Q4 2023

✨ Features & Improvements

  • Added First And Last Updated Ids In Orderbook State Change Socket Events (API)
    • By using the "firstUpdateId" and "lastUpdateId" fields you can deterministically check whether you’ve missed an OrderbookUpdate socket event or not. Changes are backwards compatible as the current "orderbookUpdateId" field is unchanged. You can read more about this here.
  • Added “isBuy” to Order Settlement Update
    • We’ve added a new field "isBuy" to indicate whether your recently matched order is a Buy or Sell order. For more details on the OrderSettlementUpdate, see the docs here.
  • Added New Timestamp Fields To Give OrderUpdates In Milliseconds (API)
    • We’ve added the following new fields to order updates to provide millisecond level granularity: createdAtInMs, requestTimeInMs, updatedAtInMs. This change is backwards compatible and current timestamp fields in seconds are not updated.
  • Active Expiration of Orders In Orderbook
    • We have implemented a mechanism for actively expiring orders from the orderbook once they have reached their designated expiration time. The current interval for conducting the expiry checks on OPEN orders is 1 second. Additionally, there is an expiry buffer currently configured for 10 seconds. In other words, if your order has 10 seconds or less remaining before it expires, and the expiry check is triggered, your order will be expired. The documentation details that the expiration time can be specified within the order's payload.
  • Order Cancelled on Reversion Updates
    • We have released the Settlement Failure updates. Details on this new socket event can be found here. We have also added an attribute named fillId to settlement update events. This unique ID is assigned to each fill sent on-chain, and the same ID would reflect in canceled on reversion and requeue events, which will help keep track of reversions against each fill.
  • Orderbook Partial Depth Stream
    • We have introduced partial depth socket streams to provide continuous visibility into the uppermost layers of the order book, allowing for more granular and precise monitoring of market conditions. We support depth levels 5,10,20 and 50. More details on this feature can be found here
  • SubAccount Support for Reward Endpoints
    • We now support the subaccount functionality in the rewards endpoints for all the growth campaigns. It will leverage the subaccount user to view the rewarded points and details of the campaign for their parent user.