訂單

訂閱價差交易訂單推送

Topic: spread.order

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
> parentOrderId	string	單腿訂單的所屬組合訂單ID
> orderId	string	組合或單腿的訂單ID
> orderLinkId	string	組合單的用戶自定義ID
> side	string	組合或單腿的訂單方向, Buy, Sell
> orderStatus	string	組合或單腿的訂單狀態
> cancelType	string	訂單被取消類型
> rejectReason	string	拒絕原因
> timeInForce	string	執行策略, GTC, FOK, IOC, PostOnly
> price	string	訂單價格
> qty	string	訂單數量
> avgPrice	string	平均成交價格
> leavesQty	string	訂單剩餘未成交的數量
> leavesValue	string	訂單剩餘未成交的價值
> cumExecQty	string	訂單累計成交數量
> cumExecValue	string	訂單累計成交價值
> cumExecFee	string	訂單累計成交的手續費
> orderType	string	訂單類型. Market,Limit
> 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"
> createdTime	string	創建訂單的時間戳 (毫秒)
> updatedTime	string	訂單更新的時間戳 (毫秒)
> feeCurrency	string	手續費幣種, 僅適用於現貨單腿訂單
> createType	string	訂單創建類型
> closedPnl	string	平倉單盈虧, 部分平倉時, 減去了平攤的開倉手續費和期間產生的資金費以及平倉手續費

訂閱示例

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

推送示例

{
    "topic": "spread.order",
    "id": "1448939_SOLUSDT_28732003549",
    "creationTime": 1744170555912,
    "data": [
        {
            "category": "combination",
            "symbol": "SOLUSDT_SOL/USDT",
            "parentOrderId": "",
            "orderId": "aa858ea9-f3a0-40b6-ad57-888d47307345",
            "orderLinkId": "",
            "side": "Buy",
            "orderStatus": "Filled",
            "cancelType": "UNKNOWN",
            "rejectReason": "EC_NoError",
            "timeInForce": "GTC",
            "price": "14",
            "qty": "2",
            "avgPrice": "",
            "leavesQty": "0",
            "leavesValue": "",
            "cumExecQty": "2",
            "cumExecValue": "",
            "cumExecFee": "",
            "orderType": "Limit",
            "isLeverage": "",
            "createdTime": "1744170534447",
            "updatedTime": "1744170555905",
            "feeCurrency": "",
            "createType": "CreateByUser",
            "closedPnl": ""
        },
        {
            "category": "future_leg",
            "symbol": "SOLUSDT",
            "parentOrderId": "aa858ea9-f3a0-40b6-ad57-888d47307345",
            "orderId": "2948d2dc-f8f1-4485-a83d-0bad3dae2c31",
            "orderLinkId": "",
            "side": "Buy",
            "orderStatus": "Filled",
            "cancelType": "UNKNOWN",
            "rejectReason": "EC_NoError",
            "timeInForce": "GTC",
            "price": "118.2",
            "qty": "2",
            "avgPrice": "118.2",
            "leavesQty": "0",
            "leavesValue": "0",
            "cumExecQty": "2",
            "cumExecValue": "236.4",
            "cumExecFee": "0.01182",
            "orderType": "Limit",
            "isLeverage": "",
            "createdTime": "1744170534447",
            "updatedTime": "1744170555910",
            "feeCurrency": "",
            "createType": "CreateByFutureSpread",
            "closedPnl": "0"
        }
    ]
}