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LP-API subscriptions

lp_subscribe_order_fills

A subscription that lists all the orders that have been filled/partially filled by swaps in each finalized block. Note swaps are only considered done once they are in a finalized block.

Parameters: None

Return:

  • Block hash
  • Block number
  • JSON array of all the fills in this finalized block.
  • For range order fills these look like this:
{ "range_order": { "lp": "cFPdef3hF5zEwbWUG6ZaCJ3X7mTvEeAog7HxZ8QyFcCgDVGDM", "base_asset": { "chain": "Ethereum", "asset": "FLIP"}, "quote_asset": { "chain": "Ethereum", "asset": "USDC"}, "id": "0x0", "range": { "start": -887272, "end": 887272 }, # The fees that were earned by this fill "fees": { "base": "0x13fbe85edc90000", "quote": "0x1e63a" }, # The liquidity inside the filled range order. Note this liquidity number is not changed by fills "liquidity": "0x7055df27b7e148" } }
  • For limit order fills these look like this:
{ "limit_order": { "lp": "cFPdef3hF5zEwbWUG6ZaCJ3X7mTvEeAog7HxZ8QyFcCgDVGDM", "base_asset": { "chain": "Ethereum", "asset": "FLIP"}, "quote_asset": { "chain": "Ethereum", "asset": "USDC"}, # The side of the order that was filled "side": "buy", "id": "0x0", "tick": 0, # The amount of the order that was used, in the units of the asset that was sold (by the order) "sold": "0x1200", # The amount assets bought during this fill, in the units of the bought asset "bought": "0x1200", # The fees earned during this fill, in units of the bought asset (Which in the asset you actually earn the fees in) "fees": "0x100", # The remaining amount in the order after the fill. This is in units of the sold asset. "remaining": "0x100000", } }

Example

curl -H "Content-Type: application/json" -d '{ "id": 1, "jsonrpc": "2.0", "method": "lp_subscribe_order_fills", "params": [] }' http://localhost:10589
{ "jsonrpc": "2.0", "method": "lp_subscribe_order_fills", "params": { "subscription": 4818071931255759, "result": { "block_hash": "0xc65c18f81c4a9b1b5cd7e203f09eaa2288b44771e13d43791e1319a2695c72e9", "block_number": 67, "fills": [ { "range_order": { "lp": "cFPdef3hF5zEwbWUG6ZaCJ3X7mTvEeAog7HxZ8QyFcCgDVGDM", "base_asset": {"chain": "Ethereum", "asset": "FLIP"}, "quote_asset": {"chain": "Ethereum", "asset": "USDC"}, "id": "0x0", "range": { "start": -887272, "end": 887272 }, "fees": { "base": "0x13fbe85edc90000", "quote": "0x1e63a" }, "liquidity": "0x7055df27b7e148" } }, { "range_order": { "lp": "cFPdef3hF5zEwbWUG6ZaCJ3X7mTvEeAog7HxZ8QyFcCgDVGDM", "base_asset": {"chain": "Polkadot", "asset": "DOT"}, "quote_asset": {"chain": "Ethereum", "asset": "USDC"}, "id": "0x0", "range": { "start": -887272, "end": 887272 }, "fees": { "base": "0x0", "quote": "0x1d33c" }, "liquidity": "0x2e033968552" } }, { "range_order": { "lp": "cFPdef3hF5zEwbWUG6ZaCJ3X7mTvEeAog7HxZ8QyFcCgDVGDM", "base_asset": {"chain": "Ethereum", "asset": "ETH"}, "quote_asset": {"chain": "Ethereum", "asset": "USDC"}, "id": "0x0", "range": { "start": -887272, "end": 887272 }, "fees": { "base": "0x330b9eb022000", "quote": "0x262d6" }, "liquidity": "0xb3bc983f8c9bb" } }, { "range_order": { "lp": "cFPdef3hF5zEwbWUG6ZaCJ3X7mTvEeAog7HxZ8QyFcCgDVGDM", "base_asset": {"chain": "Bitcoin", "asset": "BTC"}, "quote_asset": {"chain": "Ethereum", "asset": "USDC"}, "id": "0x0", "range": { "start": -887272, "end": 887272 }, "fees": { "base": "0x2bc", "quote": "0x6a5dd" }, "liquidity": "0x253fca1c0" } } ] } } } { "jsonrpc": "2.0", "method": "lp_subscribe_order_fills", "params": { "subscription": 4818071931255759, "result": { "block_hash": "0x09af8fa48149d182e26eee32f6bab6b871af4cee613367c2cf986a9e29ecc6ac", "block_number": 68, "fills": [ { "range_order": { "lp": "cFPdef3hF5zEwbWUG6ZaCJ3X7mTvEeAog7HxZ8QyFcCgDVGDM", "base_asset": {"chain": "Ethereum", "asset": "ETH"}, "quote_asset": {"chain": "Ethereum", "asset": "USDC"}, "id": "0x0", "range": { "start": -887272, "end": 887272 }, "fees": { "base": "0x330b9eb022000", "quote": "0x1d67b" }, "liquidity": "0xb3bc983f8c9bb" } }, { "range_order": { "lp": "cFPdef3hF5zEwbWUG6ZaCJ3X7mTvEeAog7HxZ8QyFcCgDVGDM", "base_asset": {"chain": "Ethereum", "asset": "FLIP"}, "quote_asset": {"chain": "Ethereum", "asset": "USDC"}, "id": "0x0", "range": { "start": -887272, "end": 887272 }, "fees": { "base": "0x13fbe85edc90000", "quote": "0x1a599" }, "liquidity": "0x7055df27b7e148" } }, { "range_order": { "lp": "cFPdef3hF5zEwbWUG6ZaCJ3X7mTvEeAog7HxZ8QyFcCgDVGDM", "base_asset": {"chain": "Bitcoin", "asset": "BTC"}, "quote_asset": {"chain": "Ethereum", "asset": "USDC"}, "id": "0x0", "range": { "start": -887272, "end": 887272 }, "fees": { "base": "0x0", "quote": "0x5958e" }, "liquidity": "0x253fca1c0" } }, { "range_order": { "lp": "cFPdef3hF5zEwbWUG6ZaCJ3X7mTvEeAog7HxZ8QyFcCgDVGDM", "base_asset": {"chain": "Polkadot", "asset": "DOT"}, "quote_asset": {"chain": "Ethereum", "asset": "USDC"}, "id": "0x0", "range": { "start": -887272, "end": 887272 }, "fees": { "base": "0x5f5e100", "quote": "0x1341e" }, "liquidity": "0x2e033968552" } } ] } } } { "jsonrpc": "2.0", "method": "lp_subscribe_order_fills", "params": { "subscription": 4818071931255759, "result": { "block_hash": "0xd8f0f1833fc7e98458cc300dce85e56450aa19aabd8883f6c6cbcc8d97a8cc7a", "block_number": 69, "fills": [] } } }
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