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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    "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  }}