Messages

This section will provide necessary documentation for the WebSocket protocol messages.

The message type is identified by the type property of the JSON object. This document is organized into sections, each per specific message type.

Message type	Trigger	Description
SERVER_INFO	On connection open Every 1 second On update	Heartbeat and server information.
ORDER_NEW_SINGLE_REQUEST	On new order	Submit new order.
ORDER_CANCEL_SINGLE_REQUEST	On order cancel	Cancel single order.
ORDER_CANCEL_ALL_REQUEST	On order cancel	Cancel all orders.
ORDER_EXEC_REPORT_SNAPSHOT	On connection open	Snapshot of all order execution reports.
ORDER_EXEC_REPORT_UPDATE	On update	Update of the order execution report.
BALANCE_SNAPSHOT	On connection open	Snapshot of all balances.
BALANCE_UPDATE	On update	Update of the balance.
POSITION_SNAPSHOT	On connection open	Snapshot of all positions.
POSITION_UPDATE	On update	Update of the position.
SYMBOLS_SNAPSHOT	On connection open	Snapshot of markets symbols.
MESSAGE_REJECT	On order placing/cancelling rejection.	Text message.

SERVER_INFO IN

Example of the SERVER_INFO message.

{
	"type": "SERVER_INFO",
	"time": "2020-02-07T12:37:46.6967101Z",
	"instance_guid": "16bab28c-8c7c-4af7-815b-923ea8ecbf4a",
	"exchange_id": "BINANCEJE",
	"server_version": "1.3521",
	"server_name": "HDC2-ENC-06-BAY-05",
	"dns_name": "HDC2-ENC-06-BAY-05.us-east-1.corpintra.net",
	"is_running": true,
	"time_server_start": "2020-02-07T10:25:22.3022141Z"
}

This message is used internally to measure the real-time latency of the link and acts as a heartbeat.

Delivery triggers:

• On connection open

• Every 1 second

• On update

Properties

Name	Type	Description
type	string	Message type, constant SERVER_INFO.
time	datetime	Time message sent time to measure the link latency.
instance_guid	string	The server process randomly generated GUID. It will change on each software restart.
exchange_id	string	Exchange identifier.
server_version	string	Server software version.
server_name	string	Server name.
dns_name	string	DNS name.
is_running	boolean	Is the server on the other side running? Update with the false value will be sent before the shutdown.
time_server_start	datetime	Time of server software start.

ORDER_NEW_SINGLE_REQUEST OUT

Example of the ORDER_NEW_SINGLE_REQUEST message creating order on the KRAKEN exchange by the symbol_id_exchange.

{
  "type": "ORDER_NEW_SINGLE_REQUEST",
  "exchange_id": "KRAKEN",
  "client_order_id": "6ab36bc1-344d-432e-ac6d-0bf44ee64c2b",
  "symbol_id_exchange": "XBT/USDT",
  "amount_order": 0.045,
  "price": 0.0783,
  "side": "BUY",
  "order_type": "LIMIT",
  "time_in_force": "GOOD_TILL_CANCEL",
  "expire_time": "2020-01-01T10:45:20.1677709Z",
  "exec_inst": ["MAKER_OR_CANCEL"]
}

Another example of the ORDER_NEW_SINGLE_REQUEST message creating order on the same market by the symbol_id_coinapi.

{
  "type": "ORDER_NEW_SINGLE_REQUEST",
  "exchange_id": "KRAKEN",
  "client_order_id": "6ab36bc1-344d-432e-ac6d-0bf44ee64c2b",
  "symbol_id_coinapi": "KRAKEN_SPOT_BTC_USDT",
  "amount_order": 0.045,
  "price": 0.0783,
  "side": "BUY",
  "order_type": "LIMIT",
  "time_in_force": "GOOD_TILL_CANCEL",
  "expire_time": "2020-01-01T10:45:20.1677709Z",
  "exec_inst": ["MAKER_OR_CANCEL"]
}

This message is used to send a new order to the exchange.

Properties

Parameter	Type	Required	Description
type	string	true	Message type, constant ORDER_NEW_SINGLE_REQUEST.
exchange_id	string	true	Exchange identifier.
client_order_id	string	true	The unique identifier of the order assigned by the client.
symbol_id_exchange	string	false	Exchange symbol. One of the properties (symbol_id_exchange, symbol_id_coinapi) is required to identify the market for the new order.
symbol_id_coinapi	string	false	CoinAPI symbol. One of the properties (symbol_id_exchange, symbol_id_coinapi) is required to identify the market for the new order.
amount_order	number	true	Order quantity.
price	number	true	Order price.
side	string	true	Side of order. Allowed values: BUY or SELL.
order_type	string	true	Order types are documented in the separate section: EMS / Starter Guide / Order parameters / Order type
time_in_force	string	true	Order time in force options are documented in the separate section: EMS / Starter Guide / Order parameters / Time in force
expire_time	date	false	Expiration time. Conditionaly required for orders with time_in_force = GOOD_TILL_TIME_EXCHANGE or GOOD_TILL_TIME_OEML.
exec_inst	[string]	false	Order execution instructions are documented in the separate section: EMS / Starter Guide / Order parameters / Execution instructions

ORDER_CANCEL_SINGLE_REQUEST OUT

Example of the ORDER_CANCEL_SINGLE_REQUEST message to cancel a single order identified by the exchange_order_id on the BITSTAMP exchange.

{
  "type": "ORDER_CANCEL_SINGLE_REQUEST",
  "exchange_id": "BITSTAMP",
  "exchange_order_id": "1234567"
}

Another example of the ORDER_CANCEL_SINGLE_REQUEST message to cancel a single order identified by the client_order_id on the BITSTAMP exchange.

{
  "type": "ORDER_CANCEL_SINGLE_REQUEST",
  "exchange_id": "BITSTAMP",
  "client_order_id": "d8574207d9e3b16a4a5511753eeef1751"
}

Request cancel for an existing order. The order can be canceled using the client_order_id or exchange_order_id.

Properties

Parameter	Type	Required	Description
type	string	true	Message type, constant ORDER_CANCEL_SINGLE_REQUEST.
exchange_id	string	true	Exchange identifier.
exchange_order_id	string	false	Unique identifier of the order assigned by the exchange or executing system. One of the properties (exchange_order_id, client_order_id) is required to identify the order.
client_order_id	string	false	The unique identifier of the order assigned by the client. One of the properties (exchange_order_id, client_order_id) is required to identify the order.

ORDER_CANCEL_ALL_REQUEST OUT

Example of the ORDER_CANCEL_ALL_REQUEST message to cancel all open orders on the KRAKEN exchange.

{
    "type": "ORDER_CANCEL_ALL_REQUEST",
    "exchange_id": "KRAKEN"
}

This request cancels all open orders on a single specified exchange.

Properties

Parameter	Type	Required	Description
type	string	true	Message type, constant ORDER_CANCEL_ALL_REQUEST.
exchange_id	body	string	true

ORDER_EXEC_REPORT_SNAPSHOT IN

Example of the ORDER_EXEC_REPORT_SNAPSHOT message delivering all open orders from the KRAKEN exchange.

{
	"type": "ORDER_EXEC_REPORT_SNAPSHOT",
	"exchange_id": "KRAKEN",
	"data": 
	[
		{
			"exchange_id": "KRAKEN",
			"client_order_id": "KPP-222389382-AQ",
			"exchange_order_id": "90832ASASAS89789-1112",
			"symbol_id_exchange": "XBT/USDT",
			"symbol_id_coinapi": "KRAKEN_SPOT_BTC_USDT",
			"amount_order": 0.045,
			"amount_filled": 0,
			"amount_open": 0.22,
			"status": "NEW",
			"price": 0.0783,
			"avg_px": 0.0783,
			"side": "BUY",
			"order_type": "LIMIT",
			"time_in_force": "GOOD_TILL_CANCEL",
			"expire_time": "2020-01-01T10:45:20.1677709Z",
			"exec_inst": "MAKER_OR_CANCEL"
			"status_history": [
				[
					"RECEIVED",
					"2020-05-27T11:16:20.1677709Z"
				],
				[
					"ROUTING",
					"2020-05-27T11:16:20.1677710Z"
				],
				[
					"ROUTED",
					"2020-05-27T11:16:20.1677800Z"
				],
				[
					"NEW",
					"2020-05-27T11:16:20.1677951Z"
				]
			],
			"fills": [
				{
					"time": "2020-01-01T10:45:20.1677709Z",
  					"price": 10799.2,
  					"amount": 0.002
				}
			]
		}
	]
}

This message provides all open orders from the single exchange and will be sent separately for all interconnected exchanges.

When this message is received, then the client must discard all open orders from this exchange and apply the snapshot, which later will be modified by the ORDER_EXEC_REPORT_UPDATE messages.

Delivery triggers:

• On connection open

Properties

Parameter	In	Type	Required	Description
type	string	true	Message type, constant ORDER_EXEC_REPORT_SNAPSHOT.
data	array	object	true	No description
» exchange_id	body	string	true	Exchange identifier used to identify the routing destination.
» client_order_id	body	string	true	The unique identifier of the order assigned by the client.
» client_order_id_format_exchange	body	string	true	The unique identifier of the order assigned by the client converted to the exchange order tag format for the purpose of tracking it.
» exchange_order_id	body	string	true	Unique identifier of the order assigned by the exchange or executing system.
» symbol_id_exchange	body	string	false	Exchange symbol. One of the properties (symbol_id_exchange, symbol_id_coinapi) is required to identify the market for the new order.
» symbol_id_coinapi	body	string	false	CoinAPI symbol. One of the properties (symbol_id_exchange, symbol_id_coinapi) is required to identify the market for the new order.
» amount_order	body	number	true	Order quantity.
» amount_filled	body	number	true	Total quantity filled.
» amount_open	body	number	true	Quantity open for further execution. amount_open = amount_order - amount_filled
» status	body	string	true	Order statuses and the lifecycle are documented in the separate section: EMS / Starter Guide / Order Lifecycle
» status_history	body	array	true	Timestamped history of order status changes.
» price	body	number	true	Order price.
» avg_px	body	number	true	Calculated average price of all fills on this order.
» side	body	string	true	Side of order.
» order_type	body	string	true	Order types are documented in the separate section: EMS / Starter Guide / Order parameters / Order type
» time_in_force	body	string	true	Order time in force options are documented in the separate section: EMS / Starter Guide / Order parameters / Time in force
» expire_time	body	date	false	Expiration time. Conditionaly required for orders with time_in_force = GOOD_TILL_TIME_EXCHANGE or GOOD_TILL_TIME_OEML.
» exec_inst	body	[string]	false	Order execution instructions are documented in the separate section: EMS / Starter Guide / Order parameters / Execution instructions
» error_message	body	number	true	Error message
» fills	body	array	true	Relay fill information on working orders

Enumerated Values

Parameter	Value
» side	BUY
» side	SELL
» order_type	LIMIT
» time_in_force	GOOD_TILL_CANCEL
» time_in_force	GOOD_TILL_TIME_EXCHANGE
» time_in_force	GOOD_TILL_TIME_OMS
» time_in_force	FILL_OR_KILL
» time_in_force	IMMEDIATE_OR_CANCEL
» exec_inst	MAKER_OR_CANCEL
» exec_inst	AUCTION_ONLY
» exec_inst	INDICATION_OF_INTEREST

ORDER_EXEC_REPORT_UPDATE IN

Example of the ORDER_EXEC_REPORT_UPDATE message notifying that an execution report for the order is changed. In this case, one order changed status, and it's filled.

{
	"exchange_id": "KRAKEN",
	"client_order_id": "KPP-222389382-AQ",
	"client_order_id_format_exchange": "f81211e2-27c4-b86a-8143-01088ba9222c",
	"exchange_order_id": "90832ASASAS89789-1112",
	"symbol_id_exchange": "XBT/USDT",
	"symbol_id_coinapi": "KRAKEN_SPOT_BTC_USDT",
	"amount_order": 0.045,
	"amount_open": 0,
	"amount_filled": 0.045,
	"status": "FILLED",
	"price": 0.0783,
	"avg_px": 0.0783,
	"side": "BUY",
	"order_type": "LIMIT",
	"time_in_force": "GOOD_TILL_CANCEL",
	"expire_time": "2020-01-01T10:45:20.1677709Z",
	"exec_inst": "MAKER_OR_CANCEL"
	"status_history": [
		[
			"RECEIVED",
			"2020-05-27T11:16:20.1677709Z"
		],
		[
			"ROUTING",
			"2020-05-27T11:16:20.1677710Z"
		],
		[
			"ROUTED",
			"2020-05-27T11:16:20.1677800Z"
		],
		[
			"NEW",
			"2020-05-27T11:16:20.1677951Z"
		],
		[
			"FILLED",
			"2020-05-27T11:16:30.6456457Z"
		]
	],
	"fills": [
		{
			"time": "2020-01-01T10:45:20.1677709Z",
			"price": 10799.2,
			"amount": 0.002
		}
	]	
}

This message is sent to notify the client that the order execution report changed.

When this message is received, then the client must update the execution report in the memory to maintain the current state of execution reports for all open orders.

The initial state of the collection is delivered via the snapshot message ORDER_EXEC_REPORT_SNAPSHOT.

Delivery triggers:

• On execution report update

Properties

Parameter	In	Type	Required	Description
type	string	true	Message type, constant ORDER_EXEC_REPORT_UPDATE.
exchange_id	body	string	true	Exchange identifier used to identify the routing destination.
client_order_id	body	string	true	The unique identifier of the order assigned by the client.
client_order_id_format_exchange	body	string	true	The unique identifier of the order assigned by the client converted to the exchange order tag format for the purpose of tracking it.
exchange_order_id	body	string	true	Unique identifier of the order assigned by the exchange or executing system.
symbol_id_exchange	body	string	false	Exchange symbol. One of the properties (symbol_id_exchange, symbol_id_coinapi) is required to identify the market for the new order.
symbol_id_coinapi	body	string	false	CoinAPI symbol. One of the properties (symbol_id_exchange, symbol_id_coinapi) is required to identify the market for the new order.
amount_order	body	number	true	Order quantity.
amount_filled	body	number	true	Total quantity filled.
amount_open	body	number	true	Quantity open for further execution. amount_open = amount_order - amount_filled
status	body	string	true	Order statuses and the lifecycle are documented in the separate section: EMS / Starter Guide / Order Lifecycle
status_history	body	array	true	Timestamped history of order status changes.
price	body	number	true	Order price.
avg_px	body	number	false	Calculated average price of all fills on this order.
side	body	string	true	Side of order.
order_type	body	string	true	Order types are documented in the separate section: EMS / Starter Guide / Order parameters / Order type
time_in_force	body	string	true	Order time in force options are documented in the separate section: EMS / Starter Guide / Order parameters / Time in force
expire_time	body	date	false	Expiration time. Conditionaly required for orders with time_in_force = GOOD_TILL_TIME_EXCHANGE or GOOD_TILL_TIME_OEML.
exec_inst	body	[string]	false	Order execution instructions are documented in the separate section: EMS / Starter Guide / Order parameters / Execution instructions
error_message	body	number	true	Error message
fills	body	array	true	Relay fill information on working orders

Enumerated Values

Parameter	Value
» side	BUY
» side	SELL
» order_type	LIMIT
» time_in_force	GOOD_TILL_CANCEL
» time_in_force	GOOD_TILL_TIME_EXCHANGE
» time_in_force	GOOD_TILL_TIME_OMS
» time_in_force	FILL_OR_KILL
» time_in_force	IMMEDIATE_OR_CANCEL
» exec_inst	MAKER_OR_CANCEL
» exec_inst	AUCTION_ONLY
» exec_inst	INDICATION_OF_INTEREST

BALANCE_SNAPSHOT IN

Example of the BALANCE_SNAPSHOT message from the KRAKEN exchange.

{
    "type": "BALANCE_SNAPSHOT",
    "exchange_id": "KRAKEN",
    "data": [
        {
			"asset_id_exchange": "XBT",
			"asset_id_coinapi": "BTC",
			"balance": 0.00134444,
			"available": 0.00134444,
			"locked": 0,
			"last_updated_by": "EXCHANGE",
			"rate_usd": 9544.21
        },
		{
			"asset_id_exchange": "BCH",
			"asset_id_coinapi": "BCHABC",
			"balance": 1234,
			"available": 1000,
			"locked": 234,
			"last_updated_by": "BALANCE_MANAGER",
			"rate_usd": 228.12
        }
    ]
}

This message provides all balances from the single exchange and will be sent separately for all interconnected exchanges.

When this message is received, then the client must discard all balances from this exchange and apply the snapshot, which later will be modified by the BALANCE_UPDATE messages.

Delivery triggers:

• On connection open

Properties

Name	Type	Required	Description
type	string	true	Message type, constant BALANCE_SNAPSHOT.
exchange_id	string	false	Exchange identifier.
exchange_id	string	false	Exchange identifier.
data	[object]	false	No description
» asset_id_exchange	string	false	Exchange currency code.
» asset_id_coinapi	string	false	CoinAPI currency code.
» balance	number(float)	false	Value of the current total currency balance on the exchange.
» available	number(float)	false	Value of the current available currency balance on the exchange that can be used as collateral.
» locked	number(float)	false	Value of the current locked currency balance by the exchange.
» last_updated_by	string	false	Source of the last modification.
» rate_usd	number(float)	false	Current exchange rate to the USD for the single unit of the currency.

Enumerated Values

Property	Value
last_updated_by	INITIALIZATION
last_updated_by	BALANCE_MANAGER
last_updated_by	EXCHANGE

BALANCE_UPDATE IN

Example of the BALANCE_UPDATE message from the KRAKEN exchange.

{
    "type": "BALANCE_UPDATE",
    "exchange_id": "KRAKEN",
	"asset_id_exchange": "XBT",
	"asset_id_coinapi": "BTC",
	"balance": 0.00134444,
	"available": 0,
	"locked": 0.00134444,
	"last_updated_by": "EXCHANGE",
	"rate_usd": 9544.21
}

This message is sent to notify the client that the balance for the specific exchange currency pair changed.

When this message is received, the client must update the balance in the memory to maintain the current state of balance across all exchanges and currencies.

The initial state of the collection is delivered via the snapshot message BALANCE_SNAPSHOT.

Delivery triggers:

• On balance update

Properties

Name	Type	Required	Description
type	string	true	Message type, constant BALANCE_SNAPSHOT.
exchange_id	string	false	Exchange identifier.
exchange_id	string	false	Exchange identifier.
asset_id_exchange	string	false	Exchange currency code.
asset_id_coinapi	string	false	CoinAPI currency code.
balance	number(float)	false	Value of the current total currency balance on the exchange.
available	number(float)	false	Value of the current available currency balance on the exchange that can be used as collateral.
locked	number(float)	false	Value of the current locked currency balance by the exchange.
last_updated_by	string	false	Source of the last modification.
rate_usd	number(float)	false	Current exchange rate to the USD for the single unit of the currency.

Enumerated Values

Property	Value
last_updated_by	INITIALIZATION
last_updated_by	BALANCE_MANAGER
last_updated_by	EXCHANGE

POSITION_SNAPSHOT IN

Example of the POSITION_SNAPSHOT message from the KRAKENFTS exchange.

{
	"type": "POSITION_SNAPSHOT",
	"exchange_id": "KRAKENFTS",
	"data": 
	[
		{
			"symbol_id_exchange": "XBT/USDT",
			"symbol_id_coinapi": "KRAKENFTS_PERP_BTC_USDT",
			"avg_entry_price": 0.00134444,
			"quantity": 0.00134444,
			"side": "BUY",
			"unrealised_pnl": 0,
			"leverage": 0,
			"cross_margin": true,
			"liquidation_price": 0.072323
		}
	]
}

This message provides all positions from the single exchange and will be sent separately for all interconnected exchanges.

When this message is received, then the client must discard al positions from this exchange and apply the snapshot, which later will be modified by the POSITION_UPDATE messages.

Delivery triggers:

• On connection open

Properties

Name	Type	Required	Description
type	string	true	Message type, constant POSITION_SNAPSHOT.
exchange_id	string	false	Exchange identifier.
data	[object]	false	No description
» symbol_id_exchange	string	false	Exchange symbol.
» symbol_id_coinapi	string	false	CoinAPI symbol.
» avg_entry_price	number	false	Calculated average price of all fills on this position.
» quantity	number	false	The current position quantity.
» side	string	false	Side of order.
» unrealized_pnl	number	false	Unrealised profit or loss (PNL) of this position.
» leverage	number	false	Leverage for this position reported by the exchange.
» cross_margin	boolean	false	Is cross margin mode enable for this position?
» liquidation_price	number	false	Liquidation price. If mark price will reach this value, the position will be liquidated.

POSITION_UPDATE IN

Example of the POSITION_UPDATE message from the KRAKENFTS exchange.

{
	"type": "POSITION_UPDATE",
	"exchange_id": "KRAKENFTS",
	"symbol_id_exchange": "XBT/USDT",
	"symbol_id_coinapi": "KRAKENFTS_PERP_BTC_USDT",
	"avg_entry_price": 0.00134444,
	"quantity": 0.00134444,
	"side": "BUY",
	"unrealised_pnl": 0,
	"leverage": 0,
	"cross_margin": true,
	"liquidation_price": 0.072323
}

This message is sent to notify the client that the position changed.

When this message is received, then the client must update the position in the memory to maintain the current state of all positions across all symbols and exchanges.

The initial state of the collection is delivered via the snapshot message POSITION_SNPASHOT.

Delivery triggers:

• On position update

Properties

Name	Type	Required	Description
type	string	true	Message type, constant POSITION_SNAPSHOT.
exchange_id	string	false	Exchange identifier.
symbol_id_exchange	string	false	Exchange symbol.
symbol_id_coinapi	string	false	CoinAPI symbol.
avg_entry_price	number	false	Calculated average price of all fills on this position.
quantity	number	false	The current position quantity.
side	string	false	Side of order.
unrealized_pnl	number	false	Unrealised profit or loss (PNL) of this position.
leverage	number	false	Leverage for this position reported by the exchange.
cross_margin	boolean	false	Is cross margin mode enable for this position?
liquidation_price	number	false	Liquidation price. If mark price will reach this value, the position will be liquidated.

SYMBOLS_SNAPSHOT IN

Example of the SYMBOLS_SNAPSHOT message.

{
    "type": "SYMBOLS_SNAPSHOT",
    "exchange_id": "BITMEX",
    "data": [
	  {
		"symbol_id_coinapi": "BITMEX_FTS_ETH_USD_200925",
		"symbol_id_exchange": "ETHUSDU20",
		"asset_id_base_exchange": "ETH",
		"asset_id_quote_exchange": "USD",
		"asset_id_base_coinapi": "ETH",
		"asset_id_quote_coinapi": "USD",
		"price_precision": 0.010000000,
		"size_precision": 1.000000000
	  },
	  {
		"symbol_id_coinapi": "BITMEX_FTS_LTC_BTC_200925",
		"symbol_id_exchange": "LTCU20",
		"asset_id_base_exchange": "LTC",
		"asset_id_quote_exchange": "XBT",
		"asset_id_base_coinapi": "LTC",
		"asset_id_quote_coinapi": "BTC",
		"price_precision": 0.000001000,
		"size_precision": 1.000000000
	  }
    ]
}

This message provides all market symbols from the single exchange and will be sent separately for all interconnected exchanges.

When this message is received, then the client must discard all market symbols from this exchange and apply the snapshot.

Delivery triggers:

• On connection open

Properties

Name	Type	Required	Description
type	string	true	Message type, constant SYMBOLS_SNAPSHOT.
exchange_id	string	false	Exchange identifier.
data	[object]	false	No description
» symbol_id_exchange	string	false	Exchange symbol identifier.
» symbol_id_coinapi	string	false	CoinAPI symbol identifier.
» asset_id_base_exchange	string	false	Base asset exchange identifier.
» asset_id_quote_exchange	string	false	Quote asset exchange identifier.
» asset_id_base_coinapi	string	false	Base asset CoinAPI identifier.
» asset_id_quote_coinapi	string	false	Quote asset CoinAPI identifier.
» price_precision	number	false	Price precision for the symbol.
» size_precision	number	false	Size precision for the symbol.

MESSAGE_REJECT IN

Example of the MESSAGE_REJECT object.

{
  "type": "MESSAGE_REJECT",
  "reject_reason": "ORDER_ID_NOT_FOUND",
  "exchange_id": "BINANCE",
  "message": "Order with ID: BINANCE-7d8a-4888 not found",
  "rejected_message": "{\"client_order_id\":\"BINANCE-7d8a-4888\",\"exchange_id\":\"BINANCE\",\"type\":\"ORDER_CANCEL_SINGLE_REQUEST\"}"
}

Object is used to communicate rejection of user order request.

Properties

MessageReject object.

Name	Type	Required	Description
type	string	true	Message type, constant MESSAGE_REJECT.
reject_reason	string	true	Cause of rejection. Allowed values: OTHER, EXCHANGE_UNREACHABLE, EXCHANGE_RESPONSE_TIMEOUT, ORDER_ID_NOT_FOUND, INVALID_TYPE, METHOD_NOT_SUPPORTED, JSON_ERROR,
exchange_id	string	false	If the message related to exchange, then the identifier of the exchange will be provided.
message	string	true	Message text.
rejected_message	string	false	Value of rejected request, if available

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