Strategy

Subscribe to the strategy stream to get the strategy (twap / iceberg / ChaseOrder) feeds.

Topic: strategy

Response Parameters

Parameter	Type	Comments
id	string	Message ID
topic	string	Topic name
creationTime	number	Data created timestamp (ms)
data	array	Object
> strategyId	string	Strategy ID
> strategyType	string	Strategy type. twap, chaseOrder, iceberg
> category	string	Product type. UTA_USDT, UTA_USDC, UTA_USDC_FUTURE, UTA_SPOT, UTA_INVERSE, UTA_INVERSE_FUTURE, UTA_USDT_FUTURE
> symbol	string	Symbol name
> size	string	Total strategy quantity
> side	string	Buy, Sell
> duration	integer	Execution duration in seconds. TWAP strategy only
> status	integer	Strategy status. 2: running, 3: terminated, 4: terminated but orders are not filled, 5: paused, 6: not yet triggered
> terminateType	integer	Termination type. 0: not terminated, 1: user stopped, 2: completed normally, 3: insufficient balance. Refer to terminateType enum
> terminateRemark	string	Termination reason description
> executedDuration	integer	Elapsed execution duration
> executedSize	string	Executed quantity
> executedAvgPrice	string	Average execution price
> executedStartTimeE3	integer	Execution start time (ms)
> executedEndTimeE3	integer	Execution end time (ms). 0 means not yet ended
> createdTimeE3	integer	Strategy creation time (ms)
> updatedTimeE3	integer	Strategy last updated time (ms)
> isRandom	boolean	Whether to randomize order quantity. TWAP strategy only
> reduceOnly	boolean	Reduce-only
> limitPrice	string	Fixed limit price
> triggerCount	integer	Trigger count (number of times strategy executed)
> tradingCount	integer	Trading count (number of orders placed)
> chaseDistance	string	Chase distance (absolute value). Chase / Iceberg strategy
> ChasePercentE4	integer	Chase percentage in basis points. e.g. 100 = 1%. Chase / Iceberg strategy
> maxChasePrice	string	Max chase price protection. Chase / Iceberg strategy
> chaseOrderPrice	string	Current chase order price. Chase strategy only
> strategyPrefer	string	Strategy preference. limit: fixed price, priceSpeedBalance: balanced, fastestExecution: fastest execution, quickExecution: quick execution
> interval	integer	Order interval in seconds. TWAP strategy only
> leverageType	integer	Leverage type. 0: normal, 1: margin (spot only)
> postOnly	integer	Post-only. 0: non-post-only, 1: post-only. Iceberg strategy only
> triggerPrice	string	Trigger price. Strategy starts executing when this price is reached
> isTriggered	boolean	Whether the strategy has been triggered
> strategyTp	string	Strategy take-profit price
> strategySl	string	Strategy stop-loss price
> orderType	string	Order type. 1: market order, 2: limit order
> orderPriceOffset	string	Limit order price offset percentage
> positionValue	string	Total strategy value. Returned for value-based orders, otherwise empty string
> filledPositionValue	string	Filled position value

Subscribe Example

{
    "op": "subscribe",
    "args": [
        "strategy"
    ]
}

Stream Example

{
    "id": "62f79ebea4794f767cad0bd937f7ad01",
    "topic": "strategy",
    "creationTime": 1776734985598,
    "data": [
        {
            "strategyId": "cf7303ae-29c0-480a-8f3d-eaa9330054bc",
            "strategyType": "iceberg",
            "category": "UTA_USDT",
            "symbol": "BTCUSDT",
            "size": "0.36",
            "side": "Buy",
            "duration": 0,
            "status": 3,
            "terminateType": 2,
            "terminateRemark": "RunningStop",
            "executedDuration": 268,
            "executedSize": "0.36",
            "executedAvgPrice": "134301.53",
            "executedStartTimeE3": 1776734716717,
            "executedEndTimeE3": 1776734985592,
            "createdTimeE3": 1776734716717,
            "updatedTimeE3": 1776734985592,
            "isRandom": false,
            "reduceOnly": false,
            "limitPrice": "",
            "triggerCount": 0,
            "tradingCount": 0,
            "chaseDistance": "0",
            "ChasePercentE4": 0,
            "maxChasePrice": "198000",
            "chaseOrderPrice": "135682.4",
            "strategyPrefer": "quickExecution",
            "interval": 30,
            "leverageType": 0,
            "postOnly": 0,
            "triggerPrice": "",
            "isTriggered": false,
            "strategyTp": "",
            "strategySl": "",
            "orderType": "UNKNOWN",
            "orderPriceOffset": "",
            "positionValue": "",
            "filledPositionValue": ""
        }
    ]
}