Blockchain.com · Schema

ExchangeTradingSnapshotPayload

ExchangeTradingSnapshotPayload schema from Blockchain.com WebSocket APIs

CryptocurrencyBitcoinBlockchain DataExchangeMarket DataTradingPaymentsPublic APIs

Properties

Name Type Description
seqnum integer
event string
channel string
orders array
View JSON Schema on GitHub

JSON Schema

com-exchange-trading-snapshot-payload-schema.json Raw ↑
{
  "$schema": "https://json-schema.org/draft/2020-12/schema",
  "$id": "https://raw.githubusercontent.com/api-evangelist/blockchain/refs/heads/main/json-schema/com-exchange-trading-snapshot-payload-schema.json",
  "title": "ExchangeTradingSnapshotPayload",
  "description": "ExchangeTradingSnapshotPayload schema from Blockchain.com WebSocket APIs",
  "type": "object",
  "properties": {
    "seqnum": {
      "type": "integer"
    },
    "event": {
      "type": "string",
      "const": "snapshot"
    },
    "channel": {
      "type": "string",
      "const": "trading"
    },
    "orders": {
      "type": "array",
      "items": {
        "type": "object",
        "description": "Order / execution-report payload using FIX 4.2 field names. Returned in trading channel\nsnapshots and updates.\n",
        "properties": {
          "orderID": {
            "type": "string",
            "description": "FIX 37 \u2014 unique order id assigned by the exchange."
          },
          "clOrdID": {
            "type": "string",
            "description": "FIX 11 \u2014 client-supplied order reference."
          },
          "symbol": {
            "type": "string",
            "description": "FIX 55"
          },
          "side": {
            "type": "string",
            "enum": [
              "buy",
              "sell"
            ],
            "description": "FIX 54"
          },
          "ordType": {
            "type": "string",
            "enum": [
              "market",
              "limit",
              "stop",
              "stopLimit"
            ],
            "description": "FIX 40"
          },
          "orderQty": {
            "type": "number",
            "description": "FIX 38"
          },
          "leavesQty": {
            "type": "number",
            "description": "FIX 151 \u2014 remaining quantity open for execution."
          },
          "cumQty": {
            "type": "number",
            "description": "FIX 14 \u2014 filled quantity so far."
          },
          "avgPx": {
            "type": "number",
            "description": "FIX 6 \u2014 volume-weighted average price of fills."
          },
          "ordStatus": {
            "type": "string",
            "enum": [
              "pending",
              "open",
              "rejected",
              "cancelled",
              "filled",
              "partial",
              "expired"
            ],
            "description": "FIX 39"
          },
          "timeInForce": {
            "type": "string",
            "enum": [
              "GTC",
              "GTD",
              "IOC",
              "FOK"
            ],
            "description": "FIX 59"
          },
          "text": {
            "type": "string",
            "description": "Free-form server status text."
          },
          "execType": {
            "type": "string",
            "description": "FIX 150 \u2014 \"0\" New, \"4\" Canceled, \"8\" Rejected, \"C\" Expired, \"F\" Partial fill,\n\"A\" Pending, \"H\" Trade Break, \"I\" Order Status.\n"
          },
          "execID": {
            "type": "string",
            "description": "FIX 17 \u2014 unique id for this execution."
          },
          "transactTime": {
            "type": "string",
            "description": "FIX 60"
          },
          "msgType": {
            "oneOf": [
              {
                "type": "string"
              },
              {
                "type": "integer"
              }
            ],
            "description": "FIX 35 \u2014 \"8\" ExecutionReport, \"9\" OrderCancelRejected."
          },
          "lastPx": {
            "type": "number",
            "description": "FIX 31 \u2014 price of last fill."
          },
          "lastShares": {
            "type": "number",
            "description": "FIX 32 \u2014 quantity of last fill."
          },
          "tradeId": {
            "type": "string",
            "description": "FIX 1003/1004 \u2014 id of the trade / fill."
          },
          "price": {
            "type": "number",
            "description": "FIX 44"
          },
          "stopPx": {
            "type": "number",
            "description": "FIX 99"
          },
          "expireDate": {
            "type": "integer",
            "description": "FIX 432 \u2014 YYYYMMDD for GTD orders."
          },
          "minQty": {
            "type": "number",
            "description": "FIX 110"
          },
          "fee": {
            "type": "number"
          }
        }
      }
    }
  },
  "required": [
    "seqnum",
    "event",
    "channel",
    "orders"
  ]
}

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