Real-time order lifecycle events — placements, cancellations, fills, and state changes. Subscribe to track specific instruments, filter by direction, or monitor all orders for a maker address.
All three channels share the same event types and schemas — see Orderbook Events for the full field reference.
| Event | When |
|---|
post_order | New limit order enters the book |
cancel_order | Order cancelled (user, expiry, or system) |
update_order | Partial fill updates filled_amount and order_state |
- Taker / algo: Subscribe to
orderbook_perps or orderbook_options filtered by instrument to see the full book.
- Maker: Subscribe to
orderbook_maker with your address to monitor only your resting orders across all instruments.
- Both: You can subscribe to multiple orderbook channels simultaneously. Events are deduplicated by
order_id.
| Channel | Why |
|---|
| Trade | Execution details (fees, IV, index price at fill). Orderbook events show order state changes; trade events show the fill itself. |
| Account State | Margin and risk impact after fills. Watch im, mm, and equity changes. |
| Position | Position size and Greeks update after fills. |
| MMP | Market Maker Protection freeze events. When MMP triggers, all mmp: true orders are cancelled — reflected as cancel_order events. |
| Index Price | Fair value context for order prices. |
