balances,\nincluding subsequent updates. No products required.\n", "messages": { "subscribe_request": { "$ref": "#/components/messages/SubscribeFuturesBalanceSummary" }, "futures_balance_summary": { "name": "futures_balance_summary", "title": "Futures balance summary message", "payload": { "$ref": "#/components/schemas/FCMEnvelope" } } } } }, "operations": { "heartbeatsSubscribe": { "action": "receive", "channel": { "$ref": "#/channels/heartbeats" }, "title": "Subscribe to heartbeats", "summary": "Client sends a subscribe or unsubscribe request for the heartbeats channel.", "messages": [ { "$ref": "#/channels/heartbeats/messages/subscribe_request" } ] }, "heartbeatsStream": { "action": "send", "channel": { "$ref": "#/channels/heartbeats" }, "title": "Heartbeat stream", "summary": "Server streams heartbeat messages to subscribed clients.", "messages": [ { "$ref": "#/channels/heartbeats/messages/heartbeat" } ] }, "candlesSubscribe": { "action": "receive", "channel": { "$ref": "#/channels/candles" }, "title": "Subscribe to candles", "summary": "Client sends a subscribe or unsubscribe request for the candles channel.", "messages": [ { "$ref": "#/channels/candles/messages/subscribe_request" } ] }, "candlesStream": { "action": "send", "channel": { "$ref": "#/channels/candles" }, "title": "Candles stream", "summary": "Server streams candle updates to subscribed clients.", "messages": [ { "$ref": "#/channels/candles/messages/candles" } ] }, "statusSubscribe": { "action": "receive", "channel": { "$ref": "#/channels/status" }, "title": "Subscribe to status", "summary": "Client sends a subscribe or unsubscribe request for the status channel.", "messages": [ { "$ref": "#/channels/status/messages/subscribe_request" } ] }, "statusStream": { "action": "send", "channel": { "$ref": "#/channels/status" }, "title": "Status stream", "summary": "Server streams product status updates to subscribed clients.", "messages": [ { "$ref": "#/channels/status/messages/status" } ] }, "tickerSubscribe": { "action": "receive", "channel": { "$ref": "#/channels/ticker" }, "title": "Subscribe to ticker", "summary": "Client sends a subscribe or unsubscribe request for the ticker channel.", "messages": [ { "$ref": "#/channels/ticker/messages/subscribe_request" } ] }, "tickerStream": { "action": "send", "channel": { "$ref": "#/channels/ticker" }, "title": "Ticker stream", "summary": "Server streams ticker updates to subscribed clients.", "messages": [ { "$ref": "#/channels/ticker/messages/ticker" } ] }, "tickerBatchSubscribe": { "action": "receive", "channel": { "$ref": "#/channels/ticker_batch" }, "title": "Subscribe to batched ticker", "summary": "Client sends a subscribe or unsubscribe request for the ticker_batch channel.", "messages": [ { "$ref": "#/channels/ticker_batch/messages/subscribe_request" } ] }, "tickerBatchStream": { "action": "send", "channel": { "$ref": "#/channels/ticker_batch" }, "title": "Batched ticker stream", "summary": "Server streams batched ticker updates to subscribed clients.", "messages": [ { "$ref": "#/channels/ticker_batch/messages/ticker_batch" } ] }, "level2Subscribe": { "action": "receive", "channel": { "$ref": "#/channels/level2" }, "title": "Subscribe to level2", "summary": "Client sends a subscribe or unsubscribe request for the level2 channel.", "messages": [ { "$ref": "#/channels/level2/messages/subscribe_request" } ] }, "level2Stream": { "action": "send", "channel": { "$ref": "#/channels/level2" }, "title": "Level 2 stream", "summary": "Server streams order book updates (channel l2_data) to subscribed clients.", "messages": [ { "$ref": "#/channels/level2/messages/l2_data" } ] }, "marketTradesSubscribe": { "action": "receive", "channel": { "$ref": "#/channels/market_trades" }, "title": "Subscribe to market trades", "summary": "Client sends a subscribe or unsubscribe request for the market_trades channel.", "messages": [ { "$ref": "#/channels/market_trades/messages/subscribe_request" } ] }, "marketTradesStream": { "action": "send", "channel": { "$ref": "#/channels/market_trades" }, "title": "Market trades stream", "summary": "Server streams market trades to subscribed clients.", "messages": [ { "$ref": "#/channels/market_trades/messages/market_trades" } ] }, "userSubscribe": { "action": "receive", "channel": { "$ref": "#/channels/user" }, "title": "Subscribe to user updates", "summary": "Client sends an authenticated subscribe or unsubscribe request for the user channel. A JWT is required.", "messages": [ { "$ref": "#/channels/user/messages/subscribe_request" } ] }, "userStream": { "action": "send", "channel": { "$ref": "#/channels/user" }, "title": "User stream", "summary": "Server streams the user's order and position updates to the subscribed client.", "messages": [ { "$ref": "#/channels/user/messages/user" } ] }, "futuresBalanceSummarySubscribe": { "action": "receive", "channel": { "$ref": "#/channels/futures_balance_summary" }, "title": "Subscribe to futures balance summary", "summary": "Client sends an authenticated subscribe or unsubscribe request for the futures_balance_summary channel. A JWT is required.", "messages": [ { "$ref": "#/channels/futures_balance_summary/messages/subscribe_request" } ] }, "futuresBalanceSummaryStream": { "action": "send", "channel": { "$ref": "#/channels/futures_balance_summary" }, "title": "Futures balance summary stream", "summary": "Server streams the user's futures (FCM) balance updates to the subscribed client.", "messages": [ { "$ref": "#/channels/futures_balance_summary/messages/futures_balance_summary" } ] } }, "components": { "messages": { "SubscribeHeartbeats": { "name": "subscribe_request", "title": "Subscription request", "summary": "Subscribe or unsubscribe to the heartbeats channel.", "payload": { "type": "object", "additionalProperties": false, "required": [ "type", "channel" ], "properties": { "type": { "type": "string", "enum": [ "subscribe", "unsubscribe" ], "default": "subscribe" }, "channel": { "type": "string", "default": "heartbeats" }, "jwt": { "type": "string", "description": "CDP JWT. Optional; recommended for connection reliability." } } }, "examples": [ { "name": "example", "payload": { "type": "subscribe", "channel": "heartbeats" } } ] }, "SubscribeCandles": { "name": "subscribe_request", "title": "Subscription request", "summary": "Subscribe or unsubscribe to the candles channel.", "payload": { "type": "object", "additionalProperties": false, "required": [ "type", "channel", "product_ids" ], "properties": { "type": { "type": "string", "enum": [ "subscribe", "unsubscribe" ], "default": "subscribe" }, "channel": { "type": "string", "default": "candles" }, "product_ids": { "type": "array", "items": { "type": "string" }, "description": "Products to subscribe to, e.g. [\"BTC-USD\"]." }, "jwt": { "type": "string", "description": "CDP JWT. Optional here; recommended for connection reliability." } } }, "examples": [ { "name": "example", "payload": { "type": "subscribe", "channel": "candles", "product_ids": [ "BTC-USD" ] } } ] }, "SubscribeStatus": { "name": "subscribe_request", "title": "Subscription request", "summary": "Subscribe or unsubscribe to the status channel.", "payload": { "type": "object", "additionalProperties": false, "required": [ "type", "channel", "product_ids" ], "properties": { "type": { "type": "string", "enum": [ "subscribe", "unsubscribe" ], "default": "subscribe" }, "channel": { "type": "string", "default": "status" }, "product_ids": { "type": "array", "items": { "type": "string" }, "description": "Products to subscribe to, e.g. [\"BTC-USD\"]." }, "jwt": { "type": "string", "description": "CDP JWT. Optional here; recommended for connection reliability." } } }, "examples": [ { "name": "example", "payload": { "type": "subscribe", "channel": "status", "product_ids": [ "BTC-USD" ] } } ] }, "SubscribeTicker": { "name": "subscribe_request", "title": "Subscription request", "summary": "Subscribe or unsubscribe to the ticker channel.", "payload": { "type": "object", "additionalProperties": false, "required": [ "type", "channel", "product_ids" ], "properties": { "type": { "type": "string", "enum": [ "subscribe", "unsubscribe" ], "default": "subscribe" }, "channel": { "type": "string", "default": "ticker" }, "product_ids": { "type": "array", "items": { "type": "string" }, "description": "Products to subscribe to, e.g. [\"BTC-USD\"]." }, "jwt": { "type": "string", "description": "CDP JWT. Optional here; recommended for connection reliability." } } }, "examples": [ { "name": "example", "payload": { "type": "subscribe", "channel": "ticker", "product_ids": [ "BTC-USD" ] } } ] }, "SubscribeTickerBatch": { "name": "subscribe_request", "title": "Subscription request", "summary": "Subscribe or unsubscribe to the ticker_batch channel.", "payload": { "type": "object", "additionalProperties": false, "required": [ "type", "channel", "product_ids" ], "properties": { "type": { "type": "string", "enum": [ "subscribe", "unsubscribe" ], "default": "subscribe" }, "channel": { "type": "string", "default": "ticker_batch" }, "product_ids": { "type": "array", "items": { "type": "string" }, "description": "Products to subscribe to, e.g. [\"BTC-USD\"]." }, "jwt": { "type": "string", "description": "CDP JWT. Optional here; recommended for connection reliability." } } }, "examples": [ { "name": "example", "payload": { "type": "subscribe", "channel": "ticker_batch", "product_ids": [ "BTC-USD" ] } } ] }, "SubscribeLevel2": { "name": "subscribe_request", "title": "Subscription request", "summary": "Subscribe or unsubscribe to the level2 channel.", "payload": { "type": "object", "additionalProperties": false, "required": [ "type", "channel", "product_ids" ], "properties": { "type": { "type": "string", "enum": [ "subscribe", "unsubscribe" ], "default": "subscribe" }, "channel": { "type": "string", "default": "level2" }, "product_ids": { "type": "array", "items": { "type": "string" }, "description": "Products to subscribe to, e.g. [\"BTC-USD\"]." }, "jwt": { "type": "string", "description": "CDP JWT. Optional here; recommended for connection reliability." } } }, "examples": [ { "name": "example", "payload": { "type": "subscribe", "channel": "level2", "product_ids": [ "BTC-USD" ] } } ] }, "SubscribeMarketTrades": { "name": "subscribe_request", "title": "Subscription request", "summary": "Subscribe or unsubscribe to the market_trades channel.", "payload": { "type": "object", "additionalProperties": false, "required": [ "type", "channel", "product_ids" ], "properties": { "type": { "type": "string", "enum": [ "subscribe", "unsubscribe" ], "default": "subscribe" }, "channel": { "type": "string", "default": "market_trades" }, "product_ids": { "type": "array", "items": { "type": "string" }, "description": "Products to subscribe to, e.g. [\"BTC-USD\"]." }, "jwt": { "type": "string", "description": "CDP JWT. Optional here; recommended for connection reliability." } } }, "examples": [ { "name": "example", "payload": { "type": "subscribe", "channel": "market_trades", "product_ids": [ "BTC-USD" ] } } ] }, "SubscribeUser": { "name": "subscribe_request", "title": "Subscription request", "summary": "Subscribe to the user channel. A JWT is required to receive data.", "payload": { "type": "object", "additionalProperties": false, "required": [ "type", "channel", "jwt" ], "properties": { "type": { "type": "string", "enum": [ "subscribe", "unsubscribe" ], "default": "subscribe" }, "channel": { "type": "string", "default": "user" }, "product_ids": { "type": "array", "items": { "type": "string" }, "description": "Optional. Omit to receive all products." }, "jwt": { "type": "string", "description": "CDP JWT. Required to receive data on this channel." } } }, "examples": [ { "name": "example", "payload": { "type": "subscribe", "channel": "user", "product_ids": [ "BTC-USD" ], "jwt": "" } } ] }, "SubscribeFuturesBalanceSummary": { "name": "subscribe_request", "title": "Subscription request", "summary": "Subscribe to the futures_balance_summary channel. A JWT is required to receive data.", "payload": { "type": "object", "additionalProperties": false, "required": [ "type", "channel", "jwt" ], "properties": { "type": { "type": "string", "enum": [ "subscribe", "unsubscribe" ], "default": "subscribe" }, "channel": { "type": "string", "default": "futures_balance_summary" }, "jwt": { "type": "string", "description": "CDP JWT. Required to receive data on this channel." } } }, "examples": [ { "name": "example", "payload": { "type": "subscribe", "channel": "futures_balance_summary", "jwt": "" } } ] } }, "schemas": { "EnvelopeBase": { "type": "object", "properties": { "channel": { "type": "string", "description": "The channel that produced this message." }, "timestamp": { "type": "string", "format": "date-time", "description": "Server time the message was sent (RFC 3339)." }, "sequence_num": { "type": "integer", "description": "Per-connection message sequence number; use it to detect dropped or out-of-order messages." } } }, "HeartbeatEnvelope": { "allOf": [ { "$ref": "#/components/schemas/EnvelopeBase" }, { "type": "object", "properties": { "channel": { "const": "heartbeats" }, "events": { "type": "array", "items": { "type": "object", "properties": { "current_time": { "type": "string" }, "heartbeat_counter": { "type": "integer", "description": "Increments each heartbeat; verifies no messages were missed." } } } } } } ] }, "CandlesEnvelope": { "allOf": [ { "$ref": "#/components/schemas/EnvelopeBase" }, { "type": "object", "properties": { "channel": { "const": "candles" }, "events": { "type": "array", "items": { "type": "object", "properties": { "type": { "type": "string", "enum": [ "snapshot", "update" ] }, "candles": { "type": "array", "items": { "$ref": "#/components/schemas/Candle" } } } } } } } ] }, "StatusEnvelope": { "allOf": [ { "$ref": "#/components/schemas/EnvelopeBase" }, { "type": "object", "properties": { "channel": { "const": "status" }, "events": { "type": "array", "items": { "type": "object", "properties": { "type": { "type": "string", "enum": [ "snapshot", "update" ] }, "products": { "type": "array", "items": { "$ref": "#/components/schemas/ProductStatus" } } } } } } } ] }, "TickerEnvelope": { "allOf": [ { "$ref": "#/components/schemas/EnvelopeBase" }, { "type": "object", "properties": { "channel": { "const": "ticker" }, "events": { "type": "array", "items": { "type": "object", "properties": { "type": { "type": "string", "enum": [ "snapshot", "update" ] }, "tickers": { "type": "array", "items": { "$ref": "#/components/schemas/Ticker" } } } } } } } ] }, "TickerBatchEnvelope": { "allOf": [ { "$ref": "#/components/schemas/EnvelopeBase" }, { "type": "object", "properties": { "channel": { "const": "ticker_batch" }, "events": { "type": "array", "items": { "type": "object", "properties": { "type": { "type": "string", "enum": [ "snapshot", "update" ] }, "tickers": { "type": "array", "items": { "$ref": "#/components/schemas/TickerBatch" } } } } } } } ] }, "L2Envelope": { "allOf": [ { "$ref": "#/components/schemas/EnvelopeBase" }, { "type": "object", "properties": { "channel": { "const": "l2_data" }, "events": { "type": "array", "items": { "type": "object", "properties": { "type": { "type": "string", "enum": [ "snapshot", "update" ] }, "product_id": { "type": "string" }, "updates": { "type": "array", "items": { "$ref": "#/components/schemas/L2Update" } } } } } } } ] }, "MarketTradesEnvelope": { "allOf": [ { "$ref": "#/components/schemas/EnvelopeBase" }, { "type": "object", "properties": { "channel": { "const": "market_trades" }, "events": { "type": "array", "items": { "type": "object", "properties": { "type": { "type": "string", "enum": [ "snapshot", "update" ] }, "trades": { "type": "array", "items": { "$ref": "#/components/schemas/MarketTrade" } } } } } } } ] }, "UserEnvelope": { "allOf": [ { "$ref": "#/components/schemas/EnvelopeBase" }, { "type": "object", "properties": { "channel": { "const": "user" }, "events": { "type": "array", "items": { "type": "object", "properties": { "type": { "type": "string", "enum": [ "snapshot", "update" ] }, "orders": { "type": "array", "items": { "$ref": "#/components/schemas/Order" } }, "positions": { "$ref": "#/components/schemas/Positions" } } } } } } ] }, "FCMEnvelope": { "allOf": [ { "$ref": "#/components/schemas/EnvelopeBase" }, { "type": "object", "properties": { "channel": { "const": "futures_balance_summary" }, "events": { "type": "array", "items": { "type": "object", "properties": { "type": { "type": "string", "enum": [ "snapshot", "update" ] }, "fcm_balance_summary": { "$ref": "#/components/schemas/FCMBalanceSummary" } } } } } } ] }, "Ticker": { "type": "object", "properties": { "type": { "type": "string" }, "product_id": { "type": "string" }, "price": { "type": "string", "description": "Current price of the product." }, "volume_24_h": { "type": "string", "description": "24-hour traded volume in base units." }, "low_24_h": { "type": "string" }, "high_24_h": { "type": "string" }, "low_52_w": { "type": "string" }, "high_52_w": { "type": "string" }, "price_percent_chg_24_h": { "type": "string" }, "best_bid": { "type": "string" }, "best_ask": { "type": "string" }, "best_bid_quantity": { "type": "string" }, "best_ask_quantity": { "type": "string" } } }, "TickerBatch": { "type": "object", "description": "Same as Ticker but without best bid/ask fields.", "properties": { "type": { "type": "string" }, "product_id": { "type": "string" }, "price": { "type": "string" }, "volume_24_h": { "type": "string" }, "low_24_h": { "type": "string" }, "high_24_h": { "type": "string" }, "low_52_w": { "type": "string" }, "high_52_w": { "type": "string" }, "price_percent_chg_24_h": { "type": "string" } } }, "Candle": { "type": "object", "properties": { "start": { "type": "string", "description": "String representation of the UNIX timestamp of the candle." }, "high": { "type": "string", "description": "Highest price during the bucket interval." }, "low": { "type": "string", "description": "Lowest price during the bucket interval." }, "open": { "type": "string", "description": "Price of the first trade in the bucket." }, "close": { "type": "string", "description": "Price of the last trade in the bucket." }, "volume": { "type": "string", "description": "Base amount traded during this interval." }, "product_id": { "type": "string", "description": "Product identifier for this candle." } } }, "ProductStatus": { "type": "object", "properties": { "product_type": { "type": "string" }, "id": { "type": "string" }, "base_currency": { "type": "string" }, "quote_currency": { "type": "string" }, "base_increment": { "type": "string" }, "quote_increment": { "type": "string" }, "display_name": { "type": "string" }, "status": { "type": "string", "description": "Trading status, e.g. online." }, "status_message": { "type": "string" }, "min_market_funds": { "type": "string" } } }, "L2Update": { "type": "object", "properties": { "side": { "type": "string", "enum": [ "bid", "offer" ], "description": "Order book side." }, "event_time": { "type": "string", "format": "date-time", "description": "Time of the event as recorded by the trading engine." }, "price_level": { "type": "string", "description": "Price level being updated." }, "new_quantity": { "type": "string", "description": "Updated size at this price level (not a delta). A value of \"0\" means the level can be removed." } } }, "MarketTrade": { "type": "object", "properties": { "trade_id": { "type": "string", "description": "Unique identifier of the trade." }, "product_id": { "type": "string", "description": "Product the trade occurred on." }, "price": { "type": "string", "description": "Price the trade executed at." }, "size": { "type": "string", "description": "Base size of the trade." }, "side": { "type": "string", "enum": [ "BUY", "SELL" ], "description": "The maker's side of the trade." }, "time": { "type": "string", "format": "date-time", "description": "Time the trade occurred (RFC 3339)." } } }, "Order": { "type": "object", "properties": { "avg_price": { "type": "string", "description": "Average filled price of the order so far." }, "cancel_reason": { "type": "string", "description": "Reason for order cancellation." }, "client_order_id": { "type": "string", "description": "Unique identifier of the order specified by the client." }, "completion_percentage": { "type": "string", "description": "Percentage of order completion." }, "contract_expiry_type": { "type": "string", "enum": [ "UNKNOWN_CONTRACT_EXPIRY", "EXPIRING", "PERPETUAL" ], "description": "Contract expiry type for the order." }, "cumulative_quantity": { "type": "string", "description": "Amount the order is filled, in base currency." }, "filled_value": { "type": "string", "description": "Value of the filled order." }, "leaves_quantity": { "type": "string", "description": "Amount remaining, in the same currency the order was placed in (quote or base)." }, "limit_price": { "type": "string", "description": "Limit price when the order is a Limit or Stop Limit type; \"0\" otherwise." }, "number_of_fills": { "type": "string", "description": "Number of fills for the order." }, "order_id": { "type": "string", "description": "Unique identifier of the order." }, "order_side": { "type": "string", "enum": [ "BUY", "SELL" ], "description": "Side of the order." }, "order_type": { "type": "string", "enum": [ "LIMIT", "MARKET", "STOP_LIMIT" ], "description": "Type of the order." }, "outstanding_hold_amount": { "type": "string", "description": "Outstanding hold amount for the order." }, "post_only": { "type": "string", "enum": [ "true", "false" ], "description": "Whether the order is post-only." }, "product_id": { "type": "string", "description": "The product this order was placed on." }, "product_type": { "type": "string", "enum": [ "UNKNOWN_PRODUCT_TYPE", "SPOT", "FUTURE" ], "description": "Product type of the order." }, "reject_reason": { "type": "string", "description": "Reason for order rejection." }, "retail_portfolio_id": { "type": "string", "description": "The ID of the portfolio this order is associated with." }, "risk_managed_by": { "type": "string", "enum": [ "UNKNOWN_RISK_MANAGEMENT_TYPE", "MANAGED_BY_FCM", "MANAGED_BY_VENUE" ], "description": "Who manages the risk for this order." }, "status": { "type": "string", "enum": [ "PENDING", "OPEN", "FILLED", "CANCEL_QUEUED", "CANCELLED", "EXPIRED", "FAILED" ], "description": "Order status." }, "stop_price": { "type": "string", "description": "Stop price when the order is a Stop Limit type; \"0\" otherwise." }, "time_in_force": { "type": "string", "enum": [ "UNKNOWN_TIME_IN_FORCE", "GOOD_UNTIL_DATE_TIME", "GOOD_UNTIL_CANCELLED", "IMMEDIATE_OR_CANCEL", "FILL_OR_KILL" ], "description": "Time in force of the order." }, "total_fees": { "type": "string", "description": "Commission paid for the order." }, "total_value_after_fees": { "type": "string", "description": "Total value of the order after fees." }, "trigger_status": { "type": "string", "enum": [ "UNKNOWN_TRIGGER_STATUS", "INVALID_ORDER_TYPE", "STOP_PENDING", "STOP_TRIGGERED" ], "description": "Trigger status for stop orders." }, "creation_time": { "type": "string", "format": "date-time", "description": "When the order was placed." }, "end_time": { "type": "string", "format": "date-time", "description": "Order end time, or 0001-01-01T00:00:00Z when not applicable." }, "start_time": { "type": "string", "format": "date-time", "description": "Order start time, or 0001-01-01T00:00:00Z when not applicable." } } }, "Positions": { "type": "object", "properties": { "perpetual_futures_positions": { "type": "array", "items": { "$ref": "#/components/schemas/PerpetualFuturesPosition" } }, "expiring_futures_positions": { "type": "array", "items": { "$ref": "#/components/schemas/ExpiringFuturesPosition" } }, "prediction_market_positions": { "type": "array", "items": { "type": "object" } } } }, "PerpetualFuturesPosition": { "type": "object", "properties": { "product_id": { "type": "string", "description": "Instrument the position is in, e.g. BTC-PERP-INTX." }, "portfolio_uuid": { "type": "string", "description": "The uuid of the portfolio this position is associated with." }, "vwap": { "type": "string", "description": "Price of the position based on the last settlement period." }, "entry_vwap": { "type": "string", "description": "Volume-weighted entry price of the position (not reset to the last funding price)." }, "position_side": { "type": "string", "enum": [ "Long", "Short" ], "description": "Side of the position." }, "margin_type": { "type": "string", "enum": [ "Cross", "Isolated" ], "description": "Margin type of the position." }, "net_size": { "type": "string", "description": "Size of the position; positive is long, negative is short." }, "buy_order_size": { "type": "string", "description": "Cumulative size of all open buy orders." }, "sell_order_size": { "type": "string", "description": "Cumulative size of all open sell orders." }, "leverage": { "type": "string", "description": "Leverage of the position." }, "mark_price": { "type": "string", "description": "Current mark price for the instrument, used in risk and margin calculations." }, "liquidation_price": { "type": "string", "description": "Price at which the position will be liquidated." }, "im_notional": { "type": "string", "description": "Amount this position contributes to the initial margin." }, "mm_notional": { "type": "string", "description": "Amount this position contributes to the maintenance margin." }, "position_notional": { "type": "string", "description": "Notional value of the position." }, "unrealized_pnl": { "type": "string", "description": "Profit or loss of this position (resets to 0 after settlement)." }, "aggregated_pnl": { "type": "string", "description": "Total profit or loss of this position since it was opened." } } }, "ExpiringFuturesPosition": { "type": "object", "properties": { "product_id": { "type": "string", "description": "Instrument the position is in, e.g. BTC-12Jun24-CDE." }, "side": { "type": "string", "enum": [ "Long", "Short" ], "description": "Side of the position." }, "number_of_contracts": { "type": "string", "description": "Size of the position in contracts." }, "realized_pnl": { "type": "string", "description": "Realized PnL for the position." }, "unrealized_pnl": { "type": "string", "description": "Current unrealized PnL for the position." }, "entry_price": { "type": "string", "description": "Average entry price of the position." } } }, "FCMBalanceSummary": { "type": "object", "properties": { "futures_buying_power": { "type": "string", "description": "Cash balance available to trade CFM futures." }, "total_usd_balance": { "type": "string", "description": "Aggregate USD across your CFTC-regulated futures account and your Coinbase Inc. spot account." }, "cbi_usd_balance": { "type": "string", "description": "USD maintained in your Coinbase Inc. spot account." }, "cfm_usd_balance": { "type": "string", "description": "USD in your CFTC-regulated futures account; not available to trade spot." }, "total_open_orders_hold_amount": { "type": "string", "description": "Total balance on hold for spot and futures open orders." }, "unrealized_pnl": { "type": "string", "description": "Current unrealized PnL across all open positions." }, "daily_realized_pnl": { "type": "string", "description": "Realized PnL from the current trade date." }, "initial_margin": { "type": "string", "description": "Margin required to initiate futures positions." }, "available_margin": { "type": "string", "description": "Funds available to meet your anticipated margin requirement." }, "liquidation_threshold": { "type": "string", "description": "When available collateral drops to this threshold, positions are liquidated." }, "liquidation_buffer_amount": { "type": "string", "description": "Funds available in excess of the liquidation threshold (available margin minus liquidation threshold)." }, "liquidation_buffer_percentage": { "type": "string", "description": "Funds available in excess of the liquidation threshold, as a percentage." }, "intraday_margin_window_measure": { "$ref": "#/components/schemas/MarginWindowMeasure", "description": "Margin requirements for positions held intraday before settling overnight." }, "overnight_margin_window_measure": { "$ref": "#/components/schemas/MarginWindowMeasure", "description": "Increased margin requirements for positions held unsettled overnight." } } }, "MarginWindowMeasure": { "type": "object", "properties": { "margin_window_type": { "type": "string", "enum": [ "FCM_MARGIN_WINDOW_TYPE_UNSPECIFIED", "FCM_MARGIN_WINDOW_TYPE_OVERNIGHT", "FCM_MARGIN_WINDOW_TYPE_WEEKEND", "FCM_MARGIN_WINDOW_TYPE_INTRADAY", "FCM_MARGIN_WINDOW_TYPE_TRANSITION" ], "description": "The margin window this measure applies to." }, "margin_level": { "type": "string", "enum": [ "MARGIN_LEVEL_TYPE_UNSPECIFIED", "MARGIN_LEVEL_TYPE_BASE", "MARGIN_LEVEL_TYPE_WARNING", "MARGIN_LEVEL_TYPE_DANGER", "MARGIN_LEVEL_TYPE_LIQUIDATION" ], "description": "Margin level for this window." }, "initial_margin": { "type": "string", "description": "Initial margin for this window." }, "maintenance_margin": { "type": "string", "description": "Maintenance margin for this window." }, "liquidation_buffer_percentage": { "type": "string", "description": "Liquidation buffer percentage for this window." }, "total_hold": { "type": "string", "description": "Total hold for this window." }, "futures_buying_power": { "type": "string", "description": "Futures buying power for this window." } } } } } }