Fills

The fills API contains private endpoints for querying order fills. It requires a Base64-encoded SHA256 HMAC signature as defined in Authentication.

The endpoint supports the following query parameters:

The endpoint returns a pagination response of the type Pagination<Fill, CursorInfo>. More details on paginated APIs can be found in Pagination. Fill is defined as follows:

export interface Fill {
  symbol: string;
  product_id: number;
  product_type: ProductType;
  order_id: string;
  clearing_firm_code: string;
  time: string;
  connection_id: string;
  account_id: string;
  ack_id: string;
  side: Side;
  price: number;
  quantity_requested: number;
  quantity_filled: number;
  liquidity: Liquidity;
}

export type Liquidity = "Add" | "Remove" | "SpreadLeg";

export type Side = "Bid" | "Ask";

export type ProductType = "Future" | "Spread" | "Option";