TP/SL Updates Dataset

Übersicht

Die StreamTpslUpdates stream delivers the lifecycle of trigger and take-profit/stop-loss orders as ADD und REMOVE diffs. Trigger orders do not appear in the regular order book streams until they trigger. This stream is the way to observe resting TP/SL orders directly. Use it for trigger-order heatmaps, liquidation and stop monitoring, frontend overlays, and alerting around resting TP/SL orders.

gRPC : OrderBookStreaming
gRPC : StreamTpslUpdates
Modell aktualisieren: Snapshot of currently-open trigger orders on subscribe, then add/remove diffs per block

So funktioniert es

Beim Abonnieren: The first message has snapshot: true and contains all currently-open trigger orders as TPSL_DIFF_TYPE_ADD diffs
Danach pro Block: Each TpslUpdatesUpdate enthält ADD diffs for newly placed trigger orders and REMOVE diffs for trigger orders that left the resting set. Removes carry a reason (z. B., "reduceOnlyCanceled") mirroring node order statuses
Maintain a local map of open trigger orders keyed by oid if you need the current resting set

Trigger orders are perpetuals-only, so this stream covers perp coins. An empty coins list subscribes to all perp coins.

Datenstruktur

Each TpslUpdatesUpdate message contains the trigger-order diffs for one block:

{
  "time": 1781109188721,
  "height": 586405650,
  "diffs": [
    { "diff_type": "TPSL_DIFF_TYPE_ADD", "oid": 54764664388, "coin": "ETH",
      "user": "0xA5cace4Bd730bAC2E814CB50c4F3A58DDBA017BF", "side": "B",
      "trigger_px": "1702.1", "limit_px": "1872.4", "sz": "0.0294",
      "trigger_condition": "Price above 1702.1", "order_type": "Stop Market",
      "reduce_only": true, "timestamp": 1781109188721 }
  ]
}

Anfrageparameter

Feld	Typ	Erforderlich	Beschreibung
coins	repeated string	Nein	List of perp symbols to subscribe to (e.g., "BTC", "ETH"). Empty means all perp coins

Benennung von Münzen

Trigger orders exist for perpetuals only, so the coins parameter accepts perp names: human-readable symbols like „BTC“, „ETH“, „HYPE“, „SOL“. The spot @{index} format does not apply to this stream. An empty list subscribes to all perp coins.

Antwortfelder

TpslUpdatesUpdate

Feld	Typ	Beschreibung
Zeit	uint64	Block-Zeitstempel in Millisekunden
Höhe	uint64	Blockhöhe
Momentaufnahme	bool	True when the diffs carry the currently-open trigger orders as a snapshot (sent on subscribe)
diffs	TpslOrderDiff[]	Trigger-order add/remove diffs for this block

TpslOrderDiff

Feld	Typ	Beschreibung
diff_type	TpslDiffType	TPSL_DIFF_TYPE_ADD (trigger order placed) or TPSL_DIFF_TYPE_REMOVE (trigger order left the resting set)
oid	uint64	Eindeutige Bestell-ID
Münze	Zeichenkette	Perp symbol (e.g., "BTC", "ETH")
Benutzer	Zeichenkette	Ethereum des Auftraggebers
Seite	Zeichenkette	„A“ (Ask/Verkaufen) oder „B“ (Bid/Kaufen)
trigger_px	Zeichenkette	Auslösepreis als Dezimalzeichenfolge
limit_px	Zeichenkette	Limit price as a decimal string (for market trigger orders, the execution limit, which may be offset from trigger_px by a slippage allowance)
sz	Zeichenkette	Order size as a decimal string. "0.0" for position TP/SL orders, which are sized by the position
Auslösebedingung	Zeichenkette	Human-readable trigger condition (e.g., "Price above 1778")
Auftragstyp	Zeichenkette	Trigger order type (e.g., "Stop Market", "Stop Limit", "Take Profit Market", "Take Profit Limit")
is_position_tpsl	bool	Whether the order is a position take-profit/stop-loss (sized by the position; sz is "0.0")
nur_reduzieren	bool	Ob es sich um einen reinen Reduktionsbefehl handelt
Zeitstempel	uint64	Order creation time in milliseconds
reason	Zeichenkette	Removal reason, present on REMOVE diffs (e.g., "reduceOnlyCanceled"). Mirrors node order statuses

Proto-Definition

StreamTpslUpdates ist definiert in orderbook.proto:

service OrderBookStreaming {
  rpc StreamTpslUpdates (TpslUpdatesRequest) returns (stream TpslUpdatesUpdate);
}

message TpslUpdatesRequest {
  repeated string coins = 1;
}

enum TpslDiffType {
  TPSL_DIFF_TYPE_UNSPECIFIED = 0;
  TPSL_DIFF_TYPE_ADD = 1;
  TPSL_DIFF_TYPE_REMOVE = 2;
}

message TpslUpdatesUpdate {
  uint64 time = 1;
  uint64 height = 2;
  repeated TpslOrderDiff diffs = 3;
  bool snapshot = 4;
}

message TpslOrderDiff {
  TpslDiffType diff_type = 1;
  uint64 oid = 2;
  string coin = 3;
  string user = 4;
  string side = 5;
  string trigger_px = 6;
  string limit_px = 7;
  string sz = 8;
  string trigger_condition = 9;
  string order_type = 10;
  bool is_position_tpsl = 11;
  bool reduce_only = 12;
  uint64 timestamp = 13;
  string reason = 14;
}

Beispiele für Aktualisierungen

Initial Snapshot (first message, truncated)

The first message has snapshot: true and contains all currently-open trigger orders as ADD diffs:

{
  "time": 1781109147521,
  "height": 586405394,
  "snapshot": true,
  "diffs": [
    { "diff_type": "TPSL_DIFF_TYPE_ADD", "oid": 54678088397, "coin": "ETH",
      "user": "0x2308ccA96D9Ddde6F9A37D447C87d6B6b267E307", "side": "A",
      "trigger_px": "1778.0", "limit_px": "1778.0", "sz": "0.0297",
      "trigger_condition": "Price above 1778", "order_type": "Take Profit Market",
      "reduce_only": true, "timestamp": 1780996670847 },
    { "diff_type": "TPSL_DIFF_TYPE_ADD", "oid": 54694008956, "coin": "BTC",
      "user": "0xB996742Cc1BA8E8A949021dd609f7b45Ac032CC1", "side": "A",
      "trigger_px": "60687.0", "limit_px": "60596.0", "sz": "0.00018",
      "trigger_condition": "Price below 60687", "order_type": "Stop Limit",
      "reduce_only": true, "timestamp": 1781017693515 }
  ]
}

Position TP/SL Order

Position TP/SL orders carry sz: "0.0" because they are sized by the position at trigger time:

{ "diff_type": "TPSL_DIFF_TYPE_ADD", "oid": 54629542173, "coin": "BTC",
  "user": "0x0F15d3Ecc22BE9Ab1C1be2A0a265bfb715af3Ccc", "side": "B",
  "trigger_px": "79089.0", "limit_px": "79089.0", "sz": "0.0",
  "trigger_condition": "Price above 79089", "order_type": "Stop Market",
  "is_position_tpsl": true, "reduce_only": true, "timestamp": 1780928051012 }

Live Add

{
  "time": 1781109188721,
  "height": 586405650,
  "diffs": [
    { "diff_type": "TPSL_DIFF_TYPE_ADD", "oid": 54764664388, "coin": "ETH",
      "user": "0xA5cace4Bd730bAC2E814CB50c4F3A58DDBA017BF", "side": "B",
      "trigger_px": "1702.1", "limit_px": "1872.4", "sz": "0.0294",
      "trigger_condition": "Price above 1702.1", "order_type": "Stop Market",
      "reduce_only": true, "timestamp": 1781109188721 }
  ]
}

Live Remove (with reason)

{
  "time": 1781109151770,
  "height": 586405419,
  "diffs": [
    { "diff_type": "TPSL_DIFF_TYPE_REMOVE", "oid": 54764554453, "coin": "BTC",
      "user": "0x4f62EFb29bb38a975C1e54cb39aD3aA4E8777CF4", "side": "A",
      "trigger_px": "61968.0", "limit_px": "61968.0", "sz": "0.00019",
      "trigger_condition": "Price below 61968", "order_type": "Stop Market",
      "reduce_only": true, "timestamp": 1781109080552, "reason": "reduceOnlyCanceled" }
  ]
}

API-Nutzung

gRPC

// Specific perp coins
const request = {
  coins: ['ETH', 'BTC']
};

// All perp coins
const allCoinsRequest = {
  coins: []
};

gRPC

StreamTpslUpdates ist nur über die gRPC -API verfügbar (OrderBookStreaming Dienst). Er ist nicht über JSON-RPC oder WebSocket verfügbar.

Wichtige Hinweise

Trigger orders are not in the book streams: Resting TP/SL orders do not appear in StreamL2Book/StreamL4Book until they trigger and convert into regular orders. This stream is the direct view of the resting trigger set
Snapshot on subscribe and reconnect: The first message carries all currently-open trigger orders as ADD diffs, so reconnects rebuild state automatically
Position TP/SL sizing: Orders with is_position_tpsl: true carry sz: "0.0", as they are sized by the position rather than a fixed size
reason on removes: Remove diffs include a reason string mirroring node order statuses (e.g., "reduceOnlyCanceled"), useful for distinguishing cancels from triggers
Perp coins only: Trigger orders exist for perpetuals; an empty coins list means all perp coins
zstd compression recommended: Enable zstd compression on your gRPC channel to reduce bandwidth, especially when streaming all perp coins

StreamL4BookUpdates - Typed per-order book diffs for regular resting orders
Aufträge - Ereignisse im Auftragslebenszyklus (eröffnet, ausgeführt, storniert usw.)
Events - Balance changes, transfers, liquidations, and funding payments

Übersicht​

So funktioniert es​

Datenstruktur​

Anfrageparameter​

Benennung von Münzen​

Antwortfelder​

TpslUpdatesUpdate​

TpslOrderDiff​

Proto-Definition​

Beispiele für Aktualisierungen​

API-Nutzung​

Wichtige Hinweise​

Verwandte Streams​