Order V2

Topic:/spotMarket/tradeOrdersV2

Description

This topic will push all change events of your orders. Compared with v1, v2 adds an Order Status: "new", there is no difference in push speed

Push frequency: real-time

Order Status

"new": the order enters the matching system;

“open”: the order is in the order book（maker order）;

“match”: when taker order executes with orders in the order book, the taker order status is “match”;

“done”: the order is fully executed successfully;

Order Type

"received": The message sent when the order enters the matching system. When the order has just entered the matching system and has not yet done matching logic with the counterparty, a private message with the message type "received" and the order status "new" will be pushed.

"open": the order is in the order book（maker order）;

"match": the message sent when the order is match,

When the status is open and the type is match, it is a maker match.

When the status is match and the type is match, it is a taker match.

"update": The message sent due to the order being modified: STP triggering, partial cancellation of the order. Includes these three situations:

When the status is open and the type is update: partial amounts of the order have been canceled, or STP triggers

When the status is match and the type is update: STP triggers

When the status is done and the type is update: partial amounts of the order have been filled and the unfilled part got canceled, or STP is triggered.

"filled": The message sent when the status of the order changes to DONE after the transaction

"canceled": The message sent when the status of the order changes to DONE due to being canceled

{
  "id": 1545910660739,
  "type": "subscribe",
  "topic": "/spotMarket/tradeOrdersV2",
  "response": true,
  "privateChannel": "true"
}

Response

Data Schema

orderV2

topic

string

required

type

string

required

subject

string

required

userId

string

required

channelType

enum<string>

required

Channel type

Allowed values:

privatepublic

data

object

required

status

enum<string>

required

Order Status

Allowed values:

newopenmatchdone

type

enum<string>

required

Order Type

Allowed values:

openmatchupdatefilledcanceledreceived

symbol

string

required

Symbol

Examples:

BTC-USDTETH-USDTKCS-USDT

side

enum<string>

required

buy or sell

Allowed values:

buysell

orderType

enum<string>

required

User-specified order type

Allowed values:

limitmarket

feeType

enum<string>

optional

Actual Fee Type

Allowed values:

takerFeemakerFee

liquidity

enum<string>

optional

Actual transaction order type, If the counterparty order is an Hidden/Iceberg Order, even if it is a maker order, this param will be displayed as taker. For actual trading fee, please refer to the feeType

Allowed values:

takermaker

price

string

optional

Price

orderId

string

required

The unique order id generated by the trading system

clientOid

string

required

Client Order ID: The ClientOid field is a unique ID created by the user

tradeId

string

optional

Trade ID: Generated by Matching engine.

originSize

string

required

User-specified order size

size

string

optional

User-specified order size

filledSize

string

optional

Cumulative number filled

matchSize

string

optional

Match Size (when the type is "match")

matchPrice

string

optional

Match Price (when the type is "match")

canceledSize

string

optional

Cumulative number of cancellations

oldSize

string

optional

The size before order update

remainSize

string

optional

Remain size

remainFunds

string

optional

Remain funds

orderTime

integer <int64>

required

Gateway received the message time (milliseconds)

integer <int64>

required

Match engine received the message time
(nanoseconds)

Example

//received
{
    "topic": "/spotMarket/tradeOrdersV2",
    "type": "message",
    "subject": "orderChange",
    "userId": "633559791e1cbc0001f319bc",
    "channelType": "private",
    "data": {
        "clientOid": "5c52e11203aa677f33e493fc",
        "orderId": "6720da3fa30a360007f5f832",
        "orderTime": 1730206271588,
        "orderType": "market",
        "originSize": "0.00001",
        "side": "buy",
        "status": "new",
        "symbol": "BTC-USDT",
        "ts": 1730206271616000000,
        "type": "received"
    }
}

//Open
{
    "topic": "/spotMarket/tradeOrdersV2",
    "type": "message",
    "subject": "orderChange",
    "userId": "633559791e1cbc0001f319bc",
    "channelType": "private",
    "data": {
        "canceledSize": "0",
        "clientOid": "5c52e11203aa677f33e493fb",
        "filledSize": "0",
        "orderId": "6720ecd9ec71f4000747731a",
        "orderTime": 1730211033305,
        "orderType": "limit",
        "originSize": "0.00001",
        "price": "50000",
        "remainSize": "0.00001",
        "side": "buy",
        "size": "0.00001",
        "status": "open",
        "symbol": "BTC-USDT",
        "ts": 1730211033335000000,
        "type": "open"
    }
}
      
      
//Update
{
    "topic": "/spotMarket/tradeOrdersV2",
    "type": "message",
    "subject": "orderChange",
    "userId": "633559791e1cbc0001f319bc",
    "channelType": "private",
    "data": {
        "canceledSize": "0.00001",
        "clientOid": "5c52e11203aa677f33e493fb",
        "filledSize": "0",
        "oldSize": "0.00002",
        "orderId": "6720df7640e6fe0007b57696",
        "orderTime": 1730207606848,
        "orderType": "limit",
        "originSize": "0.00002",
        "price": "50000",
        "remainSize": "0.00001",
        "side": "buy",
        "size": "0.00001",
        "status": "open",
        "symbol": "BTC-USDT",
        "ts": 1730207616617000000,
        "type": "update"
    }
}
      
//Match
{
    "topic": "/spotMarket/tradeOrdersV2",
    "type": "message",
    "subject": "orderChange",
    "userId": "633559791e1cbc0001f319bc",
    "channelType": "private",
    "data": {
        "canceledSize": "0",
        "clientOid": "5c52e11203aa677f33e493fc",
        "feeType": "takerFee",
        "filledSize": "0.00001",
        "liquidity": "taker",
        "matchPrice": "71171.9",
        "matchSize": "0.00001",
        "orderId": "6720da3fa30a360007f5f832",
        "orderTime": 1730206271588,
        "orderType": "market",
        "originSize": "0.00001",
        "remainSize": "0",
        "side": "buy",
        "size": "0.00001",
        "status": "match",
        "symbol": "BTC-USDT",
        "tradeId": "11116472408358913",
        "ts": 1730206271616000000,
        "type": "match"
    }
}
      
//Filled
{
    "topic": "/spotMarket/tradeOrdersV2",
    "type": "message",
    "subject": "orderChange",
    "userId": "633559791e1cbc0001f319bc",
    "channelType": "private",
    "data": {
        "canceledSize": "0",
        "clientOid": "5c52e11203aa677f33e493fc",
        "filledSize": "0.00001",
        "orderId": "6720da3fa30a360007f5f832",
        "orderTime": 1730206271588,
        "orderType": "market",
        "originSize": "0.00001",
        "remainFunds": "0",
        "remainSize": "0",
        "side": "buy",
        "size": "0.00001",
        "status": "done",
        "symbol": "BTC-USDT",
        "ts": 1730206271616000000,
        "type": "filled"
    }
}

//Canceled
{
    "topic": "/spotMarket/tradeOrdersV2",
    "type": "message",
    "subject": "orderChange",
    "userId": "633559791e1cbc0001f319bc",
    "channelType": "private",
    "data": {
        "canceledSize": "0.00002",
        "clientOid": "5c52e11203aa677f33e493fb",
        "filledSize": "0",
        "orderId": "6720df7640e6fe0007b57696",
        "orderTime": 1730207606848,
        "orderType": "limit",
        "originSize": "0.00002",
        "price": "50000",
        "remainFunds": "0",
        "remainSize": "0",
        "side": "buy",
        "size": "0.00001",
        "status": "done",
        "symbol": "BTC-USDT",
        "ts": 1730207624559000000,
        "type": "canceled"
    }
}

Request

Query Params

token

string

required

The token required to establish a websocket connection

Example:

2neAiuYvAU737TOajb2U3uT8AEZqSWYe0fBD4LoHuXJDSC7gIzJiH4kNTWhCPISWo6nDpAe7aUaaHJ4fG8oRjFgMfUI2sM4IySWHrBceFocY8pKy2REU1HwZIngtMdMrjqPnP-biofFWbNaP1cl0X1pZc2SQ-33hDH1LgNP-yg9qww4n8u1w9P_vMywgKFvc.0sZjYOyBIX3RFe0uo4RVCg==

connectId

string

optional

Connection Id, a unique value taken from the client side. Both the id of the welcome message and the id of the error message are connectId.

Example:

121345

Topic:/spotMarket/tradeOrdersV2#

Order Status#

Order Type#

Subscribe Message#

Response#

Request

Topic:/spotMarket/tradeOrdersV2

Order Status

Order Type

Subscribe Message

Response