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All Market Liquidation Order Streams

Stream Description​

The All Liquidation Order Snapshot Streams push force liquidation order information for all symbols in the market. For each symbol，only the largest one liquidation order within 1000ms will be pushed as the snapshot. If no liquidation happens in the interval of 1000ms, no stream will be pushed.

URL PATH​

/market

Stream Name​

!forceOrder@arr

Update Speed​

1000ms

Response Example​

{

	"e":"forceOrder",                   // Event Type
	"E":1568014460893,                  // Event Time
	"o":{
	
		"s":"BTCUSDT",                   // Symbol
		"S":"SELL",                      // Side
		"o":"LIMIT",                     // Order Type
		"f":"IOC",                       // Time in Force
		"q":"0.014",                     // Original Quantity
		"p":"9910",                      // Price
		"ap":"9910",                     // Average Price
		"X":"FILLED",                    // Order Status
		"l":"0.014",                     // Order Last Filled Quantity
		"z":"0.014",                     // Order Filled Accumulated Quantity
		"T":1568014460893,          	 // Order Trade Time
	},
	"ps": "BTCUSDT",              // (After CM migration) Pair symbol
	"st": 1              // (After CM migration) Symbol type: 1 = UM, 2 = CM
}

After CM migration, this stream pushes the merged UM + CM universe (subscribable on both fstream and dstream); each payload is appended with a new st field (1 = UM, 2 = CM) and a new ps field (pair symbol).