訂單私有消息-按照市場獨立推送
{
"type": "message",
"topic": "/contractMarket/tradeOrders:XBTUSDM",
"subject": "symbolOrderChange",
"channelType": "private",
"data": {
"orderId": "5cdfc138b21023a909e5ad55", //訂單號
"symbol": "XBTUSDM", //合約symbol
"type": "match", //消息類型,取值列表: "open", "match", "filled", "canceled", "update"
"feeType": "takerFee", //費用類型,當type=match才包含此字段,取值列表:"takerFee", "makerFee"
"status": "open", //訂單狀態: "match", "open", "done"
"matchSize": "", //成交數量 (當類型爲"match"時包含此字段)
"matchPrice": "",//成交價格 (當類型爲"match"時包含此字段)
"orderType": "limit", //訂單類型, "market"表示市價單", "limit"表示限價單
"tradeType": "trade", //交易類型, "trade"表示正常订单", "liquid"表示清算订单
"side": "buy", // 訂單方向,買或賣
"price": "3600", //訂單價格
"size": "20000", //訂單數量
"remainSize": "20001", //訂單剩餘可用於交易的數量
"filledSize":"20000", //訂單已成交的數量
"canceledSize": "0", // update消息中,訂單減少的數量
"tradeId": "5ce24c16b210233c36eexxxx", //交易號(當類型爲"match"時包含此字段)
"clientOid": "5ce24c16b210233c36ee321d", //用戶自定義ID
"orderTime": 1545914149935808589, // 下單時間(trade模塊生成)
"oldSize ": "15000", // 更新前的數量(當類型爲"update"時包含此字段)
"liquidity": "maker", // 成交方向,取taker一方的買賣方向
"ts": 1545914149935808589, // 時間戳(撮合時間)
"marginMode": "ISOLATED" // 新增保证金模式:ISOLATED-逐倉,CROSS-全倉
}
}
Topic:/contractMarket/tradeOrders:{symbol}
status
訂單狀態說明:- "match": 訂單爲taker時與買賣盤中訂單成交,此時該taker訂單狀態爲match;
- "open": 訂單存在於買賣盤中;
- "done": 訂單完成;
type
消息類型說明:- "open": 訂單進入買賣盤時發出的消息;
- "match": 訂單成交時發出的消息;
- "filled": 訂單因成交後狀態變爲DONE時發出的消息;
- "canceled": 訂單因被取消後狀態變爲DONE時發出的消息;
- "update": 訂單因被修改發出的消息;