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Event: Order Update

Event Description​

When new order created, modified, order status changed will push such event. event type is ORDER_TRADE_UPDATE.

Side

  • BUY
  • SELL

Position side:

  • BOTH
  • LONG
  • SHORT

Order Type

  • MARKET
  • LIMIT
  • STOP
  • TAKE_PROFIT
  • LIQUIDATION

Execution Type

  • NEW
  • CANCELED
  • CALCULATED - Liquidation Execution
  • EXPIRED
  • TRADE
  • AMENDMENT - Order Modified

Order Status

  • NEW
  • PARTIALLY_FILLED
  • FILLED
  • CANCELED
  • EXPIRED

Time in force

  • GTC
  • IOC
  • FOK
  • GTX

Liquidation and ADL:

  • If user gets liquidated due to insufficient margin balance:

    • c shows as "autoclose-XXX"，X shows as "NEW"

  • If user has enough margin balance but gets ADL:

    • c shows as “adl_autoclose”，X shows as “NEW”

Event Name​

ORDER_TRADE_UPDATE

Response Example​

{
  "e":"ORDER_TRADE_UPDATE",		// Event Type
  "E":1591274595442,			// Event Time
  "T":1591274595442,			// Transaction Time
  "i":"SfsR",					// Account Alias
  "o":{								
    "s":"BTCUSD_200925",		// Symbol
    "c":"TEST",					// Client Order Id
      // special client order id:
      // starts with "autoclose-": liquidation order
      // "adl_autoclose": ADL auto close order
      // "delivery_autoclose-": settlement order for delisting or delivery
    "S":"SELL",					// Side
    "o":"TRAILING_STOP_MARKET",	// Order Type
    "f":"GTC",					// Time in Force
    "q":"2",				    // Original Quantity
    "p":"0",					// Original Price
    "ap":"0",					// Average Price
    "sp":"9103.1",				// Stop Price. Please ignore with TRAILING_STOP_MARKET order
    "x":"NEW",					// Execution Type
    "X":"NEW",					// Order Status
    "i":8888888,				// Order Id
    "l":"0",					// Order Last Filled Quantity
    "z":"0",					// Order Filled Accumulated Quantity
    "L":"0",					// Last Filled Price
    "ma": "BTC", 				// Margin Asset
    "N":"BTC",            		// Commission Asset of the trade, will not push if no commission
    "n":"0",               	    // Commission of the trade, will not push if no commission
    "T":1591274595442,			// Order Trade Time
    "t":0,			        	// Trade Id
    "rp": "0",					// Realized Profit of the trade
    "b":"0",			    	// Bid quantity of base asset
    "a":"0",					// Ask quantity of base asset
    "m":false,					// Is this trade the maker side?
    "R":false,					// Is this reduce only
    "wt":"CONTRACT_PRICE", 		// Stop Price Working Type
    "ot":"TRAILING_STOP_MARKET",// Original Order Type
    "ps":"LONG",				// Position Side
    "cp":false,					// If Close-All, pushed with conditional order
    "AP":"9476.8",				// Activation Price, only puhed with TRAILING_STOP_MARKET order
    "cr":"5.0",					// Callback Rate, only puhed with TRAILING_STOP_MARKET order
    "pP": false,				// If conditional order trigger is protected
    "V":"EXPIRE_TAKER",       // STP mode
    "pm":"OPPONENT"           // Price match mode
  }
}