> ## Documentation Index > Fetch the complete documentation index at: https://docs.openpx.trade/llms.txt > Use this file to discover all available pages before exploring further. # Fills Stream > Authenticated stream of the caller's own order fills (auth required). Authenticated stream of the caller's own order fills (auth required). ## AsyncAPI ````yaml openpx.asyncapi.yaml fills id: fills title: Fills Stream description: Authenticated stream of the caller's own order fills (auth required). servers: - id: inprocess protocol: ws host: openpx-engine bindings: [] variables: [] address: /v1/fills parameters: [] bindings: [] operations: - &ref_16 id: fills_subscribe title: Subscribe description: Add to the active fills subscription set type: send messages: - &ref_24 id: fills_subscribe contentType: application/json payload: - name: Subscribe description: Add to the active fills subscription set type: object properties: - name: market_id type: string description: >- Native market identifier (Kalshi ticker or Polymarket condition_id). required: true - name: outcome type: &ref_0 - string - 'null' description: Optional outcome filter for binary markets. required: false headers: [] jsonPayloadSchema: type: object required: - market_id properties: market_id: type: string description: >- Native market identifier (Kalshi ticker or Polymarket condition_id). x-parser-schema-id: outcome: type: *ref_0 description: Optional outcome filter for binary markets. x-parser-schema-id: x-parser-schema-id: title: Subscribe description: Add to the active fills subscription set example: |- { "market_id": "example", "outcome": "example" } bindings: [] extensions: - id: x-parser-unique-object-id value: fills_subscribe bindings: [] extensions: &ref_2 - id: x-parser-unique-object-id value: fills - &ref_17 id: fills_unsubscribe title: Unsubscribe description: Remove from the active fills subscription set type: send messages: - &ref_25 id: fills_unsubscribe contentType: application/json payload: - name: Unsubscribe description: Remove from the active fills subscription set type: object properties: - name: market_id type: string description: >- Native market identifier (Kalshi ticker or Polymarket condition_id). required: true - name: outcome type: &ref_1 - string - 'null' description: Optional outcome filter for binary markets. required: false headers: [] jsonPayloadSchema: type: object required: - market_id properties: market_id: type: string description: >- Native market identifier (Kalshi ticker or Polymarket condition_id). x-parser-schema-id: outcome: type: *ref_1 description: Optional outcome filter for binary markets. x-parser-schema-id: x-parser-schema-id: title: Unsubscribe description: Remove from the active fills subscription set example: |- { "market_id": "example", "outcome": "example" } bindings: [] extensions: - id: x-parser-unique-object-id value: fills_unsubscribe bindings: [] extensions: *ref_2 - &ref_10 id: fills_receive_Fill title: Fill description: A fill on one of the authenticated user's orders. type: receive messages: - &ref_18 id: Fill contentType: application/json payload: - name: Fill description: A fill on one of the authenticated user's orders. type: object properties: - name: fill type: object title: ActivityFill required: true properties: - name: asset_id type: string required: true - name: exchange_ts_ms type: &ref_3 - integer - 'null' description: Exchange-authoritative timestamp (millis since epoch). required: false - name: fee type: &ref_4 - number - 'null' description: >- Fee charged for this fill, when the exchange publishes one. required: false - name: fill_id type: &ref_5 - string - 'null' required: false - name: liquidity_role type: string required: false - name: market_id type: string required: true - name: order_id type: &ref_6 - string - 'null' required: false - name: outcome type: &ref_7 - string - 'null' required: false - name: price type: number required: true - name: side type: &ref_8 - string - 'null' required: false - name: size type: number required: true - name: source_channel type: string required: true - name: tx_hash type: &ref_9 - string - 'null' description: >- On-chain transaction hash, when the exchange publishes one. required: false - name: kind type: string enumValues: - Fill required: true - name: local_ts_ms type: integer required: true headers: [] jsonPayloadSchema: description: A fill on one of the authenticated user's orders. properties: fill: properties: asset_id: type: string x-parser-schema-id: exchange_ts_ms: description: Exchange-authoritative timestamp (millis since epoch). format: uint64 minimum: 0 type: *ref_3 x-parser-schema-id: fee: description: Fee charged for this fill, when the exchange publishes one. format: double type: *ref_4 x-parser-schema-id: fill_id: type: *ref_5 x-parser-schema-id: liquidity_role: anyOf: - description: >- Whether a fill provided liquidity (`maker`) or took it (`taker`). enum: - maker - taker type: string x-parser-schema-id: LiquidityRole - type: 'null' x-parser-schema-id: x-parser-schema-id: market_id: type: string x-parser-schema-id: order_id: type: *ref_6 x-parser-schema-id: outcome: type: *ref_7 x-parser-schema-id: price: format: double type: number x-parser-schema-id: side: type: *ref_8 x-parser-schema-id: size: format: double type: number x-parser-schema-id: source_channel: type: string x-parser-schema-id: tx_hash: description: On-chain transaction hash, when the exchange publishes one. type: *ref_9 x-parser-schema-id: required: - asset_id - market_id - price - size - source_channel title: ActivityFill type: object x-parser-schema-id: ActivityFill kind: enum: - Fill type: string x-parser-schema-id: local_ts_ms: format: uint64 minimum: 0 type: integer x-parser-schema-id: required: - fill - kind - local_ts_ms type: object x-parser-schema-id: Fill title: Fill description: A fill on one of the authenticated user's orders. example: |- { "fill": { "asset_id": "example", "exchange_ts_ms": 0, "fee": 0.5, "fill_id": "example", "liquidity_role": null, "market_id": "example", "order_id": "example", "outcome": "example", "price": 0.5, "side": "example", "size": 0.5, "source_channel": "example", "tx_hash": "example" }, "kind": "Fill", "local_ts_ms": 0 } bindings: [] extensions: - id: x-parser-unique-object-id value: Fill bindings: [] extensions: *ref_2 - &ref_11 id: fills_receive_Connected title: Connected description: Initial socket establishment. type: receive messages: - &ref_19 id: Connected contentType: application/json payload: - name: Connected description: Initial socket establishment. type: object properties: - name: kind type: string enumValues: - Connected required: true headers: [] jsonPayloadSchema: description: Initial socket establishment. properties: kind: enum: - Connected type: string x-parser-schema-id: required: - kind type: object x-parser-schema-id: Connected title: Connected description: Initial socket establishment. example: |- { "kind": "Connected" } bindings: [] extensions: - id: x-parser-unique-object-id value: Connected bindings: [] extensions: *ref_2 - &ref_12 id: fills_receive_Reconnected title: Reconnected description: >- Socket re-established after an outage — `gap_ms` is the wall-clock interval since the last received message. type: receive messages: - &ref_20 id: Reconnected contentType: application/json payload: - name: Reconnected description: >- Socket re-established after an outage — `gap_ms` is the wall-clock interval since the last received message. type: object properties: - name: gap_ms type: integer required: true - name: kind type: string enumValues: - Reconnected required: true headers: [] jsonPayloadSchema: description: >- Socket re-established after an outage — `gap_ms` is the wall-clock interval since the last received message. properties: gap_ms: format: uint64 minimum: 0 type: integer x-parser-schema-id: kind: enum: - Reconnected type: string x-parser-schema-id: required: - gap_ms - kind type: object x-parser-schema-id: Reconnected title: Reconnected description: >- Socket re-established after an outage — `gap_ms` is the wall-clock interval since the last received message. example: |- { "gap_ms": 0, "kind": "Reconnected" } bindings: [] extensions: - id: x-parser-unique-object-id value: Reconnected bindings: [] extensions: *ref_2 - &ref_13 id: fills_receive_Lagged title: Lagged description: >- Slow consumer dropped messages — every affected book is invalidated and must be rebuilt from the next `Snapshot`. type: receive messages: - &ref_21 id: Lagged contentType: application/json payload: - name: Lagged description: >- Slow consumer dropped messages — every affected book is invalidated and must be rebuilt from the next `Snapshot`. type: object properties: - name: dropped type: integer required: true - name: first_seq type: integer required: true - name: kind type: string enumValues: - Lagged required: true - name: last_seq type: integer required: true headers: [] jsonPayloadSchema: description: >- Slow consumer dropped messages — every affected book is invalidated and must be rebuilt from the next `Snapshot`. properties: dropped: format: uint64 minimum: 0 type: integer x-parser-schema-id: first_seq: format: uint64 minimum: 0 type: integer x-parser-schema-id: kind: enum: - Lagged type: string x-parser-schema-id: last_seq: format: uint64 minimum: 0 type: integer x-parser-schema-id: required: - dropped - first_seq - kind - last_seq type: object x-parser-schema-id: Lagged title: Lagged description: >- Slow consumer dropped messages — every affected book is invalidated and must be rebuilt from the next `Snapshot`. example: |- { "dropped": 0, "first_seq": 0, "kind": "Lagged", "last_seq": 0 } bindings: [] extensions: - id: x-parser-unique-object-id value: Lagged bindings: [] extensions: *ref_2 - &ref_14 id: fills_receive_BookInvalidated title: BookInvalidated description: >- A specific market's book is no longer trustworthy — drop cache and wait for next `Snapshot` (reasons: `Reconnect`, `Lag`, `SequenceGap`, `ExchangeReset`). type: receive messages: - &ref_22 id: BookInvalidated contentType: application/json payload: - name: BookInvalidated description: >- A specific market's book is no longer trustworthy — drop cache and wait for next `Snapshot` (reasons: `Reconnect`, `Lag`, `SequenceGap`, `ExchangeReset`). type: object properties: - name: kind type: string enumValues: - BookInvalidated required: true - name: market_id type: string required: true - name: reason type: oneOf description: >- Why a specific book was invalidated — handed to users so they can decide whether to alert, log, or handle it silently. required: true properties: - name: SequenceGap type: object required: true properties: - name: expected type: integer required: true - name: received type: integer required: true headers: [] jsonPayloadSchema: description: >- A specific market's book is no longer trustworthy — drop cache and wait for next `Snapshot` (reasons: `Reconnect`, `Lag`, `SequenceGap`, `ExchangeReset`). properties: kind: enum: - BookInvalidated type: string x-parser-schema-id: market_id: type: string x-parser-schema-id: reason: description: >- Why a specific book was invalidated — handed to users so they can decide whether to alert, log, or handle it silently. oneOf: - enum: - Reconnect - Lag - ExchangeReset type: string x-parser-schema-id: - additionalProperties: false properties: SequenceGap: properties: expected: format: uint64 minimum: 0 type: integer x-parser-schema-id: received: format: uint64 minimum: 0 type: integer x-parser-schema-id: required: - expected - received type: object x-parser-schema-id: required: - SequenceGap type: object x-parser-schema-id: x-parser-schema-id: InvalidationReason required: - kind - market_id - reason type: object x-parser-schema-id: BookInvalidated title: Book invalidated description: >- A specific market's book is no longer trustworthy — drop cache and wait for next `Snapshot` (reasons: `Reconnect`, `Lag`, `SequenceGap`, `ExchangeReset`). example: |- { "kind": "BookInvalidated", "market_id": "example", "reason": null } bindings: [] extensions: - id: x-parser-unique-object-id value: BookInvalidated bindings: [] extensions: *ref_2 - &ref_15 id: fills_receive_Error title: Error description: A non-fatal error observed on the connection (session continues). type: receive messages: - &ref_23 id: Error contentType: application/json payload: - name: Error description: A non-fatal error observed on the connection (session continues). type: object properties: - name: kind type: string enumValues: - Error required: true - name: message type: string required: true headers: [] jsonPayloadSchema: description: A non-fatal error observed on the connection (session continues). properties: kind: enum: - Error type: string x-parser-schema-id: message: type: string x-parser-schema-id: required: - kind - message type: object x-parser-schema-id: Error title: Error description: A non-fatal error observed on the connection (session continues). example: |- { "kind": "Error", "message": "example" } bindings: [] extensions: - id: x-parser-unique-object-id value: Error bindings: [] extensions: *ref_2 sendOperations: - *ref_10 - *ref_11 - *ref_12 - *ref_13 - *ref_14 - *ref_15 receiveOperations: - *ref_16 - *ref_17 sendMessages: - *ref_18 - *ref_19 - *ref_20 - *ref_21 - *ref_22 - *ref_23 receiveMessages: - *ref_24 - *ref_25 extensions: - id: x-parser-unique-object-id value: fills securitySchemes: [] ````