订单频道

说明

获取订单信息，首次订阅不推送。以下事件发生时将推送数据：挂单、订单成交、撤单、订单修改

频道名: orders

订阅请求:

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

推送数据格式:

{
  "action": "snapshot",
  "arg": {
    "instType": "SPOT",
    "channel": "orders",
    "instId": "default"
  },
  "data": [
    {
      "instId": "BTCUSDT",
      "orderId": "1234567890",
      "clientOid": "client-order-123",
      "price": "45000.00",
      "size": "2.0",
      "notional": "90000.00",
      "orderType": "limit",
      "force": "gtc",
      "side": "buy",
      "fillPrice": "45000.50",
      "tradeId": 9876543210,
      "baseVolume": "1.5",
      "fillTime": 1640000001000,
      "fillFee": "10.125",
      "fillFeeCoin": "USDT",
      "tradeScope": "taker",
      "accBaseVolume": "1.5",
      "priceAvg": "45000.50",
      "status": "full-fill",
      "cTime": "1640000000000",
      "uTime": "1640000001000",
      "feeDetail": [
        {
          "feeCcy": "USDT",
          "fee": "10.125"
        }
      ],
      "enterPointSource": "API",
      "newSize": "0"
    }
  ]
}

字段说明:

字段	类型	说明
instId	String	产品ID
orderId	String	订单ID
clientOid	String	客户端订单ID
price	String	委托价格
size	String	委托数量
notional	String	委托金额（市价买入时）
orderType	String	订单类型：limit/market
force	String	订单有效期：gtc/ioc/fok
side	String	买卖方向：buy/sell
fillPrice	String	最新成交价
tradeId	Long	最新成交ID
baseVolume	String	最新成交数量
fillTime	Long	最新成交时间戳（毫秒）
fillFee	String	最新成交手续费
fillFeeCoin	String	手续费币种
tradeScope	String	流动性方向：taker/maker
accBaseVolume	String	累计成交数量
priceAvg	String	成交均价
status	String	订单状态：new/partial-fill/full-fill/canceled
cTime	String	创建时间戳（毫秒）
uTime	String	更新时间戳（毫秒）
feeDetail	Array	手续费详情
enterPointSource	String	订单来源
newSize	String	新的委托数量

推送频率: 实时推送（订单状态变化时）