improved
Q4 2023
8 months ago by Maaz Uddin
✨ 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.
- By using the
- Added “isBuy” to Order Settlement Update
- We’ve added a new field
"isBuy"
to indicate whether your recently matched order is aBuy
orSell
order. For more details on the OrderSettlementUpdate, see the docs here.
- We’ve added a new field
- 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.
- We’ve added the following new fields to order updates to provide millisecond level granularity:
- 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 for10
seconds. In other words, if your order has10
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.
- 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
- 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.
- We have released the Settlement Failure updates. Details on this new socket event can be found here. We have also added an attribute named
- 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
- 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
- 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.