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Event: Order update

Event Description​

  • trade related Update under the following conditions:
    • Order fills
    • Order placed
    • Order cancelled

Event Name​

ORDER_TRADE_UPDATE

Update Speed​

50ms

Response Example​

{
  "e":"ORDER_TRADE_UPDATE",           //Event Type
  "E":1657613775883,                  //Event Time 
  "o":[
    {
      "T":1657613342918,              //Order Create Time
      "t":1657613342918,              //Order Update Time
      "s":"BTC-220930-18000-C",       //Symbol
      "c":"",                         //clientOrderId
      "oid":"4611869636869226548",    //order id
      "p":"1993",                     //order price
      "q":"1",                        //order quantity (positive for BUY, negative for SELL)
      "stp":0,                        //not used for now
      "r":false,                      //reduce only
      "po":true,                      //post only
      "S":"PARTIALLY_FILLED",         //status
      "e":"0.1",                      //completed trade volume(in contracts)       
      "ec":"199.3",                   //completed trade amount(in quote asset) 
      "f":"2",                        //fee 
      "tif": "GTC",                   //time in force 
      "oty":"LIMIT",                  //order type
      "fi":[
        {
          "t":"20",                   //tradeId
          "p":"1993",                 //trade price
          "q":"0.1",                  //trade quantity
          "T":1657613774336,          //trade time
          "m":"TAKER"                 //taker or maker
          "f":"0.0002"                //commission(>0) or rebate(<0)
        }
      ]
    }
  ]
}