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Event: 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
  • 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

Working Type

  • MARK_PRICE
  • CONTRACT_PRICE

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":1568879465651,                   // Event Time  "T":1568879465650,                   // Transaction Time  "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":"TRAILING_STOP_MARKET",  // Order Type    "f":"GTC",                           // Time in Force    "q":"0.001",                         // Original Quantity    "p":"0",                               // Original Price    "ap":"0",                              // Average Price    "sp":"7103.04",                    // Stop Price. Please ignore with TRAILING_STOP_MARKET order    "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    "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":"7476.89",                    // Activation Price, only puhed with TRAILING_STOP_MARKET order    "cr":"5.0",                          // Callback Rate, only puhed with TRAILING_STOP_MARKET order    "pP": false,                 // If price protection is turned on    "si": 0,                     // ignore    "ss": 0,                     // ignore    "rp":"0",                              // Realized Profit of the trade    "V":"EXPIRE_TAKER",          // STP mode    "pm":"OPPONENT",             // Price match mode    "gtd":0                      // TIF GTD order auto cancel time  }}