asyncapi: 2.6.0
info:
  title: OKX V5 WebSocket API
  version: '5.0.0'
  description: |
    AsyncAPI 2.6 description of the OKX (formerly OKEx) V5 public, private, and business
    WebSocket APIs. OKX exposes three WebSocket endpoints, each carrying a distinct family
    of channels. All channels share a common subscribe/unsubscribe envelope:

    Subscribe:
    ```json
    { "id": "1512", "op": "subscribe", "args": [ { "channel": "tickers", "instId": "BTC-USDT" } ] }
    ```

    Unsubscribe uses `op: "unsubscribe"` with the same args shape.

    Private endpoints require a login first:
    ```json
    { "op": "login", "args": [ { "apiKey": "...", "passphrase": "...", "timestamp": "1704876947", "sign": "<base64 HMAC-SHA256>" } ] }
    ```
    Where `sign = base64( HMAC_SHA256( secretKey, timestamp + "GET" + "/users/self/verify" ) )`.

    Heartbeat: clients send the literal text frame `ping` if no message has been
    received for less than 30s; server replies with `pong`. Connections idle for
    30s without subscriptions or pushed data are closed.

    Connection limits: 3 connect requests per second per IP, 480 subscribe / unsubscribe / login
    requests per connection per hour, 30 connections per channel per sub-account.

    Source: https://www.okx.com/docs-v5/en/#overview-websocket
  contact:
    name: OKX
    url: https://www.okx.com/docs-v5/en/
  license:
    name: OKX Terms of Service
    url: https://www.okx.com/terms-of-service
  x-source: https://www.okx.com/docs-v5/en/#overview-websocket

defaultContentType: application/json

servers:
  public:
    url: ws.okx.com:8443
    protocol: wss
    pathname: /ws/v5/public
    description: |
      Public market data WebSocket. No login required. Hosts public-channel
      subscriptions such as instruments, tickers, candlesticks, trades, order books,
      mark price, funding rate, index, liquidation orders, open interest, etc.
  private:
    url: ws.okx.com:8443
    protocol: wss
    pathname: /ws/v5/private
    description: |
      Private trading account WebSocket. Requires `op: login` with API key,
      passphrase, timestamp and HMAC-SHA256 signature before subscribing.
      Hosts account, positions, balance-and-position, orders, fills, etc., and
      supports order placement / amend / cancel ops.
    security:
      - okxApiKey: []
  business:
    url: ws.okx.com:8443
    protocol: wss
    pathname: /ws/v5/business
    description: |
      Business WebSocket. Requires login for the user-scoped channels (deposit-info,
      withdrawal-info, account-greeks, grid orders, algo orders, copy-trading,
      structured block trades, recurring buy, RFQs, quotes). Also carries the public
      spread-trading and public block-trading channels.
    security:
      - okxApiKey: []

channels:
  # ---------------------------------------------------------------------------
  # Connection-wide operation channel (subscribe/unsubscribe/login/ping/order ops)
  # ---------------------------------------------------------------------------
  /ops:
    description: |
      Logical channel representing operation frames sent from the client over any
      of the three sockets. OKX multiplexes subscribe, unsubscribe, login, ping,
      order, batch-orders, amend-order, cancel-order, mass-cancel, sprd-order,
      sprd-amend-order, sprd-cancel-order, and sprd-mass-cancel onto a single
      connection. Server replies arrive as `event` messages or push frames on the
      appropriate channel.
    publish:
      operationId: sendOp
      summary: Send an operation frame (subscribe, login, ping, order, etc.)
      message:
        oneOf:
          - $ref: '#/components/messages/SubscribeOp'
          - $ref: '#/components/messages/UnsubscribeOp'
          - $ref: '#/components/messages/LoginOp'
          - $ref: '#/components/messages/PingFrame'
          - $ref: '#/components/messages/PlaceOrderOp'
          - $ref: '#/components/messages/BatchOrdersOp'
          - $ref: '#/components/messages/AmendOrderOp'
          - $ref: '#/components/messages/CancelOrderOp'
          - $ref: '#/components/messages/MassCancelOp'
    subscribe:
      operationId: receiveEvent
      summary: Receive subscribe/login/error/pong acknowledgements
      message:
        oneOf:
          - $ref: '#/components/messages/EventAck'
          - $ref: '#/components/messages/PongFrame'
          - $ref: '#/components/messages/OrderOpAck'

  # ===========================================================================
  # PUBLIC CHANNELS (wss://ws.okx.com:8443/ws/v5/public)
  # ===========================================================================
  instruments:
    servers: [public]
    description: Push when instrument state changes (new listing, expiry, suspension).
    subscribe:
      operationId: onInstruments
      message:
        $ref: '#/components/messages/InstrumentsPush'

  open-interest:
    servers: [public]
    description: Push open interest for SWAP, FUTURES, OPTION instruments every 3s.
    subscribe:
      operationId: onOpenInterest
      message:
        $ref: '#/components/messages/OpenInterestPush'

  funding-rate:
    servers: [public]
    description: Funding rate for SWAP perpetuals. Pushed when rate changes or on schedule.
    subscribe:
      operationId: onFundingRate
      message:
        $ref: '#/components/messages/FundingRatePush'

  price-limit:
    servers: [public]
    description: Maximum buy / minimum sell limit prices, pushed every 5s.
    subscribe:
      operationId: onPriceLimit
      message:
        $ref: '#/components/messages/PriceLimitPush'

  estimated-price:
    servers: [public]
    description: Estimated delivery / exercise / settlement price for FUTURES and OPTION.
    subscribe:
      operationId: onEstimatedPrice
      message:
        $ref: '#/components/messages/EstimatedPricePush'

  mark-price:
    servers: [public]
    description: Mark price for MARGIN, FUTURES, SWAP, OPTION; pushed every 200ms when changed.
    subscribe:
      operationId: onMarkPrice
      message:
        $ref: '#/components/messages/MarkPricePush'

  mark-price-candlesticks:
    servers: [public]
    description: |
      Mark price candlesticks. Channel names: mark-price-candle1Y/6M/3M/1M/1W/1D/2D/3D/5D/
      12H/6H/4H/2H/1H/30m/15m/5m/3m/1m and their UTC variants (-utc suffix).
    subscribe:
      operationId: onMarkPriceCandles
      message:
        $ref: '#/components/messages/CandlesticksPush'

  index-tickers:
    servers: [public]
    description: Index ticker for an underlying index (e.g. BTC-USD index).
    subscribe:
      operationId: onIndexTickers
      message:
        $ref: '#/components/messages/IndexTickerPush'

  index-candlesticks:
    servers: [public]
    description: |
      Index candlesticks. Channel names: index-candle1Y/6M/3M/1M/1W/1D/2D/3D/5D/
      12H/6H/4H/2H/1H/30m/15m/5m/3m/1m and -utc variants.
    subscribe:
      operationId: onIndexCandles
      message:
        $ref: '#/components/messages/CandlesticksPush'

  liquidation-orders:
    servers: [public]
    description: Recent liquidation orders for SWAP, FUTURES, OPTION, MARGIN.
    subscribe:
      operationId: onLiquidationOrders
      message:
        $ref: '#/components/messages/LiquidationOrdersPush'

  adl-warning:
    servers: [public]
    description: Auto-deleveraging warning per instrument.
    subscribe:
      operationId: onAdlWarning
      message:
        $ref: '#/components/messages/AdlWarningPush'

  option-summary:
    servers: [public]
    description: Aggregated option summary (Greeks, IV) per option underlying.
    subscribe:
      operationId: onOptionSummary
      message:
        $ref: '#/components/messages/OptionSummaryPush'

  economic-calendar:
    servers: [public]
    description: Economic calendar events. Login may be required for full data.
    subscribe:
      operationId: onEconomicCalendar
      message:
        $ref: '#/components/messages/EconomicCalendarPush'

  tickers:
    servers: [public]
    description: 24h ticker per instrument; pushed every 100ms when changed.
    subscribe:
      operationId: onTickers
      message:
        $ref: '#/components/messages/TickersPush'

  candlesticks:
    servers: [public]
    description: |
      OHLCV candles. Subscribe with channel name from candle1Y, candle6M, candle3M,
      candle1M, candle1W, candle1D, candle2D, candle3D, candle5D, candle12H,
      candle6H, candle4H, candle2H, candle1H, candle30m, candle15m, candle5m,
      candle3m, candle1m, candle1s, plus -utc variants (e.g. candle1Dutc).
    subscribe:
      operationId: onCandlesticks
      message:
        $ref: '#/components/messages/CandlesticksPush'

  trades:
    servers: [public]
    description: Public trades feed (aggregated, pushed up to 100ms after match).
    subscribe:
      operationId: onTrades
      message:
        $ref: '#/components/messages/TradesPush'

  trades-all:
    servers: [public]
    description: All-trades feed (every trade, non-aggregated).
    subscribe:
      operationId: onTradesAll
      message:
        $ref: '#/components/messages/TradesPush'

  option-trades:
    servers: [public]
    description: Public option trades. Subscribe with instType=OPTION and instFamily.
    subscribe:
      operationId: onOptionTrades
      message:
        $ref: '#/components/messages/OptionTradesPush'

  books:
    servers: [public]
    description: 400-level order book; initial snapshot then incremental updates (100ms).
    subscribe:
      operationId: onBooks
      message:
        $ref: '#/components/messages/OrderBookPush'

  books5:
    servers: [public]
    description: Top-5 order book snapshot pushed every 100ms when changed.
    subscribe:
      operationId: onBooks5
      message:
        $ref: '#/components/messages/OrderBookPush'

  books50-l2-tbt:
    servers: [public]
    description: 50-level L2 tick-by-tick order book (10ms). VIP4+ required.
    subscribe:
      operationId: onBooks50L2Tbt
      message:
        $ref: '#/components/messages/OrderBookPush'

  books-l2-tbt:
    servers: [public]
    description: 400-level L2 tick-by-tick order book (10ms). VIP5+ required.
    subscribe:
      operationId: onBooksL2Tbt
      message:
        $ref: '#/components/messages/OrderBookPush'

  bbo-tbt:
    servers: [public]
    description: Tick-by-tick best bid / best offer (top of book), 10ms.
    subscribe:
      operationId: onBboTbt
      message:
        $ref: '#/components/messages/OrderBookPush'

  call-auction-details:
    servers: [public]
    description: Call auction state for instruments in auction phase.
    subscribe:
      operationId: onCallAuctionDetails
      message:
        $ref: '#/components/messages/CallAuctionDetailsPush'

  event-contract-markets:
    servers: [public]
    description: Event contract market data updates.
    subscribe:
      operationId: onEventContractMarkets
      message:
        $ref: '#/components/messages/EventContractMarketsPush'

  # ===========================================================================
  # PRIVATE CHANNELS (wss://ws.okx.com:8443/ws/v5/private)
  # ===========================================================================
  account:
    servers: [private]
    description: Account balance updates per currency. Requires login.
    subscribe:
      operationId: onAccount
      message:
        $ref: '#/components/messages/AccountPush'

  positions:
    servers: [private]
    description: Position updates per instrument and side. Requires login.
    subscribe:
      operationId: onPositions
      message:
        $ref: '#/components/messages/PositionsPush'

  balance-and-position:
    servers: [private]
    description: Combined balance and position deltas (1-stream consistency). Requires login.
    subscribe:
      operationId: onBalanceAndPosition
      message:
        $ref: '#/components/messages/BalanceAndPositionPush'

  position-risk-warning:
    servers: [private]
    description: Liquidation / margin-call risk warnings. Requires login.
    subscribe:
      operationId: onPositionRiskWarning
      message:
        $ref: '#/components/messages/PositionRiskWarningPush'

  liquidation-warning:
    servers: [private]
    description: Imminent forced liquidation warning. Requires login.
    subscribe:
      operationId: onLiquidationWarning
      message:
        $ref: '#/components/messages/LiquidationWarningPush'

  orders:
    servers: [private]
    description: Order create / update / fill / cancel notifications. Requires login.
    subscribe:
      operationId: onOrders
      message:
        $ref: '#/components/messages/OrdersPush'

  fills:
    servers: [private]
    description: Trade fill stream (VIP5+). Requires login.
    subscribe:
      operationId: onFills
      message:
        $ref: '#/components/messages/FillsPush'

  # ===========================================================================
  # BUSINESS CHANNELS (wss://ws.okx.com:8443/ws/v5/business)
  # ===========================================================================
  deposit-info:
    servers: [business]
    description: Deposit notifications per currency. Requires login.
    subscribe:
      operationId: onDepositInfo
      message:
        $ref: '#/components/messages/DepositInfoPush'

  withdrawal-info:
    servers: [business]
    description: Withdrawal status updates. Requires login.
    subscribe:
      operationId: onWithdrawalInfo
      message:
        $ref: '#/components/messages/WithdrawalInfoPush'

  account-greeks:
    servers: [business]
    description: Portfolio Greeks per currency. Requires login.
    subscribe:
      operationId: onAccountGreeks
      message:
        $ref: '#/components/messages/AccountGreeksPush'

  orders-algo:
    servers: [business]
    description: Algo order updates (TP/SL, trigger, trailing stop, iceberg, TWAP). Requires login.
    subscribe:
      operationId: onOrdersAlgo
      message:
        $ref: '#/components/messages/AlgoOrdersPush'

  algo-advance:
    servers: [business]
    description: Advanced algo (iceberg/TWAP) order updates. Requires login.
    subscribe:
      operationId: onAlgoAdvance
      message:
        $ref: '#/components/messages/AlgoOrdersPush'

  grid-orders-spot:
    servers: [business]
    description: Spot grid bot order updates. Requires login.
    subscribe:
      operationId: onGridOrdersSpot
      message:
        $ref: '#/components/messages/GridOrdersPush'

  grid-orders-contract:
    servers: [business]
    description: Contract grid bot order updates. Requires login.
    subscribe:
      operationId: onGridOrdersContract
      message:
        $ref: '#/components/messages/GridOrdersPush'

  grid-positions:
    servers: [business]
    description: Grid position details and PnL. Requires login.
    subscribe:
      operationId: onGridPositions
      message:
        $ref: '#/components/messages/GridPositionsPush'

  grid-sub-orders:
    servers: [business]
    description: Individual grid sub-order events. Requires login.
    subscribe:
      operationId: onGridSubOrders
      message:
        $ref: '#/components/messages/GridSubOrdersPush'

  recurring-buy:
    servers: [business]
    description: Recurring buy plan order updates. Requires login.
    subscribe:
      operationId: onRecurringBuy
      message:
        $ref: '#/components/messages/RecurringBuyPush'

  copytrading-notification:
    servers: [business]
    description: Copy-trading notifications for lead traders and followers. Requires login.
    subscribe:
      operationId: onCopytradingNotification
      message:
        $ref: '#/components/messages/CopytradingNotificationPush'

  # Block / RFQ trading (business)
  rfqs:
    servers: [business]
    description: Request-for-quote events for the subscribed account. Requires login.
    subscribe:
      operationId: onRfqs
      message:
        $ref: '#/components/messages/RfqsPush'

  quotes:
    servers: [business]
    description: Quote events for RFQs. Requires login.
    subscribe:
      operationId: onQuotes
      message:
        $ref: '#/components/messages/QuotesPush'

  struc-block-trades:
    servers: [business]
    description: Account-scoped structured block trade confirmations. Requires login.
    subscribe:
      operationId: onStrucBlockTrades
      message:
        $ref: '#/components/messages/BlockTradesPush'

  public-struc-block-trades:
    servers: [business]
    description: Public structured block trades.
    subscribe:
      operationId: onPublicStrucBlockTrades
      message:
        $ref: '#/components/messages/BlockTradesPush'

  public-block-trades:
    servers: [business]
    description: Public block trades per instrument.
    subscribe:
      operationId: onPublicBlockTrades
      message:
        $ref: '#/components/messages/BlockTradesPush'

  block-tickers:
    servers: [business]
    description: Block trading ticker.
    subscribe:
      operationId: onBlockTickers
      message:
        $ref: '#/components/messages/TickersPush'

  # Spread trading (business)
  sprd-orders:
    servers: [business]
    description: Spread trading order updates. Requires login.
    subscribe:
      operationId: onSprdOrders
      message:
        $ref: '#/components/messages/SprdOrdersPush'

  sprd-trades:
    servers: [business]
    description: Spread trading fill stream. Requires login.
    subscribe:
      operationId: onSprdTrades
      message:
        $ref: '#/components/messages/SprdTradesPush'

  sprd-public-trades:
    servers: [business]
    description: Public spread trades.
    subscribe:
      operationId: onSprdPublicTrades
      message:
        $ref: '#/components/messages/SprdTradesPush'

  sprd-books:
    servers: [business]
    description: Spread order book.
    subscribe:
      operationId: onSprdBooks
      message:
        $ref: '#/components/messages/OrderBookPush'

  sprd-tickers:
    servers: [business]
    description: Spread ticker (account scope). Requires login for private fields.
    subscribe:
      operationId: onSprdTickers
      message:
        $ref: '#/components/messages/TickersPush'

  sprd-public-tickers:
    servers: [business]
    description: Public spread ticker.
    subscribe:
      operationId: onSprdPublicTickers
      message:
        $ref: '#/components/messages/TickersPush'

components:
  securitySchemes:
    okxApiKey:
      type: userPassword
      description: |
        OKX API key auth over WebSocket. After connecting, send an `op: "login"`
        frame whose args carry `apiKey`, `passphrase`, `timestamp` and `sign`.
        `sign` is base64( HMAC-SHA256( secretKey, timestamp + "GET" + "/users/self/verify" ) ).

  messages:
    # ---- Op envelope messages ------------------------------------------------
    SubscribeOp:
      name: SubscribeOp
      title: Subscribe
      summary: Subscribe to one or more channels.
      payload:
        $ref: '#/components/schemas/SubscribeRequest'
    UnsubscribeOp:
      name: UnsubscribeOp
      title: Unsubscribe
      summary: Unsubscribe from one or more channels.
      payload:
        $ref: '#/components/schemas/UnsubscribeRequest'
    LoginOp:
      name: LoginOp
      title: Login
      summary: Authenticate the connection for private / business channels.
      payload:
        $ref: '#/components/schemas/LoginRequest'
    PingFrame:
      name: PingFrame
      title: Ping
      summary: Plain-text ping frame (literal string "ping").
      contentType: text/plain
      payload:
        type: string
        const: ping
    PongFrame:
      name: PongFrame
      title: Pong
      summary: Plain-text pong response (literal string "pong").
      contentType: text/plain
      payload:
        type: string
        const: pong
    EventAck:
      name: EventAck
      title: Event Acknowledgement
      summary: Subscribe/unsubscribe/login/error acknowledgement.
      payload:
        $ref: '#/components/schemas/EventResponse'
    PlaceOrderOp:
      name: PlaceOrderOp
      title: Place order via WebSocket
      payload:
        $ref: '#/components/schemas/PlaceOrderRequest'
    BatchOrdersOp:
      name: BatchOrdersOp
      title: Batch place orders via WebSocket
      payload:
        $ref: '#/components/schemas/BatchOrdersRequest'
    AmendOrderOp:
      name: AmendOrderOp
      title: Amend order via WebSocket
      payload:
        $ref: '#/components/schemas/AmendOrderRequest'
    CancelOrderOp:
      name: CancelOrderOp
      title: Cancel order via WebSocket
      payload:
        $ref: '#/components/schemas/CancelOrderRequest'
    MassCancelOp:
      name: MassCancelOp
      title: Mass cancel orders via WebSocket
      payload:
        $ref: '#/components/schemas/MassCancelRequest'
    OrderOpAck:
      name: OrderOpAck
      title: Order operation acknowledgement
      payload:
        $ref: '#/components/schemas/OrderOpResponse'

    # ---- Public channel messages --------------------------------------------
    InstrumentsPush:
      name: InstrumentsPush
      title: Instruments push
      payload:
        $ref: '#/components/schemas/InstrumentsEvent'
    OpenInterestPush:
      name: OpenInterestPush
      payload:
        $ref: '#/components/schemas/OpenInterestEvent'
    FundingRatePush:
      name: FundingRatePush
      payload:
        $ref: '#/components/schemas/FundingRateEvent'
    PriceLimitPush:
      name: PriceLimitPush
      payload:
        $ref: '#/components/schemas/PriceLimitEvent'
    EstimatedPricePush:
      name: EstimatedPricePush
      payload:
        $ref: '#/components/schemas/EstimatedPriceEvent'
    MarkPricePush:
      name: MarkPricePush
      payload:
        $ref: '#/components/schemas/MarkPriceEvent'
    IndexTickerPush:
      name: IndexTickerPush
      payload:
        $ref: '#/components/schemas/IndexTickerEvent'
    CandlesticksPush:
      name: CandlesticksPush
      payload:
        $ref: '#/components/schemas/CandlesticksEvent'
    LiquidationOrdersPush:
      name: LiquidationOrdersPush
      payload:
        $ref: '#/components/schemas/LiquidationOrdersEvent'
    AdlWarningPush:
      name: AdlWarningPush
      payload:
        $ref: '#/components/schemas/AdlWarningEvent'
    OptionSummaryPush:
      name: OptionSummaryPush
      payload:
        $ref: '#/components/schemas/OptionSummaryEvent'
    EconomicCalendarPush:
      name: EconomicCalendarPush
      payload:
        $ref: '#/components/schemas/EconomicCalendarEvent'
    TickersPush:
      name: TickersPush
      payload:
        $ref: '#/components/schemas/TickersEvent'
    TradesPush:
      name: TradesPush
      payload:
        $ref: '#/components/schemas/TradesEvent'
    OptionTradesPush:
      name: OptionTradesPush
      payload:
        $ref: '#/components/schemas/OptionTradesEvent'
    OrderBookPush:
      name: OrderBookPush
      payload:
        $ref: '#/components/schemas/OrderBookEvent'
    CallAuctionDetailsPush:
      name: CallAuctionDetailsPush
      payload:
        $ref: '#/components/schemas/CallAuctionDetailsEvent'
    EventContractMarketsPush:
      name: EventContractMarketsPush
      payload:
        $ref: '#/components/schemas/GenericEvent'

    # ---- Private channel messages -------------------------------------------
    AccountPush:
      name: AccountPush
      payload:
        $ref: '#/components/schemas/AccountEvent'
    PositionsPush:
      name: PositionsPush
      payload:
        $ref: '#/components/schemas/PositionsEvent'
    BalanceAndPositionPush:
      name: BalanceAndPositionPush
      payload:
        $ref: '#/components/schemas/BalanceAndPositionEvent'
    PositionRiskWarningPush:
      name: PositionRiskWarningPush
      payload:
        $ref: '#/components/schemas/GenericEvent'
    LiquidationWarningPush:
      name: LiquidationWarningPush
      payload:
        $ref: '#/components/schemas/GenericEvent'
    OrdersPush:
      name: OrdersPush
      payload:
        $ref: '#/components/schemas/OrdersEvent'
    FillsPush:
      name: FillsPush
      payload:
        $ref: '#/components/schemas/FillsEvent'

    # ---- Business channel messages ------------------------------------------
    DepositInfoPush:
      name: DepositInfoPush
      payload:
        $ref: '#/components/schemas/DepositInfoEvent'
    WithdrawalInfoPush:
      name: WithdrawalInfoPush
      payload:
        $ref: '#/components/schemas/WithdrawalInfoEvent'
    AccountGreeksPush:
      name: AccountGreeksPush
      payload:
        $ref: '#/components/schemas/AccountGreeksEvent'
    AlgoOrdersPush:
      name: AlgoOrdersPush
      payload:
        $ref: '#/components/schemas/AlgoOrdersEvent'
    GridOrdersPush:
      name: GridOrdersPush
      payload:
        $ref: '#/components/schemas/GridOrdersEvent'
    GridPositionsPush:
      name: GridPositionsPush
      payload:
        $ref: '#/components/schemas/GenericEvent'
    GridSubOrdersPush:
      name: GridSubOrdersPush
      payload:
        $ref: '#/components/schemas/GenericEvent'
    RecurringBuyPush:
      name: RecurringBuyPush
      payload:
        $ref: '#/components/schemas/GenericEvent'
    CopytradingNotificationPush:
      name: CopytradingNotificationPush
      payload:
        $ref: '#/components/schemas/GenericEvent'
    RfqsPush:
      name: RfqsPush
      payload:
        $ref: '#/components/schemas/GenericEvent'
    QuotesPush:
      name: QuotesPush
      payload:
        $ref: '#/components/schemas/GenericEvent'
    BlockTradesPush:
      name: BlockTradesPush
      payload:
        $ref: '#/components/schemas/GenericEvent'
    SprdOrdersPush:
      name: SprdOrdersPush
      payload:
        $ref: '#/components/schemas/GenericEvent'
    SprdTradesPush:
      name: SprdTradesPush
      payload:
        $ref: '#/components/schemas/GenericEvent'

  schemas:
    # ---- Op request schemas --------------------------------------------------
    SubscribeRequest:
      type: object
      required: [op, args]
      properties:
        id:
          type: string
          description: Optional client-supplied request id; echoed in the ack.
        op:
          type: string
          const: subscribe
        args:
          type: array
          minItems: 1
          items:
            $ref: '#/components/schemas/SubscribeArg'
    UnsubscribeRequest:
      type: object
      required: [op, args]
      properties:
        id:
          type: string
        op:
          type: string
          const: unsubscribe
        args:
          type: array
          minItems: 1
          items:
            $ref: '#/components/schemas/SubscribeArg'
    SubscribeArg:
      type: object
      required: [channel]
      description: |
        Channel selector. Different channels accept different combinations of
        instType (SPOT, MARGIN, SWAP, FUTURES, OPTION, ANY), instFamily, instId,
        ccy, algoId, uly, sprdId, ctType, etc.
      properties:
        channel:
          type: string
          description: Channel name, e.g. tickers, candle1m, books, account.
        instType:
          type: string
          enum: [SPOT, MARGIN, SWAP, FUTURES, OPTION, ANY]
        instFamily:
          type: string
        instId:
          type: string
        ccy:
          type: string
        algoId:
          type: string
        uly:
          type: string
        sprdId:
          type: string
        ctType:
          type: string
          enum: [linear, inverse]
        extraParams:
          type: string

    LoginRequest:
      type: object
      required: [op, args]
      properties:
        op:
          type: string
          const: login
        args:
          type: array
          minItems: 1
          items:
            type: object
            required: [apiKey, passphrase, timestamp, sign]
            properties:
              apiKey:
                type: string
              passphrase:
                type: string
              timestamp:
                type: string
                description: Unix epoch seconds as a string.
              sign:
                type: string
                description: base64( HMAC-SHA256(secretKey, timestamp + "GET" + "/users/self/verify") )

    EventResponse:
      type: object
      properties:
        event:
          type: string
          enum: [subscribe, unsubscribe, login, error, channel-conn-count, channel-conn-count-error]
        arg:
          $ref: '#/components/schemas/SubscribeArg'
        code:
          type: string
        msg:
          type: string
        connId:
          type: string
        connCount:
          type: string
        channel:
          type: string
        id:
          type: string

    # ---- Order ops -----------------------------------------------------------
    PlaceOrderRequest:
      type: object
      required: [op, args]
      properties:
        id:
          type: string
        op:
          type: string
          const: order
        expTime:
          type: string
        args:
          type: array
          minItems: 1
          items:
            $ref: '#/components/schemas/OrderArg'
    BatchOrdersRequest:
      type: object
      required: [op, args]
      properties:
        id:
          type: string
        op:
          type: string
          const: batch-orders
        expTime:
          type: string
        args:
          type: array
          items:
            $ref: '#/components/schemas/OrderArg'
    AmendOrderRequest:
      type: object
      required: [op, args]
      properties:
        id:
          type: string
        op:
          type: string
          enum: [amend-order, batch-amend-orders]
        expTime:
          type: string
        args:
          type: array
          items:
            $ref: '#/components/schemas/AmendArg'
    CancelOrderRequest:
      type: object
      required: [op, args]
      properties:
        id:
          type: string
        op:
          type: string
          enum: [cancel-order, batch-cancel-orders]
        args:
          type: array
          items:
            $ref: '#/components/schemas/CancelArg'
    MassCancelRequest:
      type: object
      required: [op, args]
      properties:
        id:
          type: string
        op:
          type: string
          const: mass-cancel
        args:
          type: array
          items:
            type: object
            properties:
              instType:
                type: string
                enum: [OPTION]
              instFamily:
                type: string
              lockInterval:
                type: string

    OrderArg:
      type: object
      required: [instId, tdMode, side, ordType, sz]
      properties:
        instId: { type: string }
        tdMode:
          type: string
          enum: [cash, cross, isolated, spot_isolated]
        ccy: { type: string }
        clOrdId: { type: string }
        tag: { type: string }
        side:
          type: string
          enum: [buy, sell]
        posSide:
          type: string
          enum: [long, short, net]
        ordType:
          type: string
          enum: [market, limit, post_only, fok, ioc, optimal_limit_ioc, mmp, mmp_and_post_only, op_fok]
        sz: { type: string }
        px: { type: string }
        reduceOnly: { type: boolean }
        tgtCcy: { type: string }
        banAmend: { type: boolean }
        stpMode:
          type: string
          enum: [cancel_maker, cancel_taker, cancel_both]

    AmendArg:
      type: object
      required: [instId]
      properties:
        instId: { type: string }
        cxlOnFail: { type: boolean }
        ordId: { type: string }
        clOrdId: { type: string }
        reqId: { type: string }
        newSz: { type: string }
        newPx: { type: string }

    CancelArg:
      type: object
      required: [instId]
      properties:
        instId: { type: string }
        ordId: { type: string }
        clOrdId: { type: string }

    OrderOpResponse:
      type: object
      properties:
        id: { type: string }
        op: { type: string }
        code: { type: string }
        msg: { type: string }
        inTime: { type: string }
        outTime: { type: string }
        data:
          type: array
          items:
            type: object
            properties:
              ordId: { type: string }
              clOrdId: { type: string }
              tag: { type: string }
              ts: { type: string }
              sCode: { type: string }
              sMsg: { type: string }

    # ---- Generic push envelope ----------------------------------------------
    PushEnvelope:
      type: object
      properties:
        arg:
          $ref: '#/components/schemas/SubscribeArg'
        action:
          type: string
          enum: [snapshot, update]
        data:
          type: array
          items: {}

    GenericEvent:
      allOf:
        - $ref: '#/components/schemas/PushEnvelope'

    # ---- Public channel event payloads --------------------------------------
    InstrumentsEvent:
      allOf:
        - $ref: '#/components/schemas/PushEnvelope'
        - type: object
          properties:
            data:
              type: array
              items:
                $ref: '#/components/schemas/Instrument'

    Instrument:
      type: object
      properties:
        instType: { type: string }
        instId: { type: string }
        uly: { type: string }
        instFamily: { type: string }
        baseCcy: { type: string }
        quoteCcy: { type: string }
        settleCcy: { type: string }
        ctVal: { type: string }
        ctMult: { type: string }
        ctValCcy: { type: string }
        optType: { type: string }
        stk: { type: string }
        listTime: { type: string }
        expTime: { type: string }
        lever: { type: string }
        tickSz: { type: string }
        lotSz: { type: string }
        minSz: { type: string }
        ctType: { type: string }
        state: { type: string }
        ruleType: { type: string }
        maxLmtSz: { type: string }
        maxMktSz: { type: string }
        maxTwapSz: { type: string }
        maxIcebergSz: { type: string }
        maxTriggerSz: { type: string }
        maxStopSz: { type: string }

    OpenInterestEvent:
      allOf:
        - $ref: '#/components/schemas/PushEnvelope'
        - type: object
          properties:
            data:
              type: array
              items:
                type: object
                properties:
                  instType: { type: string }
                  instId: { type: string }
                  oi: { type: string }
                  oiCcy: { type: string }
                  oiUsd: { type: string }
                  ts: { type: string }

    FundingRateEvent:
      allOf:
        - $ref: '#/components/schemas/PushEnvelope'
        - type: object
          properties:
            data:
              type: array
              items:
                type: object
                properties:
                  instType: { type: string }
                  instId: { type: string }
                  fundingRate: { type: string }
                  nextFundingRate: { type: string }
                  fundingTime: { type: string }
                  nextFundingTime: { type: string }
                  method: { type: string }
                  minFundingRate: { type: string }
                  maxFundingRate: { type: string }
                  settState: { type: string }
                  settFundingRate: { type: string }
                  premium: { type: string }
                  formulaType: { type: string }
                  impactValue: { type: string }
                  ts: { type: string }

    PriceLimitEvent:
      allOf:
        - $ref: '#/components/schemas/PushEnvelope'
        - type: object
          properties:
            data:
              type: array
              items:
                type: object
                properties:
                  instType: { type: string }
                  instId: { type: string }
                  buyLmt: { type: string }
                  sellLmt: { type: string }
                  enabled: { type: boolean }
                  ts: { type: string }

    EstimatedPriceEvent:
      allOf:
        - $ref: '#/components/schemas/PushEnvelope'
        - type: object
          properties:
            data:
              type: array
              items:
                type: object
                properties:
                  instType: { type: string }
                  instId: { type: string }
                  settlePx: { type: string }
                  ts: { type: string }

    MarkPriceEvent:
      allOf:
        - $ref: '#/components/schemas/PushEnvelope'
        - type: object
          properties:
            data:
              type: array
              items:
                type: object
                properties:
                  instType: { type: string }
                  instId: { type: string }
                  markPx: { type: string }
                  ts: { type: string }

    IndexTickerEvent:
      allOf:
        - $ref: '#/components/schemas/PushEnvelope'
        - type: object
          properties:
            data:
              type: array
              items:
                type: object
                properties:
                  instId: { type: string }
                  idxPx: { type: string }
                  open24h: { type: string }
                  high24h: { type: string }
                  low24h: { type: string }
                  sodUtc0: { type: string }
                  sodUtc8: { type: string }
                  ts: { type: string }

    CandlesticksEvent:
      description: |
        Push payload `data` is an array of candle rows. Each row is itself a
        string array:
        [ts, open, high, low, close, vol, volCcy, volCcyQuote, confirm]
        - ts: open time, ms since epoch
        - vol: trading volume in contracts (derivatives) or base ccy (spot)
        - volCcy: volume in base ccy (derivatives) or quote ccy (spot/margin)
        - volCcyQuote: trading volume in quote ccy
        - confirm: "0" = unfinished, "1" = closed candle
      allOf:
        - $ref: '#/components/schemas/PushEnvelope'
        - type: object
          properties:
            data:
              type: array
              items:
                type: array
                minItems: 9
                maxItems: 9
                items:
                  type: string

    LiquidationOrdersEvent:
      allOf:
        - $ref: '#/components/schemas/PushEnvelope'
        - type: object
          properties:
            data:
              type: array
              items:
                type: object
                properties:
                  instType: { type: string }
                  instFamily: { type: string }
                  instId: { type: string }
                  details:
                    type: array
                    items:
                      type: object
                      properties:
                        side: { type: string }
                        posSide: { type: string }
                        bkPx: { type: string }
                        sz: { type: string }
                        bkLoss: { type: string }
                        ccy: { type: string }
                        ts: { type: string }

    AdlWarningEvent:
      allOf:
        - $ref: '#/components/schemas/PushEnvelope'
        - type: object
          properties:
            data:
              type: array
              items:
                type: object
                properties:
                  instType: { type: string }
                  instFamily: { type: string }
                  instId: { type: string }
                  adlRsn: { type: string }
                  adlLevel: { type: string }
                  ts: { type: string }

    OptionSummaryEvent:
      allOf:
        - $ref: '#/components/schemas/PushEnvelope'
        - type: object
          properties:
            data:
              type: array
              items:
                type: object
                properties:
                  instType: { type: string }
                  instId: { type: string }
                  uly: { type: string }
                  delta: { type: string }
                  gamma: { type: string }
                  vega: { type: string }
                  theta: { type: string }
                  deltaBS: { type: string }
                  gammaBS: { type: string }
                  vegaBS: { type: string }
                  thetaBS: { type: string }
                  lever: { type: string }
                  markVol: { type: string }
                  bidVol: { type: string }
                  askVol: { type: string }
                  realVol: { type: string }
                  volLv: { type: string }
                  fwdPx: { type: string }
                  ts: { type: string }

    EconomicCalendarEvent:
      allOf:
        - $ref: '#/components/schemas/PushEnvelope'
        - type: object
          properties:
            data:
              type: array
              items:
                type: object
                properties:
                  calendarId: { type: string }
                  date: { type: string }
                  region: { type: string }
                  category: { type: string }
                  event: { type: string }
                  refDate: { type: string }
                  actual: { type: string }
                  previous: { type: string }
                  forecast: { type: string }
                  dateSpan: { type: string }
                  importance: { type: string }
                  uTime: { type: string }
                  prevInitial: { type: string }
                  ccy: { type: string }
                  unit: { type: string }

    TickersEvent:
      allOf:
        - $ref: '#/components/schemas/PushEnvelope'
        - type: object
          properties:
            data:
              type: array
              items:
                type: object
                properties:
                  instType: { type: string }
                  instId: { type: string }
                  last: { type: string }
                  lastSz: { type: string }
                  askPx: { type: string }
                  askSz: { type: string }
                  bidPx: { type: string }
                  bidSz: { type: string }
                  open24h: { type: string }
                  high24h: { type: string }
                  low24h: { type: string }
                  volCcy24h: { type: string }
                  vol24h: { type: string }
                  sodUtc0: { type: string }
                  sodUtc8: { type: string }
                  ts: { type: string }

    TradesEvent:
      allOf:
        - $ref: '#/components/schemas/PushEnvelope'
        - type: object
          properties:
            data:
              type: array
              items:
                type: object
                properties:
                  instId: { type: string }
                  tradeId: { type: string }
                  px: { type: string }
                  sz: { type: string }
                  side:
                    type: string
                    enum: [buy, sell]
                  ts: { type: string }
                  count: { type: string }

    OptionTradesEvent:
      allOf:
        - $ref: '#/components/schemas/PushEnvelope'
        - type: object
          properties:
            data:
              type: array
              items:
                type: object
                properties:
                  fillVol: { type: string }
                  fwdPx: { type: string }
                  idxPx: { type: string }
                  instFamily: { type: string }
                  instId: { type: string }
                  markPx: { type: string }
                  optType: { type: string }
                  px: { type: string }
                  side:
                    type: string
                    enum: [buy, sell]
                  sz: { type: string }
                  tradeId: { type: string }
                  ts: { type: string }

    OrderBookEvent:
      description: |
        Order book push. `action` is "snapshot" on first message and "update" for
        deltas (channels: books, books-l2-tbt, books50-l2-tbt). Snapshot-only
        channels (books5, bbo-tbt) omit `action`. Each level in `asks`/`bids`
        is the array [price, size, deprecated_zero, numOrders].
      allOf:
        - $ref: '#/components/schemas/PushEnvelope'
        - type: object
          properties:
            data:
              type: array
              items:
                type: object
                properties:
                  asks:
                    type: array
                    items:
                      type: array
                      minItems: 4
                      maxItems: 4
                      items: { type: string }
                  bids:
                    type: array
                    items:
                      type: array
                      minItems: 4
                      maxItems: 4
                      items: { type: string }
                  ts: { type: string }
                  checksum: { type: integer }
                  seqId: { type: integer }
                  prevSeqId: { type: integer }
                  instId: { type: string }

    CallAuctionDetailsEvent:
      allOf:
        - $ref: '#/components/schemas/PushEnvelope'
        - type: object
          properties:
            data:
              type: array
              items:
                type: object
                properties:
                  instId: { type: string }
                  eqPx: { type: string }
                  eqSz: { type: string }
                  unmatchedSz: { type: string }
                  bidSz: { type: string }
                  askSz: { type: string }
                  refPx: { type: string }
                  ceilPx: { type: string }
                  floorPx: { type: string }
                  auctionEndTime: { type: string }
                  ts: { type: string }

    # ---- Private channel event payloads -------------------------------------
    AccountEvent:
      allOf:
        - $ref: '#/components/schemas/PushEnvelope'
        - type: object
          properties:
            data:
              type: array
              items:
                type: object
                properties:
                  uTime: { type: string }
                  totalEq: { type: string }
                  isoEq: { type: string }
                  adjEq: { type: string }
                  ordFroz: { type: string }
                  imr: { type: string }
                  mmr: { type: string }
                  mgnRatio: { type: string }
                  notionalUsd: { type: string }
                  details:
                    type: array
                    items:
                      type: object
                      properties:
                        ccy: { type: string }
                        eq: { type: string }
                        cashBal: { type: string }
                        uTime: { type: string }
                        isoEq: { type: string }
                        availEq: { type: string }
                        disEq: { type: string }
                        availBal: { type: string }
                        frozenBal: { type: string }
                        ordFrozen: { type: string }
                        liab: { type: string }
                        upl: { type: string }
                        uplLiab: { type: string }
                        crossLiab: { type: string }
                        isoLiab: { type: string }
                        mgnRatio: { type: string }
                        interest: { type: string }
                        twap: { type: string }
                        maxLoan: { type: string }
                        eqUsd: { type: string }
                        notionalLever: { type: string }
                        stgyEq: { type: string }
                        isoUpl: { type: string }

    PositionsEvent:
      allOf:
        - $ref: '#/components/schemas/PushEnvelope'
        - type: object
          properties:
            data:
              type: array
              items:
                type: object
                properties:
                  instType: { type: string }
                  mgnMode: { type: string }
                  posId: { type: string }
                  posSide: { type: string }
                  pos: { type: string }
                  baseBal: { type: string }
                  quoteBal: { type: string }
                  posCcy: { type: string }
                  availPos: { type: string }
                  avgPx: { type: string }
                  upl: { type: string }
                  uplRatio: { type: string }
                  instId: { type: string }
                  lever: { type: string }
                  liqPx: { type: string }
                  markPx: { type: string }
                  imr: { type: string }
                  margin: { type: string }
                  mgnRatio: { type: string }
                  mmr: { type: string }
                  liab: { type: string }
                  liabCcy: { type: string }
                  interest: { type: string }
                  tradeId: { type: string }
                  notionalUsd: { type: string }
                  optVal: { type: string }
                  adl: { type: string }
                  ccy: { type: string }
                  last: { type: string }
                  idxPx: { type: string }
                  usdPx: { type: string }
                  bePx: { type: string }
                  deltaBS: { type: string }
                  deltaPA: { type: string }
                  gammaBS: { type: string }
                  gammaPA: { type: string }
                  thetaBS: { type: string }
                  thetaPA: { type: string }
                  vegaBS: { type: string }
                  vegaPA: { type: string }
                  cTime: { type: string }
                  uTime: { type: string }
                  pTime: { type: string }

    BalanceAndPositionEvent:
      allOf:
        - $ref: '#/components/schemas/PushEnvelope'
        - type: object
          properties:
            data:
              type: array
              items:
                type: object
                properties:
                  pTime: { type: string }
                  eventType:
                    type: string
                    enum: [snapshot, delivered, exercised, transferred, filled, liquidation, claw_back, adl, funding_fee, adjust_margin, set_leverage, interest_deduction, settlement]
                  balData:
                    type: array
                    items:
                      type: object
                      properties:
                        ccy: { type: string }
                        cashBal: { type: string }
                        uTime: { type: string }
                  posData:
                    type: array
                    items:
                      type: object
                      properties:
                        posId: { type: string }
                        tradeId: { type: string }
                        instId: { type: string }
                        instType: { type: string }
                        mgnMode: { type: string }
                        posSide: { type: string }
                        pos: { type: string }
                        ccy: { type: string }
                        posCcy: { type: string }
                        avgPx: { type: string }
                        uTime: { type: string }
                  trades:
                    type: array
                    items:
                      type: object
                      properties:
                        instId: { type: string }
                        tradeId: { type: string }

    OrdersEvent:
      allOf:
        - $ref: '#/components/schemas/PushEnvelope'
        - type: object
          properties:
            data:
              type: array
              items:
                type: object
                properties:
                  instType: { type: string }
                  instId: { type: string }
                  ccy: { type: string }
                  ordId: { type: string }
                  clOrdId: { type: string }
                  tag: { type: string }
                  px: { type: string }
                  sz: { type: string }
                  ordType: { type: string }
                  side: { type: string }
                  posSide: { type: string }
                  tdMode: { type: string }
                  tgtCcy: { type: string }
                  fillSz: { type: string }
                  fillPx: { type: string }
                  tradeId: { type: string }
                  accFillSz: { type: string }
                  fillNotionalUsd: { type: string }
                  fillTime: { type: string }
                  fillFee: { type: string }
                  fillFeeCcy: { type: string }
                  fillPnl: { type: string }
                  execType: { type: string }
                  avgPx: { type: string }
                  state:
                    type: string
                    enum: [canceled, live, partially_filled, filled, mmp_canceled]
                  lever: { type: string }
                  tpTriggerPx: { type: string }
                  tpTriggerPxType: { type: string }
                  tpOrdPx: { type: string }
                  slTriggerPx: { type: string }
                  slTriggerPxType: { type: string }
                  slOrdPx: { type: string }
                  attachAlgoOrds:
                    type: array
                    items: { type: object }
                  stpId: { type: string }
                  stpMode: { type: string }
                  feeCcy: { type: string }
                  fee: { type: string }
                  rebateCcy: { type: string }
                  rebate: { type: string }
                  pnl: { type: string }
                  source: { type: string }
                  cancelSource: { type: string }
                  amendSource: { type: string }
                  category: { type: string }
                  isTpLimit: { type: string }
                  uTime: { type: string }
                  cTime: { type: string }
                  reqId: { type: string }
                  amendResult: { type: string }
                  reduceOnly: { type: string }
                  quickMgnType: { type: string }
                  algoClOrdId: { type: string }
                  algoId: { type: string }
                  code: { type: string }
                  msg: { type: string }

    FillsEvent:
      allOf:
        - $ref: '#/components/schemas/PushEnvelope'
        - type: object
          properties:
            data:
              type: array
              items:
                type: object
                properties:
                  instId: { type: string }
                  tradeId: { type: string }
                  ordId: { type: string }
                  clOrdId: { type: string }
                  billId: { type: string }
                  tag: { type: string }
                  fillPx: { type: string }
                  fillSz: { type: string }
                  fillIdxPx: { type: string }
                  fillPnl: { type: string }
                  fillPxVol: { type: string }
                  fillPxUsd: { type: string }
                  fillMarkVol: { type: string }
                  fillFwdPx: { type: string }
                  fillMarkPx: { type: string }
                  side: { type: string }
                  posSide: { type: string }
                  execType: { type: string }
                  feeCcy: { type: string }
                  fee: { type: string }
                  ts: { type: string }

    # ---- Business channel event payloads ------------------------------------
    DepositInfoEvent:
      allOf:
        - $ref: '#/components/schemas/PushEnvelope'
        - type: object
          properties:
            data:
              type: array
              items:
                type: object
                properties:
                  uid: { type: string }
                  subAcct: { type: string }
                  pTime: { type: string }
                  ccy: { type: string }
                  chain: { type: string }
                  amt: { type: string }
                  from: { type: string }
                  areaCodeFrom: { type: string }
                  to: { type: string }
                  areaCodeTo: { type: string }
                  txId: { type: string }
                  depId: { type: string }
                  actualDepBlkConfirm: { type: string }
                  fromWdId: { type: string }
                  state: { type: string }
                  ts: { type: string }

    WithdrawalInfoEvent:
      allOf:
        - $ref: '#/components/schemas/PushEnvelope'
        - type: object
          properties:
            data:
              type: array
              items:
                type: object
                properties:
                  uid: { type: string }
                  subAcct: { type: string }
                  pTime: { type: string }
                  ccy: { type: string }
                  chain: { type: string }
                  nonTradableAsset: { type: string }
                  amt: { type: string }
                  ts: { type: string }
                  from: { type: string }
                  areaCodeFrom: { type: string }
                  to: { type: string }
                  toAddr: { type: string }
                  areaCodeTo: { type: string }
                  txId: { type: string }
                  wdId: { type: string }
                  state: { type: string }
                  fee: { type: string }
                  feeCcy: { type: string }
                  clientId: { type: string }
                  addrEx: { type: object }

    AccountGreeksEvent:
      allOf:
        - $ref: '#/components/schemas/PushEnvelope'
        - type: object
          properties:
            data:
              type: array
              items:
                type: object
                properties:
                  thetaBS: { type: string }
                  thetaPA: { type: string }
                  deltaBS: { type: string }
                  deltaPA: { type: string }
                  gammaBS: { type: string }
                  gammaPA: { type: string }
                  vegaBS: { type: string }
                  vegaPA: { type: string }
                  ccy: { type: string }
                  ts: { type: string }

    AlgoOrdersEvent:
      allOf:
        - $ref: '#/components/schemas/PushEnvelope'
        - type: object
          properties:
            data:
              type: array
              items:
                type: object
                properties:
                  instType: { type: string }
                  instId: { type: string }
                  ordId: { type: string }
                  ccy: { type: string }
                  algoId: { type: string }
                  algoClOrdId: { type: string }
                  sz: { type: string }
                  ordType:
                    type: string
                    enum: [conditional, oco, trigger, move_order_stop, iceberg, twap]
                  side: { type: string }
                  posSide: { type: string }
                  tdMode: { type: string }
                  tgtCcy: { type: string }
                  lever: { type: string }
                  state:
                    type: string
                    enum: [live, pause, partially_effective, effective, canceled, order_failed, partially_failed]
                  tpTriggerPx: { type: string }
                  tpTriggerPxType: { type: string }
                  tpOrdPx: { type: string }
                  slTriggerPx: { type: string }
                  slTriggerPxType: { type: string }
                  slOrdPx: { type: string }
                  triggerPx: { type: string }
                  triggerPxType: { type: string }
                  ordPx: { type: string }
                  last: { type: string }
                  actualSz: { type: string }
                  actualPx: { type: string }
                  notionalUsd: { type: string }
                  triggerTime: { type: string }
                  reduceOnly: { type: string }
                  failCode: { type: string }
                  algoClOrdTime: { type: string }
                  cTime: { type: string }

    GridOrdersEvent:
      allOf:
        - $ref: '#/components/schemas/PushEnvelope'
        - type: object
          properties:
            data:
              type: array
              items:
                type: object
                properties:
                  algoId: { type: string }
                  algoOrdType: { type: string }
                  instType: { type: string }
                  instId: { type: string }
                  cTime: { type: string }
                  uTime: { type: string }
                  algoClOrdId: { type: string }
                  tag: { type: string }
                  state: { type: string }
                  rebateTrans:
                    type: array
                    items: { type: object }
                  maxPx: { type: string }
                  minPx: { type: string }
                  gridNum: { type: string }
                  runType: { type: string }
                  tpTriggerPx: { type: string }
                  slTriggerPx: { type: string }
                  tradeNum: { type: string }
                  arbitrageNum: { type: string }
                  totalPnl: { type: string }
                  pnlRatio: { type: string }
                  investment: { type: string }
                  totalAnnualizedRate: { type: string }
                  annualizedRate: { type: string }
                  cancelType: { type: string }
                  stopType: { type: string }
                  quoteSz: { type: string }
                  baseSz: { type: string }
                  curQuoteSz: { type: string }
                  curBaseSz: { type: string }
                  profit: { type: string }
                  stopResult: { type: string }
                  triggerParams:
                    type: array
                    items: { type: object }