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Order Events (REST API)

Order events describe the stages of an incoming order. The type of an event can be one of:

 

Type Description
PLACE The order was placed successfully
CANCEL The order was cancelled successfully
EDIT The order was edited successfully
REJECT The order was rejected
EXECUTION All or part of the order was executed

 

Order Events

Order events will be returned in JSON format along with the response on the endpoints which are sending, editing or cancelling an order.

Field

 Type Description

orderEvents

 list of structures A list containing the order events

 

Place Event

Field

 Type Description
type
 string  Always PLACE
reducedQuantity
 positive integer The amount of quantity that was removed before placement or null if the order is not a reduce only
order
 structure The placed order

 

Field

 Type Description
orderId
 string

The UID associated with the order
cliOrdID
 String The client order id or null if order does not have one
reduceOnly
 string

Is the order a reduce only order or not
symbol
 string

The symbol of the Futures
quantity
 positive float

The quantity (size) associated with the order
side
 string

The side associated with the order - buy or sell
limitPrice
 positive float

The limit price associated with a limit order
stopPrice
 positive float

The stop price associated with a stop order or null
filled
 positive float

The amount of the order that has been filled 
type
 string

The order type, one of:

  • lmt
  • post
  • stp
  • ioc
timestamp
 ISO8601 datetime The date and time the order was placed
lastUpdateTimestamp
 ISO8601 datetime The date and time the order was edited

 

Cancel Event

Field

 Type Description
type
 string  Always CANCEL
uid string The uid associated with the order
order
 structure The cancelled order. (See Place Event for the description)

 

Edit Event

Field

 Type Description
type
 string  Always EDIT
reducedQuantity
 positive integer The amount of quantity that was removed from the edited order or null if the order is not a reduce only
old structure The order before the edit was applied. (See Place Event for the description)
new
 structure The order after the edit was applied. (See Place Event for the description)

 

Reject Event

Field

 Type Description
type
 string  Always REJECT
uid
 string The UID associated with the order
order structure The rejected order or null. (See Place Event for the description)
reason
 string

The rejection reason, one of:

  • postWouldExecute: the post-only order would be filled upon placement, thus is cancelled
  • iocWouldNotExecute: the immediate-or-cancel order would not execute.
  • wouldNotReducePosition: the reduce only order would not reduce position.
  • orderForEditNotFound: the order for edit was not found. The order field will be null in this case

 

Execution Event

Field

 Type Description
type
 string  Always EXECUTION
amount
 positive integer The executed amount
price positive float The price of the execution
executionId string The UID associated with the execution
takerReducedQuantity positive integer The amount of quantity that was removed from the order before execution or null if the order is not a reduce only
orderPriorEdit structure The order before the edit was applied (if the execution is a result of an order edit) or null. (See Place Event for the description)
orderPriorExecution structure The order before it executes. (See Place Event for the description)