Futures: `GRID_UPDATE` events not received

[Artem]

I have subscribed to “User Data Streams” websocket (wss://fstream.binance.com/ws/{listen_key}) and set up logging for all the messages. I do get STRATEGY_UPDATE messages but it has no GRID_UPDATE events. See for example:

14:52:31  {"e": "STRATEGY_UPDATE", "T": 1706539951522, "E": 1706539951523, "su": {"si":..., "st": "GRID", "ss": "NEW", "s": "BTCUSDT", "ut": 1706539951522, "c": 8007}}
15:03:17  {"e": "STRATEGY_UPDATE", "T": 1706540597074, "E": 1706540597075, "su": {"si": ..., "st": "GRID", "ss": "CANCELLED", "s": "BTCUSDT", "ut": 1706540597074, "c": 8002}}

No information on placed orders or fills (there were 2 filled orders) have been sent. Should I expect to be getting GRID_UPDATEs when subscribing to “User Data Streams” or maybe there are additional steps required?

Thank you!

[albin]

Hey,
The GRID_UPDATE events are triggered when a sub-order within a grid is either fully or partially filled. In your case, since you created a new order and subsequently canceled it, you received STRATEGY_UPDATE 8007 and STRATEGY_UPDATE 8002 events. If the order had been filled or partially filled, you would have received a GRID_UPDATE event.
For more information, checkout this documentation: Binance API Documentation

[Artem]

Thanks for the reply!

There were trades (as can be seen on a screenshot). I also expected that if STRATEGY_UPDATEs are being sent I will get GRID_UPDATEs on trades as well.

[albin]

I would suggest to contact the customer support.