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Documentation Index

Fetch the complete documentation index at: https://docs.qfex.com/llms.txt

Use this file to discover all available pages before exploring further.

Subscribe to the fills channel to receive real-time fill updates for executed trades.
Messages are pushed in realtime.

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1) Authenticate

Send this immediately after connecting to wss://trade.qfex.com?api_key=YOUR_API_KEY: 
{ "type": "auth", "params": { "hmac": { "public_key": "qfex_pub_xxxxx", "nonce": "c0ffee...", "unix_ts": 1760545414, "signature": "5f2e..." } } }

​
2) Subscribe

{ "type": "subscribe", "params": { "channels": ["fills"] } }

​
Sample Code

# Python (websocket-client)
# pip install websocket-client
import json, websocket

API_KEY = "YOUR_API_KEY"

def send(ws, obj): ws.send(json.dumps(obj))

def on_open(ws):
    # 1) Authenticate
    # https://docs.qfex.com/websocket/channels/trade/authenticate#how-it-works
    send(ws, {"type": "auth", "params": { "hmac": { "public_key": "qfex_pub_xxxxx", "nonce": "c0ffee...", "unix_ts": 1760545414, "signature": "5f2e..." }}})
    # 2) Subscribe to fills
    send(ws, {"type": "subscribe", "params": {"channels": ["fills"]}})

ws = websocket.WebSocketApp(
    "wss://trade.qfex.com?api_key=YOUR_API_KEY",
    on_open=on_open,
    on_message=lambda _, m: print("Message:", m),
    on_error=lambda _, e: print("Error:", e),
    on_close=lambda *_: print("Closed"),
)
ws.run_forever()

​
Example Responses

{ "subscribed": "fills" }

{
  "fill_response": {
    "trade_id": "REDACTED",
    "user_id": "REDACTED",
    "symbol": "US100-USD",
    "price": 25242.0,
    "quantity": 0.004,
    "side": "SELL",
    "aggressor_side": "SELL",
    "order_id": "0aeae7d0-4a6e-4672-ad69-82b8811d4e0b",
    "fee": 0.00045,
    "order_type": "MARKET",
    "tif": "IOC",
    "order_price": 25547.0,
    "client_order_id": "REDACTED",
    "remaining_quantity": 0.0,
    "take_profit": 0.0,
    "stop_loss": 0.0,
    "execution_type": "NEW",
    "timestamp": 1769439642.8484282,
    "realised_pnl": 0.0
  }
}
Fill updates are live.