asyncapi: 3.0.0
info:
  title: Kalshi Perps WebSocket API
  version: 2.0.0
  description: >
    WebSocket API for receiving real-time market data notifications and updates
    on Kalshi perps markets.


    Supported channels:

    - `orderbook_delta`

    - `ticker`

    - `trade`

    - `fill`

    - `user_orders`

    - `order_group_updates`
  contact:
    name: Kalshi Support
    url: https://kalshi.com
    email: support@kalshi.com
  license:
    name: Proprietary
    url: https://kalshi.com/terms
  tags:
    - name: control-frames
      description: WebSocket control frames for connection management
    - name: commands
      description: Client-to-server command messages
    - name: responses
      description: Server responses to commands
    - name: market-data
      description: Real-time margin market data updates
    - name: private
      description: Private/authenticated margin data channels
servers:
  production:
    host: external-api-margin-ws.kalshi.com
    pathname: /trade-api/ws/v2/margin
    protocol: wss
    description: Production margin WebSocket server (encrypted connection only)
    security:
      - $ref: '#/components/securitySchemes/apiKey'
  demo:
    host: external-api-margin-ws.demo.kalshi.co
    pathname: /trade-api/ws/v2/margin
    protocol: wss
    description: Demo margin WebSocket server (encrypted connection only)
    security:
      - $ref: '#/components/securitySchemes/apiKey'
defaultContentType: application/json
channels:
  root:
    address: /
    title: WebSocket Connection
    description: |
      Main WebSocket connection endpoint.
      Authentication is required during the WebSocket handshake.
    bindings:
      ws:
        method: GET
    messages:
      subscribeCommand:
        $ref: '#/components/messages/subscribeCommand'
      unsubscribeCommand:
        $ref: '#/components/messages/unsubscribeCommand'
      updateSubscriptionCommand:
        $ref: '#/components/messages/updateSubscriptionCommand'
      updateSubscriptionDeleteCommand:
        $ref: '#/components/messages/updateSubscriptionDeleteCommand'
      updateSubscriptionSingleSidCommand:
        $ref: '#/components/messages/updateSubscriptionSingleSidCommand'
      listSubscriptionsCommand:
        $ref: '#/components/messages/listSubscriptionsCommand'
      subscribedResponse:
        $ref: '#/components/messages/subscribedResponse'
      unsubscribedResponse:
        $ref: '#/components/messages/unsubscribedResponse'
      okResponse:
        $ref: '#/components/messages/okResponse'
      listSubscriptionsResponse:
        $ref: '#/components/messages/listSubscriptionsResponse'
      errorResponse:
        $ref: '#/components/messages/errorResponse'
  control_frames:
    address: /
    title: Connection Keep-Alive
    description: |
      Kalshi sends Ping frames every 10 seconds with body `heartbeat`.
      Clients should respond with Pong frames.
    messages:
      incomingPing:
        $ref: '#/components/messages/incomingPing'
      incomingPong:
        $ref: '#/components/messages/incomingPong'
      outgoingPing:
        $ref: '#/components/messages/outgoingPing'
      outgoingPong:
        $ref: '#/components/messages/outgoingPong'
  orderbook_delta:
    address: orderbook_delta
    title: Orderbook Updates
    description: >
      Real-time margin orderbook price-level changes.


      Requirements:

      - authenticated connection

      - market specification required via `market_ticker` or `market_tickers`

      - sends `orderbook_snapshot` first, then incremental `orderbook_delta`
      updates
    messages:
      orderbookSnapshot:
        $ref: '#/components/messages/orderbookSnapshot'
      orderbookDelta:
        $ref: '#/components/messages/orderbookDelta'
  ticker:
    address: ticker
    title: Market Ticker
    description: >
      Margin market updates are delivered on a single channel. `ticker` messages
      include

      price, top-of-book size, volume, open-interest, and optional
      reference/mark prices.


      Messages are coalesced to at most one per market per second (latest value
      wins

      within the window).


      Requirements:

      - no additional channel-level auth beyond the authenticated WebSocket
      connection

      - market specification optional

      - supports `market_ticker`/`market_tickers`
    messages:
      ticker:
        $ref: '#/components/messages/ticker'
  trade:
    address: trade
    title: Public Trades
    description: >
      Public notifications for executed margin trades.


      Requirements:

      - no additional channel-level auth beyond the authenticated WebSocket
      connection

      - market specification optional via `market_ticker` or `market_tickers`
    messages:
      trade:
        $ref: '#/components/messages/trade'
  fill:
    address: fill
    title: User Fills
    description: >
      Private fill notifications for the authenticated user on the margin
      exchange.


      Requirements:

      - authenticated connection

      - market specification optional via `market_ticker` or `market_tickers`

      - supports `update_subscription` with `add_markets` and `delete_markets`
    messages:
      fill:
        $ref: '#/components/messages/fill'
  user_orders:
    address: user_orders
    title: User Orders
    description: >
      Private order created/updated notifications for the authenticated user on
      the margin exchange.


      Requirements:

      - authenticated connection

      - market specification optional via `market_tickers`

      - supports `update_subscription` with `add_markets` and `delete_markets`
    messages:
      userOrder:
        $ref: '#/components/messages/userOrder'
  order_group_updates:
    address: order_group_updates
    title: Order Group Updates
    description: >
      Real-time order group lifecycle and limit updates. Requires
      authentication.


      **Requirements:**

      - Authentication required

      - Market specification ignored

      - Updates sent when order groups are created, triggered, reset, deleted,
      or have limits updated


      **Use case:** Tracking order group lifecycle and limits
    messages:
      orderGroupUpdates:
        $ref: '#/components/messages/orderGroupUpdates'
operations:
  sendPing:
    action: receive
    title: Send Ping
    channel:
      $ref: '#/channels/control_frames'
    messages:
      - $ref: '#/channels/control_frames/messages/incomingPing'
    tags:
      - name: control-frames
  sendPong:
    action: receive
    title: Send Pong
    channel:
      $ref: '#/channels/control_frames'
    messages:
      - $ref: '#/channels/control_frames/messages/incomingPong'
    tags:
      - name: control-frames
  sendSubscribe:
    action: receive
    title: Subscribe to Channels
    channel:
      $ref: '#/channels/root'
    messages:
      - $ref: '#/channels/root/messages/subscribeCommand'
    tags:
      - name: commands
  sendUnsubscribe:
    action: receive
    title: Unsubscribe from Channels
    channel:
      $ref: '#/channels/root'
    messages:
      - $ref: '#/channels/root/messages/unsubscribeCommand'
    tags:
      - name: commands
  sendListSubscriptions:
    action: receive
    title: List Subscriptions
    channel:
      $ref: '#/channels/root'
    messages:
      - $ref: '#/channels/root/messages/listSubscriptionsCommand'
    tags:
      - name: commands
  sendUpdateSubscription:
    action: receive
    title: Update Subscription - Add Markets
    channel:
      $ref: '#/channels/root'
    messages:
      - $ref: '#/channels/root/messages/updateSubscriptionCommand'
    tags:
      - name: commands
  sendUpdateSubscriptionDelete:
    action: receive
    title: Update Subscription - Delete Markets
    channel:
      $ref: '#/channels/root'
    messages:
      - $ref: '#/channels/root/messages/updateSubscriptionDeleteCommand'
    tags:
      - name: commands
  sendUpdateSubscriptionSingleSid:
    action: receive
    title: Update Subscription - Single SID
    channel:
      $ref: '#/channels/root'
    messages:
      - $ref: '#/channels/root/messages/updateSubscriptionSingleSidCommand'
    tags:
      - name: commands
  receivePing:
    action: send
    title: Receive Ping
    channel:
      $ref: '#/channels/control_frames'
    messages:
      - $ref: '#/channels/control_frames/messages/outgoingPing'
    tags:
      - name: control-frames
  receivePong:
    action: send
    title: Receive Pong
    channel:
      $ref: '#/channels/control_frames'
    messages:
      - $ref: '#/channels/control_frames/messages/outgoingPong'
    tags:
      - name: control-frames
  receiveSubscribed:
    action: send
    title: Subscription Confirmed
    channel:
      $ref: '#/channels/root'
    messages:
      - $ref: '#/channels/root/messages/subscribedResponse'
    tags:
      - name: responses
  receiveUnsubscribed:
    action: send
    title: Unsubscription Confirmed
    channel:
      $ref: '#/channels/root'
    messages:
      - $ref: '#/channels/root/messages/unsubscribedResponse'
    tags:
      - name: responses
  receiveOk:
    action: send
    title: Update Confirmed
    channel:
      $ref: '#/channels/root'
    messages:
      - $ref: '#/channels/root/messages/okResponse'
    tags:
      - name: responses
  receiveListSubscriptions:
    action: send
    title: List Subscriptions Response
    channel:
      $ref: '#/channels/root'
    messages:
      - $ref: '#/channels/root/messages/listSubscriptionsResponse'
    tags:
      - name: responses
  receiveError:
    action: send
    title: Error Response
    channel:
      $ref: '#/channels/root'
    messages:
      - $ref: '#/channels/root/messages/errorResponse'
    tags:
      - name: responses
  receiveOrderbookSnapshot:
    action: send
    title: Orderbook Snapshot
    channel:
      $ref: '#/channels/orderbook_delta'
    messages:
      - $ref: '#/channels/orderbook_delta/messages/orderbookSnapshot'
    tags:
      - name: market-data
  receiveOrderbookDelta:
    action: send
    title: Orderbook Delta
    channel:
      $ref: '#/channels/orderbook_delta'
    messages:
      - $ref: '#/channels/orderbook_delta/messages/orderbookDelta'
    tags:
      - name: market-data
  receiveTicker:
    action: send
    title: Ticker Update
    channel:
      $ref: '#/channels/ticker'
    messages:
      - $ref: '#/channels/ticker/messages/ticker'
    tags:
      - name: market-data
  receiveTrade:
    action: send
    title: Trade Update
    channel:
      $ref: '#/channels/trade'
    messages:
      - $ref: '#/channels/trade/messages/trade'
    tags:
      - name: market-data
  receiveFill:
    action: send
    title: Fill Notification
    channel:
      $ref: '#/channels/fill'
    messages:
      - $ref: '#/channels/fill/messages/fill'
    tags:
      - name: private
  receiveUserOrder:
    action: send
    title: User Order Update
    channel:
      $ref: '#/channels/user_orders'
    messages:
      - $ref: '#/channels/user_orders/messages/userOrder'
    tags:
      - name: private
  receiveOrderGroupUpdates:
    action: send
    title: Order Group Updates
    summary: Receive order group lifecycle and limit updates
    channel:
      $ref: '#/channels/order_group_updates'
    messages:
      - $ref: '#/channels/order_group_updates/messages/orderGroupUpdates'
    tags:
      - name: private
components:
  messages:
    incomingPing:
      name: ping
      title: Ping
      summary: Client sends Ping frame (0x9) to elicit Pong from Kalshi
      contentType: application/octet-stream
      payload:
        type: string
        const: ''
      examples:
        - name: emptyPing
          summary: Client sends ping
          payload: ''
    incomingPong:
      name: pong
      title: Pong
      summary: Client replies to Ping with Pong Frame (0xA)
      contentType: application/octet-stream
      payload:
        type: string
        const: ''
      examples:
        - name: emptyPong
          summary: Client sends pong
          payload: ''
    outgoingPing:
      name: ping
      title: Ping
      summary: Kalshi sends Ping (0x9) with body 'heartbeat' to elicit Pong from client
      contentType: application/octet-stream
      payload:
        type: string
        const: heartbeat
      examples:
        - name: heartbeatPing
          summary: Kalshi sends heartbeat ping
          payload: heartbeat
    outgoingPong:
      name: pong
      title: Pong
      summary: Kalshi responds to client Ping with Pong frame (0xA)
      contentType: application/octet-stream
      payload:
        type: string
        const: ''
      examples:
        - name: emptyPong
          summary: Kalshi sends pong
          payload: ''
    subscribeCommand:
      name: subscribe
      title: Subscribe Command
      summary: Subscribe to one or more margin channels
      contentType: application/json
      payload:
        $ref: '#/components/schemas/subscribeCommandPayload'
    unsubscribeCommand:
      name: unsubscribe
      title: Unsubscribe Command
      summary: Cancel one or more subscriptions
      contentType: application/json
      payload:
        $ref: '#/components/schemas/unsubscribeCommandPayload'
    listSubscriptionsCommand:
      name: list_subscriptions
      title: List Subscriptions Command
      summary: List all active subscriptions
      contentType: application/json
      payload:
        $ref: '#/components/schemas/listSubscriptionsCommandPayload'
    updateSubscriptionCommand:
      name: update_subscription_add
      title: Update Subscription - Add Markets
      summary: Add markets to an existing subscription
      contentType: application/json
      payload:
        $ref: '#/components/schemas/updateSubscriptionCommandPayload'
    updateSubscriptionDeleteCommand:
      name: update_subscription_delete
      title: Update Subscription - Delete Markets
      summary: Remove markets from an existing subscription
      contentType: application/json
      payload:
        $ref: '#/components/schemas/updateSubscriptionCommandPayload'
    updateSubscriptionSingleSidCommand:
      name: update_subscription_single_sid
      title: Update Subscription - Single SID
      summary: Update a subscription using `sid` rather than `sids`
      contentType: application/json
      payload:
        $ref: '#/components/schemas/updateSubscriptionCommandPayload'
    subscribedResponse:
      name: subscribed
      title: Subscribed Response
      summary: Confirmation that subscription was successful
      contentType: application/json
      payload:
        $ref: '#/components/schemas/subscribedResponsePayload'
    unsubscribedResponse:
      name: unsubscribed
      title: Unsubscribed Response
      summary: Confirmation that unsubscription was successful
      contentType: application/json
      payload:
        $ref: '#/components/schemas/unsubscribedResponsePayload'
    okResponse:
      name: ok
      title: OK Response
      summary: Successful update operation response
      contentType: application/json
      payload:
        $ref: '#/components/schemas/okResponsePayload'
    listSubscriptionsResponse:
      name: list_subscriptions
      title: List Subscriptions Response
      summary: Response containing all active subscriptions
      contentType: application/json
      payload:
        $ref: '#/components/schemas/listSubscriptionsResponsePayload'
    errorResponse:
      name: error
      title: Error Response
      summary: Error response for failed operations
      contentType: application/json
      payload:
        $ref: '#/components/schemas/errorResponsePayload'
    orderbookSnapshot:
      name: orderbook_snapshot
      title: Orderbook Snapshot
      summary: Complete view of the margin order book's aggregated price levels
      contentType: application/json
      payload:
        $ref: '#/components/schemas/marginOrderbookSnapshotPayload'
    orderbookDelta:
      name: orderbook_delta
      title: Orderbook Delta
      summary: Update to be applied to the current margin order book view
      contentType: application/json
      payload:
        $ref: '#/components/schemas/marginOrderbookDeltaPayload'
    ticker:
      name: ticker
      title: Ticker Update
      summary: Margin market ticker information
      contentType: application/json
      payload:
        $ref: '#/components/schemas/marginTickerPayload'
    trade:
      name: trade
      title: Trade Update
      summary: Public margin trade information
      contentType: application/json
      payload:
        $ref: '#/components/schemas/marginTradePayload'
    fill:
      name: fill
      title: Fill Update
      summary: Private margin fill information for the authenticated user
      contentType: application/json
      payload:
        $ref: '#/components/schemas/marginFillPayload'
    userOrder:
      name: user_order
      title: User Order Update
      summary: Private margin order create/update notifications
      contentType: application/json
      payload:
        $ref: '#/components/schemas/marginUserOrderPayload'
    orderGroupUpdates:
      name: order_group_updates
      title: Order Group Updates
      summary: Order group lifecycle and limit updates for authenticated user
      contentType: application/json
      payload:
        $ref: '#/components/schemas/orderGroupUpdatesPayload'
      examples:
        - name: orderGroupLimitUpdated
          summary: Order group limit updated
          payload:
            type: order_group_updates
            sid: 21
            seq: 7
            msg:
              event_type: limit_updated
              order_group_id: og_123
              contracts_limit_fp: '150.00'
  schemas:
    commandId:
      type: integer
      minimum: 0
      description: Unique ID of a command within a WebSocket session
    subscriptionId:
      type: integer
      minimum: 1
      description: Server-generated subscription identifier
    sequenceNumber:
      type: integer
      minimum: 1
      description: Sequence number used for snapshot/delta consistency
    marketTicker:
      type: string
      description: Unique market identifier
    bookSide:
      type: string
      enum:
        - bid
        - ask
    selfTradePreventionType:
      type: string
      enum:
        - taker_at_cross
        - maker
      description: Self-trade prevention type
    lastUpdateReason:
      type: string
      enum:
        - ''
        - Decrease
        - Amend
        - MarginCancel
        - SelfTradeCancel
        - ExpiryCancel
        - Trade
        - PostOnlyCrossCancel
      description: >-
        Margin order update reason when the delta corresponds to the
        authenticated user's order.
    tickerPrice:
      type: object
      required:
        - price
        - ts_ms
      properties:
        price:
          type: string
          description: USD price as a fixed-point decimal string (4 decimals)
        ts_ms:
          type: integer
          format: int64
          description: Unix timestamp in milliseconds.
    fundingRate:
      type: object
      required:
        - rate
        - next_funding_time_ms
        - ts_ms
      properties:
        rate:
          type: number
          format: double
          description: Funding rate as a decimal value.
        next_funding_time_ms:
          type: integer
          format: int64
          description: Unix timestamp in milliseconds for the next funding time.
        ts_ms:
          type: integer
          format: int64
          description: Unix timestamp in milliseconds for the funding snapshot.
    priceLevelDollarsCountFp:
      type: array
      items:
        type: string
      minItems: 2
      maxItems: 2
      description: '[price_in_dollars, contract_count_fp]'
    subscribeCommandPayload:
      type: object
      required:
        - id
        - cmd
        - params
      properties:
        id:
          $ref: '#/components/schemas/commandId'
        cmd:
          type: string
          const: subscribe
        params:
          type: object
          required:
            - channels
          properties:
            channels:
              type: array
              minItems: 1
              items:
                type: string
                enum:
                  - orderbook_delta
                  - ticker
                  - trade
                  - fill
                  - user_orders
                  - order_group_updates
            market_ticker:
              type: string
            market_tickers:
              type: array
              items:
                $ref: '#/components/schemas/marketTicker'
              minItems: 1
            send_initial_snapshot:
              type: boolean
              description: Sends an initial snapshot for ticker subscriptions.
              default: false
            skip_ticker_ack:
              type: boolean
              default: false
    unsubscribeCommandPayload:
      type: object
      required:
        - id
        - cmd
        - params
      properties:
        id:
          $ref: '#/components/schemas/commandId'
        cmd:
          type: string
          const: unsubscribe
        params:
          type: object
          required:
            - sids
          properties:
            sids:
              type: array
              items:
                $ref: '#/components/schemas/subscriptionId'
              minItems: 1
    updateSubscriptionCommandPayload:
      type: object
      required:
        - id
        - cmd
        - params
      properties:
        id:
          $ref: '#/components/schemas/commandId'
        cmd:
          type: string
          const: update_subscription
        params:
          type: object
          required:
            - action
          properties:
            sid:
              $ref: '#/components/schemas/subscriptionId'
            sids:
              type: array
              items:
                $ref: '#/components/schemas/subscriptionId'
              minItems: 1
              maxItems: 1
            market_ticker:
              type: string
            market_tickers:
              type: array
              items:
                $ref: '#/components/schemas/marketTicker'
              minItems: 1
            send_initial_snapshot:
              type: boolean
              description: Sends an initial snapshot for newly added ticker subscriptions.
              default: false
            action:
              type: string
              enum:
                - add_markets
                - delete_markets
    listSubscriptionsCommandPayload:
      type: object
      required:
        - id
        - cmd
      properties:
        id:
          $ref: '#/components/schemas/commandId'
        cmd:
          type: string
          const: list_subscriptions
    subscribedResponsePayload:
      type: object
      required:
        - type
        - msg
      properties:
        id:
          $ref: '#/components/schemas/commandId'
        type:
          type: string
          const: subscribed
        msg:
          type: object
          required:
            - channel
            - sid
          properties:
            channel:
              type: string
            sid:
              $ref: '#/components/schemas/subscriptionId'
    unsubscribedResponsePayload:
      type: object
      required:
        - sid
        - seq
        - type
      properties:
        id:
          $ref: '#/components/schemas/commandId'
        sid:
          $ref: '#/components/schemas/subscriptionId'
        seq:
          $ref: '#/components/schemas/sequenceNumber'
        type:
          type: string
          const: unsubscribed
    okResponsePayload:
      type: object
      required:
        - type
      properties:
        id:
          $ref: '#/components/schemas/commandId'
        sid:
          $ref: '#/components/schemas/subscriptionId'
        seq:
          $ref: '#/components/schemas/sequenceNumber'
        type:
          type: string
          const: ok
        msg:
          type: object
          properties:
            market_tickers:
              type: array
              items:
                $ref: '#/components/schemas/marketTicker'
    listSubscriptionsResponsePayload:
      type: object
      required:
        - id
        - type
        - msg
      properties:
        id:
          $ref: '#/components/schemas/commandId'
        type:
          type: string
          const: ok
        msg:
          type: array
          items:
            type: object
            required:
              - channel
              - sid
            properties:
              channel:
                type: string
              sid:
                $ref: '#/components/schemas/subscriptionId'
    errorResponsePayload:
      type: object
      required:
        - type
        - msg
      properties:
        id:
          $ref: '#/components/schemas/commandId'
        type:
          type: string
          const: error
        msg:
          type: object
          required:
            - code
            - msg
          properties:
            code:
              type: integer
              minimum: 1
              maximum: 18
            msg:
              type: string
            market_ticker:
              type: string
    marginOrderbookSnapshotPayload:
      type: object
      required:
        - type
        - sid
        - seq
        - msg
      properties:
        type:
          type: string
          const: orderbook_snapshot
        sid:
          $ref: '#/components/schemas/subscriptionId'
        seq:
          $ref: '#/components/schemas/sequenceNumber'
        msg:
          type: object
          required:
            - market_ticker
          properties:
            market_ticker:
              $ref: '#/components/schemas/marketTicker'
            bid:
              type: array
              items:
                $ref: '#/components/schemas/priceLevelDollarsCountFp'
            ask:
              type: array
              items:
                $ref: '#/components/schemas/priceLevelDollarsCountFp'
    marginOrderbookDeltaPayload:
      type: object
      required:
        - type
        - sid
        - seq
        - msg
      properties:
        type:
          type: string
          const: orderbook_delta
        sid:
          $ref: '#/components/schemas/subscriptionId'
        seq:
          $ref: '#/components/schemas/sequenceNumber'
        msg:
          type: object
          required:
            - market_ticker
            - price
            - delta
            - side
          properties:
            market_ticker:
              $ref: '#/components/schemas/marketTicker'
            price:
              type: string
            delta:
              type: string
            side:
              $ref: '#/components/schemas/bookSide'
            last_update_reason:
              $ref: '#/components/schemas/lastUpdateReason'
            client_order_id:
              type: string
            subaccount:
              type: integer
            ts_ms:
              type: integer
              format: int64
              description: Unix timestamp in milliseconds.
    marginTickerPayload:
      type: object
      required:
        - type
        - sid
        - msg
      properties:
        type:
          type: string
          const: ticker
        sid:
          $ref: '#/components/schemas/subscriptionId'
        msg:
          type: object
          required:
            - market_ticker
            - price
            - bid
            - ask
            - bid_size_fp
            - ask_size_fp
            - last_trade_size_fp
            - volume
            - volume_notional_value_dollars
            - volume_24h
            - volume_24h_notional_value_dollars
            - open_interest
            - open_interest_notional_value_dollars
            - ts_ms
          properties:
            market_ticker:
              $ref: '#/components/schemas/marketTicker'
            price:
              type: string
              description: >-
                Last traded price in USD as a fixed-point decimal string (4
                decimals).
            bid:
              type: string
              description: USD price as a fixed-point decimal string (4 decimals).
            ask:
              type: string
              description: USD price as a fixed-point decimal string (4 decimals).
            bid_size_fp:
              type: string
            ask_size_fp:
              type: string
            last_trade_size_fp:
              type: string
            volume:
              type: string
              description: One sided total trade volume in contracts.
            volume_notional_value_dollars:
              type: string
              description: Total notional value of one sided trade volume in dollars.
            volume_24h:
              type: string
              description: One sided trade volume in the last 24 hours in contracts.
            volume_24h_notional_value_dollars:
              type: string
              description: >-
                Total notional value of one sided trade volume in the last 24
                hours in dollars.
            open_interest:
              type: string
              description: One sided open interest in contracts.
            open_interest_notional_value_dollars:
              type: string
              description: Total notional value of one sided open interest in dollars.
            reference_price:
              description: Reference price of underlying asset, when available.
              allOf:
                - $ref: '#/components/schemas/tickerPrice'
            settlement_mark_price:
              $ref: '#/components/schemas/tickerPrice'
            liquidation_mark_price:
              $ref: '#/components/schemas/tickerPrice'
            funding_rate:
              $ref: '#/components/schemas/fundingRate'
            ts_ms:
              type: integer
              format: int64
              description: Unix timestamp in milliseconds.
    marginTradePayload:
      type: object
      required:
        - type
        - sid
        - msg
      properties:
        type:
          type: string
          const: trade
        sid:
          $ref: '#/components/schemas/subscriptionId'
        msg:
          type: object
          required:
            - trade_id
            - market_ticker
            - price
            - count
            - taker_side
            - ts_ms
          properties:
            trade_id:
              type: string
              format: uuid
            market_ticker:
              $ref: '#/components/schemas/marketTicker'
            price:
              type: string
            count:
              type: string
            taker_side:
              $ref: '#/components/schemas/bookSide'
            ts_ms:
              type: integer
              format: int64
              description: Unix timestamp in milliseconds.
    marginFillPayload:
      type: object
      required:
        - type
        - sid
        - msg
      properties:
        type:
          type: string
          const: fill
        sid:
          $ref: '#/components/schemas/subscriptionId'
        msg:
          type: object
          required:
            - trade_id
            - order_id
            - market_ticker
            - is_taker
            - side
            - ts_ms
            - price
            - count
            - fee_cost
            - post_position
          properties:
            trade_id:
              type: string
              format: uuid
            order_id:
              type: string
              format: uuid
            client_order_id:
              type: string
            market_ticker:
              $ref: '#/components/schemas/marketTicker'
            is_taker:
              type: boolean
            side:
              $ref: '#/components/schemas/bookSide'
            ts_ms:
              type: integer
              format: int64
              description: Unix timestamp in milliseconds.
            price:
              type: string
            count:
              type: string
            fee_cost:
              type: string
            post_position:
              type: string
            subaccount:
              type: integer
    marginUserOrderPayload:
      type: object
      required:
        - type
        - sid
        - msg
      properties:
        type:
          type: string
          const: user_order
        sid:
          $ref: '#/components/schemas/subscriptionId'
        msg:
          type: object
          required:
            - order_id
            - user_id
            - client_order_id
            - ticker
            - side
            - price
            - fill_count
            - remaining_count
            - created_ts_ms
          properties:
            order_id:
              type: string
              format: uuid
            user_id:
              type: string
              format: uuid
            client_order_id:
              type: string
            ticker:
              $ref: '#/components/schemas/marketTicker'
            side:
              $ref: '#/components/schemas/bookSide'
            price:
              type: string
            fill_count:
              type: string
            remaining_count:
              type: string
            self_trade_prevention_type:
              $ref: '#/components/schemas/selfTradePreventionType'
            order_group_id:
              type: string
              description: Order group identifier, if the order belongs to an order group
            expiration_ts_ms:
              type: integer
              format: int64
              description: Unix timestamp in milliseconds.
            created_ts_ms:
              type: integer
              format: int64
              description: Unix timestamp in milliseconds.
            last_updated_ts_ms:
              type: integer
              format: int64
              description: Unix timestamp in milliseconds.
            subaccount_number:
              type: integer
    orderGroupUpdatesPayload:
      type: object
      required:
        - type
        - sid
        - seq
        - msg
      properties:
        type:
          type: string
          const: order_group_updates
        sid:
          $ref: '#/components/schemas/subscriptionId'
        seq:
          $ref: '#/components/schemas/sequenceNumber'
        msg:
          type: object
          required:
            - event_type
            - order_group_id
            - ts_ms
          properties:
            event_type:
              type: string
              description: Order group event type
              enum:
                - created
                - triggered
                - reset
                - deleted
                - limit_updated
            order_group_id:
              type: string
              description: Order group identifier
            contracts_limit_fp:
              type: string
              description: >-
                Updated contracts limit in fixed-point (2 decimals). Present for
                "created" and "limit_updated" events only.
            ts_ms:
              type: integer
              format: int64
              description: >-
                Matching engine timestamp at which the event was processed, as
                Unix epoch milliseconds.
  securitySchemes:
    apiKey:
      type: apiKey
      in: user
      description: API key authentication required for margin WebSocket connections.