Resumen

El Actualizaciones de StreamTpsl stream delivers the lifecycle of trigger and take-profit/stop-loss orders as ADD y 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 : Actualizaciones de StreamTpsl
Modelo de actualización: Snapshot of currently-open trigger orders on subscribe, then add/remove diffs per block

Cómo funciona

1. Al suscribirse: The first message has snapshot: true and contains all currently-open trigger orders as TPSL_DIFF_TYPE_ADD diffs
2. A partir de ahí, por bloque: Each TpslUpdatesUpdate contains ADD diffs for newly placed trigger orders and REMOVE diffs for trigger orders that left the resting set. Removes carry a reason (e.g., "reduceOnlyCanceled") mirroring node order statuses
3. Maintain a local map of open trigger orders keyed by oide 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.

Estructura de datos

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 }
  ]
}

Parámetros de la solicitud

Campo	Tipo	Obligatorio	Descripción
coins	repeated string	No	List of perp symbols to subscribe to (e.g., "BTC", "ETH"). Empty means all perp coins

Denominación de las monedas

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

Campos de respuesta

TpslUpdatesUpdate

Campo	Tipo	Descripción
tiempo	uint64	Marca de tiempo del bloque en milisegundos
altura	uint64	Altura del bloque
instantánea	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

Campo	Tipo	Descripción
diff_type	TpslDiffType	TPSL_DIFF_TYPE_ADD (trigger order placed) or TPSL_DIFF_TYPE_REMOVE (trigger order left the resting set)
oide	uint64	N.º de pedido único
moneda	cadena	Perp symbol (e.g., "BTC", "ETH")
usuario	cadena	Ethereum de Ethereum del titular del pedido
lado	cadena	«A» (precio de venta/oferta) o «B» (precio de compra/demanda)
trigger_px	cadena	Precio de activación como cadena decimal
limit_px	cadena	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	cadena	Order size as a decimal string. "0.0" for position TP/SL orders, which are sized by the position
condición_de_activación	cadena	Human-readable trigger condition (e.g., "Price above 1778")
tipo_de_pedido	cadena	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")
reduce_only	bool	Si el orden es «solo reducir»
marca de tiempo	uint64	Order creation time in milliseconds
reason	cadena	Removal reason, present on REMOVE diffs (e.g., "reduceOnlyCanceled"). Mirrors node order statuses

Definición de «Proto»

Actualizaciones de StreamTpsl se define en 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;
}

Ejemplos de actualizaciones

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" }
  ]
}

Uso de la API

gRPC

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

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

gRPC

Actualizaciones de StreamTpsl solo está disponible a través de la API gRPC (OrderBookStreaming servicio). No está disponible a través de JSON-RPC ni de WebSocket.

Notas importantes

• 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

Streams relacionados

• StreamL4BookUpdates - Typed per-order book diffs for regular resting orders
• Órdenes - Eventos del ciclo de vida de los pedidos (pendientes, completados, cancelados, etc.)
• Events - Balance changes, transfers, liquidations, and funding payments