Upcoming Changes to Execution Feed Metadata

BitMEX

We will shortly be changing some of the metadata in the “partial” action messages broadcast to WebSocket API subscribers to execution data.

  • The execID field is currently listed as a key. In future it will not be treated as a key.
  • The execID field is currently marked as having an attribute of “grouped“. This attribute will be removed.

The values of execID will stay globally unique. The payload in the data field will remain unchanged for all messages, both partials and inserts.

This change is already live in the Testnet environment and will be released to production in the coming days.

Before After (changes to keys, and attributes)
{
   "table":"execution",
   "action":"partial",
   "keys":[
      "execID"
   ],
   "types":{
      "execID":"guid",
      "orderID":"guid",
      "clOrdID":"string",
      "orderQty":"long",
      ...
  }
  ...
   "attributes":{
      "execID":"grouped",
      "account":"grouped",
      "execType":"grouped",
      "transactTime":"sorted"
   },
   ...
}		 {
   "table":"execution",
   "action":"partial",
   "keys":[

  ],
   "types":{
      "execID":"guid",
      "orderID":"guid",
      "clOrdID":"string",
      "orderQty":"long",
      ...
  }
  ...
   "attributes":{
      "account":"grouped",
      "execType":"grouped",
      "transactTime":"sorted"
  },
   ...
}

For more information on key and attribute metadata on WebSocket API subscriptions please refer to our documentation. Future changes of this nature may not necessarily be announced.

If you have any further questions, please contact Support via our contact form.