Position Change Events
Topic: /contract/position:{symbol}
Position Changes Caused Operations
//Position Changes Caused Operations
{
"type": "message",
"userId": "5c32d69203aa676ce4b543c7", // Deprecated, will detele later
"channelType": "private",
"topic": "/contract/position:XBTUSDM",
"subject": "position.change",
"data": {
"realisedGrossPnl": 0e-8, //Accumulated realised profit and loss
"symbol": "XBTUSDM", //Symbol
"crossMode": false, //Cross mode or not
"liquidationPrice": 1000000.0, //Liquidation price
"posLoss": 0e-8, //Manually added margin amount
"avgEntryPrice": 7508.22, //Average entry price
"unrealisedPnl": -0.00014735, //Unrealised profit and loss
"markPrice": 7947.83, //Mark price
"posMargin": 0.00266779, //Position margin
"autoDeposit": false, //Auto deposit margin or not
"riskLimit": 100000, //Risk limit
"unrealisedCost": 0.00266375, //Unrealised value
"posComm": 0.00000392, //Bankruptcy cost
"posMaint": 0.00001724, //Maintenance margin
"posCost": 0.00266375, //Position value
"maintMarginReq": 0.005, //Maintenance margin rate
"bankruptPrice": 1000000.0, //Bankruptcy price
"realisedCost": 0.00000271, //Currently accumulated realised position value
"markValue": 0.0025164, //Mark value
"posInit": 0.00266375, //Position margin
"realisedPnl": -0.00000253, //Realised profit and losts
"maintMargin": 0.00252044, //Position margin
"realLeverage": 1.06, //Leverage of the order
"changeReason": "positionChange", //changeReason:marginChange、positionChange、liquidation、autoAppendMarginStatusChange、adl
"currentCost": 0.00266375, //Current position value
"openingTimestamp": 1558433191000, //Open time
"currentQty": -20, //Current position
"delevPercentage": 0.52, //ADL ranking percentile
"currentComm": 0.00000271, //Current commission
"realisedGrossCost": 0e-8, //Accumulated reliased gross profit value
"isOpen": true, //Opened position or not
"posCross": 1.2e-7, //Manually added margin
"currentTimestamp": 1558506060394, //Current timestamp
"unrealisedRoePcnt": -0.0553, //Rate of return on investment
"unrealisedPnlPcnt": -0.0553, //Position profit and loss ratio
"settleCurrency": "XBT" //Currency used to clear and settle the trades
}
}
changeReason
Descriptions:- “marginChange”: margin change;
- “positionChange”: position change;
- “liquidation”: liquidation;
- “autoAppendMarginStatusChange”: auto-deposit-status change;
- “adl”: adl;
Position Changes Caused by Mark Price
//Position Changes Caused by Mark Price
{
"userId": "5cd3f1a7b7ebc19ae9558591", // Deprecated, will detele later
"topic": "/contract/position:XBTUSDM",
"subject": "position.change",
"data": {
"markPrice": 7947.83, //Mark price
"markValue": 0.0025164, //Mark value
"maintMargin": 0.00252044, //Position margin
"realLeverage": 10.06, //Leverage of the order
"unrealisedPnl": -0.00014735, //Unrealised profit and lost
"unrealisedRoePcnt": -0.0553, //Rate of return on investment
"unrealisedPnlPcnt": -0.0553, //Position profit and loss ratio
"delevPercentage": 0.52, //ADL ranking percentile
"currentTimestamp": 1558087175068, //Current timestamp
"settleCurrency": "XBT" //Currency used to clear and settle the trades
}
}
Funding Settlement
//Funding Settlement
{
"userId": "xbc453tg732eba53a88ggyt8c", // Deprecated, will detele later
"topic": "/contract/position:XBTUSDM",
"subject": "position.settlement",
"data": {
"fundingTime": 1551770400000, //Funding time
"qty": 100, //Position size
"markPrice": 3610.85, //Settlement price
"fundingRate": -0.002966, //Funding rate
"fundingFee": -296, //Funding fees
"ts": 1547697294838004923, //Current time (nanosecond)
"settleCurrency": "XBT" //Currency used to clear and settle the trades
}
}
Adjustment Result of Risk Limit Level
// Adjustment Result of Risk Limit Level
{
"userId": "xbc453tg732eba53a88ggyt8c",
"topic": "/contract/position:ADAUSDTM",
"subject": "position.adjustRiskLimit",
"data": {
"success": true, // Successful or not
"riskLimitLevel": 1, // Current risk limit level
"msg": "" // Failure reason
}
}
msg
failure reasons:
- the value of the holding position exceeds the limit amount of the risk limit level;
- insufficient balance to increase the margin.