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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

  • LIMIT
  • MARKET
  • STOP
  • STOP_MARKET
  • TAKE_PROFIT
  • TAKE_PROFIT_MARKET
  • TRAILING_STOP_MARKET
  • LIQUIDATION

Execution Type

  • NEW
  • CANCELED
  • CALCULATED - Liquidation Execution
  • EXPIRED
  • TRADE
  • AMENDMENT - Order Modified

Order Status

  • NEW
  • PARTIALLY_FILLED
  • FILLED
  • CANCELED
  • EXPIRED
  • EXPIRED_IN_MATCH

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”

Expire Reason

  • 0: None, the default value
  • 1: Order has expired to prevent users from inadvertently trading against themselves
  • 2: IOC order could not be filled completely, remaining quantity is canceled
  • 3: IOC order could not be filled completely to prevent users from inadvertently trading against themselves, remaining quantity is canceled
  • 4: Order has been canceled, as it's knocked out by another higher priority RO (market) order or reversed positions would be opened
  • 5: Order has expired when the account was liquidated
  • 6: Order has expired as GTE condition unsatisfied
  • 7: Order has been canceled as the symbol is delisted
  • 8: The initial order has expired after the stop order is triggered
  • 9: Market order could not be filled completely, remaining quantity is canceled

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
    "n":"0",               	     // 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
    "er":"0"                     // Expire Reason 
  }
}