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Event: Futures Order update

Event Description​

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

Side

  • BUY
  • SELL

Order Type

  • MARKET
  • LIMIT
  • LIQUIDATION

Execution Type

  • NEW
  • CANCELED
  • CALCULATED - Liquidation Execution
  • EXPIRED
  • TRADE

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  
  "fs": "UM",                   // Event business unit. 'UM' for USDS-M futures and 'CM' for COIN-M futures
  "E":1568879465651,            // Event Time
  "T":1568879465650,            // Transaction Time
  "i":"",                   // Account Alias,ignore for UM
  "o":{                            
    "s":"BTCUSDT",              // Symbol
    "c":"TEST",                 // Client Order Id
      // special client order id:
      // starts with "autoclose-": liquidation order
      // "adl_autoclose": ADL auto close order
      // "settlement_autoclose-": settlement order for delisting or delivery
    "S":"SELL",                 // Side
    "o":"MARKET", // Order Type
    "f":"GTC",                  // Time in Force
    "q":"0.001",                // Original Quantity
    "p":"0",                    // Original Price
    "ap":"0",                   // Average Price
    "sp":"7103.04",					    // Ignore
    "x":"NEW",                  // Execution Type
    "X":"NEW",                  // Order Status
    "i":8886774,                // Order Id
    "l":"0",                    // Order Last Filled Quantity
    "z":"0",                    // Order Filled Accumulated Quantity
    "L":"0",                    // Last Filled Price
    "N":"USDT",             // Commission Asset, will not push if no commission
    "n":"0",                // Commission, will not push if no commission
    "T":1568879465650,          // Order Trade Time
    "t":0,                      // Trade Id
    "b":"0",                    // Bids Notional
    "a":"9.91",                 // Ask Notional
    "m":false,                  // Is this trade the maker side?
    "R":false,                  // Is this reduce only
    "ps":"LONG",                // Position Side
    "rp":"0",                   // Realized Profit of the trade
    "st":"C_TAKE_PROFIT",       // Strategy type, only pushed with conditional order triggered
    "si":12893,                  // StrategyId,only pushed with conditional order triggered
    "V":"EXPIRE_TAKER",         // STP mode
    "gtd":0  
  }
}