| Id |
int64 |
Futures order ID |
[optional] [readonly] |
| User |
int32 |
User ID |
[optional] [readonly] |
| CreateTime |
float64 |
Creation time of order |
[optional] [readonly] |
| UpdateTime |
float64 |
OrderUpdateTime |
[optional] [readonly] |
| FinishTime |
float64 |
Order finished time. Not returned if order is open |
[optional] [readonly] |
| 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] |
| Status |
string |
Order status - `open`: Pending - `finished`: Completed |
[optional] [readonly] |
| Contract |
string |
Futures contract |
|
| Size |
int64 |
Required. Trading quantity. Positive for buy, negative for sell. Set to 0 for close position orders. |
|
| Iceberg |
int64 |
Display size for iceberg orders. 0 for non-iceberg orders. Note that hidden portions are charged taker fees. |
[optional] |
| Price |
string |
Order price. Price of 0 with `tif` set to `ioc` represents a market order. |
[optional] |
| Close |
bool |
Set as `true` to close the position, with `size` set to 0 |
[optional] [default to false] |
| IsClose |
bool |
Is the order to close position |
[optional] [readonly] |
| ReduceOnly |
bool |
Set as `true` to be reduce-only order |
[optional] [default to false] |
| IsReduceOnly |
bool |
Is the order reduce-only |
[optional] [readonly] |
| IsLiq |
bool |
Is the order for liquidation |
[optional] [readonly] |
| 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 TIF_GTC] |
| Left |
int64 |
Unfilled quantity |
[optional] [readonly] |
| FillPrice |
string |
Fill price |
[optional] [readonly] |
| 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] |
| Tkfr |
string |
Taker fee |
[optional] [readonly] |
| Mkfr |
string |
Maker fee |
[optional] [readonly] |
| Refu |
int32 |
Referrer user ID |
[optional] [readonly] |
| 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] |
| StpId |
int32 |
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] |
| 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] |
| AmendText |
string |
The custom data that the user remarked when amending the order |
[optional] [readonly] |
| LimitVip |
int64 |
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] |
| Pid |
int64 |
Position ID |
[optional] |