Fast Execution

Fast execution stream significantly reduces data latency compared original "execution" stream. However, it pushes limited execution type of trades, and fewer data fields.

All-In-One Topic: execution.fast
Categorised Topic: execution.fast.linear, execution.fast.inverse, execution.fast.spot

info

• Supports all Perps, Futures and Spot exceution, and do not support Options for now
• You can only receive execType=Trade update

Response Parameters

Parameter	Type	Comments
topic	string	Topic name
creationTime	number	Data created timestamp (ms)
data	array	Object
> category	string	Product type linear, inverse, spot
> symbol	string	Symbol name
> orderId	string	Order ID
> isMaker	boolean	true: Maker, false: Taker
> orderLinkId	string	User customized order ID maker trade is always "" If a maker order in the orderbook is converted to taker (by price amend), orderLinkId is also ""
> execId	string	Execution ID
> execPrice	string	Execution price
> execQty	string	Execution qty
> side	string	Side. Buy,Sell
> execTime	string	Executed timestamp (ms)
> seq	long	Cross sequence, used to associate each fill and each position update The seq will be the same when conclude multiple transactions at the same time Different symbols may have the same seq, please use seq + symbol to check unique

Subscribe Example

{
    "op": "subscribe",
    "args": [
        "execution.fast"
    ]
}

Stream Example

{
    "topic": "execution.fast",
    "creationTime": 1716800399338,
    "data": [
        {
            "category": "linear",
            "symbol": "ICPUSDT",
            "execId": "3510f361-0add-5c7b-a2e7-9679810944fc",
            "execPrice": "12.015",
            "execQty": "3000",
            "orderId": "443d63fa-b4c3-4297-b7b1-23bca88b04dc",
            "isMaker": false,
            "orderLinkId": "test-00001",
            "side": "Sell",
            "execTime": "1716800399334",
            "seq": 34771365464
        }
    ]
}