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A trade event is a structured action extracted from trader source activity or created by the system to keep position history coherent.

What qualifies as a trader-sourced event

A source message can become a trader-sourced event when it contains:
  1. an identifiable asset
  2. an explicit direction: long or short
  3. a clear position action: open, increase, decrease, or close
General analysis, education, macro commentary, and vague positioning language do not become trader-sourced events unless the action is explicit enough to structure.

Event types

Open events start positions. Close events end positions. Increase and decrease events update an existing position.

What each event can contain

  • event type
  • asset ID
  • trader ID
  • direction
  • event timestamp
  • event price when available, with the asset’s quote currency (quoteSymbol) labelling its denomination
  • related position ID
  • source message ID when the event came from a source message
  • classification flags for system or retrospective handling
Event rows intentionally reference related entities by ID. Use discovery reads for trader/asset display metadata, position reads for position performance, and message reads for source text or attachments.

Event flags

Some event rows include classification flags: The feed already excludes auto-generated system events. Assumed events left in the feed are inferred trade actions: show them like other actions. Event listings from /v2/events can still include auto-generated events, which also carry assumed: true; hide those first unless the user asks about system events, gaps, missing closes, or data reconstruction. See Trade Classification for the detailed semantics.
Last modified on October 22, 2026