User Data Streams
General WSS information
A User Data Stream
listenKey
is valid for 60 minutes after creation.Doing a
PUT
on alistenKey
will extend its validity for 60 minutes.Doing a
DELETE
on alistenKey
will close the stream.User Data Streams are accessed at /openapi/ws/<listenKey>
A single connection to api endpoint is only valid for 24 hours; expect to be disconnected at the 24 hour mark
User data stream payloads are not guaranteed to be in order during heavy periods; make sure to order your updates using E
API Endpoints
Create a listenKey
Start a new user data stream. The stream will close after 60 minutes unless a keepalive is sent.
Weight: 1
Parameters:
Name | Type | Mandatory | Description |
---|---|---|---|
recvWindow | LONG | NO | |
timestamp | LONG | YES |
Response:
Ping/Keep-alive a listenKey
Keepalive a user data stream to prevent a time out. User data streams will close after 60 minutes. It's recommended to send a ping about every 30 minutes.
Weight: 1
Parameters:
Name | Type | Mandatory | Description |
---|---|---|---|
listenKey | STRING | YES | |
recvWindow | LONG | NO | |
timestamp | LONG | YES |
Response:
Close a listenKey
Close out a user data stream.
Weight: 1
Parameters:
Name | Type | Mandatory | Description |
---|---|---|---|
listenKey | STRING | YES | |
recvWindow | LONG | NO | |
timestamp | LONG | YES |
Response:
Web Socket Payloads
Account Update
Account state is updated with the outboundAccountInfo
event.
Payload:
Order Update
Orders are updated with the executionReport
event. Check the API documentation and below for relevant enum definitions. Average price can be found by doing Z
divided by z
.
Payload:
Execution types:
NEW
PARTIALLY_FILLED
FILLED
CANCELED
REJECTED
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