Spread Execution

Topic: spread.execution

Response Parameters

Parameter	Type	Comments
id	string	Message ID
topic	string	Topic name
creationTime	number	Data created timestamp (ms)
data	array<object>
> category	string	Combo or single leg, combination, spot_leg, future_leg
> symbol	string	Combo or leg symbol name
> isLeverage	string	Account-wide, if Spot Margin is enabled, the spot_leg field in the execution message shows 1, combo is "", and future_leg is 0.
> orderId	string	Order ID, leg is ""
> orderLinkId	string	User customized order ID, leg is ""
> side	string	Side. Buy,Sell
> orderPrice	string	Order price
> orderQty	string	Order qty
> leavesQty	string	The remaining qty not executed
> createType	string	Order create type
> orderType	string	Order type. Market,Limit
> execFee	string	Executed trading fee
> parentExecId	string	Combo's Execution ID, leg's event has the value
> execId	string	Execution ID
> execPrice	string	Execution price
> execQty	string	Execution qty
> execPnl	string	Profit and Loss for each close position execution
> execType	string	Executed type
> execValue	string	Executed order value
> execTime	string	Executed timestamp（ms）
> isMaker	boolean	Is maker order. true: maker, false: taker
> feeRate	string	Trading fee rate
> markPrice	string	The mark price of the symbol when executing
> closedSize	string	Closed position size
> seq	long	Cross sequence

Subscribe Example

{
    "op": "subscribe",
    "args": [
        "spread.execution"
    ]
}

Stream Example

// Combo execution
{
     "topic": "spread.execution",
     "id": "cvqes8141ilt347i9l20",
     "creationTime": 1744104992226,
     "data": [
          {
               "category": "combination",
               "symbol": "SOLUSDT_SOL/USDT",
               "closedSize": "",
               "execFee": "",
               "execId": "82c82077-0caa-5304-894d-58a50a342bd7",
               "parentExecId": "",
               "execPrice": "20.9848",
               "execQty": "2",
               "execType": "Trade",
               "execValue": "",
               "feeRate": "",
               "markPrice": "",
               "leavesQty": "0",
               "orderId": "5e010c35-2b44-4f03-8081-8fa31fb73376",
               "orderLinkId": "",
               "orderPrice": "21",
               "orderQty": "2",
               "orderType": "Limit",
               "side": "Buy",
               "execTime": "1744104992220",
               "isLeverage": "",
               "isMaker": false,
               "seq": 241321,
               "createType": "CreateByUser",
               "execPnl": ""
          }
     ]
}

//Future leg execution
{
     "topic": "spread.execution",
     "id": "1448939_SOLUSDT_28731107101",
     "creationTime": 1744104992229,
     "data": [
          {
               "category": "future_leg",
               "symbol": "SOLUSDT",
               "closedSize": "0",
               "execFee": "0.039712",
               "execId": "99a18f80-d3b5-4c6f-a1f1-8c5870e3f3bc",
               "parentExecId": "82c82077-0caa-5304-894d-58a50a342bd7",
               "execPrice": "124.1",
               "execQty": "2",
               "execType": "FutureSpread",
               "execValue": "248.2",
               "feeRate": "0.00016",
               "markPrice": "119",
               "leavesQty": "0",
               "orderId": "",
               "orderLinkId": "",
               "orderPrice": "124.1",
               "orderQty": "2",
               "orderType": "Limit",
               "side": "Buy",
               "execTime": "1744104992224",
               "isLeverage": "0",
               "isMaker": false,
               "seq": 28731107101,
               "createType": "CreateByFutureSpread",
               "execPnl": "0"
          }
     ]
}