枚舉定義
category
合約
linear
正向合約,包含USDT永續inverse
反向合約,包含反向永續, 反向交割
統一保證金
linear
正向合約,包含USDT永續, USDC永續option
期權
interval
1
3
5
15
30
60
120
240
360
720
分鐘D
天W
週M
月
symbol
USDT永續:
BTCUSDT
ETHUSDT
USDC永續:
BTCPERP
ETHPERP
反向永續:
BTCUSD
ETHUSD
反向交割:
BTCUSDH23
H: 第一季度; 23: 2023BTCUSDM23
M: 第二季度; 23: 2023BTCUSDU23
U: 第三季度; 23: 2023BTCUSDZ23
Z: 第四季度; 23: 2023
positionIdx
0
單向持倉1
買側的雙向持倉2
賣側的雙向持倉
positionStatus
Normal
Liq
強平中Adl
自動減倉中
triggerBy
LastPrice
MarkPrice
IndexPrice
timeInForce
GoodTillCancel
一直有效至取消ImmediateOrCancel
立即成交或取消FillOrKlii
完全成交或取消- PostOnly 被動委託
orderFilter
Order
普通單StopOrder
條件單
orderStatus
Created
訂單已經被系統接收但還沒有推送到撮合引擎中New
訂單成功下達Rejected
PartiallyFilled
Filled
PendingCancel
撮合引擎收到了取消申請但是還未成功取消Cancelled
Untriggered
Triggered
Deactivated
Active
條件單已經被觸發,並且活動單已經成功創建。該狀態是條件單成功觸發後的終態
cancelType
CancelByUser
CancelByReduceOnly
CancelByPrepareLiq
CancelAllBeforeLiq
由於強平而取消CancelByPrepareAdl
CancelAllBeforeAdl
由於自動減倉而取消CancelByAdmin
CancelByTpSlTsClear
CancelByPzSideCh
CancelBySmp
期權:
CancelByUser
CancelByReduceOnly
CancelAllBeforeLiq
由於強平而取消CancelAllBeforeAdl
由於自動減倉而取消CancelBySettle
CancelByCannotAffordOrderCost
CancelByPmTrialMmOverEquity
CancelByAccountBlocking
CancelByDelivery
CancelByMmpTriggered
CancelByCrossSelfMuch
CancelByCrossReachMaxTradeNum
CancelByDCP
stopOrderType
TakeProfit
止盈單StopLoss
止損單TrailingStop
追蹤止損單Stop
條件單PartialTakeProfit
部分止盈單PartialStopLoss
部分止損單
rejectReason
EC_NoError
EC_Others
EC_UnknownMessageType
EC_MissingClOrdID
EC_MissingOrigClOrdID
EC_ClOrdIDOrigClOrdIDAreTheSame
EC_DuplicatedClOrdID
EC_OrigClOrdIDDoesNotExist
EC_TooLateToCancel
EC_UnknownOrderType
EC_UnknownSide
EC_UnknownTimeInForce
EC_WronglyRouted
EC_MarketOrderPriceIsNotZero
EC_LimitOrderInvalidPrice
EC_NoEnoughQtyToFill
EC_NoImmediateQtyToFill
EC_PerCancelRequest
EC_MarketOrderCannotBePostOnly
EC_PostOnlyWillTakeLiquidity
EC_CancelReplaceOrder
EC_InvalidSymbolStatus
positionMode
0
單向持倉模式3
雙向持倉模式
execType
lastLiquidityInd
統一保證金
TAKER
MAKER
合約
AddedLiquidity
增加流動性RemovedLiquidity
吃流動性
walletFundType
Deposit
入金Withdraw
提幣RealisedPNL
已結盈虧Commission
佣金Refund
系統返還Prize
贈金ExchangeOrderWithdraw
兌出ExchangeOrderDeposit
兌入ReturnServiceCash
返還手續費贈金Insurance
保險金SubMember
母子帳戶劃轉Coupon
生息券AccountTransfer
帳戶劃轉CashBack
返現
type
TRANSFER_IN
TRANSFER_OUT
TRADE
SETTLEMENT
DELIVERY
LIQUIDATION
BONUS
FEE_REFUND
INTEREST
CURRENCY_BUY
CURRENCY_SELL
tickDirection
PlusTick
價格上漲ZeroPlusTick
交易的價格與前一筆交易的價格相同,前一筆交易的價格高於前一筆交易的價格MinusTick
價格下跌ZeroMinusTick
交易的價格與前一筆交易的價格相同,前一筆交易的價格低於前一筆交易的價格
adlRankIndicator
0
空倉時默認值1
2
3
4
5
smpType
- 默認:
None
CancelMaker
CancelTaker
CancelBoth
unifiedMarginStatus
1
普通帳戶2
已升級到了統一保證金帳戶,僅支持交易期貨和期權3
已升級到了統一帳戶,支持交易期貨、期權和現貨