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Order

This topic pushes order information,avg.filledPrice = Z / z

Push frequency: real-time

Topic: order

Response Parameters

ParameterTypeComments
topicstringTopic name
tsnumberThe timestamp (ms) that message is sent out
typestringData type. snapshot
dataarrayObject
> estringEvent type
> EstringEvent time
> sstringTrading pair
> cstringUser-generated order ID
> SstringBUY: buy order, SELL: sell order
> ostringOrder type. LIMIT, MARKET_OF_QUOTE(Market Buy), MARKET_OF_BASE(Market Sell)
> fstringTime in force
> qstringOrder quantity
> pstringOrder price
> XstringOrder status
> istringOrder ID
> MstringOrder ID of the opponent trader
> lstringLast filled quantity
> zstringTotal filled quantity
> LstringLast traded price
> nstringTrading fee, it is the latest execution fee for order.
  • After upgraded to the Unified account, you can use execFee for each fill in V5 Execution topic
  • > NstringAsset type in which fee is paid
    > ubooleanIs normal trade. False if self-trade.
    > wbooleanIs working. false:invalid; true:valid
    > mbooleanIs LIMIT_MAKER
    > OstringOrder creation timestamp (ms)
    > ZstringTotal filled value
    > AstringAccount ID of the opponent trader
    > CbooleanIs closed
    > vstringleverage
    > dstringNO_LIQ: it is not a liquidation order. IOC: it is a liquidation order
    > tstringTrade ID
    > bstringParadigm block trade ID
    > ctstringCancel type. CancelBySmp
    > ststringSMP execution type
    > sgintegerSmp group ID. If the uid has no group, it is 0 by default
    > sostringThe counterparty's orderID which triggers this SMP execution

    Subscribe Example

    {
    "req_id": "order_1", //optional
    "op": "subscribe",
    "args": [
    "order"
    ]
    }

    Stream Example

    {
    "type": "snapshot",
    "topic": "order",
    "ts": "1681698833381",
    "data": [
    {
    "e": "order",
    "E": "1681698833381",
    "s": "UNIUSDT",
    "c": "test-error-liangwuuu-02",
    "S": "BUY",
    "o": "MARKET_OF_QUOTE",
    "f": "GTC",
    "q": "15",
    "p": "0",
    "X": "CANCELED",
    "i": "1400585759234258176",
    "M": "0",
    "l": "0",
    "z": "0",
    "L": "0",
    "n": "0",
    "N": "",
    "u": true,
    "w": true,
    "m": false,
    "O": "1681698833313",
    "Z": "0",
    "A": "0",
    "C": false,
    "v": "0",
    "d": "NO_LIQ",
    "sg": 1005,
    "st": "CancelTaker",
    "ct": "CancelBySmp",
    "so": "1400584538658193920",
    "b": ""
    }
    ]
    }