Trade Orders - According To The Market
{
"type": "message",
"topic": "/contractMarket/tradeOrders:XBTUSDM",
"subject": "symbolOrderChange",
"channelType": "private",
"data": {
"orderId": "5cdfc138b21023a909e5ad55", //Order ID
"symbol": "XBTUSDM", //symbol
"type": "match", // Message Type: "open", "match", "filled", "canceled", "update"
"feeType": "takerFee", //Fee type, this parameter is only included when type=match, message type: "takerFee", "makerFee"
"status": "open", // Order Status: "match", "open", "done"
"matchSize": "", // Match Size (when the type is "match")
"matchPrice": "", // Match Price (when the type is "match")
"orderType": "limit", // Order Type, "market" indicates market order, "limit" indicates limit order
"tradeType": "trade", //Trade Type, "trade" indicates normal order". "liquid" indicates liquid order, except type=update, all other types will be pushed
"side": "buy", // Trading direction,include buy and sell
"price": "3600", // Order Price
"size": "20000", // Order Size
"remainSize": "20001", // Remaining Size for Trading
"filledSize": "20000", // Filled Size
"canceledSize": "0", // In the update message, the Size of order reduced
"tradeId": "5ce24c16b210233c36eexxxx", // Trade ID (when the type is "match")
"clientOid": "5ce24c16b210233c36ee321d", // clientOid
"orderTime": 1545914149935808589, // Order Time
"oldSize ": "15000", // Size Before Update (when the type is "update")
"liquidity": "maker", // Trading direction, buy or sell in taker
"ts": 1545914149935808589, // Timestamp(match engine)
"marginMode": "ISOLATED" // Added field for margin mode: ISOLATED (isolated), CROSS (cross margin).
}
}
Topic:/contractMarket/tradeOrders:{symbol}
status
Order Status Descriptions- “match”: when taker order executes with orders in the order book, the taker order status is “match”;
- “open”: the order is in the order book;
- “done”: the order is fully executed successfully;
type
Message Type Descriptions:- “open”: when the order enters into the order book;
- “match”: when the order has been executed;
- “filled”: when the order has been executed and its status was changed into DONE;
- “canceled”: when the order has been cancelled and its status was changed into DONE;
- “update”: when the order has been updated;