User Data

PAX user data messages

The user data channel reports fills and confirmations for your orders, and status changes for your λs. Subscribers first receive a snapshot of their open orders and active λs, and then a real-time stream of order and λ status updates.

Message	Reports
ud_order_status_update	Order confirmations (accepted, resting, canceled, refused) and fills, with fill value and fee or rebate.
ud_lambda_status_update	λ status changes: programmed, canceled, modified, exhausted, or refused.
ud_snapshot	Open orders, active λs, and λ cancels in flight, at subscribe time.

PAX tick-based prices and integer quantity units

Prices and quantities use the same integer units as market data; see Market Data. Fill values and fees are in the quote asset’s native units.

See Subscribing and Message Details.