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
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