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FuturesOrder.md

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FuturesOrder

Properties

Name Type Description Notes
id number Futures order ID [optional] [readonly] [default to undefined]
user number User ID [optional] [readonly] [default to undefined]
createTime number Creation time of order [optional] [readonly] [default to undefined]
updateTime number OrderUpdateTime [optional] [readonly] [default to undefined]
finishTime number Order finished time. Not returned if order is open [optional] [readonly] [default to undefined]
finishAs string How the order was finished: - filled: all filled - cancelled: manually cancelled - liquidated: cancelled because of liquidation - ioc: time in force is `IOC`, finish immediately - auto_deleveraged: finished by ADL - reduce_only: cancelled because of increasing position while `reduce-only` set - position_closed: cancelled because the position was closed - reduce_out: only reduce positions by excluding hard-to-fill orders - stp: cancelled because self trade prevention [optional] [readonly] [default to undefined]
status string Order status - `open`: Pending - `finished`: Completed [optional] [readonly] [default to undefined]
contract string Futures contract [default to undefined]
size number Required. Trading quantity. Positive for buy, negative for sell. Set to 0 for close position orders. [default to undefined]
iceberg number Display size for iceberg orders. 0 for non-iceberg orders. Note that hidden portions are charged taker fees. [optional] [default to undefined]
price string Order price. Price of 0 with `tif` set to `ioc` represents a market order. [optional] [default to undefined]
close boolean Set as `true` to close the position, with `size` set to 0 [optional] [default to undefined]
isClose boolean Is the order to close position [optional] [readonly] [default to undefined]
reduceOnly boolean Set as `true` to be reduce-only order [optional] [default to undefined]
isReduceOnly boolean Is the order reduce-only [optional] [readonly] [default to undefined]
isLiq boolean Is the order for liquidation [optional] [readonly] [default to undefined]
tif string Time in force - gtc: GoodTillCancelled - ioc: ImmediateOrCancelled, taker only - poc: PendingOrCancelled, makes a post-only order that always enjoys a maker fee - fok: FillOrKill, fill either completely or none [optional] [default to 'gtc']
left number Unfilled quantity [optional] [readonly] [default to undefined]
fillPrice string Fill price [optional] [readonly] [default to undefined]
text string Custom order information. If not empty, must follow the rules below: 1. Prefixed with `t-` 2. No longer than 28 bytes without `t-` prefix 3. Can only include 0-9, A-Z, a-z, underscore(_), hyphen(-) or dot(.) In addition to user-defined information, the following are internal reserved fields that identify the order source: - web: Web - api: API call - app: Mobile app - auto_deleveraging: Automatic deleveraging - liquidation: Forced liquidation of positions under the old classic mode - liq-xxx: a. Forced liquidation of positions under the new classic mode, including isolated margin, one-way cross margin, and non-hedged positions under two-way cross margin. b. Forced liquidation of isolated positions under the unified account single-currency margin mode - hedge-liq-xxx: Forced liquidation of hedged positions under the new classic mode two-way cross margin, i.e., simultaneously closing long and short positions - pm_liquidate: Forced liquidation under unified account multi-currency margin mode - comb_margin_liquidate: Forced liquidation under unified account portfolio margin mode - scm_liquidate: Forced liquidation of positions under unified account single-currency margin mode - insurance: Insurance [optional] [default to undefined]
tkfr string Taker fee [optional] [readonly] [default to undefined]
mkfr string Maker fee [optional] [readonly] [default to undefined]
refu number Referrer user ID [optional] [readonly] [default to undefined]
autoSize string Set side to close dual-mode position. `close_long` closes the long side; while `close_short` the short one. Note `size` also needs to be set to 0 [optional] [default to undefined]
stpId number Orders between users in the same `stp_id` group are not allowed to be self-traded 1. If the `stp_id` of two orders being matched is non-zero and equal, they will not be executed. Instead, the corresponding strategy will be executed based on the `stp_act` of the taker. 2. `stp_id` returns `0` by default for orders that have not been set for `STP group` [optional] [readonly] [default to undefined]
stpAct string Self-Trading Prevention Action. Users can use this field to set self-trade prevention strategies 1. After users join the `STP Group`, they can pass `stp_act` to limit the user's self-trade prevention strategy. If `stp_act` is not passed, the default is `cn` strategy. 2. When the user does not join the `STP group`, an error will be returned when passing the `stp_act` parameter. 3. If the user did not use `stp_act` when placing the order, `stp_act` will return '-' - cn: Cancel newest, cancel new orders and keep old ones - co: Cancel oldest, cancel old orders and keep new ones - cb: Cancel both, both old and new orders will be cancelled [optional] [default to undefined]
amendText string The custom data that the user remarked when amending the order [optional] [readonly] [default to undefined]
limitVip number Counterparty user's VIP level for limit order fills. Current order will only match with orders whose VIP level is less than or equal to the specified level. Only 11~16 are supported; default is 0 [optional] [default to undefined]
pid number Position ID [optional] [default to undefined]

Enum: FuturesOrder.FinishAs

  • Filled (value: 'filled')

  • Cancelled (value: 'cancelled')

  • Liquidated (value: 'liquidated')

  • Ioc (value: 'ioc')

  • AutoDeleveraged (value: 'auto_deleveraged')

  • ReduceOnly (value: 'reduce_only')

  • PositionClosed (value: 'position_closed')

  • ReduceOut (value: 'reduce_out')

  • Stp (value: 'stp')

Enum: FuturesOrder.Status

  • Open (value: 'open')

  • Finished (value: 'finished')

Enum: FuturesOrder.Tif

  • Gtc (value: 'gtc')

  • Ioc (value: 'ioc')

  • Poc (value: 'poc')

  • Fok (value: 'fok')

Enum: FuturesOrder.AutoSize

  • Long (value: 'close_long')

  • Short (value: 'close_short')

Enum: FuturesOrder.StpAct

  • Co (value: 'co')

  • Cn (value: 'cn')

  • Cb (value: 'cb')

  • Minus (value: '-')