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成交

訂閱 executionexecution.event 主題,實時接收 Event Contract 成交更新推送。

Topic: execution / execution.event

信息
  • 訂閱私有主題前需先完成身份驗證。
  • 當 Event Contract 訂單發生成交(完全或部分成交)時推送。

返回參數

參數類型說明
idstring消息 ID
topicstringTopic 名稱
creationTimenumber數據創建時間戳(毫秒)
dataarray對象
> categorystring產品類型。event
> transIdstring交易 ID
> execIdstring成交 ID
> orderIdstring訂單 ID
> orderLinkIdstring用戶自定義訂單 ID
> symbolstring交易對名稱
> symbolIdinteger交易對 ID
> baseCoinstring標的幣種
> quoteCoinstring計價幣種
> settleCoinstring結算幣種
> sidestring方向:BuySell
> feeCoinstring手續費幣種
> execTypestring成交類型:TradeSettle
> execPricestring成交價格(賠付比率)
> execValuestring成交金額
> execFeestring成交手續費
> execFeeRatestring成交手續費率
> orderPricestring訂單價格
> ecContractTypeinteger事件合約類型
> ecDirectioninteger方向
> ecDurationWindowinteger持續時間窗口(秒)
> ecTargetPricestring目標價格,僅 Target 類型適用
> ecLowerBoundstring下限價格,僅 Range 類型適用
> ecUpperBoundstring上限價格,僅 Range 類型適用
> ecOrderValuestringEvent Contract 訂單金額
> ecIndexPricestring成交時的指數價格
> ecPayoutstring本次成交的 Event Contract 賠付金額
> entryPricestring入場價格
> settlePricestring結算價格
> grossPayoutRatiostring毛賠付比率
> sessionRplstring本次持倉已結盈虧
> transTimestring成交時間(毫秒)
> settleTimeMsstring結算時間(毫秒)
> crossSeqstring跨業務序號
> timeInForcestring訂單有效期,如 GoodTillCancel
> extraFeesarray額外費用

訂閱示例

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

推送示例

{
"topic": "execution",
"id": "1509583_ETHUSDT-5MIN-UP_1311",
"creationTime": 1787635282379,
"data": [
{
"category": "event",
"transId": "0176bba4-66fa-542b-af33-cea000a83dc0",
"execId": "0176bba4-66fa-542b-af33-cea000a83dc0",
"orderId": "746a6c87-a6dd-4008-8889-37e694046681",
"orderLinkId": "cjm1119",
"symbol": "ETHUSDT-5MIN-UP",
"symbolId": 500000,
"baseCoin": "ETH",
"quoteCoin": "USDT",
"settleCoin": "USDT",
"side": "Sell",
"feeCoin": "USDT",
"execType": "Trade",
"execPrice": "3.5",
"execValue": "100",
"execFee": "4.28571429",
"execFeeRate": "0.04285715",
"orderPrice": "3.5",
"ecContractType": 1,
"ecDirection": 1,
"ecDurationWindow": 300,
"ecTargetPrice": "",
"ecLowerBound": "",
"ecUpperBound": "",
"ecOrderValue": "5000",
"ecPayout": "350",
"entryPrice": "3.5",
"settlePrice": "2503.50730825",
"grossPayoutRatio": "3.5",
"sessionRpl": "0",
"transTime": "1787635282374",
"settleTimeMs": "1787635582374",
"crossSeq": "1311",
"timeInForce": "GoodTillCancel",
"extraFees": []
}
]
}