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Event: Algo Order Update

Event Description​

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

Algo Status

  • NEW: This status indicates that the conditional order was successfully placed into the Algo Service but has not yet been triggered.
  • CANCELED: This status signifies that the conditional order has been canceled.
  • TRIGGERING: This status suggests that the order has met the triggering condition and has been forwarded to the matching engine.
  • TRIGGERED: This status means that the order has been successfully placed into the matching engine.
  • FINISHED: This status shows that the triggered conditional order has been filled or canceled in the matching engine.
  • REJECTED: This status signifies that the conditional order has been denied by the matching engine, such as in scenarios of margin check failures.
  • EXPIRED: This status denotes that the conditional order has been canceled by the system. An example would be when a user places a GTE_GTC Time-In-Force conditional order but then closes all positions on that symbol, resulting in system-led cancellation of the conditional order.

Event Name​

ALGO_UPDATE

Response Example​

{
  "e":"ALGO_UPDATE",  // Event Type
  "T":1750515742297,  // Event Time
  "E":1750515742303,  // Transaction Time
  "o":{
    "caid":"Q5xaq5EGKgXXa0fD7fs0Ip",  // Client Algo Id
    "aid":2148719,  // Algo Id
    "at":"CONDITIONAL",  // Algo Type
    "o":"TAKE_PROFIT",  //Order Type
    "s":"BNBUSDT",  //Symbol
    "S":"SELL",  //Side
    "ps":"BOTH",  //Position Side
    "f":"GTC",  //Time in force
    "q":"0.01",  //quantity
    "X":"CANCELED",  //Algo status
    "ai":"",  // order id
    "ap": "0.00000", // avg fill price in matching engine, only display when order is triggered and placed in matching engine
    "aq": "0.00000", // execuated quantity in matching engine, only display when order is triggered and placed in matching engine
    "act": "0", // actual order type in matching engine, only display when order is triggered and placed in matching engine
    "tp":"750",  //Trigger price
    "p":"750", //Order Price
    "V":"EXPIRE_MAKER",  //STP mode
    "wt":"CONTRACT_PRICE", //Working type
    "pm":"NONE",  // Price match mode
    "cp":false,  //If Close-All
    "pP":false, //If price protection is turned on
    "R":false,  // Is this reduce only
    "tt":0,  //Trigger time
    "gtd":0  // good till time for GTD time in force
  }
}