訂單私有消息

{
   "type": "message",
   "topic": "/contractMarket/tradeOrders",
   "subject": "orderChange",
   "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" 
       "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 
       "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)
   }
}

Topic:/contractMarket/tradeOrders

  • 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;