個人成交

訂閱價差交易發生的成交

Topic: spread.execution

響應參數

參數	類型	說明
id	string	消息ID
topic	string	Topic名
creationTime	number	消息數據創建時間 (ms)
data	array<object>
> category	string	組合或單腿類型, combination: 組合, spot_leg: 現貨單腿, future_leg: 合約單腿
> symbol	string	組合或單腿的合約名稱
> isLeverage	string	帳戶維度, 如果現貨槓桿打開了, 那麼對於category=spot_leg, 該字段暫時為1, 組合總是"", category=future_leg總是"0"
> orderId	string	組合訂單ID, 單腿展示""
> orderLinkId	string	組合訂單IDD, 單腿展示""
> side	string	組合或單腿訂單方向. Buy,Sell
> orderPrice	string	組合或單腿的訂單價格
> orderQty	string	組合或單腿的訂單數量
> leavesQty	string	剩餘未成交數量
> createType	string	訂單創建類型
> orderType	string	訂單類型. Market,Limit
> execFee	string	手續費, 組合暫時為""
> parentExecId	string	單腿的母成交ID, 即對應組合的成交ID, 組合暫時""
> execId	string	成交ID
> execPrice	string	成交價格
> execQty	string	成交數量
> execPnl	string	每筆平倉成交的盈虧, 僅合約單腿成交有效
> execType	string	成交類型, 組合總是Trade
> execValue	string	成交價值, 僅適用於單腿成交
> execTime	string	成交時間（ms）
> isMaker	boolean	是否是maker成交. true: maker, false: taker
> feeRate	string	手續費率, 僅適用於單腿成交
> markPrice	string	成交執行時, 該 symbol 當時的標記價格, markPrice
> closedSize	string	平倉數量, 僅適用於單腿成交
> seq	long	序列號, 用於關聯成交和倉位的更新

訂閱示例

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

推送示例

// 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"
          }
     ]
}