API Update: Order and Execution API Changes

API Update: Order and Execution API Changes - featured image

BitMEX is releasing the following updates to its REST and WebSocket APIs. These changes affect order placement, execution reports, and instrument listings.

What is changing?

expiryTime — sub-second precision

The expiryTime order field now accepts sub-second precision. Timestamps with millisecond resolution are accepted (e.g. 2026-11-05T00:00:00.555Z). Note: api-expires, which is used as the default when expiryTime is omitted, remains second-resolution only.

{

    "symbol": "XBTUSD",

    "side": "Buy",

    "orderQty": 100,

    "ordType": "Market",

    "expiryTime": "2026-06-26T00:00:00.555Z"

}

New tradePool field in execution reports

A tradePool field has been added to execution reports with values Primary or Secondary, indicating which order book the trade was crossed in, whereas pool field in both order and execution report denotes where the original value of pool in the order submission. 

{

    "execID": "00000000-006d-1000-0000-00013d33d811",

    "orderID": "f0d90296-d9ed-4ad5-891e-64fd37080174",

    "account": 418378,

    "symbol": "XBTUSDT",

    "strategy": "OneWay",

    "side": "Buy",

    "orderQty": 100,

    "currency": "USDT",

    "settlCurrency": "USDt",

    "execType": "New",

    "ordType": "Market",

    "timeInForce": "ImmediateOrCancel",

    "ordStatus": "New",

    "workingIndicator": true,

    "leavesQty": 100,

    "cumQty": 0,

    "text": "Submitted via API.",

    "transactTime": "2026-05-26T03:06:45.296Z",

    "timestamp": "2026-05-26T03:06:45.297Z",

    "pool": "Aggregated"

},  # New Order

{

    "execID": "00000000-006d-1000-0000-00013d33d812",

    "orderID": "f0d90296-d9ed-4ad5-891e-64fd37080174",

    "account": 418378,

    "symbol": "XBTUSDT",

    "strategy": "OneWay",

    "side": "Buy",

    "lastQty": 100,

    "lastPx": 76682.9,

    "lastLiquidityInd": "RemovedLiquidity",

    "orderQty": 100,

    "currency": "USDT",

    "settlCurrency": "USDt",

    "execType": "Trade",

    "ordType": "Market",

    "timeInForce": "ImmediateOrCancel",

    "ordStatus": "Filled",

    "workingIndicator": false,

    "leavesQty": 0,

    "cumQty": 100,

    "avgPx": 76682.9,

    "commission": 5.0E-4,

    "brokerCommission": 0.0,

    "feeType": "Taker",

    "tradePublishIndicator": "PublishTrade",

    "text": "Submitted via API.",

    "trdMatchID": "00000000-006d-1000-0000-00013d33d810",

    "execCost": 7668290,

    "execComm": 3834,

    "execCommCcy": "USDt",

    "brokerExecComm": 0,

    "homeNotional": 1.0E-4,

    "foreignNotional": -7.66829,

    "transactTime": "2026-05-26T03:06:45.296Z",

    "timestamp": "2026-05-26T03:06:45.297Z",

    "realisedPnl": -3834,

    "positionID": "00000000-0006-1000-0000-0001aa0e41c7",

    "pool": "Aggregated",

    "tradePool": "Primary"

}  # Trade with tradePool

If you have any questions about these upcoming changes, please contact Support.