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Changelog

All notable changes to the DLTM Derivatives API.

This changelog follows Keep a Changelog conventions.

2026-05-25 — v1.7.0​

Added​

  • cash_amount on order entry (POST /v1/customers/{customer_code}/orders) — place market and limit orders by notional value in the quote currency instead of contract size. Mutually exclusive with amount (exactly one is required for market and limit orders), must be a positive number, and requires time_in_force: IOC (the default when omitted; FOK and GTC are rejected). Not supported for stop/take-profit order types. The notional is resolved into a contract quantity and filled immediately.
  • cash_amount and filled_quote on order responses — both the REST order schema and the WebSocket orders channel now echo the requested notional (cash_amount, present only for cash orders) and report the cumulative filled notional (filled_quote).
  • PUT /v1/customers/{code}/fee-profile/{symbol} — set a customer's per-instrument fee schedule. Accepts maker_fee and taker_fee in the request body and returns the updated FeeProfileItem for the symbol.

Changed​

  • amount is no longer required on order entry — supply cash_amount instead for market/limit orders. It remains required for all other order types.
  • FeeProfileItem.maker_fee and taker_fee (returned by GET /v1/customers/{code}/fee-profile) are documented as basis points (e.g. "2" = 0.02%). The previous "decimal fraction" wording and the "0.0002"/"0.0005" examples were inaccurate; the underlying values have always been bps. Behaviour is unchanged.

2026-05-11 — v1.6.0​

Added​

  • WebSocket orderbook-stream:{symbol} — multi-level orderbook snapshot followed by atomic update batches. Each update message carries one or more changes ({action: new|change|delete, type: bid|ask, price, amount}) that should be applied together. amount is "0" on delete. Public channel, no authentication required.
  • WebSocket market-trades:{symbol} — real-time anonymous trade tape. One envelope per trade. Field set mirrors the REST PublicTrade schema returned by GET /v1/market-trades, so the same parser can be used for both. Public channel, no authentication required.
  • WebSocket error codes: ORDERBOOK_STREAM_UPSTREAM_ERROR, ORDERBOOK_STREAM_UPSTREAM_REJECT, MARKET_TRADES_UPSTREAM_ERROR, MARKET_TRADES_UPSTREAM_REJECT. Channel-scoped — only the affected subscription is torn down, not the whole client connection. Clients should re-issue subscribe to recover.

Changed​

  • WebSocket documentation reorganised into three sections in the sidebar: Connection, Public channels, and Private channels.

2026-05-05 — v1.5.0​

Breaking changes​

  • Removed GET /v1/instruments/{symbol}. Use GET /v1/instruments?symbol={symbol} instead — it returns the same instrument inside a single-record list (or an empty list / 400 for unknown symbols, mirroring the /v1/tickers filter semantics).
  • Removed GET /v1/instruments/{symbol}/leverage_brackets. The single-tier brackets it returned were derivable from the init_margin_req, maint_margin_req, and max_leverage fields already present on each instrument record from GET /v1/instruments.
  • Instrument.status enum changed: removed settled; added post_only (limit orders only, matching disabled) and trade_halt (new orders rejected). The same enum applies to the status query filter on /v1/instruments.

Added​

  • symbol query parameter on /v1/instruments. Supports the same pipe-separated literal and * wildcard syntax as /v1/tickers.

2026-05-04 — v1.4.0​

Breaking changes​

  • Removed GET /v1/customers/{code}/margin-requirements/{symbol} — subsumed by the extended margin-profile response (see Added below).

Added​

  • Optional leverage field on POST /v1/customers/{code}/orders — positive integer (^[1-9][0-9]*$) in [1, 13]. The broker translates it to a per-instrument initial-margin override on the subaccount before placing the order. The override persists across subsequent orders on the same instrument until a different leverage is supplied.
  • instrument_margins array on the MarginProfile response (GET /v1/customers/{code}/margin-profile) — one entry per instrument with a non-default initial margin, each carrying symbol, leverage, and initial_margin.

Changed​

  • Margin / IM string fields (MarginProfile.initial_margin / maintenance_margin, MarginProfile.instrument_margins[].initial_margin, Instrument.init_margin_req / maint_margin_req, LeverageBracket.init_margin_req / maint_margin_req) are now formatted with 2-decimal precision (e.g. "0.12") instead of 6-decimal ("0.120000"). Numerically equivalent — clients parsing as decimal are unaffected.

2026-04-29 — v1.3.0​

Added​

  • Wildcard support in symbol, underlying, and quote_currency filters on /v1/tickers and /v1/instruments — values may use * (matches any sequence of characters, including empty). Matching is case-insensitive and anchored to the full string. Existing exact and pipe-separated values continue to work.

2026-04-09 — v1.2.0​

Breaking changes​

  • Removed stop_price field from all order schemas — replaced by trigger_price, stop_loss_price, take_profit_price, and trigger_price_type
  • Removed stop_price from amend order request
  • stop_loss and take_profit order types now use trigger_price instead of the removed stop_price

Added​

  • New order types: stop_loss_limit, take_profit_limit, take_profit_stop_loss
  • trigger_price field — trigger price for stop_loss, stop_loss_limit, take_profit, take_profit_limit orders
  • stop_loss_price field — stop-loss price for take_profit_stop_loss combo orders
  • take_profit_price field — take-profit price for take_profit_stop_loss combo orders
  • trigger_price_type field — trade_price (for stop/TP types) or mark_price (for combo type)
  • Mechanical types stop_market and stop_limit in order responses and WebSocket updates
  • Advanced orders now included in list open orders response
  • Server-side validation of required fields and allowed trigger price types per order type

Fixed​

  • WebSocket orders and trades topics no longer require a symbol suffix — aligned implementation with documented per-account behavior

2026-04-03 — v1.1.0​

Breaking changes​

  • All enum values are now snake_case (e.g. MarginCall → margin_call, StopLoss → stop_loss, Buy → buy)
  • Renamed /customers/{code}/leverage to /customers/{code}/margin-profile
  • Removed /customers/{code}/risk-limits endpoint
  • Removed realised_pnl from account summary response
  • Removed expiry field and Future/Option from instrument types
  • Removed type query parameter from /instruments
  • Transaction types changed: removed funding_payment, realised_pnl, adjustment; added settlement, funding, auto_deleveraging

Added​

  • type field on customer trades (trade, liquidation, auto_deleveraging)
  • initial_margin and maintenance_margin fields on margin profile
  • settlement and funding transaction types from collateral adjustments
  • before pagination parameter for historical trades

Fixed​

  • Historical trades now default to sort=asc and validate required from/to parameters
  • Currency fields now correctly show USDC instead of USD
  • WebSocket trades topic is now per-account (no symbol suffix required)

2026-03-31 — v1.0.0​

Added​

  • Initial public release