Ws positions feed data v1

WSPositionsFeedDataV1

Name
Lite
Type Required
Default
Description
stream
s
string True Stream name
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
Positions True A Position being created or updated matching the request filter
Positions
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
size
s
string True The size of the position, expressed in base asset decimal units. Negative for short positions
notional
n
string True The notional value of the position, negative for short assets, expressed in quote asset decimal units
entry_price
ep
string True The entry price of the position, expressed in 9 decimals
Whenever increasing the size of a position, the entry price is updated to the new average entry price
new_entry_price = (old_entry_price * old_size + trade_price * trade_size) / (old_size + trade_size)
exit_price
ep1
string True The exit price of the position, expressed in 9 decimals
Whenever decreasing the size of a position, the exit price is updated to the new average exit price
new_exit_price = (old_exit_price * old_exit_trade_size + trade_price * trade_size) / (old_exit_trade_size + trade_size)
mark_price
mp
string True The mark price of the position, expressed in 9 decimals
unrealized_pnl
up
string True The unrealized PnL of the position, expressed in quote asset decimal units
unrealized_pnl = (mark_price - entry_price) * size
realized_pnl
rp
string True The realized PnL of the position, expressed in quote asset decimal units
realized_pnl = (exit_price - entry_price) * exit_trade_size
total_pnl
tp
string True The total PnL of the position, expressed in quote asset decimal units
total_pnl = realized_pnl + unrealized_pnl
roi
r
string True The ROI of the position, expressed as a percentage
roi = (total_pnl / (entry_price * abs(size))) * 100^
quote_index_price
qi
string True The index price of the quote currency. (reported in USD)
est_liquidation_price
el
string True The estimated liquidation price
leverage
l
string True The current leverage value for this position