统一账户UM合约交易量化规则指标(USER_DATA)
接口描述
查询合约交易量化规则指标
HTTP请求
GET /papi/v1/um/apiTradingStatus
请求权重
1 for a single symbol 10 when the symbol parameter is omitted
请求参数
名称 | 类型 | 是否必需 | 描述 |
---|---|---|---|
symbol | STRING | NO | |
recvWindow | LONG | NO | |
timestamp | LONG | YES |
响应示例
{
"indicators": { // indicator:风控指标名, value:用户在该市场的风控指标数值, triggerValue:阈值, 对于没有达到记录阈值的则不返回数据。
"BTCUSDT": [
{
"isLocked": true, //用户该品种交易是否被风控禁用
"plannedRecoverTime": 1545741270000,
"indicator": "UFR", // Unfilled Ratio (UFR)
"value": 0.05, // Current value
"triggerValue": 0.995 // Trigger value
},
{
"isLocked": true,
"plannedRecoverTime": 1545741270000,
"indicator": "IFER", // IOC/FOK Expiration Ratio (IFER)
"value": 0.99, // Current value
"triggerValue": 0.99 // Trigger value
},
{
"isLocked": true,
"plannedRecoverTime": 1545741270000,
"indicator": "GCR", // GTC Cancellation Ratio (GCR)
"value": 0.99, // Current value
"triggerValue": 0.99 // Trigger value
},
{
"isLocked": true,
"plannedRecoverTime": 1545741270000,
"indicator": "DR", // Dust Ratio (DR)
"value": 0.99, // Current value
"triggerValue": 0.99 // Trigger value
}
]
},
"updateTime": 1545741270000
}
或(账户级别违规)
{
"indicators":{
"ACCOUNT":[
{
"indicator":"TMV", // Too many violations 多交易对触发账号层级违规
"value":10,
"triggerValue":1,
"plannedRecoverTime":1644919865000,
"isLocked":true
}
]
},
"updateTime":1644913304748
}