Exchange User Data Streams for Balances and Order Lifecycle Events
Summary
This API reference explains account and order events delivered through a subscribed user data stream. Account position updates report changed assets and available or locked balances; balance updates report deposits, withdrawals, and transfers. Events use millisecond timestamps by default, and the stream supports JSON and SBE formats.
Execution reports expose order identifiers, side, type, status, fills, commission, timing, and conditional fields for cases such as self trade prevention, trailing stops, allocations, pegged orders, and expiry. The document notes that cumulative quote quantity divided by cumulative filled quantity gives an average execution price. It also describes list status events for order lists, rejection and expiry reason codes, stream termination, and external wallet locks. These messages provide operational state, not a trading strategy or evidence of profitability; consumers must interpret event-specific fields and account for termination or conditional field availability.
Key ideas
- User streams send real time account and order events after subscription with an API key.
- Account position and balance events describe changed assets, available funds, locked funds, and balance deltas.
- Execution reports track order status, fills, commissions, timing, and selected conditional order attributes.
- Order lists can produce list status events alongside individual execution reports.
- Termination and external lock events signal subscription ending or wallet balances being locked or released.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.