成交明细

说明

订阅成交明细信息

频道名: fill

订阅请求:

{
  "op": "subscribe",
  "args": [
    {
      "instType": "SPOT",
      "channel": "fill",
      "instId": "default"
    }
  ]
}

推送数据格式:

{
  "action": "snapshot",
  "arg": {
    "instType": "SPOT",
    "channel": "fill",
    "instId": "default"
  },
  "data": [
    {
      "orderId": "1234567890",
      "tradeId": 9876543210,
      "symbol": "BTCUSDT",
      "side": "buy",
      "orderType": "limit",
      "priceAvg": "45000.50",
      "size": "1.5",
      "amount": "67500.75",
      "tradeScope": "taker",
      "feeDetail": [
        {
          "feeCcy": "USDT",
          "fee": "10.125"
        }
      ],
      "cTime": "1640000000000",
      "uTime": "1640000001000"
    }
  ]
}

字段说明:

字段	类型	说明
orderId	String	订单ID
tradeId	Long	成交ID
symbol	String	交易对，如 BTCUSDT
side	String	买卖方向：buy/sell
orderType	String	订单类型：limit/market
priceAvg	String	成交均价
size	String	成交数量
amount	String	成交总额
tradeScope	String	流动性方向：taker/maker
feeDetail	Array	手续费详情
feeDetail[].feeCcy	String	手续费币种
feeDetail[].fee	String	手续费金额
cTime	String	创建时间戳（毫秒）
uTime	String	更新时间戳（毫秒）

推送频率: 实时推送（订单成交时）