Gate Futures WebSocket v4.0.0

Gate provides a simple and robust Websocket API to integrate Gate BTC/USDT futures contract trade status into your business or application.

We have language bindings in Python, more in the future! You can view code examples in the dark area to the right, and you can switch the programming language of the examples with the tabs in the top right.

Server URL

We provide BTC/USDT futures contract trade server urls, you can choose one of them according to your condition.

BTC Contract

Base URLs:

• Real Trading: wss://fx-ws.gateio.ws/v4/ws/btc
• TestNet Trading: wss://fx-ws-testnet.gateio.ws/v4/ws/btc

USDT Contract

Base URLs:

• Real Trading: wss://fx-ws.gateio.ws/v4/ws/usdt
• TestNet: wss://fx-ws-testnet.gateio.ws/v4/ws/usdt

WARNING

If you use old server urls(wss://fx-ws.gateio.ws/v4/ws or wss://fx-ws-testnet.gateio.ws/v4/ws), we will use BTC contract for you.

Changelog

# !/usr/bin/env python
# coding: utf-8

import hashlib
import hmac
import json
import logging
import time

from websocket import WebSocketApp

logging.basicConfig(level=logging.INFO)
logger = logging.getLogger(__name__)


class GateWebSocketApp(WebSocketApp):

    def __init__(self, url, api_key, api_secret, **kwargs):
        super(GateWebSocketApp, self).__init__(url, **kwargs)
        self._api_key = api_key
        self._api_secret = api_secret

    def _send_ping(self, interval, event):
        while not event.wait(interval):
            self.last_ping_tm = time.time()
            if self.sock:
                try:
                    self.sock.ping()
                except Exception as ex:
                    logger.warning("send_ping routine terminated: {}".format(ex))
                    break
                try:
                    self._request("futures.ping", auth_required=False)
                except Exception as e:
                    raise e

    def _request(self, channel, event=None, payload=None, auth_required=True):
        current_time = int(time.time())
        data = {
            "time": current_time,
            "channel": channel,
            "event": event,
            "payload": payload,
        }
        if auth_required:
            message = 'channel=%s&event=%s&time=%d' % (channel, event, current_time)
            data['auth'] = {
                "method": "api_key",
                "KEY": self._api_key,
                "SIGN": self.get_sign(message),
            }
        data = json.dumps(data)
        logger.info('request: %s', data)
        self.send(data)

    def get_sign(self, message):
        h = hmac.new(self._api_secret.encode("utf8"), message.encode("utf8"), hashlib.sha512)
        return h.hexdigest()

    def subscribe(self, channel, payload=None, auth_required=True):
        self._request(channel, "subscribe", payload, auth_required)

    def unsubscribe(self, channel, payload=None, auth_required=True):
        self._request(channel, "unsubscribe", payload, auth_required)


def on_message(ws, message):
    # type: (GateWebSocketApp, str) -> None
    # handle message received
    logger.info("message received from server: {}".format(message))


def on_open(ws):
    # type: (GateWebSocketApp) -> None
    # subscribe to channels interested
    logger.info('websocket connected')
    ws.subscribe("futures.tickers", ['BTC_USDT'], False)


if __name__ == "__main__":
    logging.basicConfig(format="%(asctime)s - %(message)s", level=logging.DEBUG)
    app = GateWebSocketApp("wss://fx-ws.gateio.ws/v4/ws/usdt",
                           "YOUR_API_KEY",
                           "YOUR_API_SECRET",
                           on_open=on_open,
                           on_message=on_message)
    app.run_forever(ping_interval=5)

package main

import (
  "crypto/hmac"
  "crypto/sha512"
  "crypto/tls"
  "encoding/hex"
  "encoding/json"
  "fmt"
  "io"
  "net/url"
  "time"

  "github.com/gorilla/websocket"
)

type Msg struct {
  Time    int64    `json:"time"`
  Channel string   `json:"channel"`
  Event   string   `json:"event"`
  Payload []string `json:"payload"`
  Auth    *Auth    `json:"auth"`
}

type Auth struct {
  Method string `json:"method"`
  KEY    string `json:"KEY"`
  SIGN   string `json:"SIGN"`
}

const (
  Key    = "YOUR_API_KEY"
  Secret = "YOUR_API_SECRETY"
)

func sign(channel, event string, t int64) string {
  message := fmt.Sprintf("channel=%s&event=%s&time=%d", channel, event, t)
  h2 := hmac.New(sha512.New, []byte(Secret))
  io.WriteString(h2, message)
  return hex.EncodeToString(h2.Sum(nil))
}

func (msg *Msg) sign() {
  signStr := sign(msg.Channel, msg.Event, msg.Time)
  msg.Auth = &Auth{
    Method: "api_key",
    KEY:    Key,
    SIGN:   signStr,
  }
}

func (msg *Msg) send(c *websocket.Conn) error {
  msgByte, err := json.Marshal(msg)
  if err != nil {
    return err
  }
  return c.WriteMessage(websocket.TextMessage, msgByte)
}

func NewMsg(channel, event string, t int64, payload []string) *Msg {
  return &Msg{
    Time:    t,
    Channel: channel,
    Event:   event,
    Payload: payload,
  }
}

func main() {
  u := url.URL{Scheme: "wss", Host: "fx-ws.gateio.ws", Path: "/v4/ws/usdt"}
  websocket.DefaultDialer.TLSClientConfig = &tls.Config{RootCAs: nil, InsecureSkipVerify: true}
  c, _, err := websocket.DefaultDialer.Dial(u.String(), nil)
  if err != nil {
    panic(err)
  }
  c.SetPingHandler(nil)

  // read msg
  go func() {
    for {
      _, message, err := c.ReadMessage()
      if err != nil {
        c.Close()
        panic(err)
      }
      fmt.Printf("recv: %s\n", message)
    }
  }()

  t := time.Now().Unix()
  pingMsg := NewMsg("futures.ping", "", t, []string{})
  err = pingMsg.send(c)
  if err != nil {
    panic(err)
  }

  // subscribe order book
  orderBookMsg := NewMsg("futures.order_book", "subscribe", t, []string{"BTC_USDT"})
  err = orderBookMsg.send(c)
  if err != nil {
    panic(err)
  }

  // subscribe positions
  positionsMsg := NewMsg("futures.positions", "subscribe", t, []string{"USERID", "BTC_USDT"})
  positionsMsg.sign()
  err = positionsMsg.send(c)
  if err != nil {
    panic(err)
  }

  select {}
}

2024-11-18

• remove 10 level and 1000ms interval in channel futures.order_book_update

2023-09-21

• Add new field is_internal in channel futures.trades

2023-08-18

• Add WebSocket API
• WebSocket API allows placing, canceling, amending, querying orders through a WebSocket connection.

2023-07-07

• Add new interval 20ms in channel futures.order_book_update, please note that the interval of 20ms is only supported for 20 levels.

2023-06-20

• Add update_id of futures.positions

2022-12-22

• Add new field auto_size in futures.autoorders initial struct, field detail to http api

2022-11-22

• Add new field time_ms in common msg response for time of message created

2022-08-11

• Add new field text in user trades notification
• Add new fields low_24h and high_24h in tickers notification

2022-04-15

• Add new field currency in balance notification

2021-03-31

• Add milliseconds field t in futures.book_ticker and futures.order_book response

2021-03-10

• Add new order book channel futures.book_ticker to push best ask/bid in realtime
• Add new order book channel futures.order_book_update to push order book change with user specified update frequency
• Add local order book maintenance documentation

2021-03-01

• Add new millisecond-precision timestamp ended with _ms in server notification.
• Add new field id in order book all notification.

2020-8-08

• Add a complete code demo(golang, python)

2020-8-07

• Add auto orders subscription

2020-7-07

• Add order book annotation

2020-4-30

• Add positions subscription

2019-11-06

• Add USDT futures contract
• Add volume_24h_base field, volume_24h_settle field, volume_24h_quote field for tickers
• Remove old server urls(wss://fx-ws.gateio.ws/v4/ws or wss://fx-ws-testnet.gateio.ws/v4/ws)

TIP

If you use old server urls(wss://fx-ws.gateio.ws/v4/ws or wss://fx-ws-testnet.gateio.ws/v4/ws), we will use BTC contract for you.

2019-10-22

• Add application layer ping/pong message

2019-04-30

• Add index and mark candlestick subscription
• Add funding_rate_indicative field for tickers
• Add is_reduce_only and status field for orders

2019-02-13

• Change WebSocket base url
• Add volume_24h_usd field and volume_24h_btc field for tickers

2019-01-11

• Add position_closes and balances subscription
• Del finish_time field for auto_deleverages and liquidates
• Add time field for auto_deleverages and liquidates

API Overview

Method

Each general api (such as ticker, order book etc.) supports some different event messages, they are:

1. subscribe (RECOMMENDED TO USE)

   Subscribe to receive notification from server when new data is available.

2. unsubscribe

   Server will not send new data notification if unsubscribed.

3. update

   If new subscribed data(incremental data) is available, server will send a notification to client.

4. all

   If new subscribed data(all data) is available, server will send a notification to client.

Request

Each request follows a common format, which contains time, channel, event and payload.

parameter	type	required	description
id	Integer	No	Optional request id which will be sent back by the server to help you identify which request the server responds to
time	Integer	Yes	Request time
channel	String	Yes	Request subscribe/unsubscribe channel
auth	String	No	Request auth info, see Authentication section for details
event	String	Yes	Request event (subscribe/unsubscribe/update/all/api)
payload	Array	Yes	Request detail parameters

Response

Similar with request, response follows a common format composed of time, channel, event , error and result.

field	type	required	description
time	Integer	Yes	Response time
time_ms	Integer	Yes	Response time of millisecond
channel	String	Yes	Response channel
event	String	Yes	Response channel event (update/all)
error	Object	Yes	Response error
result	Any	Yes	New data notification from the server, or response to client requests. Null iferror is not null.

Note: type of result is channel specific if it's server-initiated data update notification, but response to client subscription request always set the result to {"status": "success"}. To verify if subscription request is successful or not, you only need to check if error field is null. Parsing result field is not necessary.

Channel specific description below will only give the server-initiated data update notification format for simplicity.

Error

In case of error, you receive a message containing the proper error code and message within an error object.

Code	Message
1	invalid argument struct
2	invalid argument
3	service error
4	authentication fail

Authentication

Request body needs to carry authentication information if channels are private, e.g. futures.usertrades

WebSocket authentication uses the same signature calculation method with HTTP API, but has the following differences:

1. Signature string concatenation method: channel=<channel>&event=<event>&time=<time>, where <channel>, <event>, <time> are corresponding request information
2. Authentication information are sent in request body in field auth.

# example WebSocket signature calculation implementation in Python
import hmac, hashlib, time

## api_key method generate secret
secret = 'xxxx'
message = 'channel=%s&event=%s&time=%s' % ('futures.orders', 'subscribe', int(time.time()))
print(hmac.new(secret, message, hashlib.sha512).hexdigest())  ## Generating signature

You can log into the console to retrieve futures API key and secret.

field	type	description
method	String	Allowed value:api_key
KEY	String	User key string
SIGN	String	User sign string

System API

Provides system status check, such as ping-pong.

Ping and Pong

Check Server/Client connectivity.

Gate futures contract use the protocol layer ping/pong message.The server will initiate a ping message actively. If the client does not reply, the client will be disconnected.

websocket rfc (opens new window)

if you want to actively detect the connection status, you can send application layer ping message and receive pong message.

from websocket import create_connection

ws = create_connection("wss://fx-ws-testnet.gateio.ws/v4/ws/btc")
ws.send('{"time" : 123456, "channel" : "futures.ping"}')
print(ws.recv())

The above command returns JSON structured like this:

{
  "time": 1545404023,
  "time_ms": 1545404023123,
  "channel": "futures.pong",
  "event": "",
  "result": null
}

Request

• channel

  futures.ping

Tickers API

The ticker is a high level overview of the state of the contract. It shows you the highest, lowest, last trade price. It also includes information such as daily volume and how much the price has moved over the last day.

Tickers subscription

from websocket import create_connection

ws = create_connection("wss://fx-ws-testnet.gateio.ws/v4/ws/btc")
ws.send('{"time" : 123456, "channel" : "futures.tickers",
    "event": "subscribe", "payload" : ["BTC_USDT"]}')
print(ws.recv())

The above command returns JSON structured like this:

{
  "time": 1545404023,
  "time_ms": 1545404023123,
  "channel": "futures.tickers",
  "event": "subscribe",
  "result": {
    "status": "success"
  }
}

Subscribe futures contract ticker.

Request

• channel

  futures.tickers

• event

  subscribe

• params

  parameter	type	required	description
  payload	Array	Yes	Contract list

Tickers notification

{
  "time": 1541659086,
  "time_ms": 1541659086123,
  "channel": "futures.tickers",
  "event": "update",
  "result": [
    {
      "contract": "BTC_USDT",
      "last": "118.4",
      "change_percentage": "0.77",
      "funding_rate": "-0.000114",
      "funding_rate_indicative": "0.01875",
      "mark_price": "118.35",
      "index_price": "118.36",
      "total_size": "73648",
      "volume_24h": "745487577",
      "volume_24h_btc": "117",
      "volume_24h_usd": "419950",
      "quanto_base_rate": "",
      "volume_24h_quote": "1665006",
      "volume_24h_settle": "178",
      "volume_24h_base": "5526",
      "low_24h": "99.2",
      "high_24h": "132.5"
    }
  ]
}

Notify subscribed contract ticker.

Notify

• channel

  futures.tickers

• event

  update

• params

  field	type	description
  result	Array	Array of objects

  field	type	description
  contract	String	Futures contract name
  last	String	Last price
  change_percentage	String	Change percentage
  funding_rate	String	Funding rate
  funding_rate_indicative	String	Indicative Funding rate in next period
  mark_price	String	Recent mark price
  index_price	String	Index price
  total_size	String	Total size
  volume_24h	String	Volume 24h
  quanto_base_rate	String	Exchange rate of base currency and settlement currency in Quanto contract. Does not exists in contracts of other types
  volume_24h_btc	String	Trade volumes in recent 24h in BTC(deprecated, usevolume_24h_base, volume_24h_quote, volume_24h_settle instead)
  volume_24h_usd	String	Trade volumes in recent 24h in USD(deprecated, usevolume_24h_base, volume_24h_quote, volume_24h_settle instead)
  volume_24h_quote	String	Trade volume in recent 24h, in quote currency
  volume_24h_settle	String	Trade volume in recent 24h, in settle currency
  volume_24h_base	String	Trade volume in recent 24h, in base currency
  low_24h	String	Lowest trading price in recent 24h
  high_24h	String	Highest trading price in recent 24h

Cancel subscription

import json
from websocket import create_connection

ws = create_connection("wss://fx-ws-testnet.gateio.ws/v4/ws/btc")
req = {
    "time": 123456,
    "channel": "futures.tickers",
    "event": "unsubscribe",
    "payload": ["BTC_USDT"]
}
ws.send(json.dumps(req))
print(ws.recv())

The above command returns JSON structured like this:

{
  "time": 1545404900,
  "time_ms": 1545404900123,
  "channel": "futures.tickers",
  "event": "unsubscribe",
  "result": {
    "status": "success"
  }
}

Unsubscribe contract ticker.

Request

• channel

  futures.tickers

• event

  unsubscribe

Trades API

This channel sends a trade message whenever a trade occurs at Gate. It includes details of the trade, such as price, amount, time and type.

Trades subscription

from websocket import create_connection

ws = create_connection("wss://fx-ws-testnet.gateio.ws/v4/ws/btc")
ws.send('{"time" : 123456, "channel" : "futures.trades",
        "event": "subscribe", "payload" : ["BTC_USDT"]}')
print(ws.recv())

The above command returns JSON structured like this:

{
  "time": 1545405058,
  "time_ms": 1545405058123,
  "channel": "futures.trades",
  "event": "subscribe",
  "result": {
    "status": "success"
  }
}

Subscribe trades update notification.

Request

• channel

  futures.trades

• event

  subscribe

• params

  parameter	type	required	description
  payload	Array	Yes	Contract list

Trades notification

Positive size means taker is buyer，negative seller

{
  "channel": "futures.trades",
  "event": "update",
  "time": 1541503698,
  "time_ms": 1541503698123,
  "result": [
    {
      "size": -108,
      "id": 27753479,
      "create_time": 1545136464,
      "create_time_ms": 1545136464123,
      "price": "96.4",
      "contract": "BTC_USDT",
      "is_internal": true
    }
  ]
}

Notify latest trades update.

Notify

• channel

  futures.trades

• event

  update

• params

  field	type	description
  result	Array	Array of objects

  field	type	description
  contract	String	Futures contract name
  size	int	Trades size
  id	int	Trades id
  create_time	int	Trades msg create time
  create_time_ms	int	Trades msg create time in milliseconds
  price	string	Trades price
  is_internal	bool	Whether internal trade. Internal trade refers to the takeover of liquidation orders by the insurance fund and ADL users. Since it is not a normal matching on the market depth, the transaction price may deviate, and it will not be recorded in the K-line. If it is not an internal trade, this field will not be returned.

Cancel subscription

from websocket import create_connection

ws = create_connection("wss://fx-ws-testnet.gateio.ws/v4/ws/btc")
ws.send(
    '{"time" : 123456, "channel" : "futures.trades", "event": "subscribe", "payload" : ["BTC_USDT"]}')
print(ws.recv())

The above command returns JSON structured like this:

{
  "time": 1545404900,
  "time_ms": 1545404900123,
  "channel": "futures.trades",
  "event": "unsubscribe",
  "result": {
    "status": "success"
  }
}

Unsubscribe trades update notification.

Request

• channel

  futures.trades

• event

  unsubscribe

Order Book API

The order_book channel allow you to keep track of the state of the Gate order book depth. It is provided on a price aggregated basis, with customizable precision.

There are three different order book channels for subscription:

• futures.order_book

  Legacy channel, which uses all to push full limited-level order book, and update to send every order book change event.

• futures.book_ticker

  Push best bid and ask in real-time.

• futures.order_book_update

  Push order book change with user-specified update frequency.

WARNING

Receiving order book update through futures.order_book is not recommended to use. futures.order_book_update can provide more timely update with less traffic

How to maintain local order book:

1. Subscribe futures.order_book_update with specified level and update frequency, e.g. ["BTC_USDT", "100ms", "100"] pushes the first 10 levels' update in BTC_USDT order book every 1s
2. Cache WebSocket notifications. Every notification use U and u to tell the first and last update ID since last notification.
3. Retrieve base order book using REST API, and make sure the order book ID is recorded(referred as baseID below) e.g. https://api.gateio.ws/api/v4/futures/usdt/order_book?contract=BTC_USDT&limit=10&with_id=true retrieves the 10-level base order book of BTC_USDT
4. Iterate the cached WebSocket notifications, and find the first one which contains the baseID, i.e. U <= baseId+1 and u >= baseId+1, then start consuming from it. Note that sizes in notifications are all absolute values. Use them to replace original sizes in corresponding price. If size equals to 0, delete the price from the order book.
5. Dump all notifications which satisfy u < baseID+1. If baseID+1 < first notification U, it means current base order book falls behind notifications. Start from step 3 to retrieve newer base order book.
6. If any subsequent notification which satisfy U > baseID+1 is found, it means some updates are lost. Reconstruct local order book from step 3.

Legacy order book subscription

from websocket import create_connection

ws = create_connection("wss://fx-ws-testnet.gateio.ws/v4/ws/btc")
ws.send('{"time" : 123456, "channel" : "futures.order_book",
    "event": "subscribe", "payload" : ["BTC_USDT", "20", "0"]}')
print(ws.recv())

The above command returns JSON structured like this:

{
  "time": 1545405058,
  "time_ms": 1545405058123,
  "channel": "futures.order_book",
  "event": "subscribe",
  "result": {
    "status": "success"
  }
}

Subscribe order_book.

Request

• channel

  futures.order_book

• event

  subscribe

• params

  parameter	type	required	description
  contract	String	Yes	Contract name
  limit	String	Yes	Limit, legal limits: 100, 50, 20, 10, 5, 1
  interval	String	Yes	Legal intervals: "0"

Legacy order book notification

{
  "channel": "futures.order_book",
  "event": "all",
  "time": 1541500161,
  "time_ms": 1541500161123,
  "result": {
    "t": 1541500161123,
    "contract": "BTC_USDT",
    "id": 93973511,
    "asks": [
      {
        "p": "97.1",
        "s": 2245
      },
      {
        "p": "97.1",
        "s": 2245
      }
    ],
    "bids": [
      {
        "p": "97.1",
        "s": 2245
      },
      {
        "p": "97.1",
        "s": 2245
      }
    ]
  }
}

Notify contract order book update information

Notify

• channel

  futures.order_book

• event

  all

• params

  field	type	description
  result	object	Order book info
  »t	Integer	Order book generation timestamp in milliseconds
  »contract	String	Contract name
  »id	Integer	OrderBook id
  »asks	Array	OrderBook ask list
  »»p	String	Ask price
  »»s	String	Ask size
  »bids	Array	OrderBook bid List
  »»p	String	Bid price
  »»s	String	Bid size

Legacy order book unsubscription

from websocket import create_connection

ws = create_connection("wss://fx-ws-testnet.gateio.ws/v4/ws/btc")
ws.send('{"time" : 123456, "channel" : "futures.order_book",
    "event": "unsubscribe", "payload" : ["BTC_USDT", "20", "0"]}')
print(ws.recv())

The above command returns JSON structured like this:

{
  "time": 1545445847,
  "time_ms": 1545445847123,
  "channel": "futures.order_book",
  "event": "unsubscribe",
  "result": {
    "status": "success"
  }
}

Unsubscribe specified contract order book.

Request

• channel

  futures.order_book

• event

  unsubscribe

Best ask/bid subscription

from websocket import create_connection

ws = create_connection("wss://fx-ws-testnet.gateio.ws/v4/ws/btc")
ws.send('{"time" : 123456, "channel" : "futures.book_ticker",
        "event": "subscribe", "payload" : ["BTC_USDT"]}')
print(ws.recv())

The above command returns JSON structured like this:

{
  "time": 1545405058,
  "time_ms": 1545405058123,
  "channel": "futures.book_ticker",
  "event": "subscribe",
  "result": {
    "status": "success"
  }
}

Subscribe book_ticker.

Request

• channel

  futures.book_ticker

• event

  subscribe

• params

  payload is an array contains contracts interested.

Best ask/bid notification

If a is empty string, it means empty asks; if b is empty string, it means empty bids.

{
  "time": 1615366379,
  "time_ms": 1615366379123,
  "channel": "futures.book_ticker",
  "event": "update",
  "result": {
    "t": 1615366379123,
    "u": 2517661076,
    "s": "BTC_USDT",
    "b": "54696.6",
    "B": 37000,
    "a": "54696.7",
    "A": 47061
  }
}

Notify contract order book best bid and ask

Notify

• channel

  futures.book_ticker

• event

  update

• params

  field	type	description
  result	object	Best bid and ask
  »t	Integer	Book ticker generated timestamp in milliseconds
  »u	String	Order book update ID
  »s	String	Contract name
  »b	String	Best bid price. If no bids, it's empty string
  »B	Integer	Best bid size. If no bids, it will be 0
  »a	String	Best ask price. If no asks, it's empty string
  »A	Integer	Best ask size. If no asks, it will be 0

Best ask/bid unsubscription

from websocket import create_connection

ws = create_connection("wss://fx-ws-testnet.gateio.ws/v4/ws/btc")
ws.send('{"time" : 123456, "channel" : "futures.book_ticker",
        "event": "unsubscribe", "payload" : ["BTC_USDT"]}')
print(ws.recv())

The above command returns JSON structured like this:

{
  "time": 1545445847,
  "time_ms": 1545445847123,
  "channel": "futures.book_ticker",
  "event": "unsubscribe",
  "result": {
    "status": "success"
  }
}

Unsubscribe specified contract order book.

Request

• channel

  futures.book_ticker

• event

  unsubscribe

Order book update subscription

from websocket import create_connection

ws = create_connection("wss://fx-ws-testnet.gateio.ws/v4/ws/btc")
ws.send('{"time" : 123456, "channel" : "futures.order_book_update",
        "event": "subscribe", "payload" : ["BTC_USDT", "100ms", "100"]}')
print(ws.recv())

The above command returns JSON structured like this:

{
  "time": 1545405058,
  "time_ms": 1545405058123,
  "channel": "futures.order_book_update",
  "event": "subscribe",
  "result": {
    "status": "success"
  }
}

Subscribe order_book_update.

Request

• channel

  futures.order_book_update

• event

  subscribe

• params

  parameter	type	required	description
  contract	String	Yes	Contract name
  frequency	String	Yes	Update frequency, 20ms or 100ms
  level	String	No	Optional level interested. Only updates within are notified. Allowed values: "100", "50", "20"; 20ms only Allowed "20"

Order book update notification

{
  "time": 1615366381,
  "time_ms": 1615366381123,
  "channel": "futures.order_book_update",
  "event": "update",
  "result": {
    "t": 1615366381417,
    "s": "BTC_USDT",
    "U": 2517661101,
    "u": 2517661113,
    "b": [
      {
        "p": "54672.1",
        "s": 0
      },
      {
        "p": "54664.5",
        "s": 58794
      }
    ],
    "a": [
      {
        "p": "54743.6",
        "s": 0
      },
      {
        "p": "54742",
        "s": 95
      }
    ]
  }
}

Notify contract order book update

Notify

• channel

  futures.order_book_update

• event

  update

• params

  field	type	description
  result	object	Changed asks and bids since last update
  »t	Integer	Order book generation timestamp in milliseconds
  »s	String	Contract name
  »U	Integer	First order book update ID since last update
  »u	Integer	Last order book update ID since last update
  »b	String	Changed bids
  »»p	String	Changed price
  »»s	String	Absolute size value after change. If 0, remove this price from order book
  »a	String	Changed asks
  »»p	String	Changed price
  »»s	String	Absolute size value after change. If 0, remove this price from order book

Order book update unsubscription

from websocket import create_connection

ws = create_connection("wss://fx-ws-testnet.gateio.ws/v4/ws/btc")
ws.send(
    '{"time" : 123456, "channel" : "futures.order_book_update", "event": "unsubscribe", "payload" : ["BTC_USDT", "100ms", "100"]}')
print(ws.recv())

The above command returns JSON structured like this:

{
  "time": 1545445847,
  "time_ms": 1545445847123,
  "channel": "futures.order_book_update",
  "event": "unsubscribe",
  "result": {
    "status": "success"
  }
}

Unsubscribe specified contract order book.

Request

• channel

  futures.order_book_update

• event

  unsubscribe

Candlesticks API

Provides a way to access charting candlestick info.

Candlesticks subscription

If prefix contract with mark_, the contract's mark price candlesticks will be subscribed; if prefix with index_, index price candlesticks will be subscribed.

from websocket import create_connection

ws = create_connection("wss://fx-ws-testnet.gateio.ws/v4/ws/btc")
ws.send('{"time" : 123456, "channel" : "futures.candlesticks",
        "event": "subscribe", "payload" : ["1m", "BTC_USDT"]}')
print(ws.recv())

The above command returns JSON structured like this:

{
  "time": 1545445847,
  "time_ms": 1545445847123,
  "channel": "futures.candlesticks",
  "event": "subscribe",
  "result": {
    "status": "success"
  }
}

Request

• channel

  futures.candlesticks

• event

  subscribe

• params

  field	type	description
  interval	String	Interval : "10s", "1m", "5m", "15m", "30m", "1h", "4h", "8h", "1d", "7d"
  contract	String	Futures contract name

Candlesticks notification

{
  "time": 1542162490,
  "time_ms": 1542162490123,
  "channel": "futures.candlesticks",
  "event": "update",
  "result": [
    {
      "t": 1545129300,
      "v": 27525555,
      "c": "95.4",
      "h": "96.9",
      "l": "89.5",
      "o": "94.3",
      "n": "1m_BTC_USDT",
      "a": "314732.87412"
    },
    {
      "t": 1545129300,
      "v": 27525555,
      "c": "95.4",
      "h": "96.9",
      "l": "89.5",
      "o": "94.3",
      "n": "1m_BTC_USDT",
      "a": "314732.87412"
    }
  ]
}

Notify kline information of subscribed contract.

Notify

• channel

  futures.candlesticks

• event

  update

• params

  field	type	description
  result	Array	Array of objects

  field	type	description
  t	Integer	Time
  o	String	Open
  c	String	Close
  h	String	Highest
  l	String	Lowest
  v	Integer	Volume
  n	String	Futures contract name
  a	String	Amount

Cancel subscription

from websocket import create_connection

ws = create_connection("wss://fx-ws-testnet.gateio.ws/v4/ws/btc")
ws.send(
    '{"time" : 123456, "channel" : "futures.candlesticks", "event": "unsubscribe", "payload" : ["1m", "BTC_USDT"]}')
print(ws.recv())

The above command returns JSON structured like this:

{
  "time": 1545445847,
  "time_ms": 1545445847123,
  "channel": "futures.candlesticks",
  "event": "unsubscribe",
  "result": {
    "status": "success"
  }
}

Unsubscribe specified contract kline information.

Request

• channel

  futures.candlesticks

• event

  unsubscribe

Orders API

Provides a way to receive user closed orders.

WARNING

Authentication required.

Orders subscription

If you want to subscribe to order updates in all contracts, use !all in contract list.

import json
from websocket import create_connection

ws = create_connection("wss://fx-ws-testnet.gateio.ws/v4/ws/btc")
req = {
    "time": 123456,
    "channel": "futures.orders",
    "event": "subscribe",
    "payload": ["20011", "BTC_USDT"],
    "auth": {
        "method": "api_key",
        "KEY": "xxxx",
        "SIGN": "xxxx"
    }
}
ws.send(json.dumps(req))
print(ws.recv())

The above command returns JSON structured like this:

{
  "time": 1545459681,
  "time_ms": 1545459681123,
  "channel": "futures.orders",
  "event": "subscribe",
  "result": {
    "status": "success"
  }
}

Subscribe user orders update

Request

• channel

  futures.orders

• event

  subscribe

• params

  parameter	type	required	description
  user id	String	yes	User id
  contract	String	yes	Futures contract name

Orders notification

{
  "channel": "futures.orders",
  "event": "update",
  "time": 1541505434,
  "time_ms": 1541505434123,
  "result": [
    {
      "contract": "BTC_USDT",
      "create_time": 1628736847,
      "create_time_ms": 1628736847325,
      "fill_price": 40000.4,
      "finish_as": "filled",
      "finish_time": 1628736848,
      "finish_time_ms": 1628736848321,
      "iceberg": 0,
      "id": 4872460,
      "is_close": false,
      "is_liq": false,
      "is_reduce_only": false,
      "left": 0,
      "mkfr": -0.00025,
      "price": 40000.4,
      "refr": 0,
      "refu": 0,
      "size": 1,
      "status": "finished",
      "text": "-",
      "tif": "gtc",
      "tkfr": 0.0005,
      "user": "110xxxxx"
    }
  ]
}

Notify user orders information when an order is put, updated or finished.

Notify

• channel

  futures.orders

• event

  update

• params

  For the meaning of parameters, please refer to http interface.

  field	type	description
  result	Array	Array of objects

  field	type	description
  create_time	Integer	Creation time of order(deprecated)
  create_time_ms	Integer	Creation timestamp in milliseconds of order
  fill_price	Float	Fill price of the order
  finish_as	String	How the order was completed. - filled: Fully Filled - cancelled: Manually Cancelled - liquidated: Cancelled Due to Liquidation - ioc: IOC (Immediate or Cancel), executed immediately - auto_deleveraging: Completed via ADL (Automatic Deleveraging) - reduce_only: Cancelled when attempting to increase position under reduce-only rule - position_close: Cancelled due to position closing - stp: Cancelled due to self-trade prevention (STP) - _new: Newly Created - _update: Filled, Partially Filled, or Order Updated - reduce_out: Reduce-only: Excluded illiquid pending orders
  iceberg	Integer	Display size for iceberg order. 0 for non-iceberg. Note that you will have to pay the taker fee for the hidden size
  id	Integer	Futures order ID
  is_close	Bool	Is the order to close position
  is_liq	Bool	Is the order for liquidation
  left	Integer	Size left to be traded
  mkfr	Float	Maker fee
  is_reduce_only	Bool	Is the order reduce-only
  status	String	Order status - open: waiting to be traded - finished: finished
  tkfr	Float	Taker fee
  price	Float	Order price. 0 for market order with tif set as ioc
  refu	Integer	Reference user ID
  refr	Float
  size	Integer	Order size. Specify positive number to make a bid, and negative number to ask
  text	String	User defined information.
  tif	String	Time in force - gtc: GoodTillCancelled - ioc: ImmediateOrCancelled, taker only - poc: PendingOrCancelled, makes a post-only order that always enjoys a maker fee - fok: FillOrKill, fill either completely or none Only ioc and fok are supported when type=market
  finish_time	Integer	Order update unix timestamp in seconds
  finish_time_ms	Integer	Order update unix timestamp in milliseconds
  user	String	User ID
  contract	String	Futures contract
  stp_id	String	Orders between users in the same stp_id group are not allowed to be self-traded 1. If the stp_id of two orders being matched is non-zero and equal, they will not be executed. Instead, the corresponding strategy will be executed based on the stp_act of the taker. 2. stp_id returns 0 by default for orders that have not been set for STP group
  stp_act	String	Self-Trading Prevention Action. Users can use this field to set self-trade prevetion strategies 1. After users join the STP Group, he can pass stp_act to limit the user's self-trade prevetion strategy. If stp_act is not passed, the default is cn strategy。 2. When the user does not join the STP group, an error will be returned when passing the stp_act parameter。 3. If the user did not use 'stp_act' when placing the order, 'stp_act' will return '-' - cn: Cancel newest, Cancel new orders and keep old ones - co: Cancel oldest, Cancel old orders and keep new ones - cb: Cancel both, Both old and new orders will be cancelled
  amend_text	String	The custom data that the user remarked when amending the order

Cancel subscription

import json
from websocket import create_connection

ws = create_connection("wss://fx-ws-testnet.gateio.ws/v4/ws/btc")
req = {
    "time": 123456,
    "channel": "futures.orders",
    "event": "unsubscribe",
    "payload": ["20011", "BTC_USDT"],
    "auth": {
        "method": "api_key",
        "KEY": "xxxx",
        "SIGN": "xxxx"
    }
}
ws.send(json.dumps(req))
print(ws.recv())

The above command returns JSON structured like this:

{
  "time": 1545459681,
  "time_ms": 1545459681123,
  "channel": "futures.orders",
  "event": "unsubscribe",
  "result": {
    "status": "success"
  }
}

Unsubscribe user orders update notification, for all contract.

Request

• channel

  futures.orders

• event

  unsubscribe

User trades API

Provides a way to receive user trades.

WARNING

Authentication required.

User trades subscription

If you want to subscribe to user trade updates in all contracts, use !all in contract list.

import json
from websocket import create_connection

ws = create_connection("wss://fx-ws-testnet.gateio.ws/v4/ws/btc")
req = {
    "time": 123456,
    "channel": "futures.usertrades",
    "event": "subscribe",
    "payload": ["20011", "BTC_USDT"],
    "auth": {
        "method": "api_key",
        "KEY": "xxxx",
        "SIGN": "xxxx"
    }
}
ws.send(json.dumps(req))
print(ws.recv())

The above command returns JSON structured like this:

{
  "time": 1545459681,
  "time_ms": 1545459681123,
  "channel": "futures.usertrades",
  "event": "subscribe",
  "result": {
    "status": "success"
  }
}

Subscribe for user trades update.

Request

• channel

  futures.usertrades

• event

  subscribe

• params

  parameter	type	required	description
  user id	String	yes	User id
  contract	String	yes	Futures contract name

User trades notification

{
  "time": 1543205083,
  "time_ms": 1543205083123,
  "channel": "futures.usertrades",
  "event": "update",
  "result": [
    {
      "id": "3335259",
      "create_time": 1628736848,
      "create_time_ms": 1628736848321,
      "contract": "BTC_USDT",
      "order_id": "4872460",
      "size": 1,
      "price": "40000.4",
      "role": "maker",
      "text": "api",
      "fee": 0.0009290592,
      "point_fee": 0
    }
  ]
}

Notify user trades update.

Notify

• channel

  futures.usertrades

• event

  update

• params

  field	type	description
  result	Array	Array of objects

  field	type	description
  contract	String	Futures contract name
  create_time	Integer	Create time
  create_time_ms	Integer	Create time in milliseconds
  id	String	Trades id
  order_id	String	Order Id
  price	String	Price
  size	Integer	Trades size
  role	String	User role (maker/taker)
  text	String	Order Custom Information: Users can use this field to set a custom ID. User-defined fields must meet the following conditions: 1. Must start with t- 2. Excluding t-, the length cannot exceed 28 bytes 3. Input content can only contain numbers, letters, underscores (_), hyphens (-), or dots (.) Besides user-defined information, the following are internal reserved fields indicating order sources: - web: Web - api: API Call - app: Mobile App - auto_deleveraging: Auto deleveraging - liquidation: Legacy classic mode position forced liquidation - liq-xxx: a. New classic mode position forced liquidation, including isolated margin, one-way cross margin, two-way cross margin unhedged position forced liquidation. b. Unified account single-currency margin mode isolated margin forced liquidation - hedge-liq-xxx: New classic mode two-way cross margin hedging part forced liquidation, which means closing both long and short positions simultaneously - pm_liquidate: Unified account cross-currency margin mode forced liquidation - comb_margin_liquidate: Unified account portfolio margin mode forced liquidation - scm_liquidate: Unified account single-currency margin mode position forced liquidation - insurance: Insurance - clear: Contract delisting and clearance
  fee	Float	Fee deducted
  point_fee	Float	Points used to deduct fee

Cancel subscription

import json
from websocket import create_connection

ws = create_connection("wss://fx-ws-testnet.gateio.ws/v4/ws/btc")
req = {
    "time": 123456,
    "channel": "futures.usertrades",
    "event": "unsubscribe",
    "payload": ["20011", "BTC_USDT"],
    "auth": {
        "method": "api_key",
        "KEY": "xxxx",
        "SIGN": "xxxx"
    }
}
ws.send(json.dumps(req))
print(ws.recv())

The above command returns JSON structured like this:

{
  "time": 1545459681,
  "time_ms": 1545459681123,
  "channel": "futures.usertrades",
  "event": "unsubscribe",
  "result": {
    "status": "success"
  }
}

Unsubscribe user trades update.

Request

• channel

  futures.usertrades

• event

  unsubscribe

Liquidates API

Provides a way to receive user liquidates info.

WARNING

Authentication required.

Liquidates subscription

If you want to subscribe to liquidate updates in all contracts, use !all in contract list.

import json
from websocket import create_connection

ws = create_connection("wss://fx-ws-testnet.gateio.ws/v4/ws/btc")
req = {
    "time": 123456,
    "channel": "futures.liquidates",
    "event": "subscribe",
    "payload": ["20011", "BTC_USDT"],
    "auth": {
        "method": "api_key",
        "KEY": "xxxx",
        "SIGN": "xxxx"
    }
}
ws.send(json.dumps(req))
print(ws.recv())

The above command returns JSON structured like this:

{
  "time": 1545459681,
  "time_ms": 1545459681123,
  "channel": "futures.liquidates",
  "event": "subscribe",
  "result": {
    "status": "success"
  }
}

Subscribe for user liquidates update.

Request

• channel

  futures.liquidates

• event

  subscribe

• params

  parameter	type	required	description
  user id	String	yes	User id
  contract	String	yes	Futures contract name

Liquidates notification

{
  "channel": "futures.liquidates",
  "event": "update",
  "time": 1541505434,
  "time_ms": 1541505434123,
  "result": [
    {
      "entry_price": 209,
      "fill_price": 215.1,
      "left": 0,
      "leverage": 0.0,
      "liq_price": 213,
      "margin": 0.007816722941,
      "mark_price": 213,
      "order_id": 4093362,
      "order_price": 215.1,
      "size": -124,
      "time": 1541486601,
      "time_ms": 1541486601123,
      "contract": "BTC_USDT",
      "user": "1040xxxx"
    }
  ]
}

Notify liquidates update.

Notify

• channel

  futures.liquidates

• event

  update

• params

  field	type	description
  result	Array	Array of objects

  field	type	description
  entry_price	Float	Average entry price
  fill_price	Float	Average execution price
  leverage	Float	Leverage
  liq_price	Float	Liquidates price
  margin	Float	Margin
  mark_price	Float	Mark price
  order_id	Integer	Order id
  order_price	Float	Commission price
  left	Integer	Order unfilled quantity
  size	Integer	Position original size
  time	Integer	Time
  time_ms	Integer	Time in milliseconds
  user	String	User id
  contract	String	Futures contract name

Cancel subscription

import json
from websocket import create_connection

ws = create_connection("wss://fx-ws-testnet.gateio.ws/v4/ws/btc")
req = {
    "time": 123456,
    "channel": "futures.liquidates",
    "event": "unsubscribe",
    "payload": ["20011", "BTC_USDT"],
    "auth": {
        "method": "api_key",
        "KEY": "xxxx",
        "SIGN": "xxxx"
    }
}
ws.send(json.dumps(req))
print(ws.recv())

The above command returns JSON structured like this:

{
  "time": 1545459681,
  "time_ms": 1545459681123,
  "channel": "futures.liquidates",
  "event": "unsubscribe",
  "result": {
    "status": "success"
  }
}

Unsubscribe liquidates update.

Request

• channel

  futures.liquidates

• event

  unsubscribe

Auto_deleverages API

Provides a way to receive user auto deleverages info.

WARNING

Authentication required.

Auto_deleverages subscription

If you want to subscribe to auto deleverage updates in all contracts, use !all in contract list.

import json
from websocket import create_connection

ws = create_connection("wss://fx-ws-testnet.gateio.ws/v4/ws/btc")
req = {
    "time": 123456,
    "channel": "futures.auto_deleverages",
    "event": "subscribe",
    "payload": ["20011", "BTC_USDT"],
    "auth": {
        "method": "api_key",
        "KEY": "xxxx",
        "SIGN": "xxxx"
    }
}
ws.send(json.dumps(req))
print(ws.recv())

The above command returns JSON structured like this:

{
  "time": 1545459681,
  "time_ms": 1545459681123,
  "channel": "futures.auto_deleverages",
  "event": "subscribe",
  "result": {
    "status": "success"
  }
}

Subscribe for user auto_deleverages update.

Request

• channel

  futures.auto_deleverages

• event

  subscribe

• params

  parameter	type	required	description
  user id	String	yes	User id
  contract	String	yes	Futures contract name

Auto_deleverages notification

{
  "channel": "futures.auto_deleverages",
  "event": "update",
  "time": 1541505434,
  "time_ms": 1541505434123,
  "result": [
    {
      "entry_price": 209,
      "fill_price": 215.1,
      "position_size": 10,
      "trade_size": 10,
      "time": 1541486601,
      "time_ms": 1541486601123,
      "contract": "BTC_USDT",
      "user": "1040"
    }
  ]
}

Notify auto_deleverages update.

Notify

• channel

  futures.auto_deleverages

• event

  update

• params

  field	type	description
  result	Array	Array of objects

  field	type	description
  entry_price	Float	Entry price
  fill_price	Float	Execution price
  position_size	Integer	Position size
  trade_size	Integer	Trade size
  time	Integer	Time
  time_ms	Integer	Time in milliseconds
  user	String	User id
  contract	String	Futures contract name

Cancel subscription

import json
from websocket import create_connection

ws = create_connection("wss://fx-ws-testnet.gateio.ws/v4/ws/btc")
req = {
    "time": 123456,
    "channel": "futures.auto_deleverages",
    "event": "unsubscribe",
    "payload": ["20011", "BTC_USDT"],
    "auth": {
        "method": "api_key",
        "KEY": "xxxx",
        "SIGN": "xxxx"
    }
}
ws.send(json.dumps(req))
print(ws.recv())

The above command returns JSON structured like this:

{
  "time": 1545459681,
  "time_ms": 1545459681123,
  "channel": "futures.auto_deleverages",
  "event": "unsubscribe",
  "result": {
    "status": "success"
  }
}

Unsubscribe auto_deleverages update.

Request

• channel

  futures.auto_deleverages

• event

  unsubscribe

Position_closes API

Provides a way to receive user position closes info.

WARNING

Authentication required.

Position_closes subscription

If you want to subscribe to position close updates in all contracts, use !all in contract list.

import json
from websocket import create_connection

ws = create_connection("wss://fx-ws-testnet.gateio.ws/v4/ws/btc")
req = {
    "time": 123456,
    "channel": "futures.position_closes",
    "event": "subscribe",
    "payload": ["20011", "BTC_USDT"],
    "auth": {
        "method": "api_key",
        "KEY": "xxxx",
        "SIGN": "xxxx"
    }
}
ws.send(json.dumps(req))
print(ws.recv())

The above command returns JSON structured like this:

{
  "time": 1545459681,
  "time_ms": 1545459681123,
  "channel": "futures.position_closes",
  "event": "subscribe",
  "result": {
    "status": "success"
  }
}

Subscribe for user position_closes update.

Request

• channel

  futures.position_closes

• event

  subscribe

• params

  parameter	type	required	description
  user id	String	yes	User id
  contract	String	yes	Futures contract name

Position_closes notification

{
  "channel": "futures.position_closes",
  "event": "update",
  "time": 1541505434,
  "time_ms": 1541505434123,
  "result": [
    {
      "contract": "BTC_USDT",
      "pnl": -0.000624354791,
      "side": "long",
      "text": "web",
      "time": 1547198562,
      "time_ms": 1547198562123,
      "user": "211xxxx"
    }
  ]
}

Notify position_closes update.

Notify

• channel

  futures.position_closes

• event

  update

• params

  field	type	description
  result	Array	Array of objects

  field	type	description
  contract	String	Futures contract name
  pnl	Number	Profit & loss
  side	String	Side (long or short)
  text	String	Messages
  time	Integer	Time
  time_ms	Integer	Time in milliseconds
  user	String	User id

Cancel subscription

import json
from websocket import create_connection

ws = create_connection("wss://fx-ws-testnet.gateio.ws/v4/ws/btc")
req = {
    "time": 123456,
    "channel": "futures.position_closes",
    "event": "unsubscribe",
    "payload": ["20011", "BTC_USDT"],
    "auth": {
        "method": "api_key",
        "KEY": "xxxx",
        "SIGN": "xxxx"
    }
}
ws.send(json.dumps(req))
print(ws.recv())

The above command returns JSON structured like this:

{
  "time": 1545459681,
  "time_ms": 1545459681123,
  "channel": "futures.position_closes",
  "event": "unsubscribe",
  "result": {
    "status": "success"
  }
}

Unsubscribe position_closes update.

Request

• channel

  futures.position_closes

• event

  unsubscribe

Balances API

Provides a way to receive user balances info.

WARNING

Authentication required.

Balances subscription

import json
from websocket import create_connection

ws = create_connection("wss://fx-ws-testnet.gateio.ws/v4/ws/btc")
req = {
    "time": 123456,
    "channel": "futures.balances",
    "event": "subscribe",
    "payload": ["20011"],
    "auth": {
        "method": "api_key",
        "KEY": "xxxx",
        "SIGN": "xxxx"
    }
}
ws.send(json.dumps(req))
print(ws.recv())

The above command returns JSON structured like this:

{
  "time": 1545459681,
  "time_ms": 1545459681123,
  "channel": "futures.balances",
  "event": "subscribe",
  "result": {
    "status": "success"
  }
}

Subscribe for user balances update.

Request

• channel

  futures.balances

• event

  subscribe

• params

  parameter	type	required	description
  user id	String	yes	User id

balances notification

{
  "channel": "futures.balances",
  "event": "update",
  "time": 1541505434,
  "time_ms": 1541505434123,
  "result": [
    {
      "balance": 9.998739899488,
      "change": -0.000002074115,
      "text": "BTC_USD:3914424",
      "time": 1547199246,
      "time_ms": 1547199246123,
      "type": "fee",
      "user": "211xxx",
      "currency": "btc"
    }
  ]
}

Notify balances update.

Notify

• channel

  futures.balances

• event

  update

• params

  field	type	description
  result	Array	Array of objects

  field	type	description
  balance	Number	Balance after changed
  change	Number	Change
  text	String	Messages
  time	Integer	Time
  time_ms	Integer	Time in milliseconds
  type	String	Type
  user	String	User id
  currency	String	Transfer unit

Cancel subscription

import json
from websocket import create_connection

ws = create_connection("wss://fx-ws-testnet.gateio.ws/v4/ws/btc")
req = {
    "time": 123456,
    "channel": "futures.balances",
    "event": "unsubscribe",
    "payload": ["20011"],
    "auth": {
        "method": "api_key",
        "KEY": "xxxx",
        "SIGN": "xxxx"
    }
}
ws.send(json.dumps(req))
print(ws.recv())

The above command returns JSON structured like this:

{
  "time": 1545459681,
  "time_ms": 1545459681123,
  "channel": "futures.balances",
  "event": "unsubscribe",
  "result": {
    "status": "success"
  }
}

Reduce_risk_limits API

Provides a way to receive user reduce risk limits info.

WARNING

Authentication required.

Reduce_risk_limits subscription

If you want to subscribe to reduce risk limit updates in all contracts, use !all in contract list.

import json
from websocket import create_connection

ws = create_connection("wss://fx-ws-testnet.gateio.ws/v4/ws/btc")
req = {
    "time": 123456,
    "channel": "futures.reduce_risk_limits",
    "event": "subscribe",
    "payload": ["20011", "BTC_USDT"],
    "auth": {
        "method": "api_key",
        "KEY": "xxxx",
        "SIGN": "xxxx"
    }
}
ws.send(json.dumps(req))
print(ws.recv())

The above command returns JSON structured like this:

{
  "time": 1545459681,
  "time_ms": 1545459681123,
  "channel": "futures.reduce_risk_limits",
  "event": "subscribe",
  "result": {
    "status": "success"
  }
}

Subscribe for user reduce_risk_limits update.

Request

• channel

  futures.reduce_risk_limits

• event

  subscribe

• params

  parameter	type	required	description
  user id	String	yes	User id
  contract	String	yes	Futures contract name

Reduce_risk_limits notification

{
  "time": 1551858330,
  "time_ms": 1551858330123,
  "channel": "futures.reduce_risk_limits",
  "event": "update",
  "result": [
    {
      "cancel_orders": 0,
      "contract": "ETH_USD",
      "leverage_max": 10,
      "liq_price": 136.53,
      "maintenance_rate": 0.09,
      "risk_limit": 450,
      "time": 1551858330,
      "time_ms": 1551858330123,
      "user": "20011"
    }
  ]
}

Notify reduce risk limits update.

Notify

• channel

  futures.reduce_risk_limits

• event

  update

• params

  field	type	description
  result	Array	Array of objects

  field	type	description
  cancel_orders	Integer	Cancel orders
  contract	String	Contract name
  leverage_max	Integer	Leverage max
  liq_price	Float	Liquidates price
  maintenance_rate	Float	Maintenance rate
  risk_limit	Integer	Risk limit
  time	Integer	Time
  time_ms	Integer	Time in milliseconds
  user	String	User id

Cancel subscription

import json
from websocket import create_connection

ws = create_connection("wss://fx-ws-testnet.gateio.ws/v4/ws/btc")
req = {
    "time": 123456,
    "channel": "futures.reduce_risk_limits",
    "event": "unsubscribe",
    "payload": ["20011", "BTC_USDT"],
    "auth": {
        "method": "api_key",
        "KEY": "xxxx",
        "SIGN": "xxxx"
    }
}
ws.send(json.dumps(req))
print(ws.recv())

Unsubscribe reduce risk limits update.

Request

• channel

  futures.reduce_risk_limits

• event

  unsubscribe

Positions API

Provides a way to receive user positions info.

WARNING

Authentication required.

Positions subscription

If you want to subscribe to position updates in all contracts, use !all in contract list.

import json
from websocket import create_connection

ws = create_connection("wss://fx-ws-testnet.gateio.ws/v4/ws/btc")
req = {
    "time": 123456,
    "channel": "futures.positions",
    "event": "subscribe",
    "payload": ["20011", "BTC_USDT"],
    "auth": {
        "method": "api_key",
        "KEY": "xxxx",
        "SIGN": "xxxx"
    }
}
ws.send(json.dumps(req))
print(ws.recv())

The above command returns JSON structured like this:

{
  "time": 1545459681,
  "time_ms": 1545459681123,
  "channel": "futures.positions",
  "event": "subscribe",
  "result": {
    "status": "success"
  }
}

Subscribe for user positions update.

Request

• channel

  futures.positions

• event

  subscribe

• params

  parameter	type	required	description
  user id	String	yes	User id
  contract	String	yes	Futures contract name

Positions notification

{
  "time": 1588212926,
  "time_ms": 1588212926123,
  "channel": "futures.positions",
  "event": "update",
  "result": [
    {
      "contract": "BTC_USDT",
      "cross_leverage_limit": 0,
      "entry_price": 40000.36666661111,
      "history_pnl": -0.000108569505,
      "history_point": 0,
      "last_close_pnl": -0.000050123368,
      "leverage": 0,
      "leverage_max": 100,
      "liq_price": 0.1,
      "maintenance_rate": 0.005,
      "margin": 49.999890611186,
      "mode": "single",
      "realised_pnl": -1.25e-8,
      "realised_point": 0,
      "risk_limit": 100,
      "size": 3,
      "time": 1628736848,
      "time_ms": 1628736848321,
      "user": "110xxxxx",
      "update_id": 170919
    }
  ]
}

Notify positions update.

Notify

• channel

  futures.positions

• event

  update

• params

  field	type	description
  result	Array	Array of objects

  field	type	description
  contract	String	Futures contract name
  entry_price	Float	Entry price
  history_pnl	Float	History realized PNL
  history_point	Float	History realized POINT PNL
  last_close_pnl	Float	PNL of last position close
  leverage	Integer	Position leverage. 0 means cross margin; positive number means isolated margin
  leverage_max	Integer	Maximum leverage under current risk limit
  liq_price	Float	Liquidation price
  maintenance_rate	Float	Maintenance rate under current risk limit
  margin	Float	Position margin
  realised_pnl	Float	Realized PNL
  realised_point	Float	Realized POINT PNL
  risk_limit	Integer	Position risk limit
  size	Integer	Contract size
  time	Integer	Update unix timestamp
  time_ms	Integer	Update unix timestamp in milliseconds
  user	String	User id
  update_id	Integer	Message sequence number

Cancel subscription

import json
from websocket import create_connection

ws = create_connection("wss://fx-ws-testnet.gateio.ws/v4/ws/btc")
req = {
    "time": 123456,
    "channel": "futures.positions",
    "event": "unsubscribe",
    "payload": ["20011", "BTC_USDT"],
    "auth": {
        "method": "api_key",
        "KEY": "xxxx",
        "SIGN": "xxxx"
    }
}
ws.send(json.dumps(req))
print(ws.recv())

The above command returns JSON structured like this:

{
  "time": 1545459681,
  "time_ms": 1545459681123,
  "channel": "futures.positions",
  "event": "unsubscribe",
  "result": {
    "status": "success"
  }
}

Unsubscribe positions update.

Request

• channel

  futures.positions

• event

  unsubscribe

Auto orders API

Provides a way to receive user auto orders info.

WARNING

Authentication required.

Auto orders subscription

If you want to subscribe to auto order updates in all contracts, use !all in contract list.

import json
from websocket import create_connection

ws = create_connection("wss://fx-ws-testnet.gateio.ws/v4/ws/btc")
req = {
    "time": 123456,
    "channel": "futures.autoorders",
    "event": "subscribe",
    "payload": ["BTC_USDT"],
    "auth": {
        "method": "api_key",
        "KEY": "xxxx",
        "SIGN": "xxxx"
    }
}
ws.send(json.dumps(req))
print(ws.recv())

The above command returns JSON structured like this:

{
  "time": 1545459681,
  "time_ms": 1545459681123,
  "channel": "futures.autoorders",
  "event": "subscribe",
  "result": {
    "status": "success"
  }
}

Subscribe for user auto orders update.

Request

• channel

  futures.autoorders

• event

  subscribe

• params

  parameter	type	required	description
  contract	String	yes	Futures contract name

Auto orders notification

{
  "time": 1596798126,
  "time_ms": 1596798126123,
  "channel": "futures.autoorders",
  "event": "update",
  "result": [
    {
      "user": 123456,
      "trigger": {
        "strategy_type": 0,
        "price_type": 0,
        "price": "10000",
        "rule": 2,
        "expiration": 86400
      },
      "initial": {
        "contract": "BTC_USDT",
        "size": 10,
        "price": "10000",
        "tif": "gtc",
        "text": "web",
        "iceberg": 0,
        "is_close": false,
        "is_reduce_only": false,
        "auto_size": ""
      },
      "id": 9256,
      "trade_id": 0,
      "status": "open",
      "reason": "",
      "create_time": 1596798126,
      "name": "price_autoorders",
      "is_stop_order": false,
      "stop_trigger": {
        "rule": 0,
        "trigger_price": "",
        "order_price": ""
      },
      "order_type": "close-long-order",
      "me_order_id": "213867453823"
    }
  ]
}

Notify auto orders update.

Notify

• channel

  futures.autoorders

• event

  update

• params

  field	type	description
  result	Array	Array of objects

  field	type	description
  user	Number	User id
  trigger	Object
  initial	Object
  id	Number	Auto order id
  trade_id	Number	Trade id
  status	String	Order status
  reason	String	Change reason
  create_time	Number	Create time
  name	String	Name
  is_stop_order	boolean	Is stop
  stop_trigger	Object
  order_type	String	Take-profit/stop-loss types, detail to http api
  me_order_id	Number	Corresponding order ID of order take-profit/stop-loss.

Cancel subscription

import json
from websocket import create_connection

ws = create_connection("wss://fx-ws-testnet.gateio.ws/v4/ws/btc")
req = {
    "time": 123456,
    "channel": "futures.autoorders",
    "event": "unsubscribe",
    "payload": ["BTC_USDT"],
    "auth": {
        "method": "api_key",
        "KEY": "xxxx",
        "SIGN": "xxxx"
    }}
ws.send(json.dumps(req))
print(ws.recv())

The above command returns JSON structured like this:

{
  "time": 1545459681,
  "time_ms": 1545459681123,
  "channel": "futures.autoorders",
  "event": "unsubscribe",
  "result": {
    "status": "success"
  }
}

Unsubscribe auto orders update.

Request

• channel

  futures.autoorders

• event

  unsubscribe

Contract Stats API

The contract_stats channel allows you to obtain contract statistics.

Contract Stats subscription

from websocket import create_connection

ws = create_connection("wss://fx-ws-testnet.gateio.ws/v4/ws/btc")
ws.send('{"time" : 123456, "channel" : "futures.contract_stats",
    "event": "subscribe", "payload" : ["BTC_USDT","10s"]}')
print(ws.recv())

The above command returns JSON structured like this:

{
  "time": 1545404023,
  "time_ms": 1545404023123,
  "channel": "futures.contract_stats",
  "event": "subscribe",
  "result": {
    "status": "success"
  }
}

Subscribe futures contract stats.

Request

• channel

  futures.contract_stats

• event

  subscribe

• params

  parameter	type	required	description
  contract	String	Yes	Futures contract name
  interval	String	Yes	Interval : "1m", "5m", "15m", "30m", "1h", "4h", "8h", "1d", "3d", "7d"

Contract Stats notification

{
  "time": 1541659086,
  "time_ms": 1541659086123,
  "channel": "futures.contract_stats",
  "event": "update",
  "result": [
    {
      "time": 1603865400,
      "lsr_taker": 100,
      "lsr_account": 0.5,
      "long_liq_size": 0,
      "short_liq_size": 0,
      "open_interest": 124724,
      "short_liq_usd": 0,
      "mark_price": "8865",
      "top_lsr_size": 1.02,
      "short_liq_amount": 0,
      "long_liq_amount": 0,
      "open_interest_usd": 1511,
      "top_lsr_account": 1.5,
      "long_liq_usd": 0
    }
  ]
}

Notify subscribed contract stats.

Notify

• channel

  futures.contract_stats

• event

  update

• params

  field	type	description
  result	Array	Array of objects

  field	type	description
  time	Integer	Stat timestamp
  mark_price	Float	Current mark price
  lsr_taker	Float	Long/short account number ratio
  lsr_account	Float	Long/short taker size ratio
  long_liq_size	Integer	Long liquidation size
  long_liq_amount	Float	Long liquidation amount(base currency)
  long_liq_usd	Float	Long liquidation volume(quote currency)
  short_liq_size	Integer	Short liquidation size
  short_liq_amount	Float	Short liquidation amount(base currency)
  short_liq_usd	Float	Short liquidation volume(quote currency)
  open_interest	Integer	Open interest size
  open_interest_usd	Float	Open interest volume(quote currency)
  top_lsr_account	Float	Top trader long/short account ratio
  top_lsr_size	Float	Top trader long/short position ratio

Cancel subscription

import json
from websocket import create_connection

ws = create_connection("wss://fx-ws-testnet.gateio.ws/v4/ws/btc")
req = {
    "time": 123456,
    "channel": "futures.contract_stats",
    "event": "unsubscribe",
    "payload": ["BTC_USDT","10s"]
}
ws.send(json.dumps(req))
print(ws.recv())

The above command returns JSON structured like this:

{
  "time": 1545404900,
  "time_ms": 1545404900123,
  "channel": "futures.contract_stats",
  "event": "unsubscribe",
  "result": {
    "status": "success"
  }
}

Unsubscribe contract stats.

Request

• channel

  futures.contract_stats

• event

  unsubscribe

• params

  parameter	type	required	description
  contract	String	Yes	Futures contract name
  interval	String	Yes	Interval : "1m", "5m", "15m", "30m", "1h", "4h", "8h", "1d", "3d", "7d"

Note: contract is unsub_all, which means cancel all

Futures Account Trade

Websocket API

WebSocket API allows placing , canceling , amending , querying orders through a WebSocket connection.

Websocket API Client Api Request

Client request example

{
  "time": 1680772890,
  "channel": "futures.order_place",
  "event": "api",
  "payload": {
    "req_id": "xxxx",
    "req_param": {
      "contract": "BTC_USDT",
      "size": 10,
      "price": "80048.240000",
      "tif": "gtc",
      "text": "t-my-custom-id"
    }
  }
}

api requests initiated from the client follow a common JSON format, which contains the following fields:

Field	Type	Required	Description
time	Integer	Yes	Request time in seconds. Gap between request time and server time must not exceed 60 seconds
id	Integer	No	Optional request id which will be sent back by the server to help you identify which request the server responds to
channel	String	Yes	WebSocket channel to subscribe to.
event	String	Yes	Fixed as api
payload	Object	Yes	Optional request detail parameters
»req_id	String	Yes	Unique identifier of the message Provided by client.It will be returned in response message for identifying the corresponding request.
»timestamp	String	Yes	Signature time in seconds
»api_key	String	Yes	Gate APIv4 user key string
»signature	String	Yes	Authentication signature generated using GateAPIv4 secret and request information, See[Websocket API Authentication](#Websocket API Authentication) section for details
»req_param	[]Byte	Yes	Request api param

Note that the type of payload.req_param is channel specific, Take futures.order_place for example, payload.req_param same as apiv4 /futures/{settle}/orders (opens new window). You can place a limit order for BTC_USDT with example.

Websocket API Server Response

Server ack response example

{
  "request_id": "request-id-1",
  "ack": true,
  "header": {
    "response_time": "1681195121499",
    "status": "200",
    "channel": "futures.order_place",
    "event": "api",
    "client_id": "::1-0x140031563c0"
  },
  "data": {
    "result": {
      "req_id": "request-id-1",
      "req_param": {
        "contract": "BTC_USDT",
        "size": 10,
        "price": "31503.280000",
        "tif": "gtc",
        "text": "t-my-custom-id"
      }
    }
  }
}

Server api response example

{
  "request_id": "request-id-1",
  "ack": false,
  "header": {
    "response_time": "1681195121639",
    "status": "200",
    "channel": "futures.order_place",
    "event": "api",
    "client_id": "::1-0x140031563c0"
  },
  "data": {
    "result": {
      "id": 74046511,
      "user": 6790020,
      "create_time": 1681195121.754,
      "finish_time": 1681195121.754,
      "finish_as": "filled",
      "status": "finished",
      "contract": "BTC_USDT",
      "size": 10,
      "price": "31503.3",
      "tif": "gtc",
      "fill_price": "31500",
      "text": "t-my-custom-id",
      "tkfr": "0.0003",
      "mkfr": "0",
      "stp_id": 2,
      "stp_act": "cn",
      "amend_text": "-"
    }
  }
}

Server response includes ack response to client requests and api result callback message updates. Server responses follow a common JSON format, which contains the following fields:

Field	Type	Description
request_id	String	Unique identifier of the message
ack	Bool	The return of the "ack" message represents the WebSocket confirmation message(Currently exists in the order-place api). If "ack" is false (this field will not be returned), it means that the message is a response message, and you can determine if the request was successful by checking "data.errs".
header	Map	Response meta info
»response_time	String	Response send time in mill
»channel	String	Request channel
»event	String	Request event
»client_id	String	Unique client id
data	Object	Signature time in seconds
»result	Object	If this is ack response, result is the payload of the request, otherwise result is the response of the api
»errs	Object	It is only available when the request fails
»»label	String	Denotes error type in string format
»»message	String	Detailed error message

Error

Error Response Notification example

{
  "request_id": "request-id-1",
  "ack": false,
  "header": {
    "response_time": "1681195360034",
    "status": "401",
    "channel": "futures.order_place",
    "event": "api",
    "client_id": "::1-0x140001a2600"
  },
  "data": {
    "errs": {
      "label": "INVALID_KEY",
      "message": "Invalid key provided"
    }
  }
}

Error object has the following format:

Field	Type	Description
label	String	Denotes error type in string format
message	String	Detailed error message

Login

WARNING

Note: the GateAPIv4 key pair you used MUST have future Corresponding permissions(eg: order-place channel must have future write permissions), and your outbound IP address must be in the key's IP whitelist if its whitelist is enabled.

Login Request

Client Api Request

Code samples

package main

import (
   "crypto/hmac"
   "crypto/sha512"
   "encoding/hex"
   "encoding/json"
   "fmt"
   "strconv"
   "time"
)

func GetApiSignature(secret, channel string, requestParam []byte, ts int64) string {
   hash := hmac.New(sha512.New, []byte(secret))
   key := fmt.Sprintf("%s\n%s\n%s\n%d", "api", channel, string(requestParam), ts)
   hash.Write([]byte(key))
   return hex.EncodeToString(hash.Sum(nil))
}

// example WebSocket signature calculation implementation in go
func main() {
   apiKey := "YOUR_API_KEY"
   secret := "YOUR_API_SECRET"
   requestParam := ""
   channel := "futures.login"
   ts := time.Now().Unix()
   requestId := fmt.Sprintf("%d-%d", time.Now().UnixMilli(), 1)

   req := ApiRequest{
      Time:    ts,
      Channel: "",
      Event:   "api",
      Payload: ApiPayload{
         ApiKey:       apiKey,
         Signature:    GetApiSignature(secret, channel, []byte(requestParam), ts),
         Timestamp:    strconv.FormatInt(ts, 10),
         RequestId:    requestId,
         RequestParam: []byte(requestParam),
      },
   }

   fmt.Println(GetApiSignature(secret, channel, []byte(requestParam), ts))

   marshal, _ := json.Marshal(req)
   fmt.Println(string(marshal))
}

type ApiRequest struct {
   App     string     `json:"app,omitempty"`
   Time    int64      `json:"time"`
   Id      *int64     `json:"id,omitempty"`
   Channel string     `json:"channel"`
   Event   string     `json:"event"`
   Payload ApiPayload `json:"payload"`
}
type ApiPayload struct {
   ApiKey       string          `json:"api_key,omitempty"`
   Signature    string          `json:"signature,omitempty"`
   Timestamp    string          `json:"timestamp,omitempty"`
   RequestId    string          `json:"req_id,omitempty"`
   RequestParam json.RawMessage `json:"req_param,omitempty"`
}

Request example

{
  "time": 1681984544,
  "channel": "futures.login",
  "event": "api",
  "payload": {
    "api_key": "ea83fad2604399da16bf97e6eea772a6",
    "signature": "6fa3824c8141f2b2283108558ec50966d7caf749bf04a3b604652325b50b47d2343d569d848373d58e65c49d9622ba2e73dc25797abef11c9f20c07da741591e",
    "timestamp": "1681984544",
    "req_id": "request-1"
  }
}

Payload format:

Field	Type	Required	Description
req_id	string	Yes	Request id which will be sent back by the server to help you identify which request the server responds to, it's different from outside'sid
api_key	string	Yes	Apiv4 key
headers	object	Yes	Apiv4 custom header
signature	string	Yes	Apiv4 signature
timestamp	string	Yes	Unix timestamp in seconds

WebSocket api operation authentication uses the same signature calculation method with Gate APIv4 API, i.e., HexEncode(HMAC_SHA512(secret, signature_string)), but has the following differences:

1. Signature string concatenation method: "<event>\n<channel>\n<req_param>\n<timestamp>", where <event>, <channel>,<req_param>, <timestamp> are corresponding request information
2. req_param in login channel always empty string
3. Authentication information are sent in request body in field payload.

Login Notification

Login Response example

{
  "request_id": "request-1",
  "ack": false,
  "header": {
    "response_time": "1681985856666",
    "status": "200",
    "channel": "futures.login",
    "event": "api",
    "clientId": ""
  },
  "data": {
    "result": {
      "api_key": "ea83fad2604399da16bf97e6eea772a6",
      "uid": "110284739"
    }
  }
}

Result format:

Field	Type	Description
request_id	String	Unique identifier of the message
ack	Bool	The return of the "ack" message represents the WebSocket confirmation message(Currently exists in the order-place api). If "ack" is false(this field will not be returned), it means that the message is a response message, and you can determine if the request was successful by checking "data.errs".
header	Map	Response meta info
»response_time	String	Response send time in mill
»channel	String	Request channel
»event	String	Request event
»client_id	String	Unique client id
data	Object	Signature time in seconds
»result	Object	If this is ack response, result is the payload of the request, otherwise result is the response of the api
»»api_key	String	Login success apikey
»»uid	String	Login user id
»errs	Object	It is only available when the request fails
»»label	String	Denotes error type in string format
»»message	String	Detailed error message

Order Place

futures.order_place

You can place orders with this channel and event api.

function as api below:

POST /futures/{settle}/orders

Order Place Request

Code samples

import time
import json

# pip install websocket_client
from websocket import create_connection

ws = create_connection("wss://fx-ws.gateio.ws/v4/ws/usdt")
ws.send(json.dumps(
    "time": int(time.time()),
    "channel": "futures.order_place",
    "event": "api",
    "payload": {
        "header":{
            "x-gate-channel-id":"xxxx",
        },
        "req_id": "1ewq-3123w-5",
        "req_param": json.dumps(api_order)
    }
))

print(ws.recv())

Request example

{
  "time": 1681195484,
  "channel": "futures.order_place",
  "event": "api",
  "payload": {
    "req_id": "request-id-1",
    "req_param": {
      "contract": "BTC_USDT",
      "size": 10,
      "price": "31503.280000",
      "tif": "gtc",
      "text": "t-my-custom-id"
    }
  }
}

Payload format:

Field	Type	Required	Description
req_id	string	Yes	Request id which will be sent back by the server to help you identify which request the server responds to, it's different from outside'sid
req_param	object	Yes	Api order model's json byte data, use api order model; api order model detail to api (opens new window)
headers	object	Yes	Apiv4 custom header

Ack Notification

Ack Notification example for an order

{
  "request_id": "request-id-1",
  "ack": true,
  "header": {
    "response_time": "1681195484268",
    "status": "200",
    "channel": "futures.order_place",
    "event": "api",
    "client_id": "::1-0x140001a2600"
  },
  "data": {
    "result": {
      "req_id": "request-id-1",
      "req_header": null,
      "req_param": {
        "contract": "BTC_USDT",
        "size": 10,
        "price": "31503.280000",
        "tif": "gtc",
        "text": "t-my-custom-id"
      }
    }
  }
}

Order Place Notification

Response Notification example

{
  "request_id": "request-id-1",
  "ack": false,
  "header": {
    "response_time": "1681195484360",
    "status": "200",
    "channel": "futures.order_place",
    "event": "api",
    "client_id": "::1-0x140001a2600"
  },
  "data": {
    "result": {
      "id": 74046514,
      "user": 6790020,
      "create_time": 1681195484.462,
      "finish_time": 1681195484.462,
      "finish_as": "filled",
      "status": "finished",
      "contract": "BTC_USDT",
      "size": 10,
      "price": "31503.3",
      "tif": "gtc",
      "fill_price": "31500",
      "text": "t-my-custom-id",
      "tkfr": "0.0003",
      "mkfr": "0",
      "stp_id": 2,
      "stp_act": "cn",
      "amend_text": "-"
    }
  }
}

Return of order information for placing an order

Result format:

Field	Type	Description
request_id	String	Unique identifier of the message
ack	Bool	The return of the "ack" message represents the WebSocket confirmation message(Currently exists in the order-place api). If "ack" is false(this field will not be returned), it means that the message is a response message, and you can determine if the request was successful by checking "data.errs".
header	Map	Response meta info
»response_time	String	Response send time in mill
»channel	String	Request channel
»event	String	Request event
»client_id	String	Unique client id
data	Object	Order info
»result	Object	If this is ack response, result is the payload of the request, otherwise result is the response of the api
»errs	Object	It is only available when the request fails
»»label	String	Denotes error type in string format
»»message	String	Detailed error message

Order Batch Place

futures.order_batch_place

You can batch place orders with this channel and event api.

function as api below:

POST /futures/{settle}/batch_orders

Order Batch Place Request

Code samples

import time
import json

# pip install websocket_client
from websocket import create_connection

ws = create_connection("wss://fx-ws.gateio.ws/v4/ws/usdt")
ws.send(json.dumps(
    "time": int(time.time()),
    "channel": "futures.order_batch_place",
    "event": "api",
    "payload": {
        "header":{
            "x-gate-channel-id":"xxxx",
        },
        "req_id": "1ewq-3123w-5",
        "req_param": json.dumps(api_order)
    }
))

print(ws.recv())

Request example

{
  "time": 1681196536,
  "channel": "futures.order_batch_place",
  "event": "api",
  "payload": {
    "req_id": "request-id-6",
    "req_param": [
      {
        "contract": "BTC_USDT",
        "size": 10,
        "price": "31403.180000",
        "tif": "gtc",
        "text": "t-my-custom-id"
      }
    ]
  }
}

Payload format:

Field	Type	Required	Description
req_id	string	Yes	Request id which will be sent back by the server to help you identify which request the server responds to, it's different from outside'sid
req_param	object	Yes	Api order model's json byte data, an array with api order model; api order model detail to api (opens new window)
headers	object	Yes	Apiv4 custom header

Order Batch Place Ack Notification

Ack Notification example

{
  "request_id": "request-id-6",
  "ack": true,
  "header": {
    "response_time": "1681196536283",
    "status": "200",
    "channel": "futures.order_batch_place",
    "event": "api",
    "client_id": "::1-0x14002cfa0c0"
  },
  "data": {
    "result": {
      "req_id": "request-id-6",
      "req_header": null,
      "req_param": [
        {
          "contract": "BTC_USDT",
          "size": 10,
          "price": "31403.180000",
          "tif": "gtc",
          "text": "t-my-custom-id"
        }
      ]
    }
  }
}

Order Batch Place Notification

Response Notification example

{
  "request_id": "request-id-6",
  "ack": false,
  "header": {
    "response_time": "1681196536532",
    "status": "200",
    "channel": "futures.order_batch_place",
    "event": "api",
    "client_id": "::1-0x14002cfa0c0"
  },
  "data": {
    "result": [
      {
        "succeeded": true,
        "id": 74046545,
        "user": 6790020,
        "create_time": 1681196536.592,
        "status": "open",
        "contract": "BTC_USDT",
        "size": 10,
        "price": "31403.2",
        "tif": "gtc",
        "left": 10,
        "fill_price": "0",
        "text": "t-my-custom-id",
        "tkfr": "0.0003",
        "mkfr": "0"
      }
    ]
  }
}

Return of order information for batch placing order

Result format:

Field	Type	Description
request_id	String	Unique identifier of the message
ack	Bool	The return of the "ack" message represents the WebSocket confirmation message(Currently exists in the order-place api). If "ack" is false(this field will not be returned), it means that the message is a response message, and you can determine if the request was successful by checking "data.errs".
header	Map	Response meta info
»response_time	String	Response send time in mill
»channel	String	Request channel
»event	String	Request event
»client_id	String	Unique client id
data	Object	Order info
»result	Object	If this is ack response, result is the payload of the request, otherwise result is the response of the api
»errs	Object	It is only available when the request fails
»»label	String	Denotes error type in string format
»»message	String	Detailed error message

Order Cancel

futures.order_cancel

You can cancel an open order with this channel and event api.

function as api below:

DELETE /futures/{settle}/orders/{order_id}

Order Cancel Request

Code samples

import time
import json

# pip install websocket_client
from websocket import create_connection

ws = create_connection("wss://fx-ws.gateio.ws/v4/ws/usdt")
ws.send(json.dumps(
    "time": int(time.time()),
    "channel": "futures.order_cancel",
    "event": "api",
    "payload": {
        "req_id": "1ewq-3123w-5",
        "req_param": json.dumps(api_cancel_order)
    }
))

print(ws.recv())

Order cancel request example

{
  "time": 1681195485,
  "channel": "futures.order_cancel",
  "event": "api",
  "payload": {
    "req_id": "request-id-5",
    "req_param": {
      "order_id": "74046514"
    }
  }
}

Payload format:

Field	Type	Required	Description
req_id	string	Yes	Request id which will be sent back by the server to help you identify which request the server responds to, it's different from outside'sid
req_param	object	Yes	Api cancel order, detail to api (opens new window)

Order Status Notification

Order status notification example

{
  "request_id": "request-id-5",
  "ack": false,
  "header": {
    "response_time": "1681196536282",
    "status": "200",
    "channel": "futures.order_cancel",
    "event": "api",
    "client_id": "::1-0x14002cfa0c0"
  },
  "data": {
    "result": {
      "id": 74046543,
      "user": 6790020,
      "create_time": 1681196535.01,
      "finish_time": 1681196536.343,
      "finish_as": "cancelled",
      "status": "finished",
      "contract": "BTC_USDT",
      "size": 10,
      "price": "31303.2",
      "tif": "gtc",
      "left": 10,
      "fill_price": "0",
      "text": "t-my-custom-id",
      "tkfr": "0.0003",
      "mkfr": "0",
      "stp_id": 2,
      "stp_act": "cn",
      "amend_text": "-"
    }
  }
}

Result format:

Field	Type	Description
request_id	String	Unique identifier of the message
ack	Bool	The return of the "ack" message represents the WebSocket confirmation message(Currently exists in the order-place api). If "ack" is false(this field will not be returned), it means that the message is a response message, and you can determine if the request was successful by checking "data.errs".
header	Map	Response meta info
»response_time	String	Response send time in mill
»channel	String	Request channel
»event	String	Request event
»client_id	String	Unique client id
data	Object	Signature time in seconds
»result	Object	Single order cancel response, detail to api (opens new window)
»errs	Object	It is only available when the request fails
»»label	String	Denotes error type in string format
»»message	String	Detailed error message

Cancel all open orders matched

futures.order_cancel_cp

You can cancel all open orders with this channel and event api.

function as api below:

DELETE /futures/{settle}/orders

Cancel all open orders matched Request

Code samples

import time
import json

# pip install websocket_client
from websocket import create_connection

ws = create_connection("wss://fx-ws.gateio.ws/v4/ws/usdt")
ws.send(json.dumps(
    "time": int(time.time()),
    "channel": "futures.order_cancel_cp",
    "event": "api",
    "payload": {
        "req_id": "1ewq-3123w-5",
        "req_param": json.dumps(api_cancel_all_order)
    }
))

print(ws.recv())

Client request example

{
  "time": 1681196537,
  "channel": "futures.order_cancel_cp",
  "event": "api",
  "payload": {
    "req_id": "request-id-7",
    "req_param": {
      "contract": "BTC_USDT",
      "side": "bid"
    }
  }
}

Payload format:

Field	Type	Required	Description
req_id	string	Yes	Request id which will be sent back by the server to help you identify which request the server responds to, it's different from outside'sid
req_param	object	Yes	Detail to.api (opens new window)

Cancel all open orders matched Notification

Order cancel notification example

{
  "request_id": "request-id-7",
  "ack": false,
  "header": {
    "response_time": "1681196537567",
    "status": "200",
    "channel": "futures.order_cancel_cp",
    "event": "api",
    "client_id": "::1-0x14002cfa0c0"
  },
  "data": {
    "result": [
      {
        "id": 74046545,
        "user": 6790020,
        "create_time": 1681196536.592,
        "finish_time": 1681196537.626,
        "finish_as": "cancelled",
        "status": "finished",
        "contract": "BTC_USDT",
        "size": 10,
        "price": "31403.2",
        "tif": "gtc",
        "left": 10,
        "fill_price": "0",
        "text": "t-my-custom-id",
        "tkfr": "0.0003",
        "mkfr": "0",
        "stp_id": 2,
        "stp_act": "cn",
        "amend_text": "-"
      }
    ]
  }
}

Result format:

Field	Type	Description
request_id	String	Unique identifier of the message
ack	Bool	The return of the "ack" message represents the WebSocket confirmation message(Currently exists in the order-place api). If "ack" is false(this field will not be returned), it means that the message is a response message, and you can determine if the request was successful by checking "data.errs".
header	Map	Response meta info
»response_time	String	Response send time in mill
»channel	String	Request channel
»event	String	Request event
»client_id	String	Unique client id
data	Object	Signature time in seconds
»result	Object	Response detail to api (opens new window)
»errs	Object	It is only available when the request fails
»»label	String	Denotes error type in string format
»»message	String	Detailed error message

Order Amend

futures.order_amend

You can amend an open order with this channel and event api.

function as api below:

PUT /futures/{settle}/orders/{order_id}

Order Amend Request

Code samples

import time
import json

# pip install websocket_client
from websocket import create_connection

ws = create_connection("wss://fx-ws.gateio.ws/v4/ws/usdt")
ws.send(json.dumps(
    "time": int(time.time()),
    "channel": "futures.order_amend",
    "event": "api",
    "payload": {
        "req_id": "1ewq-3123w-5",
        "req_param": json.dumps(api_amend_order)
    }
))

print(ws.recv())

Client request example

{
  "time": 1681196536,
  "channel": "futures.order_amend",
  "event": "api",
  "payload": {
    "req_id": "request-id-4",
    "req_param": {
      "order_id": "74046543",
      "price": "31303.180000"
    }
  }
}

Payload format:

Field	Type	Required	Description
req_id	string	Yes	Request id which will be sent back by the server to help you identify which request the server responds to, it's different from outside'sid
req_param	object	Yes	Api amend order, detail to api (opens new window)

Order Amend Notification

Order amend notification example

{
  "request_id": "request-id-4",
  "ack": false,
  "header": {
    "response_time": "1681196536251",
    "status": "200",
    "channel": "futures.order_amend",
    "event": "api",
    "client_id": "::1-0x14002cfa0c0"
  },
  "data": {
    "result": {
      "id": 74046543,
      "user": 6790020,
      "create_time": 1681196535.01,
      "status": "open",
      "contract": "BTC_USDT",
      "size": 10,
      "price": "31303.2",
      "tif": "gtc",
      "left": 10,
      "fill_price": "0",
      "text": "t-my-custom-id",
      "tkfr": "0.0003",
      "mkfr": "0",
      "stp_id": 2,
      "stp_act": "cn",
      "amend_text": "-"
    }
  }
}

Result format:

Field	Type	Description
request_id	String	Unique identifier of the message
ack	Bool	The return of the "ack" message represents the WebSocket confirmation message(Currently exists in the order-place api). If "ack" is false(this field will not be returned), it means that the message is a response message, and you can determine if the request was successful by checking "data.errs".
header	Map	Response meta info
»response_time	String	Response send time in mill
»channel	String	Request channel
»event	String	Request event
»client_id	String	Unique client id
data	Object	Signature time in seconds
»result	Object	Response detail to api (opens new window)
»errs	Object	It is only available when the request fails
»»label	String	Denotes error type in string format
»»message	String	Detailed error message

Order List

futures.order_list

You can list futures orders with this channel and event api.

function as api below:

GET /futures/{settle}/orders

Order List Request

Code samples

import time
import json

# pip install websocket_client
from websocket import create_connection

ws = create_connection("wss://fx-ws.gateio.ws/v4/ws/usdt")
ws.send(json.dumps(
    "time": int(time.time()),
    "channel": "futures.order_list",
    "event": "api",
    "payload": {
        "req_id": "1ewq-3123w-5",
        "req_param": json.dumps(api_list_order)
    }
))

print(ws.recv())

Client request example

{
  "time": 1681196535,
  "channel": "futures.order_list",
  "event": "api",
  "payload": {
    "req_id": "request-id-3",
    "req_param": {
      "contract": "BTC_USDT",
      "status": "open"
    }
  }
}

Payload format:

Field	Type	Required	Description
req_id	string	Yes	Request id which will be sent back by the server to help you identify which request the server responds to, it's different from outside'sid
req_param	object	Yes	Api list order, detail to api (opens new window)

Order List Notification

Order list notification example

{
  "request_id": "request-id-3",
  "ack": false,
  "header": {
    "response_time": "1681196536017",
    "status": "200",
    "channel": "futures.order_list",
    "event": "api",
    "client_id": "::1-0x14002cfa0c0"
  },
  "data": {
    "result": [
      {
        "id": 74046543,
        "user": 6790020,
        "create_time": 1681196535.01,
        "status": "open",
        "contract": "BTC_USDT",
        "size": 10,
        "price": "31403.2",
        "tif": "gtc",
        "left": 10,
        "fill_price": "0",
        "text": "t-my-custom-id",
        "tkfr": "0.0003",
        "mkfr": "0",
        "stp_id": 2,
        "stp_act": "cn",
        "amend_text": "-"
      }
    ]
  }
}

Result format:

Field	Type	Description
request_id	String	Unique identifier of the message
ack	Bool	The return of the "ack" message represents the WebSocket confirmation message(Currently exists in the order-place api). If "ack" is false(this field will not be returned), it means that the message is a response message, and you can determine if the request was successful by checking "data.errs".
header	Map	Response meta info
»response_time	String	Response send time in mill
»channel	String	Request channel
»event	String	Request event
»client_id	String	Unique client id
data	Object	Signature time in seconds
»result	Object	Response detail to api (opens new window)
»errs	Object	It is only available when the request fails
»»label	String	Denotes error type in string format
»»message	String	Detailed error message

Order Status

futures.order_status

You can query an order with this channel and event api.

function as api below:

GET /futures/{settle}/orders/{order_id}

Order Status Request

Code samples

import time
import json

# pip install websocket_client
from websocket import create_connection

ws = create_connection("wss://fx-ws.gateio.ws/v4/ws/usdt")
ws.send(json.dumps(
    "time": int(time.time()),
    "channel": "futures.order_status",
    "event": "api",
    "payload": {
        "req_id": "1ewq-3123w-5",
        "req_param": json.dumps(api_status_order)
    }
))

print(ws.recv())

Client request example

{
  "time": 1681196535,
  "channel": "futures.order_status",
  "event": "api",
  "payload": {
    "req_id": "request-id-2",
    "req_param": {
      "order_id": "74046543"
    }
  }
}

Payload format:

Field	Type	Required	Description
req_id	string	Yes	Request id which will be sent back by the server to help you identify which request the server responds to, it's different from outside'sid
req_param	object	Yes	Detail to api (opens new window)

Order Cancel Notification

Order cancel notification example

{
  "request_id": "request-id-2",
  "ack": false,
  "header": {
    "response_time": "1681196535985",
    "status": "200",
    "channel": "futures.order_status",
    "event": "api",
    "client_id": "::1-0x14002cfa0c0"
  },
  "data": {
    "result": {
      "id": 74046543,
      "user": 6790020,
      "create_time": 1681196535.01,
      "status": "open",
      "contract": "BTC_USDT",
      "size": 10,
      "price": "31403.2",
      "tif": "gtc",
      "left": 10,
      "fill_price": "0",
      "text": "t-my-custom-id",
      "tkfr": "0.0003",
      "mkfr": "0",
      "stp_id": 2,
      "stp_act": "cn",
      "amend_text": "-"
    }
  }
}

Result format:

Field	Type	Description
request_id	String	Unique identifier of the message
ack	Bool	The return of the "ack" message represents the WebSocket confirmation message(Currently exists in the order-place api). If "ack" is false(this field will not be returned), it means that the message is a response message,and you can determine if the request was successful by checking "data.errs".
header	Map	Response meta info
»response_time	String	Response send time in mill
»channel	String	Request channel
»event	String	Request event
»client_id	String	Unique client id
data	Object	Signature time in seconds
»result	Object	Response detail to api (opens new window)
»errs	Object	It is only available when the request fails
»»label	String	Denotes error type in string format
»»message	String	Detailed error message