krakenfutures_ws_asyncapi.yaml

asyncapi: 3.0.0
info:
  title: Kraken Futures Websocket API
  version: 2.0.0
  tags:
    - name: User Data
    - name: Market Data
    - name: Admin
servers:
  production:
    host: futures.kraken.com
    pathname: /ws/v1
    protocol: wss
channels:
  open_orders:
    address: open_orders
    messages:
      openOrdersUpdates.message.0:
        $ref: "#/components/messages/OpenOrdersSnapshotMessage"
      openOrdersUpdates.message.1:
        $ref: "#/components/messages/OpenOrdersUpdateMessage"
      openOrdersUpdates.message.2:
        $ref: "#/components/messages/OpenOrderDeltaMessage"
      openOrdersUpdates.message.3:
        $ref: "#/components/messages/OpenOrderCancelMessage"
      openOrdersUpdates.message.4:
        $ref: "#/components/messages/ErrorMessage"
      subscribeToOpenOrders.message:
        contentType: application/json
        summary: Request to subscribe to open orders feed
        payload:
          $ref: "#/components/schemas/OpenOrdersRequest"
    description: |
      This subscription feed publishes information about user open orders.
  open_orders_verbose:
    address: open_orders_verbose
    messages:
      openOrdersVerbose.message.0:
        $ref: "#/components/messages/OpenOrdersSnapshotMessage"
      openOrdersVerbose.message.1:
        $ref: "#/components/messages/OpenOrdersUpdateMessage"
      openOrdersVerbose.message.2:
        $ref: "#/components/messages/OpenOrderDeltaMessage"
      openOrdersVerbose.message.3:
        $ref: "#/components/messages/OpenOrderCancelMessage"
      openOrdersVerbose.message.4:
        $ref: "#/components/messages/ErrorMessage"
      subscribeToOpenOrdersVerbose.message:
        contentType: application/json
        summary: Request to subscribe to open orders feed
        payload:
          $ref: "#/components/schemas/OpenOrdersRequest"
    description: >
      This subscription feed publishes information about user open orders. This
      feed adds extra information about all the post-only orders that failed to
      cross the book.
  fills:
    address: fills
    messages:
      PublishToFills.message.0:
        $ref: "#/components/messages/FillsMessage"
      PublishToFills.message.1:
        $ref: "#/components/messages/FillsSnapshotMessage"
      PublishToFills.message.2:
        $ref: "#/components/messages/FillsDeltaMessage"
      PublishToFills.message.3:
        $ref: "#/components/messages/OpenOrderCancelMessage"
      PublishToFills.message.4:
        $ref: "#/components/messages/ErrorMessage"
      subscribeToFills.message:
        contentType: application/json
        summary: Request to subscribe to open orders feed
        payload:
          $ref: "#/components/schemas/OpenOrdersRequest"
    description: |
      This subscription feed publishes fills information.
  balances:
    address: balances
    messages:
      PublishToBalance.message.0:
        $ref: "#/components/messages/BalanceMessage"
      PublishToBalance.message.1:
        $ref: "#/components/messages/BalanceSnapshotMessage"
      PublishToBalance.message.2:
        $ref: "#/components/messages/BalanceDeltaMessage"
      PublishToBalance.message.3:
        $ref: "#/components/messages/ErrorMessage"
      subscribeToBalance.message:
        contentType: application/json
        summary: Request to subscribe to Balance
        payload:
          $ref: "#/components/schemas/OpenOrdersRequest"
    description: >
      This feed returns balance information for holding wallets, single
      collateral wallets and multi-collateral wallets.
  open_positions:
    address: open_positions
    messages:
      PublishToPosition.message.0:
        $ref: "#/components/messages/openPositionsMessage"
      PublishToPosition.message.1:
        $ref: "#/components/messages/PositionSnapshotMessage"
      PublishToPosition.message.2:
        $ref: "#/components/messages/ErrorMessage"
      subscribeToPositions.message:
        contentType: application/json
        summary: Request to subscribe to open positions
        payload:
          $ref: "#/components/schemas/OpenOrdersRequest"
    description: |
      This subscription feed publishes the open positions of the user account.
  account_log:
    address: account_log
    messages:
      PublishToLogs.message.0:
        $ref: "#/components/messages/LogsMessage"
      PublishToLogs.message.1:
        $ref: "#/components/messages/LogsSnapshotMessage"
      PublishToLogs.message.2:
        $ref: "#/components/messages/LogsDeltaMessage"
      PublishToLogs.message.3:
        $ref: "#/components/messages/ErrorMessage"
      subscribeToLogs.message:
        contentType: application/json
        summary: Request to subscribe to account logs
        payload:
          $ref: "#/components/schemas/OpenOrdersRequest"
    description: |
      This subscription feed publishes account log.
  notifications_auth:
    address: notifications_auth
    messages:
      PublishToNotifications.message.0:
        $ref: "#/components/messages/LogsMessage"
      PublishToNotifications.message.1:
        $ref: "#/components/messages/NotificationsSnapshotMessage"
      PublishToNotifications.message.2:
        $ref: "#/components/messages/ErrorMessage"
      subscribeToNotifications.message:
        contentType: application/json
        summary: Request to subscribe to account logs
        payload:
          $ref: "#/components/schemas/OpenOrdersRequest"
    description: >
      This subscription feed publishes notifications to the
      client.Authentication is required.
  ticker:
    address: ticker
    messages:
      PublishToTicker.message.0:
        $ref: "#/components/messages/TickerMessage"
      PublishToTicker.message.1:
        $ref: "#/components/messages/TickerSnapshotMessage"
      PublishToTicker.message.2:
        $ref: "#/components/messages/ErrorMessage"
      subscribeToTicker.message:
        contentType: application/json
        summary: Request to subscribe to Ticker
        payload:
          $ref: "#/components/schemas/TickerRequest"
    description: >
      The ticker feed returns ticker information about listed products. Only
      tradeable markets are available via individual WebSocket market data
      feeds. Delta messages are throttled such that they are published every 1s.
  ticker_lite:
    address: ticker_lite
    messages:
      PublishToTickerLite.message.0:
        $ref: "#/components/messages/TickerMessage"
      PublishToTickerLite.message.1:
        $ref: "#/components/messages/TickerLiteSnapshotMessage"
      PublishToTickerLite.message.2:
        $ref: "#/components/messages/ErrorMessage"
      subscribeToTickerLite.message:
        contentType: application/json
        summary: Request to subscribe to Ticker
        payload:
          $ref: "#/components/schemas/TickerRequest"
    description: >
      The ticker lite feed returns ticker information about listed products.
      Delta messages are throttled such that they are published every 1s.
  book:
    address: book
    messages:
      PublishToOrderBook.message.0:
        $ref: "#/components/messages/TickerMessage"
      PublishToOrderBook.message.1:
        $ref: "#/components/messages/BookSnapshotMessage"
      PublishToOrderBook.message.2:
        $ref: "#/components/messages/BookDeltaMessage"
      PublishToOrderBook.message.3:
        $ref: "#/components/messages/ErrorMessage"
      subscribeToOrderBook.message:
        contentType: application/json
        summary: Request to subscribe to order book
        payload:
          $ref: "#/components/schemas/TickerRequest"
    description: |
      The book feed returns information about the order book.
  trade:
    address: trade
    messages:
      PublishToTrade.message.0:
        $ref: "#/components/messages/TickerMessage"
      PublishToTrade.message.1:
        $ref: "#/components/messages/TradeSnapshotMessage"
      PublishToTrade.message.2:
        $ref: "#/components/messages/TradeDeltaMessage"
      PublishToTrade.message.3:
        $ref: "#/components/messages/ErrorMessage"
      subscribeToTrade.message:
        contentType: application/json
        summary: Request to subscribe to trade
        payload:
          $ref: "#/components/schemas/TickerRequest"
    description: |
      The trade feed returns information about executed trades
  challenge:
    address: challenge
    messages:
      PublishToChallenge.message.0:
        $ref: "#/components/messages/ChallengeMessage"
      PublishToChallenge.message.1:
        $ref: "#/components/messages/ErrorMessage"
      subscribeToChallenge.message:
        contentType: application/json
        summary: Request to subscribe to challenge
        payload:
          $ref: "#/components/schemas/ChallengeRequest"
    description: >
      This request returns a challenge to be used in handshake for user
      authentication.
  heartbeat:
    address: heartbeat
    messages:
      PublishToHeartbeat.message.0:
        $ref: "#/components/messages/HeartbeatMessage"
      PublishToHeartbeat.message.1:
        $ref: "#/components/messages/HeartbeatSnapshotMessage"
      PublishToHeartbeat.message.2:
        $ref: "#/components/messages/ErrorMessage"
      subscribeToHeartbeat.message:
        contentType: application/json
        summary: Request to subscribe to heartbeat
        payload:
          $ref: "#/components/schemas/HeartbeatRequest"
    description: |
      The heartbeat feed publishes a heartbeat message at timed intervals.
operations:
  openOrdersUpdates:
    action: receive
    channel:
      $ref: "#/channels/open_orders"
    summary: Server publishes open orders updates
    messages:
      - $ref: "#/channels/open_orders/messages/openOrdersUpdates.message.0"
      - $ref: "#/channels/open_orders/messages/openOrdersUpdates.message.1"
      - $ref: "#/channels/open_orders/messages/openOrdersUpdates.message.2"
      - $ref: "#/channels/open_orders/messages/openOrdersUpdates.message.3"
      - $ref: "#/channels/open_orders/messages/openOrdersUpdates.message.4"
  subscribeToOpenOrders:
    action: send
    channel:
      $ref: "#/channels/open_orders"
    summary: Subscribe to open orders
    messages:
      - $ref: "#/channels/open_orders/messages/subscribeToOpenOrders.message"
  openOrdersVerbose:
    action: receive
    channel:
      $ref: "#/channels/open_orders_verbose"
    summary: Server publishes open orders updates
    messages:
      - $ref: "#/channels/open_orders_verbose/messages/openOrdersVerbose.message.0"
      - $ref: "#/channels/open_orders_verbose/messages/openOrdersVerbose.message.1"
      - $ref: "#/channels/open_orders_verbose/messages/openOrdersVerbose.message.2"
      - $ref: "#/channels/open_orders_verbose/messages/openOrdersVerbose.message.3"
      - $ref: "#/channels/open_orders_verbose/messages/openOrdersVerbose.message.4"
  subscribeToOpenOrdersVerbose:
    action: send
    channel:
      $ref: "#/channels/open_orders_verbose"
    summary: Subscribe to open orders verbose
    messages:
      - $ref: >-
          #/channels/open_orders_verbose/messages/subscribeToOpenOrdersVerbose.message
  PublishToFills:
    action: receive
    channel:
      $ref: "#/channels/fills"
    summary: Server publishes fills
    messages:
      - $ref: "#/channels/fills/messages/PublishToFills.message.0"
      - $ref: "#/channels/fills/messages/PublishToFills.message.1"
      - $ref: "#/channels/fills/messages/PublishToFills.message.2"
      - $ref: "#/channels/fills/messages/PublishToFills.message.3"
      - $ref: "#/channels/fills/messages/PublishToFills.message.4"
  subscribeToFills:
    action: send
    channel:
      $ref: "#/channels/fills"
    summary: Subscribe to fills
    messages:
      - $ref: "#/channels/fills/messages/subscribeToFills.message"
  PublishToBalance:
    action: receive
    channel:
      $ref: "#/channels/balances"
    summary: Server publishes fills
    messages:
      - $ref: "#/channels/balances/messages/PublishToBalance.message.0"
      - $ref: "#/channels/balances/messages/PublishToBalance.message.1"
      - $ref: "#/channels/balances/messages/PublishToBalance.message.2"
      - $ref: "#/channels/balances/messages/PublishToBalance.message.3"
  subscribeToBalance:
    action: send
    channel:
      $ref: "#/channels/balances"
    summary: Subscribe to balance
    messages:
      - $ref: "#/channels/balances/messages/subscribeToBalance.message"
  PublishToPosition:
    action: receive
    channel:
      $ref: "#/channels/open_positions"
    summary: Server publishes open positions
    messages:
      - $ref: "#/channels/open_positions/messages/PublishToPosition.message.0"
      - $ref: "#/channels/open_positions/messages/PublishToPosition.message.1"
      - $ref: "#/channels/open_positions/messages/PublishToPosition.message.2"
  subscribeToPositions:
    action: send
    channel:
      $ref: "#/channels/open_positions"
    summary: Subscribe to open positions
    messages:
      - $ref: "#/channels/open_positions/messages/subscribeToPositions.message"
  PublishToLogs:
    action: receive
    channel:
      $ref: "#/channels/account_log"
    summary: Server publishes open positions
    messages:
      - $ref: "#/channels/account_log/messages/PublishToLogs.message.0"
      - $ref: "#/channels/account_log/messages/PublishToLogs.message.1"
      - $ref: "#/channels/account_log/messages/PublishToLogs.message.2"
      - $ref: "#/channels/account_log/messages/PublishToLogs.message.3"
  subscribeToLogs:
    action: send
    channel:
      $ref: "#/channels/account_log"
    summary: Subscribe to account logs
    messages:
      - $ref: "#/channels/account_log/messages/subscribeToLogs.message"
  PublishToNotifications:
    action: receive
    channel:
      $ref: "#/channels/notifications_auth"
    summary: Server publishes notifications
    messages:
      - $ref: >-
          #/channels/notifications_auth/messages/PublishToNotifications.message.0
      - $ref: >-
          #/channels/notifications_auth/messages/PublishToNotifications.message.1
      - $ref: >-
          #/channels/notifications_auth/messages/PublishToNotifications.message.2
  subscribeToNotifications:
    action: send
    channel:
      $ref: "#/channels/notifications_auth"
    summary: Subscribe to notifications
    messages:
      - $ref: >-
          #/channels/notifications_auth/messages/subscribeToNotifications.message
  PublishToTicker:
    action: receive
    channel:
      $ref: "#/channels/ticker"
    summary: Server publishes ticker
    messages:
      - $ref: "#/channels/ticker/messages/PublishToTicker.message.0"
      - $ref: "#/channels/ticker/messages/PublishToTicker.message.1"
      - $ref: "#/channels/ticker/messages/PublishToTicker.message.2"
  subscribeToTicker:
    action: send
    channel:
      $ref: "#/channels/ticker"
    summary: Subscribe to notifications
    messages:
      - $ref: "#/channels/ticker/messages/subscribeToTicker.message"
  PublishToTickerLite:
    action: receive
    channel:
      $ref: "#/channels/ticker_lite"
    summary: Server publishes ticker
    messages:
      - $ref: "#/channels/ticker_lite/messages/PublishToTickerLite.message.0"
      - $ref: "#/channels/ticker_lite/messages/PublishToTickerLite.message.1"
      - $ref: "#/channels/ticker_lite/messages/PublishToTickerLite.message.2"
  subscribeToTickerLite:
    action: send
    channel:
      $ref: "#/channels/ticker_lite"
    summary: Subscribe to ticker lite
    messages:
      - $ref: "#/channels/ticker_lite/messages/subscribeToTickerLite.message"
  PublishToOrderBook:
    action: receive
    channel:
      $ref: "#/channels/book"
    summary: Server publishes order book
    messages:
      - $ref: "#/channels/book/messages/PublishToOrderBook.message.0"
      - $ref: "#/channels/book/messages/PublishToOrderBook.message.1"
      - $ref: "#/channels/book/messages/PublishToOrderBook.message.2"
      - $ref: "#/channels/book/messages/PublishToOrderBook.message.3"
  subscribeToOrderBook:
    action: send
    channel:
      $ref: "#/channels/book"
    summary: Subscribe to order book
    messages:
      - $ref: "#/channels/book/messages/subscribeToOrderBook.message"
  PublishToTrade:
    action: receive
    channel:
      $ref: "#/channels/trade"
    summary: Server publishes trade
    messages:
      - $ref: "#/channels/trade/messages/PublishToTrade.message.0"
      - $ref: "#/channels/trade/messages/PublishToTrade.message.1"
      - $ref: "#/channels/trade/messages/PublishToTrade.message.2"
      - $ref: "#/channels/trade/messages/PublishToTrade.message.3"
  subscribeToTrade:
    action: send
    channel:
      $ref: "#/channels/trade"
    summary: Subscribe to trade
    messages:
      - $ref: "#/channels/trade/messages/subscribeToTrade.message"
  PublishToChallenge:
    action: receive
    channel:
      $ref: "#/channels/challenge"
    summary: Server publishes Challenge
    messages:
      - $ref: "#/channels/challenge/messages/PublishToChallenge.message.0"
      - $ref: "#/channels/challenge/messages/PublishToChallenge.message.1"
  subscribeToChallenge:
    action: send
    channel:
      $ref: "#/channels/challenge"
    summary: Subscribe to challenge
    messages:
      - $ref: "#/channels/challenge/messages/subscribeToChallenge.message"
  PublishToHeartbeat:
    action: receive
    channel:
      $ref: "#/channels/heartbeat"
    summary: Server publishes heartbeat
    messages:
      - $ref: "#/channels/heartbeat/messages/PublishToHeartbeat.message.0"
      - $ref: "#/channels/heartbeat/messages/PublishToHeartbeat.message.1"
      - $ref: "#/channels/heartbeat/messages/PublishToHeartbeat.message.2"
  subscribeToHeartbeat:
    action: send
    channel:
      $ref: "#/channels/heartbeat"
    summary: Subscribe to heartbeat
    messages:
      - $ref: "#/channels/heartbeat/messages/subscribeToHeartbeat.message"
components:
  messages:
    OpenOrdersSnapshotMessage:
      contentType: application/json
      summary: Snapshot of open orders when subscribed
      payload:
        $ref: "#/components/schemas/OpenOrdersSnapshot"
    OpenOrdersUpdateMessage:
      contentType: application/json
      summary: Real-time updates on open orders
      payload:
        $ref: "#/components/schemas/OpenOrdersResponse"
    OpenOrderDeltaMessage:
      contentType: application/json
      summary: Real-time updates on open orders
      payload:
        $ref: "#/components/schemas/OpenOrdersDeltaResponse"
    OpenOrderCancelMessage:
      contentType: application/json
      summary: Real-time updates on open orders
      payload:
        $ref: "#/components/schemas/OpenOrdersCancelResponse"
    ErrorMessage:
      contentType: application/json
      summary: error
      payload:
        $ref: "#/components/schemas/ErrorResponse"
    FillsMessage:
      contentType: application/json
      summary: error
      payload:
        $ref: "#/components/schemas/FillsResponse"
    FillsSnapshotMessage:
      contentType: application/json
      summary: Real-time updates on open orders
      payload:
        $ref: "#/components/schemas/FillsSnapshotResponse"
    FillsDeltaMessage:
      contentType: application/json
      summary: Real-time updates on open orders
      payload:
        $ref: "#/components/schemas/FillsSnapshotResponse"
    BalanceMessage:
      contentType: application/json
      summary: Real-time updates on open orders
      payload:
        $ref: "#/components/schemas/OpenOrdersResponse"
    BalanceSnapshotMessage:
      contentType: application/json
      summary: Real-time updates on open orders
      payload:
        $ref: "#/components/schemas/FillsSnapshotResponse"
    BalanceDeltaMessage:
      contentType: application/json
      summary: Real-time updates on open orders
      payload:
        oneOf:
          - $ref: "#/components/schemas/HoldingWalletResponse"
          - $ref: "#/components/schemas/MultiCollateralResponse"
          - $ref: "#/components/schemas/SingleCollateralResponse"
    openPositionsMessage:
      contentType: application/json
      summary: Real-time updates on open orders
      payload:
        $ref: "#/components/schemas/OpenOrdersResponse"
    PositionSnapshotMessage:
      contentType: application/json
      summary: Real-time updates on open positions
      payload:
        $ref: "#/components/schemas/PositionsSnapshotResponse"
    LogsMessage:
      contentType: application/json
      summary: Real-time updates on account logs
      payload:
        $ref: "#/components/schemas/OpenOrdersResponse"
    LogsSnapshotMessage:
      contentType: application/json
      summary: Real-time updates on account logs
      payload:
        $ref: "#/components/schemas/LogsSnapshotResponse"
    LogsDeltaMessage:
      contentType: application/json
      summary: Real-time updates on open orders
      payload:
        $ref: "#/components/schemas/LogsDeltaResponse"
    NotificationsSnapshotMessage:
      contentType: application/json
      summary: Real-time updates on account logs
      payload:
        $ref: "#/components/schemas/NotificationsSnapshotResponse"
    TickerSnapshotMessage:
      contentType: application/json
      summary: Real-time updates on account logs
      payload:
        $ref: "#/components/schemas/TickerSnapshotResponse"
    TickerMessage:
      contentType: application/json
      summary: Real-time updates on account logs
      payload:
        $ref: "#/components/schemas/TickerResponse"
    TickerLiteSnapshotMessage:
      contentType: application/json
      summary: Real-time updates on account logs
      payload:
        $ref: "#/components/schemas/TickerLiteSnapshotResponse"
    BookSnapshotMessage:
      contentType: application/json
      summary: Real-time updates on order book
      payload:
        $ref: "#/components/schemas/BookSnapshotResponse"
    BookDeltaMessage:
      contentType: application/json
      summary: Real-time updates on order book
      payload:
        $ref: "#/components/schemas/BookDeltaResponse"
    TradeSnapshotMessage:
      contentType: application/json
      summary: Real-time updates on order book
      payload:
        $ref: "#/components/schemas/TradeSnapshotResponse"
    TradeDeltaMessage:
      contentType: application/json
      summary: Real-time updates on order book
      payload:
        $ref: "#/components/schemas/TradeDeltaResponse"
    ChallengeMessage:
      contentType: application/json
      summary: Real-time updates on challenge
      payload:
        $ref: "#/components/schemas/ChallengeResponse"
    HeartbeatMessage:
      contentType: application/json
      summary: Real-time updates on heartbeat
      payload:
        $ref: "#/components/schemas/HeartbeatRequest"
    HeartbeatSnapshotMessage:
      contentType: application/json
      summary: Real-time updates on heartbeat
      payload:
        $ref: "#/components/schemas/HeartbeaSnapshotRequest"
  schemas:
    OpenOrdersRequest:
      type: object
      required:
        - event
        - feed
        - api_key
        - original_challenge
        - signed_challenge
      properties:
        event:
          $ref: "#/components/schemas/eventEnum"
          description: The event type (subscribe or unsubscribe)
        feed:
          $ref: "#/components/schemas/feedEnum"
          description: The requested subscription feed
        api_key:
          type: string
          description: The user’s API key
        original_challenge:
          type: string
          description: The message that is received from a challenge request
        signed_challenge:
          type: string
          description: The signed challenge message with user’s API secret
    eventEnum:
      type: string
      enum:
        - subscribe
        - unsubscribe
        - subscribed_failed
        - unsubscribed_failed
    feedEnum:
      type: string
      enum:
        - open_orders
        - open_orders_verbose
        - fills
        - balances
    OpenOrdersResponse:
      type: object
      properties:
        event:
          $ref: "#/components/schemas/eventEnum"
          description: The result of the subscription request
        feed:
          $ref: "#/components/schemas/feedEnum"
          description: The subscription feed
        api_key:
          type: string
          description: The user’s API key
        original_challenge:
          type: string
          description: The message that is received from a challenge request
        signed_challenge:
          type: string
          description: The signed challenge message with user’s API secret
    OpenOrdersSnapshot:
      type: object
      required:
        - feed
        - account
        - orders
      properties:
        feed:
          $ref: "#/components/schemas/feedEnum"
        account:
          type: string
          description: Account ID
        orders:
          type: array
          items:
            $ref: "#/components/schemas/Order"
    Order:
      type: object
      required:
        - instrument
        - time
        - last_update_time
        - qty
        - filled
        - type
        - order_id
        - direction
        - reduce_only
      properties:
        instrument:
          type: string
        time:
          type: integer
          format: int64
        last_update_time:
          type: integer
          format: int64
        qty:
          type: number
          format: float
        filled:
          type: number
          format: float
        limit_price:
          type: number
          format: float
        stop_price:
          type: number
          format: float
        type:
          $ref: "#/components/schemas/typeEnum"
        order_id:
          type: string
        direction:
          $ref: "#/components/schemas/directionEnum"
        reduce_only:
          type: boolean
        triggerSignal:
          $ref: "#/components/schemas/signalEnum"
        trailing_stop_options:
          $ref: "#/components/schemas/TrailingStopOptions"
    typeEnum:
      type: string
      enum:
        - stop
        - trailing_stop
        - limit
    directionEnum:
      type: integer
      enum:
        - 1
        - -1
    signalEnum:
      type: string
      enum:
        - last
        - mark
    TrailingStopOptions:
      type: object
      required:
        - max_deviation
        - unit
      properties:
        max_deviation:
          type: number
          format: float
        unit:
          $ref: "#/components/schemas/unitEnum"
    unitEnum:
      type: string
      enum:
        - percent
    OpenOrdersDeltaResponse:
      type: object
      required:
        - feed
        - order
        - is_cancel
        - reason
      properties:
        feed:
          $ref: "#/components/schemas/feedEnum"
        order:
          $ref: "#/components/schemas/Order"
        is_cancel:
          type: boolean
        reason:
          $ref: "#/components/schemas/reasonEnum"
    reasonEnum:
      type: string
      enum:
        - new_placed_order_by_user
        - canceled_by_user
        - other_reasons
    OpenOrdersCancelResponse:
      type: object
      required:
        - feed
        - order_id
        - is_cancel
        - reason
      properties:
        feed:
          $ref: "#/components/schemas/feedEnum"
        order_id:
          type: string
          description: Unique ID of the order
        is_cancel:
          type: boolean
        reason:
          $ref: "#/components/schemas/reasonEnum"
    ErrorResponse:
      type: object
      required:
        - event
        - message
      properties:
        event:
          $ref: "#/components/schemas/eventEnum"
        message:
          type: string
          description: Error message detail
    FillsResponse:
      type: object
      required:
        - event
        - feed
        - product_ids
        - api_key
        - original_challenge
        - signed_challenge
      properties:
        event:
          $ref: "#/components/schemas/eventEnum"
          description: The result of the subscription event
        feed:
          type: string
          description: "The requested subscription feed (e.g., fills)"
        product_ids:
          type: array
          items:
            type: string
          description: List of product identifiers to subscribe for
        api_key:
          type: string
          description: The user's API key
        original_challenge:
          type: string
          description: The message that is received from a challenge request
        signed_challenge:
          type: string
          description: The signed challenge message with the user's API secret
    FillsSnapshotResponse:
      type: object
      required:
        - feed
        - account
        - fills
      properties:
        feed:
          type: string
          description: "The subscribed feed (e.g., fills)"
        account:
          type: string
          description: The user account
        fills:
          type: array
          items:
            $ref: "#/components/schemas/Fill"
    Fill:
      type: object
      required:
        - instrument
        - time
        - price
        - seq
        - buy
        - qty
        - remaining_order_qty
        - order_id
        - fill_id
        - fill_type
      properties:
        instrument:
          type: string
          description: The fill instrument (also referred to as symbol or product_id)
        time:
          type: integer
          format: int64
          description: The server UTC date and time in milliseconds
        price:
          type: number
          format: float
          description: The price at which the order was filled
        seq:
          type: integer
          format: int64
          description: The subscription message sequence number
        buy:
          type: boolean
          description: A flag that indicates if the filled order was a buy
        qty:
          type: number
          format: float
          description: The quantity that was filled
        remaining_order_qty:
          type: number
          format: float
          description: The remaining unfilled quantity in the order
        order_id:
          type: string
          format: uuid
          description: The order ID that was filled
        cli_ord_id:
          type: string
          format: uuid
          description: >-
            The unique client order identifier (returned only if the order has a
            client order ID)
        fill_id:
          type: string
          format: uuid
          description: The fill ID
        fill_type:
          $ref: "#/components/schemas/fillEnum"
        fee_paid:
          type: number
          format: float
          description: Fee paid on fill
        fee_currency:
          type: string
          description: Currency in which the fee was charged
        taker_order_type:
          type: string
          description: The order type
        order_type:
          type: string
          description: The absolute funding rate
    fillEnum:
      type: string
      description: "The classification of the fill (e.g., maker, taker, liquidation, etc.)"
      enum:
        - maker
        - taker
        - liquidation
        - assignee
        - assignor
        - unwindBankrupt
        - unwindCounterparty
        - takerAfterEdit
    BalanceResponse:
      type: object
      required:
        - event
        - feed
        - api_key
        - original_challenge
        - signed_challenge
      properties:
        event:
          $ref: "#/components/schemas/eventEnum"
          description: The result of the subscription event
        feed:
          $ref: "#/components/schemas/feedEnum"
          description: The requested subscription feed
        api_key:
          type: string
          description: The user's API key
        original_challenge:
          type: string
          description: The message that is received from a challenge request
        signed_challenge:
          type: string
          description: The signed challenge message with the user's API secret
    BalanceSnapshotResponse:
      type: object
      required:
        - feed
        - account
        - timestamp
        - seq
        - holding
        - name
        - pair
        - unit
        - portfolio_value
        - balance
        - maintenance_margin
        - initial_margin
        - available
        - unrealized_funding
        - pnl
        - futures
        - flex_futures
        - currencies
        - isolated
        - cross
      properties:
        feed:
          type: string
          description: "The subscribed feed (e.g., balances)"
        account:
          type: string
          description: The user account
        timestamp:
          type: integer
          format: int64
          description: The unix timestamp of the balance state in milliseconds
        seq:
          type: integer
          format: int64
          description: The subscription message sequence number
        holding:
          $ref: "#/components/schemas/holdings"
        name:
          type: string
          description: The name of the account
        pair:
          type: string
          description: The wallet currency pair
        unit:
          type: string
          description: The wallet settlement unit
        portfolio_value:
          type: number
          format: float
          description: >-
            The current balance with haircuts and any unrealized margin from
            open positions in settlement units
        balance:
          type: number
          format: float
          description: The current balance in settlement units
        maintenance_margin:
          type: number
          format: float
          description: The maintenance margin for open positions
        initial_margin:
          type: number
          format: float
          description: The initial margin for open positions and open orders
        available:
          type: number
          format: float
          description: The current portfolio value minus initial margin
        unrealized_funding:
          type: number
          format: float
          description: The total unrealized funding for open positions
        pnl:
          type: number
          format: float
          description: The total profit and loss for open positions
        futures:
          $ref: "#/components/schemas/FutureSchema"
        flex_futures:
          $ref: "#/components/schemas/FlexFutures"
          description: The multi-collateral wallet structure
        currencies:
          $ref: "#/components/schemas/currencyProperty"
        isolated:
          $ref: "#/components/schemas/isolatedProperty"
        cross:
          $ref: "#/components/schemas/crossProperty"
    FutureSchema:
      type: object
      additionalProperties:
        $ref: "#/components/schemas/FuturesWallet"
      description: A map from single collateral wallet names to collateral wallet structure
    currencyProperty:
      type: object
      additionalProperties:
        $ref: "#/components/schemas/CurrencyWallet"
      description: A map from collateral wallet names to collateral wallet structure
    holdings:
      type: object
      additionalProperties:
        type: number
        format: float
      description: A map from currency names to balance quantity
    isolatedProperty:
      type: object
      additionalProperties:
        $ref: "#/components/schemas/IsolatedWallet"
      description: A map from collateral wallet names to collateral wallet structure
    FuturesWallet:
      type: object
      required:
        - name
        - pair
        - unit
        - portfolio_value
        - balance
        - maintenance_margin
        - initial_margin
        - available
        - unrealized_funding
        - pnl
      properties:
        name:
          type: string
          description: The name of the account
        pair:
          type: string
          description: The wallet currency pair
        unit:
          type: string
          description: The wallet settlement unit
        portfolio_value:
          type: number
          format: float
          description: >-
            The current balance with haircuts and any unrealized margin from
            open positions in settlement units
        balance:
          type: number
          format: float
          description: The current balance in settlement units
        maintenance_margin:
          type: number
          format: float
          description: The maintenance margin for open positions
        initial_margin:
          type: number
          format: float
          description: The initial margin for open positions and open orders
        available:
          type: number
          format: float
          description: The current portfolio value minus initial margin
        unrealized_funding:
          type: number
          format: float
          description: The total unrealized funding for open positions
        pnl:
          type: number
          format: float
          description: The total profit and loss for open positions
    crossProperty:
      type: object
      additionalProperties:
        $ref: "#/components/schemas/CrossWallet"
      description: The current margin information for cross position(s)
    FlexFutures:
      type: object
      required:
        - balance_value
        - portfolio_value
        - collateral_value
        - initial_margin
        - initial_margin_without_orders
        - maintenance_margin
        - pnl
        - unrealized_funding
        - total_unrealized
        - total_unrealized_as_margin
        - margin_equity
        - available_margin
      properties:
        balance_value:
          type: number
          format: float
          description: The current USD balance of the account
        portfolio_value:
          type: number
          format: float
          description: >-
            The current collateral value with unrealized margin from any open
            positions
        collateral_value:
          type: number
          format: float
          description: The current USD balance with haircuts
        initial_margin:
          type: number
          format: float
          description: The total initial margin for open positions and open orders
        initial_margin_without_orders:
          type: number
          format: float
          description: The total initial margin for open positions
        maintenance_margin:
          type: number
          format: float
          description: The total maintenance margin for open positions
        pnl:
          type: number
          format: float
          description: The total profit and loss for open positions
        unrealized_funding:
          type: number
          format: float
          description: The total unrealized funding for open positions
        total_unrealized:
          type: number
          format: float
          description: The total unrealized funding and pnl
        total_unrealized_as_margin:
          type: number
          format: float
          description: The total unrealized in USD
        margin_equity:
          type: number
          format: float
          description: The current collateral value and unrealized margin
        available_margin:
          type: number
          format: float
          description: The margin equity minus initial margin
    CurrencyWallet:
      type: object
      required:
        - quantity
        - value
        - collateral_value
        - available
        - haircut
        - conversion_spread
      properties:
        quantity:
          type: number
          format: float
          description: The currency quantity
        value:
          type: number
          format: float
          description: The USD value of the currency balance
        collateral_value:
          type: number
          format: float
          description: The current USD balance with haircuts
        available:
          type: number
          format: float
          description: The total available margin valued in the wallet currency
        haircut:
          type: number
          format: float
          description: >-
            The rate of reduction in the value of a collateral asset that may be
            used as margin
        conversion_spread:
          type: number
          format: float
          description: >-
            The conversion spread used to calculate the conversion fee for
            multi-collateral wallets
    IsolatedWallet:
      type: object
      required:
        - initial_margin
        - initial_margin_without_orders
        - maintenance_margin
        - pnl
        - unrealized_funding
        - total_unrealized
        - total_unrealized_as_margin
      properties:
        initial_margin:
          type: number
          format: float
          description: Initial margin for any position plus open orders
        initial_margin_without_orders:
          type: number
          format: float
          description: Initial margin for any position
        maintenance_margin:
          type: number
          format: float
          description: Maintenance margin for any position
        pnl:
          type: number
          format: float
          description: Total profit and loss for any position
        unrealized_funding:
          type: number
          format: float
          description: Unrealized funding for any position
        total_unrealized:
          type: number
          format: float
          description: Unrealized funding plus pnl
        total_unrealized_as_margin:
          type: number
          format: float
          description: Total unrealized as USD
    CrossWallet:
      type: object
      required:
        - initial_margin
        - initial_margin_without_orders
        - maintenance_margin
        - pnl
        - unrealized_funding
        - total_unrealized
        - total_unrealized_as_margin
        - balance_value
        - collateral_value
        - portfolio_value
        - margin_equity
        - available_margin
      properties:
        initial_margin:
          type: number
          format: float
          description: Initial margin for all positions plus open orders
        initial_margin_without_orders:
          type: number
          format: float
          description: Initial margin for all positions
        maintenance_margin:
          type: number
          format: float
          description: Maintenance margin for all positions
        pnl:
          type: number
          format: float
          description: Total profit and loss for all positions
        unrealized_funding:
          type: number
          format: float
          description: Unrealized funding for all positions
        total_unrealized:
          type: number
          format: float
          description: Unrealized funding plus pnl
        total_unrealized_as_margin:
          type: number
          format: float
    HoldingWalletResponse:
      type: object
      required:
        - feed
        - account
        - holding
        - timestamp
        - seq
      properties:
        feed:
          type: string
          description: "The subscribed feed (e.g., balances)"
        account:
          type: string
          description: The user account
        holding:
          type: object
          additionalProperties:
            type: number
            format: float
          description: A map from currency names to balance quantity
        futures:
          type: object
          description: "A map representing futures wallet information, if applicable"
        timestamp:
          type: integer
          format: int64
          description: The unix timestamp of the balance state in milliseconds
        seq:
          type: integer
          format: int64
          description: The subscription message sequence number
    MultiCollateralResponse:
      type: object
      required:
        - feed
        - account
        - flex_futures
        - timestamp
        - seq
      properties:
        feed:
          type: string
          description: "The subscribed feed (e.g., balances)"
        account:
          type: string
          description: The user account
        flex_futures:
          $ref: "#/components/schemas/flexFuturesSchema"
        timestamp:
          type: integer
          format: int64
          description: The unix timestamp of the balance state in milliseconds
        seq:
          type: integer
          format: int64
          description: The subscription message sequence number
    flexFuturesSchema:
      type: object
      properties:
        currencies:
          $ref: "#/components/schemas/currencySchema"
        balance_value:
          type: number
          format: float
        portfolio_value:
          type: number
          format: float
        collateral_value:
          type: number
          format: float
        initial_margin:
          type: number
          format: float
        initial_margin_without_orders:
          type: number
          format: float
        maintenance_margin:
          type: number
          format: float
        pnl:
          type: number
          format: float
        unrealized_funding:
          type: number
          format: float
        total_unrealized:
          type: number
          format: float
        total_unrealized_as_margin:
          type: number
          format: float
        margin_equity:
          type: number
          format: float
        available_margin:
          type: number
          format: float
        isolated:
          $ref: "#/components/schemas/isolatedSchema"
        cross:
          $ref: "#/components/schemas/crossSchema"
    currencySchema:
      type: object
      additionalProperties:
        type: object
        properties:
          quantity:
            type: number
            format: float
          value:
            type: number
            format: float
          collateral_value:
            type: number
            format: float
          available:
            type: number
            format: float
          haircut:
            type: number
            format: float
          conversion_spread:
            type: number
            format: float
    isolatedSchema:
      type: object
      additionalProperties:
        type: object
        properties:
          initial_margin:
            type: number
            format: float
          initial_margin_without_orders:
            type: number
            format: float
          maintenance_margin:
            type: number
            format: float
          pnl:
            type: number
            format: float
          unrealized_funding:
            type: number
            format: float
          total_unrealized:
            type: number
            format: float
          total_unrealized_as_margin:
            type: number
            format: float
    crossSchema:
      type: object
      properties:
        balance:
          type: number
          format: float
        portfolio_value:
          type: number
          format: float
        collateral_value:
          type: number
          format: float
        initial_margin:
          type: number
          format: float
        initial_margin_without_orders:
          type: number
          format: float
        maintenance_margin:
          type: number
          format: float
        pnl:
          type: number
          format: float
        unrealized_funding:
          type: number
          format: float
        total_unrealized:
          type: number
          format: float
        total_unrealized_as_margin:
          type: number
          format: float
        margin_equity:
          type: number
          format: float
        available_margin:
          type: number
          format: float
        effective_leverage:
          type: number
          format: float
    SingleCollateralResponse:
      type: object
      required:
        - feed
        - account
        - futures
        - timestamp
        - seq
      properties:
        feed:
          type: string
          description: "The subscribed feed (e.g., balances)"
        account:
          type: string
          description: The user account
        holding:
          type: object
          description: An empty map for future balance enhancements
        futures:
          $ref: "#/components/schemas/Futures"
        timestamp:
          type: integer
          format: int64
          description: The unix timestamp of the balance state in milliseconds
        seq:
          type: integer
          format: int64
          description: The subscription message sequence number
    Futures:
      type: object
      additionalProperties:
        type: object
        description: A map of futures with balance details
        properties:
          name:
            type: string
            description: The name of the futures contract
          pair:
            type: string
            description: The currency pair of the futures contract
          unit:
            type: string
            description: The settlement unit of the futures contract
          portfolio_value:
            type: number
            format: float
            description: The current value of the futures contract in settlement units
          balance:
            type: number
            format: float
            description: The balance of the futures contract in settlement units
          maintenance_margin:
            type: number
            format: float
            description: The maintenance margin for the futures contract
          initial_margin:
            type: number
            format: float
            description: The initial margin for the futures contract
          available:
            type: number
            format: float
            description: The available margin for the futures contract
          unrealized_funding:
            type: number
            format: float
            description: The unrealized funding for the futures contract
          pnl:
            type: number
            format: float
            description: The profit and loss for the futures contract
    PositionsSnapshotResponse:
      type: object
      required:
        - feed
        - account
        - positions
        - seq
        - timestamp
      properties:
        feed:
          type: string
          description: "The subscribed feed (e.g., open_positions)"
        account:
          type: string
          description: The user account
        positions:
          type: array
          description: A list of open positions
          items:
            $ref: "#/components/schemas/OpenPosition"
        seq:
          type: integer
          format: int64
          description: The subscription message sequence number
        timestamp:
          type: integer
          format: int64
          description: The unix timestamp of the balance state in milliseconds
    OpenPosition:
      type: object
      required:
        - instrument
        - balance
        - pnl
        - entry_price
        - mark_price
        - index_price
        - liquidation_threshold
        - effective_leverage
        - return_on_equity
        - initial_margin
        - maintenance_margin
      properties:
        instrument:
          type: string
          description: 'The instrument identifier (e.g., "PI_XRPUSD")'
        balance:
          type: number
          format: float
          description: The current balance for the position
        pnl:
          type: number
          format: float
          description: The profit and loss for the position
        entry_price:
          type: number
          format: float
          description: The price at which the position was opened
        mark_price:
          type: number
          format: float
          description: The current mark price of the instrument
        index_price:
          type: number
          format: float
          description: The current index price of the instrument
        liquidation_threshold:
          type: number
          format: float
          description: The liquidation threshold price of the position
        effective_leverage:
          type: number
          format: float
          description: The leverage applied to the position
        return_on_equity:
          type: number
          format: float
          description: The return on equity for the position
        initial_margin:
          type: number
          format: float
          description: The initial margin required for the position
        initial_margin_with_orders:
          type: number
          format: float
          description: The initial margin required for the position including open orders
        maintenance_margin:
          type: number
          format: float
          description: The maintenance margin required for the position
        pnl_currency:
          type: string
          description: The currency in which the profit and loss is denominated
        unrealized_funding:
          type: number
          format: float
          description: The unrealized funding for the position (if available)
    LogsSnapshotResponse:
      type: object
      required:
        - feed
        - logs
      properties:
        feed:
          type: string
          description: "The subscribed feed (e.g., account_log_snapshot)"
        logs:
          type: array
          description: A list of account log entries
          items:
            $ref: "#/components/schemas/AccountLogEntry"
    AccountLogEntry:
      type: object
      required:
        - id
        - date
        - asset
        - info
        - booking_uid
        - margin_account
        - old_balance
        - new_balance
        - old_average_entry_price
        - new_average_entry_price
        - trade_price
        - mark_price
        - realized_pnl
        - fee
        - execution
        - collateral
        - funding_rate
        - realized_funding
        - conversion_spread_percentage
        - liquidation_fee
      properties:
        id:
          type: integer
          format: int64
          description: Unique identifier for the log entry
        date:
          type: string
          format: date-time
          description: Timestamp of the log entry in ISO 8601 format
        asset:
          type: string
          description: 'The asset involved (e.g., "bch")'
        info:
          type: string
          description: 'Additional information about the log (e.g., "funding rate change")'
        booking_uid:
          type: string
          description: Unique identifier for the booking associated with this log
        margin_account:
          type: string
          description: The margin account associated with this log
        old_balance:
          type: number
          format: float
          description: The balance before the log entry
        new_balance:
          type: number
          format: float
          description: The balance after the log entry
        old_average_entry_price:
          type: number
          format: float
          description: The average entry price before the log entry
        new_average_entry_price:
          type: number
          format: float
          description: The average entry price after the log entry
        trade_price:
          type: number
          format: float
          description: "The trade price involved in the log, if applicable"
        mark_price:
          type: number
          format: float
          description: The mark price at the time of the log entry
        realized_pnl:
          type: number
          format: float
          description: The realized profit and loss
        fee:
          type: number
          format: float
          description: Any associated fees with the log entry
        execution:
          type: string
          description: "Execution details, if applicable"
        collateral:
          type: string
          description: 'The collateral asset involved (e.g., "bch")'
        funding_rate:
          type: number
          format: float
          description: The funding rate at the time of the log entry
        realized_funding:
          type: number
          format: float
          description: The realized funding amount
        conversion_spread_percentage:
          type: number
          format: float
          description: The conversion spread percentage applied
        liquidation_fee:
          type: number
          format: float
          description: "The liquidation fee, if applicable"
    LogsDeltaResponse:
      type: object
      required:
        - feed
        - new_entry
      properties:
        feed:
          type: string
          description: "The subscribed feed (e.g., account_log)"
        new_entry:
          $ref: "#/components/schemas/AccountLogEntry"
    NotificationsSnapshotResponse:
      type: object
      required:
        - feed
        - notifications
      properties:
        feed:
          type: string
          description: "The subscribed feed (e.g., notifications_auth)"
        notifications:
          type: array
          items:
            $ref: "#/components/schemas/Notification"
    Notification:
      type: object
      required:
        - id
        - type
        - priority
        - note
        - effective_time
      properties:
        id:
          type: integer
          format: int64
          description: Unique identifier for the notification
        type:
          type: string
          description: 'The type of notification (e.g., "market")'
        priority:
          type: string
          description: 'Priority level of the notification (e.g., "low", "high")'
        note:
          type: string
          description: A brief description or note about the notification
        effective_time:
          type: integer
          format: int64
          description: >-
            The time when the notification becomes effective, in epoch
            milliseconds
    TickerRequest:
      type: object
      required:
        - event
        - feed
        - product_ids
      properties:
        event:
          $ref: "#/components/schemas/eventEnum"
        feed:
          type: string
          description: 'The feed being requested, in this case, "ticker"'
          example: ticker
        product_ids:
          type: array
          description: >-
            A list of product symbols for which the user will receive ticker
            information (e.g., ["XBTUSD", "ETHUSD"])
          items:
            type: string
    TickerResponse:
      type: object
      required:
        - event
        - feed
        - product_ids
      properties:
        event:
          $ref: "#/components/schemas/eventEnum"
        feed:
          type: string
          description: 'The feed that was requested, in this case, "ticker"'
          example: ticker
        product_ids:
          type: array
          description: >-
            A list of product symbols that the user will receive information
            upon, represented as strings
          items:
            type: string
    TickerSnapshotResponse:
      type: object
      required:
        - time
        - product_id
        - feed
        - bid
        - ask
        - bid_size
        - ask_size
        - volume
      properties:
        time:
          type: integer
          description: The UTC time of the server in milliseconds
          example: 1640995200000
        product_id:
          type: string
          description: The subscribed product (also referred to as instrument or symbol)
          example: PI_XBTUSD
        funding_rate:
          type: number
          description: >-
            The current funding rate. If zero, field is not populated (for
            perpetuals only)
          example: 0.0006
          nullable: true
        funding_rate_prediction:
          type: number
          description: >-
            The estimated next funding rate. If zero, field is not populated
            (for perpetuals only)
          example: 0.0007
          nullable: true
        relative_funding_rate:
          type: number
          description: >-
            The absolute funding rate relative to the spot price at the time of
            funding rate calculation (for perpetuals only)
          example: 0.0005
          nullable: true
        relative_funding_rate_prediction:
          type: number
          description: >-
            The estimated next absolute funding rate relative to the current
            spot price (for perpetuals only)
          example: 0.0008
          nullable: true
        next_funding_rate_time:
          type: integer
          description: >-
            The time until the next funding rate in milliseconds (for perpetuals
            only)
          example: 3600000
          nullable: true
        feed:
          type: string
          description: The subscribed feed
          example: ticker
        bid:
          type: number
          description: The price of the current best bid
          example: 29950
        ask:
          type: number
          description: The price of the current best ask
          example: 30000
        bid_size:
          type: number
          description: The size of the current best bid
          example: 2.5
        ask_size:
          type: number
          description: The size of the current best ask
          example: 3
        volume:
          type: number
          description: The sum of the sizes of all fills observed in the last 24 hours
          example: 1250
        dtm:
          type: integer
          description: The days until maturity
          example: 14
          nullable: true
        leverage:
          type: string
          description: The leverage of the product
          example: 10x
        index:
          type: number
          description: The real-time index of the product
          example: 29995
        change:
          type: number
          description: The 24-hour change in price
          example: 150
        suspended:
          type: boolean
          description: True if the market is suspended
          example: false
        tag:
          type: string
          description: >-
            Market tag such as perpetual, month, or quarter. Other tags may be
            added without notice
          example: perpetual
        pair:
          type: string
          description: The currency pair of the instrument
          example: XBT/USD
        openInterest:
          type: number
          description: The current open interest of the instrument
          example: 1000.5
        markPrice:
          type: number
          description: The market price of the instrument
          example: 29995.5
        maturityTime:
          type: integer
          description: The UTC time in milliseconds at which the contract will stop trading
          example: 1640995200000
          nullable: true
        post_only:
          type: boolean
          description: True if the market is in post-only mode
          example: false
        volumeQuote:
          type: number
          description: >-
            The same as volume, except for multi-collateral futures where it is
            converted to the non-base currency
          example: 50000
    TickerLiteSnapshotResponse:
      type: object
      required:
        - feed
        - product_id
        - bid
        - ask
        - volume
      properties:
        feed:
          type: string
          description: The subscribed feed
          example: ticker
        product_id:
          type: string
          description: The subscribed product (also referred to as instrument or symbol)
          example: PI_XBTUSD
        bid:
          type: number
          description: The price of the current best bid
          example: 29950
          minimum: 0
        ask:
          type: number
          description: The price of the current best ask
          example: 30000
          minimum: 0
        change:
          type: number
          description: The 24-hour change in price
          example: 150
        premium:
          type: number
          description: The premium associated with the product
          example: 0.05
        volume:
          type: number
          description: The sum of the sizes of all fills observed in the last 24 hours
          example: 1250
          minimum: 0
        tag:
          type: string
          description: >-
            Market tag such as week, month, or quarter. Other tags may be added
            without notice
          example: week
        pair:
          type: string
          description: The currency pair of the instrument
          example: XBT/USD
        dtm:
          type: integer
          description: The days until maturity
          example: 7
        maturityTime:
          type: integer
          description: The maturity time in milliseconds
          example: 1640995200000
          minimum: 0
        volumeQuote:
          type: number
          description: >-
            The same as volume, but for multi-collateral futures, it is
            converted to the non-base currency
          example: 50000
          minimum: 0
    BookSnapshotResponse:
      type: object
      required:
        - feed
        - product_id
        - seq
        - timestamp
        - bids
        - asks
      properties:
        feed:
          type: string
          description: The subscribed feed
          example: ticker
        product_id:
          type: string
          description: The subscribed product (also referred to as instrument or symbol)
          example: PI_XBTUSD
        seq:
          type: integer
          description: The subscription message sequence number
          example: 12345
          minimum: 1
        timestamp:
          type: integer
          description: Timestamp in milliseconds
          example: 1640995200000
          minimum: 0
        tickSize:
          type: string
          description: Always null
          nullable: true
          example: null
        bids:
          type: array
          description: List of current best bid entries
          items:
            $ref: "#/components/schemas/bids"
        asks:
          type: array
          description: List of current best ask entries
          items:
            $ref: "#/components/schemas/bids"
    bids:
      type: object
      required:
        - qty
        - price
      properties:
        qty:
          type: number
          description: The quantity of the entry
          example: 0.5
          minimum: 0
        price:
          type: number
          description: The price of the entry
          example: 29950
          minimum: 0
    BookDeltaResponse:
      type: object
      required:
        - feed
        - product_id
        - seq
        - timestamp
        - side
        - price
        - qty
      properties:
        feed:
          type: string
          description: The subscribed feed
          example: order_entry
        product_id:
          type: string
          description: The subscribed product (also referred to as instrument or symbol)
          example: PI_XBTUSD
        seq:
          type: integer
          description: The subscription message sequence number
          example: 12345
          minimum: 1
        timestamp:
          type: integer
          description: Timestamp in milliseconds
          example: 1640995200000
          minimum: 0
        side:
          type: string
          description: 'The side of the entry (e.g., "buy" or "sell")'
          example: buy
        price:
          type: number
          description: The price of the entry
          example: 29950
          minimum: 0
        qty:
          type: number
          description: The quantity of the entry
          example: 0.5
          minimum: 0
    TradeSnapshotResponse:
      type: object
      required:
        - feed
        - product_id
        - trades
      properties:
        feed:
          type: string
          description: The subscribed feed
          example: trades
        product_id:
          type: string
          description: The subscribed product (also referred to as instrument or symbol)
          example: PI_XBTUSD
    trades:
      type: array
      items:
        $ref: "#/components/schemas/Trade"
    Trade:
      type: object
      required:
        - uid
        - side
        - type
        - seq
        - time
        - qty
        - price
      properties:
        uid:
          type: string
          description: Unique identifier for the matched trade
          example: abc123
        side:
          $ref: "#/components/schemas/sideEnum"
          example: buy
        type:
          $ref: "#/components/schemas/typeEnum"
          example: fill
        seq:
          type: integer
          description: The subscription message sequence number
          example: 12345
          minimum: 1
        time:
          type: integer
          description: The UTC or GMT time of the trade in milliseconds
          example: 1640995200000
          minimum: 0
        qty:
          type: number
          description: The quantity of the traded product
          example: 0.5
          minimum: 0
        price:
          type: number
          description: The price that the product got traded
          example: 29950
          minimum: 0
    sideEnum:
      type: string
      description: The classification of the taker side in the matched trade
      enum:
        - buy
        - sell
    TradeDeltaResponse:
      type: object
      required:
        - feed
        - product_id
        - uid
        - side
        - type
        - seq
        - time
        - qty
        - price
      properties:
        feed:
          type: string
          description: The subscribed feed
          example: trades
        product_id:
          type: string
          description: The subscribed product (also referred to as instrument or symbol)
          example: PI_XBTUSD
        uid:
          type: string
          description: Unique identifier for the matched trade
          example: abc123
        side:
          $ref: "#/components/schemas/sideEnum"
          example: buy
        type:
          $ref: "#/components/schemas/typeEnum"
          example: fill
        seq:
          type: integer
          description: The subscription message sequence number
          example: 12345
          minimum: 1
        time:
          type: integer
          description: The UTC or GMT time of the trade in milliseconds
          example: 1640995200000
          minimum: 0
        qty:
          type: number
          description: The quantity of the traded product
          example: 0.5
          minimum: 0
        price:
          type: number
          description: The price that the product got traded
          example: 29950
          minimum: 0
    ChallengeRequest:
      type: object
      properties:
        event:
          type: string
        api_key:
          type: string
    ChallengeResponse:
      type: object
      required:
        - event
        - message
      properties:
        event:
          $ref: "#/components/schemas/eventEnum"
        message:
          type: string
          description: The message that user will have to sign for authentication reasons
    HeartbeatRequest:
      type: object
      required:
        - event
        - message
      properties:
        event:
          $ref: "#/components/schemas/eventEnum"
        feed:
          type: string
          description: The requested subscription feed heartbeat
    HeartbeaSnapshotRequest:
      type: object
      required:
        - feed
        - time
      properties:
        feed:
          type: string
          description: The subscribed feeds
          example: ticker
        time:
          type: integer
          description: The UTC time of the server in milliseconds
          example: 1640995200000
          minimum: 0