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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  }}