Left Curve Software Stack
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    Type Alias OrderFilledData

    type OrderFilledData = {
        closing_size: string;
        fee: string;
        fill_id?: string | null;
        fill_price: string;
        fill_size: string;
        is_maker?: boolean | null;
        opening_size: string;
        order_id: string;
        pair_id: string;
        realized_funding?: string | null;
        realized_pnl: string;
        user: string;
    }
    Index

    Properties

    closing_size: string
    fee: string
    fill_id?: string | null

    Identifier shared between the two OrderFilled events of a single order-book match. null for trades executed before v0.15.0 — fill IDs were not assigned prior to that release.

    fill_price: string
    fill_size: string
    is_maker?: boolean | null

    true for the maker side of a match, false for the taker side. null for trades executed before v0.16.0 — the maker/taker flag was not recorded prior to that release.

    opening_size: string
    order_id: string
    pair_id: string
    realized_funding?: string | null

    Funding settled on the user's pre-existing position immediately before this fill. null for trades executed before v0.17.0 — funding was reported as part of realized_pnl prior to that release.

    realized_pnl: string

    Closing PnL on the fill (price movement on the closed portion). Prior to v0.17.0 (exclusive) this also bundled the funding settled on the user's pre-existing position; from v0.17.0 (inclusive) onward, that funding component is reported separately as realized_funding.

    user: string