Fills gain an adl flag; liq no longer set on ADL counterparty legs
Fill entries now carry a required boolean
adl field on both the WebSocket
fills channel and GET /v1/account/fills, set on both legs of an
auto-deleveraging match. Behavior change: the counterparty leg of an ADL match
previously reported liq: true on the WebSocket fills channel; it now
reports liq: false. liq marks only the leg whose own position is being
liquidated. Clients that detect forced closes via liq alone will no longer
see ADL counterparty fills — check adl as well.Position deleveraged notification added
Added the
position_deleveraged notification, sent to the
counterparty of an auto-deleveraging match when its profitable position is
closed or reduced to settle a liquidation on the other side. Delivered on the
WebSocket notifications channel and in the notifications history.Exchange info reports engine version and cancel-only state
GET /v1/info/exchange now includes engine_version, the engine release
version of the build serving the response. The response also documents
cancel_only, which reports whether the exchange is in cancel-only
(maintenance) mode; the flag has been returned since maintenance mode shipped
on Jul 15.Portfolio margin summary includes available order margin
The portfolio response and
portfolio WebSocket channel now
include margin.available_order_margin: the collateral available
for additional order initial margin after existing exposure, open orders,
orders and isolated-margin additions awaiting risk processing, and pending
withdrawals or transfers.Cancel all orders added
Added
DELETE /v1/trade/orders/all to cancel all open orders in
one request, optionally scoped to a single instrument. Available in the SDKs
as cancelAllOrders (TypeScript) and
cancel_all_orders (Python).Cancel responses include order IDs
Cancel responses now include
oid and coid fields.Taker delay added for immediately matching orders
Added a 20ms taker delay for orders that immediately match on entry.
Reduce-only orders added
Added the reduce-only field to order submission and order updates.
Auto-cancel and rate-limit updates
- Added
PATCH /v1/trade/auto-cancelto arm or clear a dead man’s switch that cancels all open orders at a specified time. - Added
GET /v1/account/auto-cancelto check the current auto-cancel status, trigger count, and daily reset time. - Auto-cancel is limited to 1000 triggers per UTC day per account.
- Added
updateLeverageandautoCancelWebSocket post messages. portfolioandbalancesWebSocket channels no longer push updates on every order or fill, only periodically.- Rate limit error messages now distinguish between
ip_rate_limited,action_rate_limited, andmessage_rate_limited.