Class InjectiveDerivativeExchangeRPCClientImpl

request: { marketId?: string }

• Optional marketId?: string

  MarketId of the market we want to fetch

Optional metadata: BrowserHeaders

request: { limit?: number; marketStatus?: string; quoteDenom?: string; skip?: string }

• Optional limit?: number

  Limit is used to specify the maximum number of items to be returned.

• Optional marketStatus?: string

  Filter by market status

• Optional quoteDenom?: string

  Filter by the Coin denomination of the quote currency

• Optional skip?: string

  Skip will skip the first n item from the result

Optional metadata: BrowserHeaders

request: { endTime?: string; limit?: number; marketId?: string; marketIds?: string[]; skip?: string; subaccountId?: string }

• Optional endTime?: string

  Upper bound of funding payment updatedAt

• Optional limit?: number

  Limit is used to specify the maximum number of items to be returned.

• Optional marketId?: string

  MarketIds of the funding payment we want to fetch. Using this for only one market id. This field is prioritized

• Optional marketIds?: string[]

  Filter by market ids. Using this field for fetching funding payments from multiple market ids

• Optional skip?: string

  Skip will skip the first n item from the result

• Optional subaccountId?: string

  SubaccountId of the trader we want to get the positions from

Optional metadata: BrowserHeaders

request: { endTime?: string; limit?: number; marketId?: string; skip?: string }

• Optional endTime?: string

  Upper bound of funding timestamp

• Optional limit?: number

  Limit is used to specify the maximum number of items to be returned.

• Optional marketId?: string

  MarketId of the position we want to fetch

• Optional skip?: string

  Skip will skip the first n item from the result

Optional metadata: BrowserHeaders

request: { limit?: number; marketId?: string; skip?: string }

• Optional limit?: number

  Limit is used to specify the maximum number of items to be returned.

• Optional marketId?: string

  Market ID to filter orders for specific market

• Optional skip?: string

  Skip will skip the first n item from the result

Optional metadata: BrowserHeaders

request: { marketId?: string }

• Optional marketId?: string

  MarketId of the market we want to fetch

Optional metadata: BrowserHeaders

request: { marketStatus?: string; quoteDenom?: string }

• Optional marketStatus?: string

  Filter by market status

• Optional quoteDenom?: string

  Filter by the Coin denomination of the quote currency

Optional metadata: BrowserHeaders

request: { marketId?: string }

• Optional marketId?: string

  MarketId of the market's orderbook we want to fetch

Optional metadata: BrowserHeaders

request: { marketId?: string }

• Optional marketId?: string

  MarketId of the market's orderbook we want to fetch

Optional metadata: BrowserHeaders

request: { marketIds?: string[] }

• Optional marketIds?: string[]

  MarketIds of the markets

Optional metadata: BrowserHeaders

request: { marketIds?: string[] }

• Optional marketIds?: string[]

  MarketIds of the markets

Optional metadata: BrowserHeaders

request: { endTime?: string; includeInactive?: boolean; isConditional?: string; limit?: number; marketId?: string; marketIds?: string[]; orderSide?: string; orderType?: string; skip?: string; startTime?: string; subaccountId?: string; subaccountTotalOrders?: boolean }

• Optional endTime?: string

  The ending timestamp in UNIX milliseconds that the trades must be equal or younger than

• Optional includeInactive?: boolean

  Should include inactive orders

• Optional isConditional?: string

  Only search for conditional/non-conditional orders

• Optional limit?: number

  Limit is used to specify the maximum number of items to be returned

• Optional marketId?: string

  MarketId of market we want to fetch orders from. Using this field for one single marketId

• Optional marketIds?: string[]

  MarketIds of the markets of which we want to get order from, use this field for fetching orders from multiple markets

• Optional orderSide?: string

  Look for specific order side

• Optional orderType?: string

  Search for specific order type

• Optional skip?: string

  Skip will skip the first n item from the result

• Optional startTime?: string

  The starting timestamp in UNIX milliseconds that the trades must be equal or older than

• Optional subaccountId?: string

  Look for specific subaccountId of an order

• Optional subaccountTotalOrders?: boolean

  Choose to return subaccount total orders

Optional metadata: BrowserHeaders

request: { direction?: string; endTime?: string; executionTypes?: string[]; isConditional?: string; limit?: number; marketId?: string; marketIds?: string[]; orderType?: string; orderTypes?: string[]; skip?: string; startTime?: string; state?: string; subaccountId?: string }

• Optional direction?: string

  order side filter

• Optional endTime?: string

  Search for orders which createdAt <= endTime, time in millisecond

• Optional executionTypes?: string[]

• Optional isConditional?: string

  Only search for conditional/non-conditional orders

• Optional limit?: number

  Limit is used to specify the maximum number of items to be returned

• Optional marketId?: string

  Market ID to filter orders for specific market

• Optional marketIds?: string[]

• Optional orderType?: string

  filter by order type

• Optional orderTypes?: string[]

  filter by order types

• Optional skip?: string

  Skip will skip the first n item from the result

• Optional startTime?: string

  Search for orders which createdAt >= startTime, time in millisecond

• Optional state?: string

  Filter by order state

• Optional subaccountId?: string

  subaccount ID to filter orders for specific subaccount

Optional metadata: BrowserHeaders

request: { direction?: string; endTime?: string; limit?: number; marketId?: string; marketIds?: string[]; skip?: string; startTime?: string; subaccountId?: string; subaccountTotalPositions?: boolean }

• Optional direction?: string

  filter by direction of the position

• Optional endTime?: string

  The ending timestamp in UNIX milliseconds that the trades must be equal or younger than

• Optional limit?: number

  Limit is used to specify the maximum number of items to be returned

• Optional marketId?: string

  MarketId of the position we want to fetch. Use this field for fetching from single market

• Optional marketIds?: string[]

  MarketIds of the markets we want to filter. Use this field for fetching from multiple markets

• Optional skip?: string

  Skip will skip the first n item from the result

• Optional startTime?: string

  The starting timestamp in UNIX milliseconds that the trades must be equal or older than

• Optional subaccountId?: string

  SubaccountId of the trader we want to get the positions from

• Optional subaccountTotalPositions?: boolean

  set to True to return subaccount total positions

Optional metadata: BrowserHeaders

request: { marketIds?: string[] }

• Optional marketIds?: string[]

  List of market IDs for updates streaming, empty means 'ALL' derivative markets

Optional metadata: BrowserHeaders

request: { marketIds?: string[] }

• Optional marketIds?: string[]

  List of market IDs for orderbook streaming, empty means 'ALL' derivative markets

Optional metadata: BrowserHeaders

request: { marketIds?: string[] }

• Optional marketIds?: string[]

  List of market IDs for orderbook streaming, empty means 'ALL' derivative markets

Optional metadata: BrowserHeaders

request: { marketIds?: string[] }

• Optional marketIds?: string[]

  List of market IDs for orderbook streaming, empty means 'ALL' derivative markets

Optional metadata: BrowserHeaders

request: { endTime?: string; includeInactive?: boolean; isConditional?: string; limit?: number; marketId?: string; marketIds?: string[]; orderSide?: string; orderType?: string; skip?: string; startTime?: string; subaccountId?: string; subaccountTotalOrders?: boolean }

• Optional endTime?: string

  The ending timestamp in UNIX milliseconds that the trades must be equal or younger than

• Optional includeInactive?: boolean

  Should include inactive orders

• Optional isConditional?: string

  Only search for conditional/non-conditional orders

• Optional limit?: number

  Limit is used to specify the maximum number of items to be returned

• Optional marketId?: string

  MarketId of market we want to fetch orders from. Using this field for one single marketId

• Optional marketIds?: string[]

  MarketIds of the markets of which we want to get order from, use this field for fetching orders from multiple markets

• Optional orderSide?: string

  Look for specific order side

• Optional orderType?: string

  Search for specific order type

• Optional skip?: string

  Skip will skip the first n item from the result

• Optional startTime?: string

  The starting timestamp in UNIX milliseconds that the trades must be equal or older than

• Optional subaccountId?: string

  Look for specific subaccountId of an order

• Optional subaccountTotalOrders?: boolean

  Choose to return subaccount total orders

Optional metadata: BrowserHeaders

request: { direction?: string; executionTypes?: string[]; marketId?: string; orderTypes?: string[]; state?: string; subaccountId?: string }

• Optional direction?: string

  order side filter

• Optional executionTypes?: string[]

• Optional marketId?: string

  Market ID to filter orders for specific market

• Optional orderTypes?: string[]

  filter by order types

• Optional state?: string

  Filter by order state

• Optional subaccountId?: string

  subaccount ID to filter orders for specific subaccount

Optional metadata: BrowserHeaders

request: { marketId?: string; marketIds?: string[]; subaccountId?: string; subaccountIds?: string[] }

• Optional marketId?: string

  Backward compat single market ID of position we want to stream

• Optional marketIds?: string[]

  List of market IDs of the positions we want to stream

• Optional subaccountId?: string

  SubaccountId of the trader we want to get the positions from

• Optional subaccountIds?: string[]

  Subaccount ids of traders we want to get positions

Optional metadata: BrowserHeaders

request: { direction?: string; endTime?: string; executionSide?: string; executionTypes?: string[]; limit?: number; marketId?: string; marketIds?: string[]; skip?: string; startTime?: string; subaccountId?: string; subaccountIds?: string[] }

• Optional direction?: string

  Filter by direction the trade

• Optional endTime?: string

  The ending timestamp in UNIX milliseconds that the trades must be equal or younger than

• Optional executionSide?: string

  Filter by execution side of the trade

• Optional executionTypes?: string[]

• Optional limit?: number

  Limit is used to specify the maximum number of items to be returned.

• Optional marketId?: string

  MarketId of the market's orderbook we want to fetch

• Optional marketIds?: string[]

  MarketIds of the markets of which we want to get trades

• Optional skip?: string

  Skip will skip the first n item from the result

• Optional startTime?: string

  The starting timestamp in UNIX milliseconds that the trades must be equal or older than

• Optional subaccountId?: string

  SubaccountId of the trader we want to get the trades from

• Optional subaccountIds?: string[]

  Subaccount ids of traders we want to get trades. Use this field for fetching trades from multiple subaccounts

Optional metadata: BrowserHeaders

request: { limit?: number; marketId?: string; skip?: string; subaccountId?: string }

• Optional limit?: number

  Limit is used to specify the maximum number of items to be returned

• Optional marketId?: string

  Market ID to filter orders for specific market

• Optional skip?: string

  Skip will skip the first n item from the result

• Optional subaccountId?: string

  subaccount ID to filter orders for specific subaccount

Optional metadata: BrowserHeaders

request: { direction?: string; executionType?: string; limit?: number; marketId?: string; skip?: string; subaccountId?: string }

• Optional direction?: string

  Filter by direction trades

• Optional executionType?: string

  Filter by execution type of trades

• Optional limit?: number

  Limit is used to specify the maximum number of items to be returned

• Optional marketId?: string

  Filter trades by market ID

• Optional skip?: string

  Skip will skip the first n item from the result

• Optional subaccountId?: string

  SubaccountId of the trader we want to get the trades from

Optional metadata: BrowserHeaders

request: { direction?: string; endTime?: string; executionSide?: string; executionTypes?: string[]; limit?: number; marketId?: string; marketIds?: string[]; skip?: string; startTime?: string; subaccountId?: string; subaccountIds?: string[] }

• Optional direction?: string

  Filter by direction the trade

• Optional endTime?: string

  The ending timestamp in UNIX milliseconds that the trades must be equal or younger than

• Optional executionSide?: string

  Filter by execution side of the trade

• Optional executionTypes?: string[]

• Optional limit?: number

  Limit is used to specify the maximum number of items to be returned.

• Optional marketId?: string

  MarketId of the market's orderbook we want to fetch

• Optional marketIds?: string[]

  MarketIds of the markets of which we want to get trades

• Optional skip?: string

  Skip will skip the first n item from the result

• Optional startTime?: string

  The starting timestamp in UNIX milliseconds that the trades must be equal or older than

• Optional subaccountId?: string

  SubaccountId of the trader we want to get the trades from

• Optional subaccountIds?: string[]

  Subaccount ids of traders we want to get trades. Use this field for fetching trades from multiple subaccounts

Optional metadata: BrowserHeaders