ritmex-bot/docs/grvt/schemas/ws_fill_feed_data_v1.md

!!! info "WSFillFeedDataV1" |Name
Lite|Type|Required
Default| Description | |-|-|-|-| |stream
s |string|True|The websocket channel to which the response is sent| |selector
s1 |string|True|Primary selector| |sequence_number
sn |string|True|A sequence number used to determine message order within a stream.
- If useGlobalSequenceNumber is false, this returns the gateway sequence number, which increments by one locally within each stream and resets on gateway restarts.
- If useGlobalSequenceNumber is true, this returns the global sequence number, which uniquely identifies messages across the cluster.
- A single cluster payload can be multiplexed into multiple stream payloads.
- To distinguish each stream payload, a dedupCounter is included.
- The returned sequence number is computed as: cluster_sequence_number * 10^5 + dedupCounter.| |feed
f |Fill|True|A private trade matching the request filter| ??? info "Fill" |Name
Lite|Type|Required
Default| Description | |-|-|-|-| |event_time
et |string|True|Time at which the event was emitted in unix nanoseconds| |sub_account_id
sa |string|True|The sub account ID that participated in the trade| |instrument
i |string|True|The instrument being represented| |is_buyer
ib |boolean|True|The side that the subaccount took on the trade| |is_taker
it |boolean|True|The role that the subaccount took on the trade| |size
s |string|True|The number of assets being traded, expressed in base asset decimal units| |price
p |string|True|The traded price, expressed in 9 decimals| |mark_price
mp |string|True|The mark price of the instrument at point of trade, expressed in 9 decimals| |index_price
ip |string|True|The index price of the instrument at point of trade, expressed in 9 decimals| |interest_rate
ir |string|True|The interest rate of the underlying at point of trade, expressed in centibeeps (1/100th of a basis point)| |forward_price
fp |string|True|[Options] The forward price of the option at point of trade, expressed in 9 decimals| |realized_pnl
rp |string|True|The realized PnL of the trade, expressed in quote asset decimal units (0 if increasing position size)| |fee
f |string|True|The fees paid on the trade, expressed in quote asset decimal unit (negative if maker rebate applied)| |fee_rate
fr |string|True|The fee rate paid on the trade| |trade_id
ti |string|True|A trade identifier, globally unique, and monotonically increasing (not by 1).
All trades sharing a single taker execution share the same first component (before -), and event_time.
trade_id is guaranteed to be consistent across MarketData Trade and Trading Fill.| |order_id
oi |string|True|An order identifier| |venue
v |Venue|True|The venue where the trade occurred| |client_order_id
co |string|True|A unique identifier for the active order within a subaccount, specified by the client
This is used to identify the order in the client's system
This field can be used for order amendment/cancellation, but has no bearing on the smart contract layer
This field will not be propagated to the smart contract, and should not be signed by the client
This value must be unique for all active orders in a subaccount, or amendment/cancellation will not work as expected
Gravity UI will generate a random clientOrderID for each order in the range [0, 2^63 - 1]
To prevent any conflicts, client machines should generate a random clientOrderID in the range [2^63, 2^64 - 1]

When GRVT Backend receives an order with an overlapping clientOrderID, we will reject the order with rejectReason set to overlappingClientOrderId| |signer
s1 |string|True|The address (public key) of the wallet signing the payload| |broker
b |BrokerTag|False
``|Specifies the broker who brokered the order| |is_rpi
ir1 |boolean|True|If the trade is a RPI trade| ??? info "Venue" The list of Trading Venues that are supported on the GRVT exchange

        |Value| Description |
        |-|-|
        |`ORDERBOOK` = 1|the trade is cleared on the orderbook venue|
        |`RFQ` = 2|the trade is cleared on the RFQ venue|
    ??? info "[BrokerTag](/../../schemas/broker_tag)"
        BrokerTag is a tag for the broker that the order is sent from.<br>

        |Value| Description |
        |-|-|
        |`UNSPECIFIED` = 0||
        |`COIN_ROUTES` = 1|CoinRoutes|
        |`ALERTATRON` = 2|Alertatron|
        |`ORIGAMI` = 3|Origami|