# 现货订单
# 公共消息参数
# 委托记录
| 名称 | 类型 | 描述 |
|---|---|---|
| S | String | 交易对 |
| p | BigDecimal | 委托价 |
| a | BigDecimal | 委托数量 |
| to | BigDecimal | 委托总金额 |
| td | TransferDirectEnum | 交易方向,有效值：BUY,SELL |
| et | EntrustTypeEnum | 委托单类型,有效值：MARKET,LIMIT,STOP_LIMIT,TRIGGER_ORDER_MARKET,TRIGGER_ORDER_LIMIT,IOC,MARKET_FOK,LIMIT_FOK |
| es | EntrustStatusEnum | 委托单状态,有效值：NOT_ACTIVE,ACTIVE,REVOKED,ENTRUSTED,ENTRUST_FAILED,COMPLETED,UN_REVOKED,REVOKE_FAILED |
| us | BigDecimal | 未成交数量 |
| ts | BigDecimal | 已成交数量 |
| tv | BigDecimal | 触发值 |
| tti | Long | 触发时间 |
| F | BigDecimal | 冻结手续费 |
| cn | String | 本次变动的币种名 |
| ft | FeeTypeEnum | 费率类型,有效值:COIN_STANDARD,GOLD_STANDARD |
| top | StopOrderOperatorEnum | 触发价运算符,有效值:GTE,LTE |
| fre | String | 计划委托委托失败原因 |
| ot | SpotOrderTypeEnum | 订单类型,有效值：ORDINARY,STOP_LIMIT,TRIGGER_ORDER |
| tt | TransactionTypeEnum | 交易类型,有效值：OTC,EXCHANGE,MARGIN_CROSS,MARGIN_ISOLATED,QUANTIZATION,CONTRACT,CONTRACT_U |
| cati | Long | 发起撤单时间 |
| cti | Long | 委托单创建时间 |
| fti | Long | 委托单完成时间 |
| fr | BigDecimal | 手续费费率 |
| ap | Integer | 数量精度 |
| pp | Integer | 价格精度 |
# 成交记录
| 名称 | 类型 | 描述 |
|---|---|---|
| td | TransferDirectEnum | 交易方向,有效值：BUY,SELL |
| S | String | 交易对 |
| p | BigDecimal | 单价 |
| a | BigDecimal | 交易数量 |
| to | BigDecimal | 成交额 |
| F | BigDecimal | 手续费 |
| fc | String | 手续费的货币类型 |
| ft | FeeTypeEnum | 费率类型,有效值:COIN_STANDARD,GOLD_STANDARD |
| et | EntrustTypeEnum | 委托单类型,有效值：MARKET,LIMIT,STOP_LIMIT,TRIGGER_ORDER_MARKET,TRIGGER_ORDER_LIMIT,IOC,MARKET_FOK,LIMIT_FOK |
| tr | MakerTakerEnum | 成交角色,有效值：TAKER,MAKER |
| tt | TransactionTypeEnum | 交易类型,有效值：OTC,EXCHANGE,MARGIN_CROSS,MARGIN_ISOLATED,QUANTIZATION,CONTRACT,CONTRACT_U |
| mti | Long | 撮合完成时间 |
| fti | Long | 订单完成时间 |
| ot | SpotOrderTypeEnum | 订单类型,有效值：ORDINARY,STOP_LIMIT,TRIGGER_ORDER |
| sti | Long | 资产结算时间 |
| fsti | Long | 手续费结算时间 |
| da | BigDecimal | 抵扣金额 |
| orf | BigDecimal | 实收手续费 |
| fr | BigDecimal | 实收手续费率 |
# 订单创建推送
主题: PRIVATE@SPOT_ORDER_CREATION?
| 所属模块 | 所属类型 | 资源隔离类型 |
|---|---|---|
| SPOT | 查询(QUERY) | 币对(SYMBOL) |
# 消息参数
委托记录
# 订阅示例
{"method":"SUBSCRIBE","subject":"PRIVATE@SPOT_ORDER_CREATION?BTC/USDT"}
# 消息推送示例
{
"d":{
"tt":"EXCHANGE",
"pp":2,
"F":2,
"fr":0.002,
"ft":"GOLD_STANDARD",
"S":"BTC/USDT",
"cti":1688557126129,
"us":1000,
"a":1000,
"ot":"ORDINARY",
"cn":"USDT",
"es":"ACTIVE",
"et":"MARKET",
"ap":5,
"td":"BUY",
"to":1000,
"ts":0
},
"e":"MESSAGE",
"s":"PRIVATE@SPOT_ORDER_CREATION?BTC/USDT"
}
# 订单成交推送
主题: PRIVATE@SPOT_ORDER_TRADE?
| 所属模块 | 所属类型 | 资源隔离类型 |
|---|---|---|
| SPOT | 查询(QUERY) | 币对(SYMBOL) |
# 消息参数
委托记录
# 订阅示例
{"method":"SUBSCRIBE","subject":"PRIVATE@SPOT_ORDER_TRADE?BTC/USDT"}
# 消息推送示例
{
"d":{
"tt":"EXCHANGE",
"pp":2,
"F":2,
"fr":0.002,
"ft":"GOLD_STANDARD",
"S":"BTC/USDT",
"cti":1688557126000,
"fti":1688557140000,
"us":0.21586,
"a":1000,
"ot":"ORDINARY",
"cn":"USDT",
"es":"COMPLETED",
"et":"MARKET",
"ap":5,
"td":"BUY",
"to":1000,
"ts":999.78414
},
"e":"MESSAGE",
"s":"PRIVATE@SPOT_ORDER_TRADE?BTC/USDT"
}
# 订单撤销推送
主题: PRIVATE@SPOT_ORDER_CANCELLATION?
| 所属模块 | 所属类型 | 资源隔离类型 |
|---|---|---|
| SPOT | 查询(QUERY) | 币对(SYMBOL) |
# 消息参数
委托记录
# 订阅示例
{"method":"SUBSCRIBE","subject":"PRIVATE@SPOT_ORDER_CANCELLATION?BTC/USDT"}
# 消息推送示例
{
"d":{
"tt":"EXCHANGE",
"pp":2,
"F":0.06071096,
"fr":0.002,
"ft":"GOLD_STANDARD",
"S":"BTC/USDT",
"cti":1688557715000,
"fti":1688557736000,
"us":0.001,
"a":0.001,
"ot":"ORDINARY",
"cn":"USDT",
"es":"REVOKED",
"et":"LIMIT",
"ap":5,
"p":30355.48,
"td":"BUY",
"to":30.35548,
"cati":1688557727000,
"ts":0
},
"e":"MESSAGE",
"s":"PRIVATE@SPOT_ORDER_CANCELLATION?BTC/USDT"
}
# 计划委托触发失败事件推送
主题: PRIVATE@SPOT_ORDER_TRIGGER?
| 所属模块 | 所属类型 | 资源隔离类型 |
|---|---|---|
| SPOT | 查询(QUERY) | 币对(SYMBOL) |
# 消息参数
委托记录
# 订阅示例
{"method":"SUBSCRIBE","subject":"PRIVATE@SPOT_ORDER_TRIGGER?BTC/USDT"}
# 消息推送示例
{
"d": {
"tt": "EXCHANGE",
"pp": 2,
"tv": 30192.00000000,
"F": 60389.26000000,
"fr": 0.00200000,
"ft": "GOLD_STANDARD",
"S": "BTC/USDT",
"top": "LTE",
"cti": 1687774007000,
"us": 1000.00000000,
"a": 1000.00000000,
"ot": "TRIGGER_ORDER",
"cn": "USDT",
"es": "NOT_ACTIVE",
"et": "TRIGGER_ORDER_LIMIT",
"ap": 5,
"p": 30194.63000000,
"td": "BUY",
"to": 30194630.00000000,
"ts": 0E-8
},
"e": "MESSAGE",
"s": "PRIVATE@SPOT_ORDER_TRIGGER?BTC/USDT"
}
# 计划委托触发前撤单事件推送
主题: PRIVATE@SPOT_ORDER_DELETION?
| 所属模块 | 所属类型 | 资源隔离类型 |
|---|---|---|
| SPOT | 查询(QUERY) | 币对(SYMBOL) |
# 消息参数
委托记录
# 订阅示例
{"method":"SUBSCRIBE","subject":"PRIVATE@SPOT_ORDER_DELETION?<SYMBOL>"}
# 消息推送示例
{
"d":{
"tt":"EXCHANGE",
"pp":2,
"tv":35000,
"F":60.91076,
"fr":0.002,
"ft":"GOLD_STANDARD",
"S":"BTC/USDT",
"top":"GTE",
"cti":1688557433000,
"us":1,
"a":1,
"ot":"TRIGGER_ORDER",
"cn":"USDT",
"es":"NOT_ACTIVE",
"et":"TRIGGER_ORDER_LIMIT",
"ap":5,
"p":30455.38,
"td":"BUY",
"to":30455.38,
"ts":0
},
"e":"MESSAGE",
"s":"PRIVATE@SPOT_ORDER_DELETION?BTC/USDT"
}
# 清算后成交及撤单更新推送
主题: PRIVATE@SPOT_ORDER_CLEARING?
| 所属模块 | 所属类型 | 资源隔离类型 |
|---|---|---|
| SPOT | 查询(QUERY) | 币对(SYMBOL) |
# 消息参数
委托记录
# 订阅示例
{"method":"SUBSCRIBE","subject":"PRIVATE@SPOT_ORDER_CLEARING?BTC/USDT"}
# 消息推送示例
{
"d": {
"tt": "EXCHANGE",
"a": 0.58821,
"orf": 35.92746681,
"mti": 1687770402689,
"ot": "ORDINARY",
"F": 35.92746681,
"fr": 0.0020000000000,
"ft": "GOLD_STANDARD",
"et": "LIMIT",
"td": "BUY",
"p": 30539.66000000,
"S": "BTC/USDT",
"to": 17963.73340860,
"fc": "USDT",
"tr": "MAKER"
},
"e": "MESSAGE",
"s": "PRIVATE@SPOT_ORDER_CLEARING?BTC/USDT"
}