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概览

欢迎查看 FTX API 文档。 我们提供完整的 REST、Websocket 和 FIX API 以满足您的算法交易需求。您可以在https://github.com/ftexchange/ftx上找到每个连接选项的示例代码。

REST API

基于 HTTP 的 API,具有完整的交易和资产管理功能,包括公共委托簿和交易数据以及私人账户数据和下单管理。

REST 端点网址:https://ftx.com/api

使用 JSON 发起请求和回复。

Python, C#, C++ 示例代码

身份验证

import time
import hmac
from requests import Request

ts = int(time.time() * 1000)
request = Request('GET', '<api_endpoint>')
prepared = request.prepare()
signature_payload = f'{ts}{prepared.method}{prepared.path_url}'.encode()
signature = hmac.new('YOUR_API_SECRET'.encode(), signature_payload, 'sha256').hexdigest()

request.headers['FTX-KEY'] = 'YOUR_API_KEY'
request.headers['FTX-SIGN'] = signature
request.headers['FTX-TS'] = str(ts)

# Only include line if you want to access a subaccount. Remember to URI-encode the subaccount name if it contains special characters!
# request.headers['FTX-SUBACCOUNT'] = 'my_subaccount_nickname'
var method = HttpMethod.Get
var endpoint = $"/api/account";
var request = new HttpRequestMessage(method, endpoint);
var _nonce = (DateTime.UtcNow - start).TotalMilliseconds;

var hashMaker = new HMACSHA256(Encoding.UTF8.GetBytes(""YOUR_API_SECRET""));
var signaturePayload = $"{_nonce}{method.ToString().ToUpper()}{endpoint}";
var hash = hashMaker.ComputeHash(Encoding.UTF8.GetBytes(signaturePayload));
var hashString = BitConverter.ToString(hash).Replace("-", string.Empty);
var signature = hashString.ToLower();

request.Headers.Add("FTX-KEY", "YOUR_API_KEY");
request.Headers.Add("FTX-SIGN", signature);
request.Headers.Add("FTX-TS", _nonce.ToString());

For authenticated requests, the following headers should be sent with the request:

You will find a detailed example on how to authenticate here

费率限制

Please do not send more than 30 requests per second: doing so will result in HTTP 429 errors. We strongly recommend using the websocket API for faster market and account data.

Pagination

FTX supports pagination on most REST API endpoints. Pagination allows you to specify the time range of data to be returned, which also enables you to retrieve more results than are returned by default. You can find sample Python code which demonstrates pagination using the start_time and end_time parameters here

子账户

To specify a subaccount, include its URI-encoded nickname in the header FTX-SUBACCOUNT with the request.

获取所有子帐户

请求

GET /subaccounts

回复

{
  "success": true,
  "result": [
    {
      "nickname": "sub1",
      "deletable": true,
      "editable": true,
      "competition": true
    }
  ]
}

需要验证身份。

回复格式

姓名 类型 价值 描述
nickname string sub1 subaccount name
deletable boolean true 子帐户是否可以删除
editable boolean true 子帐户的昵称是否可以更改
competition boolean true whether the subaccount was created for a competition

创建子帐户

请求

POST /subaccounts
{
  "nickname": "sub2",
}

回复

{
  "success": true,
  "result": {
    "nickname": "sub2",
    "deletable": true,
    "editable": true,
  }
}

需要验证身份。

净荷格式

姓名 类型 价值 描述
nickname string sub2

回复格式

姓名 类型 价值 描述
nickname string sub2 subaccount name
deletable boolean true 子帐户是否可以删除
editable boolean true 子帐户的昵称是否可以更改

更改子帐户名称

请求

POST /subaccounts/update_name
{
  "nickname": "sub2",
  "newNickname": "newSub2"
}

回复

{
  "success": true,
  "result": null
}

需要验证身份。

净荷格式

姓名 类型 价值 描述
nickname string sub2 子帐户的当前昵称
newNickname string newSub2 子帐户的新昵称

删除子帐户

请求

DELETE /subaccounts
{
  "nickname": "sub2",
}

回复

{
  "success": true,
  "result": null
}

需要验证身份。

净荷格式

姓名 类型 价值 描述
nickname string sub2

获取子帐户余额

请求

GET /subaccounts/{nickname}/balances

回复


{
  "success": true,
  "result": [
    {
      "coin": "USDT",
      "free": 4321.2,
      "total": 4340.2
    }
  ]
}

需要验证身份。

回复格式

姓名 类型 价值 描述
coin string USDT coin id
free number 4321.2 free amount
total number 4340.2 total amount

在子帐户之间相互转账

请求

POST /subaccounts/transfer
{
  "coin": "XRP",
  "size": 10000,
  "source": null,
  "destination": "sub1",
}

回复

{
  "success": true,
  "result": {
    "id": 316450,
    "coin": "XRP",
    "size": 10000,
    "time": "2019-03-05T09:56:55.728933+00:00",
    "notes": "",
    "status": "complete",
  }
}

需要验证身份。

净荷格式

姓名 类型 价值 描述
coin string XRP
size number 31431.0
source string main %{account}子帐户的名称。主帐户使用null'main'
destination string sub1 %{account}子帐户的名称。主帐户使用null'main'

回复格式

姓名 类型 价值 描述
id number 316450
coin string XRP
size number 10000
time string 2019-03-05T09:56:55.728933+00:00
notes string
status string complete always 'complete'

市场

This section covers all types of markets on FTX: spot, perpetual futures, expiring futures, and MOVE contracts. Examples for each type are BTC/USD, BTC-PERP, BTC-0626, and BTC-MOVE-1005. For futures that expired in 2019, prepend a 2019 to the date, like so: BTC-20190628 or BTC-MOVE-20190923.

获取市场

请求

GET /markets

回复


{
  "success": true,
  "result": [
    {
      "name": "BTC-0628",
      "baseCurrency": null,
      "quoteCurrency": null,
      "type": "future",
      "underlying": "BTC",
      "enabled": true,
      "ask": 3949.25,
      "bid": 3949,
      "last": 10579.52,
      "postOnly": false,
      "priceIncrement": 0.25,
      "sizeIncrement": 0.001,
      "restricted": false
    }
  ]
}

回复格式

姓名 类型 价值 描述
type string future "future" or "spot"
name string BTC-0628 e.g. "BTC/USD" for spot, "BTC-PERP" for futures
underlying string BTC 仅限期货市场
baseCurrency string BTC 仅限现货市场
quoteCurrency string USD 仅限现货市场
enabled boolean true
ask number 3949.25 最佳报价
bid number 3949.00 最佳报价
last number 3949.00 最近成交价
postOnly boolean false if the market is in post-only mode (all orders get modified to be post-only, in addition to other settings they may hve)
priceIncrement number 0.25
sizeIncrement number 0.001
restricted boolean false if the market has nonstandard restrictions on which jurisdictions can trade it

获取单个市场

请求

GET /markets/{market_name}

回复

See /markets

获取委托簿

请求

GET /markets/{market_name}/orderbook?depth={depth}

回复

{
  "success": true,
  "result": {
    "asks": [
      [
        4114.25,
        6.263
      ]
    ],
    "bids": [
      [
        4112.25,
        49.29
      ]
    ]
  }
}

参数

姓名 类型 价值 描述
market_name string BTC-0628 Required. Name of the market.
depth number 35 max 100, default 20

回复格式

姓名 类型 价值 描述
asks array [4114.25, 6.263] Array with price and size
bids array [4112, 49.29] Array with price and size

获取交易

请求

GET /markets/{market_name}/trades?limit={limit}&start_time={start_time}&end_time={end_time}

回复

{
  "success": true,
  "result": [
    {
      "id": 3855995,
      "liquidation": false,
      "price": 3857.75,
      "side": "buy",
      "size": 0.111,
      "time": "2019-03-20T18:16:23.397991+00:00"
    }
  ]
}

参数

姓名 类型 价值 描述
market_name string BTC-0628 name of the market
limit number 35 optional, max 100, default 20
start_time number 1559881511 optional
end_time number 1559881711 optional

回复格式

姓名 类型 价值 描述
id number 3855995 trade id
liquidation boolean false 如果这笔交易涉及清算单
price number 3857.75
side string buy
size number 0.111
time string 2019-03-20T18:16:23.397991+00:00

获取历史价格

Historical prices of expired futures can be retrieved with this end point but make sure to specify start time and end time.

请求

GET /markets/{market_name}/candles?resolution={resolution}&limit={limit}&start_time={start_time}&end_time={end_time}

回复

{
  "success": true,
  "result": [
    {
      "close": 11055.25,
      "high": 11089.0,
      "low": 11043.5,
      "open": 11059.25,
      "startTime": "2019-06-24T17:15:00+00:00",
      "volume": 464193.95725
    }
  ]
}

参数

姓名 类型 价值 描述
market_name string BTC-0628 name of the market
resolution number 300 窗口时长(秒为)。 选项:15, 60, 300, 900, 3600, 14400, 86400
limit number 35 optional, max 5000
start_time number 1559881511 optional
end_time number 1559881711 optional

回复格式

姓名 类型 价值 描述
startTime string 2019-06-24T17:15:00+00:00 窗口开始时间
open number 11059.25 开始时间的标记价格
close number 11055.25 窗口结束时的标记价格:startTime(开始时间)+ 时间单位
high number 11089.0 窗口最高标记价格
low number 11059.25 窗口最低标记价格
volume number 464193.95725 窗口内交易量

期货

This section covers all types of futures on FTX: perpetual, expiring, and MOVE. Examples for each type are BTC-PERP, BTC-0626, and BTC-MOVE-1005. For futures that expired in 2019, prepend a 2019 to the date, like so: BTC-20190628.

列出所有期货

请求

GET /futures

回复

{
  "success": true,
  "result": [
    {
      "ask": 4196,
      "bid": 4114.25,
      "change1h": 0,
      "change24h": 0,
      "changeBod": 0,
      "volumeUsd24h": 100000000,
      "volume": 24390.24,
      "description": "Bitcoin March 2019 Futures",
      "enabled": true,
      "expired": false,
      "expiry": "2019-03-29T03:00:00+00:00",
      "index": 3919.58841011,
      "imfFactor": 0.002,
      "last": 4196,
      "lowerBound": 3663.75,
      "mark": 3854.75,
      "name": "BTC-0329",
      "perpetual": false,
      "positionLimitWeight": 1.0,
      "postOnly": false,
      "priceIncrement": 0.25,
      "sizeIncrement": 0.001,
      "underlying": "BTC",
      "upperBound": 4112.2,
      "type": "future"
    }
  ]
}

回复格式

姓名 类型 价值 描述
ask number 4196.0 委托簿最佳报价
bid number 4114.25 委托簿最佳报价
change1h number 0.0 最近一小时的价格变动
change24h number 0.0 过去 24 小时内的价格变动
changeBod number 0.0 自午夜UTC(北京時間早上8:00)以来的价格变化
volumeUsd24h number 100000000 最近24小时的美元交易量
volume number 24390.24 过去 24 小时内的交易量
description string Bitcoin March 2019 Futures
enabled boolean true
expired boolean false
expiry string 2019-03-29T03:00:00+00:00
index number 3919.58841011 指数成分市场的平均市价
imfFactor number 0.002
last number 4196.0 期货最近成交价
lowerBound number 3663.75 期货可以交易的最低价
mark number 3854.75 期货标记价格
name string BTC-0329
perpetual boolean false 此合约是否为永续合约
positionLimitWeight number 1.0
postOnly boolean false
priceIncrement number 0.25
sizeIncrement number 0.001
underlying string BTC
upperBound number 4112.2 期货可以交易的最高价
type string future “合约”,“永续”或“波动”之一

获取期货

请求

GET /futures/{future_name}

回复

{
  "success": true,
  "result": {
    "ask": 4196,
    "bid": 4114.25,
    "change1h": 0,
    "change24h": 0,
    "description": "Bitcoin March 2019 Futures",
    "enabled": true,
    "expired": false,
    "expiry": "2019-03-29T03:00:00+00:00",
    "index": 3919.58841011,
    "last": 4196,
    "lowerBound": 3663.75,
    "mark": 3854.75,
    "name": "BTC-0329",
    "perpetual": false,
    "postOnly": false,
    "priceIncrement": 0.25,
    "sizeIncrement": 0.001,
    "underlying": "BTC",
    "upperBound": 4112.2,
    "type": "future"
  }
}

回复格式

姓名 类型 价值 描述
ask number 4196.0 委托簿最佳报价
bid number 4114.25 委托簿最佳报价
change1h number 0.0 最近一小时的价格变动
change24h number 0.0 过去 24 小时内的价格变动
description string Bitcoin March 2019 Futures
enabled boolean true
expired boolean false
expiry string 2019-03-29T03:00:00+00:00
index number 3919.58841011 指数成分市场的平均市价
last number 4196.0 期货最近成交价
lowerBound number 3663.75 期货可以交易的最低价
mark number 3854.75 期货标记价格
name string BTC-0329
perpetual boolean false 此合约是否为永续合约
postOnly boolean false
priceIncrement number 0.25
sizeIncrement number 0.001
underlying string BTC
upperBound number 4112.2 期货可以交易的最高价
type string future “合约”,“永续”或“波动”之一

获取期货统计数据

请求

GET /futures/{future_name}/stats

回复

{
  "success": true,
  "result": {
    "volume": 1000.23,
    "nextFundingRate": 0.00025,
    "nextFundingTime": "2019-03-29T03:00:00+00:00",
    "expirationPrice": 3992.1,
    "predictedExpirationPrice": 3993.6,
    "strikePrice": 8182.35,
    "openInterest": 21124.583
  }
}

回复格式

姓名 类型 价值 描述
volume number 1000.23 最近24小时内交易的数量
nextFundingRate number 0.00025 后续融资费率(只适用于永续合约)
nextFundingTime string 2019-03-29T03:00:00+00:00 后续融资时间(仅适用于永续合约)
expirationPrice number 3992.1 期货到期的价格(仅在期货到期时适用)
predictedExpirationPrice number 3993.0 仅适用于期货未到期的情况
openInterest number 21124.583 本期货持仓合约数量
strikePrice number 8182.35009484 到期日开始时标的价格(仅适用于MOVE合约)

获取融资利率

请求

GET /funding_rates

参数

姓名 类型 价值 描述
start_time number 1559881511 optional
end_time number 1559881711 optional
future string BTC-PERP optional

回复


{
  "success": true,
  "result": [
    {
      "future": "BTC-PERP",
      "rate": 0.0025,
      "time": "2019-06-02T08:00:00+00:00"
    }
  ]
}

回复格式

姓名 类型 价值 描述
future string BTC-PERP
rate number 0.0025
time string 2019-06-02T08:00:00+00:00

Get index weights

请求

GET /indexes/{index_name}/weights

Note that this only applies to index futures, e.g. ALT/MID/SHIT/EXCH/DRAGON.

回复

{
  "success": true,
  "result": {
    "BCH": 0.3492,
    "BNB": 2.8632,
    "BSV": 0.3471,
    "EOS": 18.1707,
    "ETH": 0.5724,
    "LTC": 1.2973,
    "XRP": 573.6345,
  }
}

Get expired futures

Returns the list of all expired futures.

请求

GET /expired_futures

回复

{
  "success": true,
  "result": [
    {
      "ask": null,
      "bid": null,
      "description": "Bitcoin March 2020 Futures",
      "enabled": false,
      "expired": true,
      "expiry": "2020-03-27T03:00:00+00:00",
      "expiryDescription": "March 2020",
      "group": "quarterly",
      "imfFactor": 0.002,
      "index": 6807.943073426,
      "last": 6804.75,
      "lowerBound": 6467.75,
      "marginPrice": 6801.1226609324885,
      "mark": 6801.1226609324885,
      "moveStart": null,
      "name": "BTC-0327",
      "perpetual": false,
      "positionLimitWeight": 2.0,
      "postOnly": false,
      "priceIncrement": 0.5,
      "sizeIncrement": 0.0001,
      "type": "future",
      "underlying": "BTC",
      "underlyingDescription": "Bitcoin",
      "upperBound": 7152.75
    }
  ]
}

Get historical index

请求

GET /indexes/{market_name}/candles?resolution={resolution}&limit={limit}&start_time={start_time}&end_time={end_time}

回复

{
  "success": true,
  "result": [
    {
      "close": 11055.25,
      "high": 11089.0,
      "low": 11043.5,
      "open": 11059.25,
      "startTime": "2019-06-24T17:15:00+00:00",
      "volume": null
    }
  ]
}

参数

姓名 类型 价值 描述
index_name string BTC name of the market
resolution number 300 窗口时长(秒为)。 选项:15, 60, 300, 900, 3600, 14400, 86400
limit number 35 optional
start_time number 1559881511 optional
end_time number 1559881711 optional

回复格式

姓名 类型 价值 描述
startTime string 2019-06-24T17:15:00+00:00 start time of the window
open number 11059.25 mark price at startTime
close number 11055.25 mark price at the end of the window: startTime + resolution
high number 11089.0 highest mark price over the window
low number 11059.25 lowest mark price over the window
volume number null volume traded in the window

账户

获取账户信息

请求

GET /account

回复

{
  "success": true,
  "result": {
    "backstopProvider": true,
    "collateral": 3568181.02691129,
    "freeCollateral": 1786071.456884368,
    "initialMarginRequirement": 0.12222384240257728,
    "leverage": 10,
    "liquidating": false,
    "maintenanceMarginRequirement": 0.07177992558058484,
    "makerFee": 0.0002,
    "marginFraction": 0.5588433331419503,
    "openMarginFraction": 0.2447194090423075,
    "takerFee": 0.0005,
    "totalAccountValue": 3568180.98341129,
    "totalPositionSize": 6384939.6992,
    "username": "[email protected]",
    "positions": [
      {
        "cost": -31.7906,
        "entryPrice": 138.22,
        "future": "ETH-PERP",
        "initialMarginRequirement": 0.1,
        "longOrderSize": 1744.55,
        "maintenanceMarginRequirement": 0.04,
        "netSize": -0.23,
        "openSize": 1744.32,
        "realizedPnl": 3.39441714,
        "shortOrderSize": 1732.09,
        "side": "sell",
        "size": 0.23,
        "unrealizedPnl": 0
      }
    ]
  }
}

需要验证身份。

回复格式

姓名 类型 价值 描述
backstopProvider boolean true 该账户是否为是注册的流动性支持提供者
collateral number 3568181.02691129 抵押金额
freeCollateral number 1786071.456884368 免费抵押金额
initialMarginRequirement number 0.12222384240257728 单个期货品种的 initialMarginRequirement(初始保证金要求),按名义头寸加权。 如果 openMarginFraction(开仓保证金比例)低于该值则无法新开头寸。
liquidating boolean false 如果账户正在清算则为是
maintenanceMarginRequirement number 0.07177992558058484 单个期货品种的 maintenanceMarginRequirement(持仓保证金要求)平均金额,按名义头寸加权。 如果保证金比例低于该值,则进入清算模式。
makerFee number 0.0002 -
marginFraction number 0.5588433331419503 - 账户总值和账户名义头寸总额之比
openMarginFraction number 0.2447194090423075 已实现账户价值总额和已建立名义头寸总额之比
takerFee number 0.0005
totalAccountValue number 3568180.98341129 以头寸标记价格计算的账户总值
totalPositionSize number 6384939.6992 以标记价格计算的账户持有头寸总额
username string [email protected]
leverage number 10.0 Max account leverage
positions array See Get positions for details

获取头寸

请求

GET /positions

回复

{
  "success": true,
  "result": [
    {
      "cost": -31.7906,
      "entryPrice": 138.22,
      "estimatedLiquidationPrice": 152.1,
      "future": "ETH-PERP",
      "initialMarginRequirement": 0.1,
      "longOrderSize": 1744.55,
      "maintenanceMarginRequirement": 0.04,
      "netSize": -0.23,
      "openSize": 1744.32,
      "realizedPnl": 3.39441714,
      "shortOrderSize": 1732.09,
      "side": "sell",
      "size": 0.23,
      "unrealizedPnl": 0,
      "collateralUsed": 3.17906
    }
  ]
}

需要验证身份。

参数

姓名 类型 价值 描述
showAvgPrice boolean false optional

回复格式

姓名 类型 价值 描述
cost number -31.7906 建立此头寸所支付的金额等于头寸大小*建仓价格。 做多为正,做空为负。
entryPrice number 138.22 上一次实现盈亏后此头寸的平均成本:每当实现未实现的盈亏时,此字段就会设置为标记价格,未实现盈亏会设置为0,并且实现盈亏会根据未实现盈亏的先前值进行更改。
estimatedLiquidationPrice number 152.1
future string ETH-PERP 期货名称
initialMarginRequirement number 0.1 建立新头寸的最低保证金比例
longOrderSize number 1744.55 所有未执行报价累计数额
maintenanceMarginRequirement number 0.04 避免清算的最低保证金比例
netSize number -0.23 头寸大小。 做多为正,做空为负。
openSize number 1744.32 未执行挂单得到部分执行时可能的最大绝对头寸
realizedPnl number 3.39441714
shortOrderSize number 1732.09 所有未执行挂单累计数额
side string sell 做空为“卖出”,做多为“买入”
size number 0.23 netSize 的绝对价值
unrealizedPnl number 0.0
collateralUsed number 3.17906 Is equal to:
  • For PRESIDENT: initialMarginRequirement * openSize * (risk price)
  • For MOVE: initialMarginRequirement * openSize * (index price)
  • Otherwise: initialMarginRequirement * openSize * (mark price)

更改账户杠杆倍数

请求

POST /account/leverage
{
  "leverage": 10,
}

需要验证身份。

净荷格式

姓名 类型 价值 描述
leverage number 10 desired acccount-wide leverage setting

钱包

获取币

请求

GET /wallet/coins

回复


{
  "success": true,
  "result": [
    {
      "bep2Asset": null,
      "canConvert": true,
      "canDeposit": true,
      "canWithdraw": true,
      "collateral": true,
      "collateralWeight": 0.975,
      "creditTo": null,
      "erc20Contract": "0xdAC17F958D2ee523a2206206994597C13D831ec7",
      "fiat": false,
      "hasTag": false,
      "id": "USDT",
      "isToken": false,
      "methods": ["omni", "erc20", "trx", "sol"],
      "name": "USD Tether",
      "splMint": "BQcdHdAQW1hczDbBi9hiegXAR7A98Q9jx3X3iBBBDiq4",
      "trc20Contract": "TR7NHqjeKQxGTCi8q8ZY4pL8otSzgjLj6t",
      "usdFungible": false
    }
  ]
}

需要验证身份。

回复格式

姓名 类型 价值 描述
canDeposit boolean true
canWithdraw boolean true
hasTag boolean false true if addresses for this coin have a tag
id string USDT
name string USD Tether
bep2Asset string null
canConvert boolean true
collateral boolean true
collateralWeight number 0.975
creditTo string null
erc20Contract string 0xdAC17F958D2ee523a2206206994597C13D831ec7
fiat boolean false
isToken boolean false
methods array ["omni", "erc20", "trx", "sol"]
splMint string BQcdHdAQW1hczDbBi9hiegXAR7A98Q9jx3X3iBBBDiq4
trc20Contract string TR7NHqjeKQxGTCi8q8ZY4pL8otSzgjLj6t
usdFungible boolean false

获取余额

请求

GET /wallet/balances

回复


{
  "success": true,
  "result": [
    {
      "coin": "USDTBEAR",
      "free": 2320.2,
      "total": 2340.2
    }
  ]
}

需要验证身份。

回复格式

姓名 类型 价值 描述
coin string USDTBEAR coin id
free number 2320.2 free amount
total number 2340.2 total amount

获取所有帐户的余额

请求

GET /wallet/all_balances

回复


{
  "success": true,
  "result": {
    "main": [
      {
        "coin": "USDTBEAR",
        "free": 2320.2,
        "total": 2340.2
      },
      {
        "coin": "BTC",
        "free": 2.0,
        "total": 3.2
      }
    ],
    "Battle Royale": [
      {
        "coin": "USD",
        "free": 2000.0,
        "total": 2200.0
      }
    ]
  }
}

需要验证身份。

响应将包含一个对象,其私钥是子帐户名称。主帐户将显示在私钥“主”下。

回复格式

姓名 类型 价值 描述
coin string USDTBEAR coin id
free number 2320.2 free amount
total number 2340.2 total amount

获取存款地址

请求

GET /wallet/deposit_address/{coin}?method={method}

回复

{
  "success": true,
  "result": {
    "address": "0x83a127952d266A6eA306c40Ac62A4a70668FE3BE",
    "tag": null
  }
}

需要验证身份。

请求参数

姓名 类型 价值 描述
coin string USDT
method string erc20 optional; for coins available on different blockchains (e.g USDT)

回复格式

姓名 类型 价值 描述
address string 0x83a127952d266A6eA306c40Ac62A4a70668FE3BE
tag string null optional

获取存入记录

请求

GET /wallet/deposits

回复

{
  "success": true,
  "result": [
    {
      "coin": "TUSD",
      "confirmations": 64,
      "confirmedTime": "2019-03-05T09:56:55.728933+00:00",
      "fee": 0,
      "id": 1,
      "sentTime": "2019-03-05T09:56:55.735929+00:00",
      "size": 99.0,
      "status": "confirmed",
      "time": "2019-03-05T09:56:55.728933+00:00",
      "txid": "0x8078356ae4b06a036d64747546c274af19581f1c78c510b60505798a7ffcaf1"
    }
  ]
}

需要验证身份。

请求参数

姓名 类型 价值 描述
limit number 20 optional; number of items to return
start_time number 1564146934 optional; minimum time of items to return, in Unix time (seconds since 1970-01-01)
end_time number 1564233334 optional; maximum time of items to return, in Unix time (seconds since 1970-01-01)

回复格式

姓名 类型 价值 描述
coin string TUSD coin id
confirmations number 64 number of blockchain confirmations
confirmedTime string 2019-03-05T09:56:55.728933+00:00
fee number 0.0 fee, not included in size
id number 1 deposit id
sentTime string 2019-03-05T09:56:55.735929+00:00
size string 99.0
status string confirmed one of "confirmed", "unconfirmed", or "cancelled"
time string 2019-03-05T09:56:55.728933+00:00
txid string 0x8078356ae4b06a036d64747546c274af19581f1c78c510b60505798a7ffcaf1 optional
notes string Transfer from main account to my_subaccount optional

获取提现历史记录

请求

GET /wallet/withdrawals

回复

{
  "success": true,
  "result": [
    {
      "coin": "TUSD",
      "address": "0x83a127952d266A6eA306c40Ac62A4a70668FE3BE",
      "tag": null,
      "fee": 0,
      "id": 1,
      "size": 99.0,
      "status": "complete",
      "time": "2019-03-05T09:56:55.728933+00:00",
      "txid": "0x8078356ae4b06a036d64747546c274af19581f1c78c510b60505798a7ffcaf1"
    }
  ]
}

需要验证身份。

请求参数

姓名 类型 价值 描述
limit number 20 optional; number of items to return
start_time number 1564146934 optional; minimum time of items to return, in Unix time (seconds since 1970-01-01)
end_time number 1564233334 optional; maximum time of items to return, in Unix time (seconds since 1970-01-01)

回复格式

姓名 类型 价值 描述
coin string TUSD coin id
address string 0x83a127952d266A6eA306c40Ac62A4a70668FE3BE deposit address the withdrawal was sent to
tag string null
fee number 0.0 fee, not included in size
id number 1 withdrawal id
size string 99.0
status string complete one of "requested", "processing", "complete", or "cancelled"
time string 2019-03-05T09:56:55.728933+00:00
txid string 0x8078356ae4b06a036d64747546c274af19581f1c78c510b60505798a7ffcaf1 optional
notes string Transfer from main account to my_subaccount optional

请求提现

请求

POST /wallet/withdrawals
{
  "coin": "USDTBEAR",
  "size": 20.2,
  "address": "0x83a127952d266A6eA306c40Ac62A4a70668FE3BE",
  "tag": null,
  "password": "my_withdrawal_password",
  "code": "152823
}

回复

{
  "success": true,
  "result": {
    "coin": "USDTBEAR",
    "address": "0x83a127952d266A6eA306c40Ac62A4a70668FE3BE",
    "tag": null,
    "fee": 0,
    "id": 1,
    "size": 20.2,
    "status": "requested",
    "time": "2019-03-05T09:56:55.728933+00:00",
    "txid": null
  }
}

需要验证身份。

净荷格式

姓名 类型 价值 描述
coin string USDTBEAR coin to withdraw
size number 20.2 amount to withdraw
address string 0x83a127952d266A6eA306c40Ac62A4a70668FE3BE address to send to
tag string null optional
password string null optional; withdrawal password if it is required for your account
code string null optiona; 2fa code if it is required for your account

回复格式

姓名 类型 价值 描述
coin string USDTBEAR coin id
address string 0x83a127952d266A6eA306c40Ac62A4a70668FE3BE deposit address the withdrawal was sent to
tag string null
fee number 0.0 fee, not included in size
id number 1 withdrawal id
size string 20.2
status string requested one of "requested", "processing", "complete", or "cancelled"
time string 2019-03-05T09:56:55.728933+00:00
txid string null

Get airdrops

This endpoint provides you with updates to your AMPL balances based on AMPL rebases.

请求

GET /wallet/airdrops

回复

{
  "success": true,
  "result": [
    {
      "coin": "AMPL",
      "id": 1,
      "size": 99.0,
      "time": "2019-03-05T09:56:55.728933+00:00",
      "status": "complete"
    }
  ]
}

需要验证身份。

请求参数

姓名 类型 价值 描述
limit number 20 optional; number of items to return
start_time number 1564146934 optional; minimum time of items to return, in Unix time (seconds since 1970-01-01)
end_time number 1564233334 optional; maximum time of items to return, in Unix time (seconds since 1970-01-01)

回复格式

姓名 类型 价值 描述
coin string AMPL coin id
id number 1 aidrop id
size string 99.0
status string confirmed one of "confirmed" or "pending"
time string 2019-03-05T09:56:55.728933+00:00

Get saved addresses

This endpoint provides you with your saved addresses

请求

GET /wallet/saved_addresses

回复

{
  "success": true,
  "result": [
    {
      "address": "0xb2EA1CC386A260c9Ae3ebda2cb7AEd212b034Ab4",
      "coin": "ETH",
      "fiat": false,
      "id": 31189,
      "isPrimetrust": false,
      "lastUsedAt": "2020-09-21T15:38:11.795763+00:00",
      "name": "MetaMask 1",
      "tag": null,
      "whitelisted": true,
      "whitelistedAfter": "2020-08-26T09:41:53.959256+00:00"
    },
    {
      "address": "0xE4Ba8791E0fdbdc50024898A384FecFD90e69553",
      "coin": "ETH",
      "fiat": false,
      "id": 46725,
      "isPrimetrust": false,
      "lastUsedAt": "2020-09-21T09:16:46.918175+00:00",
      "name": "Ledger Nano S",
      "tag": null,
      "whitelisted": true,
      "whitelistedAfter": "2020-09-21T09:16:16.829467+00:00"
    }
  ]
}

需要验证身份。

请求参数

姓名 类型 价值 描述
coin string ETH optional, filters saved addresses by coin;

回复格式

姓名 类型 价值 描述
address string "0xb2EA1CC386A260c9Ae3ebda2cb7AEd212b034Ab4"
coin string ETH coin id
fiat boolean false
id int 31189
isPrimetrust boolean false
lastUsedAt string "2020-09-21T15:38:11.795763+00:00"
tag string null
whitelisted boolean true true if the address is whitelisted, null if the address has never been whitelisted or has been unwhitelisted
whitelistedAfter string "2020-09-21T09:16:16.829467+00:00" Date after which the address has been whitelisted, null if the address has never been whitelisted or has been unwhitelisted

Create saved addresses

请求

POST /wallet/saved_addresses

回复

{
  "success": true,
  "result": {
    "address": "0xb2EA1CC386A260c9Ae3ebda2cb7AEd212b034Ab4",
    "coin": "ETH",
    "fiat": false,
    "id": 52382,
    "isPrimetrust": false,
    "lastUsedAt": "2020-10-08T06:11:03.072427+00:00",
    "name": "MetaMask",
    "tag": null,
    "whitelisted": null,
    "whitelistedAfter": null
  }
}

需要验证身份。

请求参数

姓名 类型 价值 描述
coin string ETH coin id
address string "0xb2EA1CC386A260c9Ae3ebda2cb7AEd212b034Ab4"
addressName string MetaMask
isPrimetrust boolean false
tag string null optional, tag of the address;

回复格式

姓名 类型 价值 描述
address string "0xb2EA1CC386A260c9Ae3ebda2cb7AEd212b034Ab4"
coin string ETH coin id
fiat boolean false
id int 52382
isPrimetrust boolean false
lastUsedAt string "2020-10-08T06:11:03.072427+00:00"
name string "MetaMask"
tag string null
whitelisted boolean null true if the address is whitelisted, null if the address has never been whitelisted or has been unwhitelisted
whitelistedAfter boolean null Date after which the address has been whitelisted, null if the address has never been whitelisted or has been unwhitelisted

Delete saved addresses

请求

DELETE /wallet/saved_addresses/{saved_address_id}

回复

{
  "success": true,
  "result": "Address deleted"
}

需要验证身份。

请求参数

姓名 类型 价值 描述
saved_address_id int 52382

买卖盘

获取未执行的挂单

请求

GET /orders?market={market}

回复

{
  "success": true,
  "result": [
    {
      "createdAt": "2019-03-05T09:56:55.728933+00:00",
      "filledSize": 10,
      "future": "XRP-PERP",
      "id": 9596912,
      "market": "XRP-PERP",
      "price": 0.306525,
      "avgFillPrice": 0.306526,
      "remainingSize": 31421,
      "side": "sell",
      "size": 31431,
      "status": "open",
      "type": "limit",
      "reduceOnly": false,
      "ioc": false,
      "postOnly": false,
      "clientId": null
    }
  ]
}

需要验证身份。

请求参数

姓名 类型 价值 描述
market string BTC-0329 optional; market to limit orders

回复格式

姓名 类型 价值 描述
id number 9596912
market string XRP-PERP
type string limit
side string sell
price number 0.306525
size number 31431.0
filledSize number 10.0
remainingSize number 31421.0
avgFillPrice number 0.306526
status string new (accepted but not processed yet), open, or closed (filled or cancelled)
createdAt string 2019-03-05T09:56:55.728933+00:00
reduceOnly boolean false
ioc boolean false
postOnly boolean false
clientId string optional; client order id

获取订单历史记录

请求

GET /orders/history?market={market}

回复

{
  "success": true,
  "result": [
    {
      "avgFillPrice": 10135.25,
      "clientId": null,
      "createdAt": "2019-06-27T15:24:03.101197+00:00",
      "filledSize": 0.001,
      "future": "BTC-PERP",
      "id": 257132591,
      "ioc": false,
      "market": "BTC-PERP",
      "postOnly": false,
      "price": 10135.25,
      "reduceOnly": false,
      "remainingSize": 0.0,
      "side": "buy",
      "size": 0.001,
      "status": "closed",
      "type": "limit"
    },
  ],
  "hasMoreData": false,
}

需要验证身份。

请求参数

姓名 类型 价值 描述
market string BTC-0329 optional; market to limit orders
start_time number 1559881511 optional; only fetch orders created after this time
end_time number 1559901511 optional; only fetch orders created before this time
limit number 100 optional; default 100, maximum 100

回复格式

姓名 类型 价值 描述
id number 257132591
market string BTC-PERP
type string limit
side string buy
price number 10135.25
size number 0.001
filledSize number 0.001
remainingSize number 0.0
avgFillPrice number 10135.25
status string new (accepted but not processed yet), open, or closed (filled or cancelled)
createdAt string 2019-06-27T15:24:03.101197+00:00
reduceOnly boolean false
ioc boolean false
postOnly boolean false
clientId string optional; client order id

获取未完成触发挂单

请求

GET /conditional_orders?market={market}

回复

{
  "success": true,
  "result": [
    {
      "createdAt": "2019-03-05T09:56:55.728933+00:00",
      "error": null,
      "future": "XRP-PERP",
      "id": 50001,
      "market": "XRP-PERP",
      "orderId": null,
      "orderPrice": null,
      "reduceOnly": false,
      "side": "buy",
      "size": 0.003,
      "status": "open",
      "trailStart": null,
      "trailValue": null,
      "triggerPrice": 0.49,
      "triggeredAt": null,
      "type": "stop"
      "orderType": "market",
      "filledSize": 0,
      "avgFillPrice": null,
      "retryUntilFilled": false
  ]
}

需要验证身份。

请求参数

姓名 类型 价值 描述
market string XRP-PERP optional; market to limit orders
type string stop optional; type of trigger order (stop, trailing_stop, or take_profit)

回复格式

姓名 类型 价值 描述
createdAt string 2019-03-05T09:56:55.728933+00:00
error string null [DEPRECATED] error that occurred on most recent trigger, if exists; otherwise null
future string XRP-PERP
id number 50001
market string XRP-PERP
orderId number null [DEPRECATED] order id of the most recent trigger, if exixsts; otherwise null
orderPrice number 0.50 Limit price for stop limit and take profit limit orders; otherwise null
reduceOnly boolean false
side string buy
size number 31431.0
status string open Always open for this endpoint
trailStart number null trigger price - trail value; only for trailing stop orders
trailValue number null only for trailing stop orders
triggerPrice number 0.49 market price at which this order will trigger
triggeredAt string null time of first trigger. null if never triggered
type string stop Values are stop, trailing_stop, and take_profit
orderType string market Values are market, limit
filledSize number 0
avgFillPrice number null
retryUntilFilled boolean false Whether or not to keep re-triggering until filled

获取计划委托的触发价格/条件

请求

GET /conditional_orders/{conditional_order_id}/triggers

回复

{
  "success": true,
  "result": [
    {
      "error": null,
      "filledSize": 4.0,
      "orderSize": 10.0,
      "orderId": 38066650,
      "time": "2020-01-19T09:23:36.570904+00:00"
    }
  ]
}

需要验证身份。

回复格式

姓名 类型 价值 描述
time string 2019-03-05T09:56:55.728933+00:00
orderSize number 31431.0 null if order failed to place
filledSize number 0 null if order failed to place
orderId number null if order failed to place
error string null reason for order failing to be placed, null if successful

获取触发挂单历史记录

请求

GET /conditional_orders/history?market={market}

回复

{
  "success": true,
  "result": [
    {
      "createdAt": "2019-03-05T09:56:55.728933+00:00",
      "error": null,
      "future": "XRP-PERP",
      "id": 50000,
      "market": "XRP-PERP",
      "orderId": 2800000,
      "orderPrice": null,
      "reduceOnly": false,
      "side": "buy",
      "size": 31431,
      "status": "triggered",
      "trailStart": null,
      "trailValue": null,
      "triggerPrice": 0.37,
      "triggeredAt": 2019-03-06T03:26:53.268723+00:00,
      "type": "stop",
      "orderType": "market",
      "filledSize": 31431,
      "avgFillPrice": 0.3701,
      "orderStatus": "closed",
      "orderType": "market",
      "filledSize": 0,
      "avgFillPrice": null,
      "retryUntilFilled": false,
    },
  ],
  "hasMoreData": false,
}

需要验证身份。

请求参数

姓名 类型 价值 描述
market string BTC-0329 optional; market to limit orders
start_time number 1559881511 optional; only fetch orders created after this time
end_time number 1559881511 optional; only fetch orders created before this time
side string buy optional; valid values are buy and sell.
type string trailing_stop optional; valid values are stop, trailing_stop, and take_profit.
orderType string limit optional; valid values are market and limit.
limit number 100 optional; default 100, maximum 100

回复格式

姓名 类型 价值 描述
createdAt string 2019-03-05T09:56:55.728933+00:00
error string null [DEPRECATED] error that occurred on most recent trigger, if exists; otherwise null
future string XRP-PERP
id number 50001
market string XRP-PERP
orderId number null [DEPRECATED] order ID if this order has triggered; otherwise null
orderPrice number 0.50 Limit price for stop limit and take profit limit orders; otherwise null
reduceOnly boolean false
side string buy
size number 31431.0
status string open Values are open, cancelled, and triggered
trailStart number null trigger price - trail value; only for trailing stop orders
trailValue number null only for trailing stop orders
triggerPrice number 0.49 market price at which this order will trigger
triggeredAt string null time of first trigger. null if never triggered
type string stop Values are stop, trailing_stop, and take_profit
orderType string market Values are market and limit
filledSize number 31431
avgFillPrice number 0.3701
orderStatus string closed [DEPRECATED] status of most recent trigger's order: new, open or closed
orderType string market Values are market, limit
filledSize number 0
avgFillPrice number null
retryUntilFilled boolean false Whether or not to keep re-triggering until filled

下单

请求

POST /orders
{
  "market": "XRP-PERP",
  "side": "sell",
  "price": 0.306525,
  "type": "limit",
  "size": 31431.0,
  "reduceOnly": false,
  "ioc": false,
  "postOnly": false,
  "clientId": null
}

回复

{
  "success": true,
  "result": {
    "createdAt": "2019-03-05T09:56:55.728933+00:00",
    "filledSize": 0,
    "future": "XRP-PERP",
    "id": 9596912,
    "market": "XRP-PERP",
    "price": 0.306525,
    "remainingSize": 31431,
    "side": "sell",
    "size": 31431,
    "status": "open",
    "type": "limit",
    "reduceOnly": false,
    "ioc": false,
    "postOnly": false,
    "clientId": null,
  }
}

需要验证身份。

净荷格式

姓名 类型 价值 描述
market string XRP-PERP e.g. "BTC/USD" for spot, "XRP-PERP" for futures
side string sell "buy" or "sell"
price number 0.306525 Send null for market orders.
type string limit "limit" or "market"
size number 31431.0
reduceOnly boolean false optional; default is false
ioc boolean false optional; default is false
postOnly boolean false optional; default is false
clientId string null optional; client order id

回复格式

姓名 类型 价值 描述
createdAt string 2019-03-05T09:56:55.728933+00:00
filledSize number 0.0
future string XRP-PERP
id number 9596912
market string XRP-PERP
price number 0.306525
remainingSize number 31431.0
side string sell
size number 31431.0
status string new (accepted but not processed yet), open, or closed (filled or cancelled)
type string limit
reduceOnly boolean false
ioc boolean false
postOnly boolean false
clientId string optional; client order id, if supplied

设置计划委托

计划委托包括了止损,移动止损以及止盈等委托。

请求

POST /conditional_orders
  • 止损
{
  "market": "XRP-PERP",
  "side": "sell",
  "triggerPrice": 0.306525,
  "size": 31431.0,
  "type": "stop",
  "reduceOnly": false,
}
  • 移动止损
{
  "market": "XRP-PERP",
  "side": "sell",
  "trailValue": -0.05,
  "size": 31431.0,
  "type": "trailingStop",
  "reduceOnly": false,
}
  • 止盈
{
  "market": "XRP-PERP",
  "side": "buy",
  "triggerPrice": 0.367895,
  "size": 31431.0,
  "type": "takeProfit",
  "reduceOnly": false,
}

回复

{
  "success": true,
  "result": {
    "createdAt": "2019-03-05T09:56:55.728933+00:00",
    "future": "XRP-PERP",
    "id": 9596912,
    "market": "XRP-PERP",
    "triggerPrice": 0.306525,
    "orderId": null,
    "side": "sell",
    "size": 31431,
    "status": "open",
    "type": "stop",
    "orderPrice": null,
    "error": null,
    "triggeredAt": null,
    "reduceOnly": false,
    "orderType": "market",
    "retryUntilFilled": false,
  }
}

需要验证身份。

净荷格式

姓名 类型 价值 描述
market string XRP-PERP
side string sell "buy" or "sell"
size number 31431.0
type string stop "stop", "trailingStop", "takeProfit"; default is stop
reduceOnly boolean false optional; default is false
retryUntilFilled boolean false Whether or not to keep re-triggering until filled. optional, default true for market orders

为止损委托增加的参数

姓名 类型 价值 描述
triggerPrice number 0.306525
orderPrice number 0.3063 optional; order type is limit if this is specified; otherwise market

为移动止损委托增加的参数

姓名 类型 价值 描述
trailValue number -0.05 negative for "sell"; positive for "buy"

为止盈委托增加的参数

姓名 类型 价值 描述
triggerPrice number 0.306525
orderPrice number 0.3067 optional; order type is limit if this is specified; otherwise market

回复格式

姓名 类型 价值 描述
createdAt string 2019-03-05T09:56:55.728933+00:00
future string XRP-PERP
id number 9596912
market string XRP-PERP
triggerPrice number 0.306525
orderId number 123123 [DEPRECATED] ID of the order sent on the most recent trigger, if exists
side string sell
size number 31431.0
status string Values are open, cancelled, and triggered
type string stop
orderPrice number null price of the order sent when this stop loss triggered
error string null [DEPRECATED] error message for unsuccessful order placement when this stop loss triggered
triggeredAt string null time at which this stop loss order triggered
reduceOnly boolean false
orderType string market Values are market, limit
retryUntilFilled boolean false Whether or not to keep re-triggering until filled

修改订单

请求

POST /orders/{order_id}/modify
{
  "size": 31431,
  "price": 0.326525,
}

回复

{
  "success": true,
  "result": {
    "createdAt": "2019-03-05T11:56:55.728933+00:00",
    "filledSize": 0,
    "future": "XRP-PERP",
    "id": 9596932,
    "market": "XRP-PERP",
    "price": 0.326525,
    "remainingSize": 31431,
    "side": "sell",
    "size": 31431,
    "status": "open",
    "type": "limit",
    "reduceOnly": false,
    "ioc": false,
    "postOnly": false,
    "clientId": null,
  }
}

Please note that the order's queue priority will be reset, and the order ID of the modified order will be different from that of the original order. Also note: this is implemented as cancelling and replacing your order. There's a chance that the order meant to be cancelled gets filled and its replacement still gets placed.

需要验证身份。

净荷格式

姓名 类型 价值 描述
price number 0.306525 optional; either price or size must be specified
size number 31431.0 optional; either price or size must be specified
clientId string order1 optional; client ID for the modified order

回复格式

姓名 类型 价值 描述
createdAt string 2019-03-05T11:56:55.728933+00:00
filledSize number 0.0
future string XRP-PERP
id number 9596932
market string XRP-PERP
price number 0.326525
remainingSize number 31431.0
side string sell
size number 31431.0
status string new (accepted but not processed yet), open, or closed (filled or cancelled)
type string limit
reduceOnly boolean false
ioc boolean false
postOnly boolean false
clientId string optional; client order id, if supplied

根据Client ID修改订单

请求

POST /orders/by_client_id/{client_order_id}/modify
{
  "size": 31431,
  "price": 0.326525,
}

回复

{
  "success": true,
  "result": {
    "createdAt": "2019-03-05T11:56:55.728933+00:00",
    "filledSize": 0,
    "future": "XRP-PERP",
    "id": 9596932,
    "market": "XRP-PERP",
    "price": 0.326525,
    "remainingSize": 31431,
    "side": "sell",
    "size": 31431,
    "status": "open",
    "type": "limit",
    "reduceOnly": false,
    "ioc": false,
    "postOnly": false,
    "clientId": null,
  }
}

Please note that the order's queue priority will be reset, and the order ID of the modified order will be different from that of the original order. Also note: this is implemented as cancelling and replacing your order. There's a chance that the order meant to be cancelled gets filled and its replacement still gets placed.

需要验证身份。

净荷格式

姓名 类型 价值 描述
price number 0.306525 optional; either price or size must be specified
size number 31431.0 optional; either price or size must be specified
clientId string order1 optional; client ID for the modified order

回复格式

姓名 类型 价值 描述
createdAt string 2019-03-05T11:56:55.728933+00:00
filledSize number 0.0
future string XRP-PERP
id number 9596932
market string XRP-PERP
price number 0.326525
remainingSize number 31431.0
side string sell
size number 31431.0
status string new (accepted but not processed yet), open, or closed (filled or cancelled)
type string limit
reduceOnly boolean false
ioc boolean false
postOnly boolean false
clientId string optional; client order id, if supplied

修改触发订单

计划委托包括了止损,移动止损以及止盈等委托。

请求

POST /conditional_orders/{order_id}/modify
  • 止损
{
  "triggerPrice": 0.306225,
  "size": 31431.0,
}
  • 移动止损
{
  "trailValue": -0.06,
  "size": 31432.0,
}
  • 止盈
{
  "triggerPrice": 0.367885,
  "size": 31433.0,

}

回复

{
  "success": true,
  "result": {
    "createdAt": "2019-03-05T09:56:55.728933+00:00",
    "future": "XRP-PERP",
    "id": 9596912,
    "market": "XRP-PERP",
    "triggerPrice": 0.306225,
    "orderId": null,
    "side": "sell",
    "size": 31431,
    "status": "open",
    "type": "stop",
    "orderPrice": null,
    "error": null,
    "triggeredAt": null,
    "reduceOnly": false,
    "orderType": "market",
    "filledSize": 0,
    "avgFillPrice": null,
    "retryUntilFilled": false
  }
}

需要验证身份。

净荷格式

请注意,修改后的订单的订单ID将与原始订单的ID不同。

止损订单参数

姓名 类型 价值 描述
size number 31431.0
triggerPrice number 0.306525
orderPrice number 0.3063 only for stop limit orders

追踪止损单参数

姓名 类型 价值 描述
size number 31431.0
trailValue number -0.05 negative for sell orders; positive for buy orders

止盈订单参数

姓名 类型 价值 描述
size number 31431.0
triggerPrice number 0.306525
orderPrice number 0.3067 only for take profit limit orders

回复格式

姓名 类型 价值 描述
createdAt string 2019-03-05T12:56:55.728933+00:00
future string XRP-PERP
id number 9596912
market string XRP-PERP
triggerPrice number 0.306525
orderId number 123123 [DEPRECATED] ID of the order sent on the most recent trigger, if exists
side string sell
size number 31431.0
status string Values are open, cancelled, and triggered
type string stop
orderPrice number null price of the order sent when this stop loss triggered
error string null [DEPRECATED] error message for unsuccessful order placement of the most recent trigger, if exists
triggeredAt string null time at which this stop loss first triggered
reduceOnly boolean false
orderType string market Values are market, limit
retryUntilFilled boolean false Whether or not to keep re-triggering until filled

获取订单状态

请求

GET /orders/{order_id}

回复

{
  "success": true,
  "result": {
    "createdAt": "2019-03-05T09:56:55.728933+00:00",
    "filledSize": 10,
    "future": "XRP-PERP",
    "id": 9596912,
    "market": "XRP-PERP",
    "price": 0.306525,
    "avgFillPrice": 0.306526,
    "remainingSize": 31421,
    "side": "sell",
    "size": 31431,
    "status": "open",
    "type": "limit",
    "reduceOnly": false,
    "ioc": false,
    "postOnly": false,
    "clientId": null
  }
}

通过客户编号获取订单状态

请求

GET /orders/by_client_id/{client_order_id}

回复

{
  "success": true,
  "result": {
    "createdAt": "2019-03-05T09:56:55.728933+00:00",
    "filledSize": 10,
    "future": "XRP-PERP",
    "id": 9596912,
    "market": "XRP-PERP",
    "price": 0.306525,
    "avgFillPrice": 0.306526,
    "remainingSize": 31421,
    "side": "sell",
    "size": 31431,
    "status": "open",
    "type": "limit",
    "reduceOnly": false,
    "ioc": false,
    "postOnly": false,
    "clientId": "your_client_order_id"
  }
}

需要验证身份。

回复格式

姓名 类型 价值 描述
id number 9596912
market string XRP-PERP
type string limit
side string sell
price number 0.306525
size number 31431.0
filledSize number 10.0
remainingSize number 31421.0
avgFillPrice number 0.306526
status string new (accepted but not processed yet), open, or closed (filled or cancelled)
createdAt string 2019-03-05T09:56:55.728933+00:00
reduceOnly boolean false
ioc boolean false
postOnly boolean false
clientId string client order id

撤单

请求

DELETE /orders/{order_id}

回复

{
  "success": true,
  "result": "Order queued for cancelation"
}

需要验证身份。

通过客户编号取消订单

请求

DELETE /orders/by_client_id/{client_order_id}

回复

{
  "success": true,
  "result": "Order queued for cancellation"
}

需要验证身份。

取消未完成触发挂单

请求

DELETE /conditional_orders/{id}

回复

{
  "success": true,
  "result": "Order cancelled"
}

需要验证身份。

取消所有挂单

此操作会取消您设置的条件委托(止损委托和跟踪止损委托)。

请求

DELETE /orders
{
  "market": "BTC-PERP",
}

回复

{
  "success": true,
  "result": "Orders queued for cancelation"
}

需要验证身份。

净荷格式

姓名 类型 价值 描述
market string USDTBEAR optional; restrict to cancelling orders only on this market
conditionalOrdersOnly boolean false optional; restrict to cancelling conditional orders only
limitOrdersOnly boolean false optional; restrict to cancelling existing limit orders (non-conditional orders) only

Convert

请求报价

请求

POST /otc/quotes
{
  "fromCoin": "BTC",
  "toCoin": "USD",
  "size": 0.05
}

回复

{
  "success": true,
  "result": {
    "quoteId": 1031
  }
}

需要验证身份。

净荷格式

姓名 类型 价值 描述
fromCoin string BTC
toCoin string USD
size number 0.05 denominated in units of fromCoin

回复格式

姓名 类型 价值 描述
quoteId number 1031

Get quote status

请求

GET /otc/quotes/{quoteId}

回复

{
  "success": true,
  "result": [
    {
      "baseCoin": "BTC"
      "cost": 0.05
      "expired": false,
      "filled": false,
      "fromCoin": "BTC",
      "id": 1031,
      "price": 7695.4,
      "proceeds": 384.77,
      "quoteCoin": "USD",
      "side": "sell",
      "toCoin": "USD"
    }
  ]
}

需要验证身份。

请求参数

姓名 类型 价值 描述
market string BTC/USD optional; market to limit orders

回复格式

姓名 类型 价值 描述
baseCoin string BTC
cost number 0.05 cost of accepting the quote in units of fromCoin
expired bool false if the quote is expired (if so, cannot accep tit)
filled bool false if the quote is already accepted
id number 1031
price number 7695.4 price in units of quoteCoin
proceeds number 384.77 proceeds of accepting the quote in units of toCoin
quoteCoin string USD
side string "sell" "sell" if fromCoin is baseCoin, otherwise "buy"
toCoin string USD

Accept quote

请求

POST /otc/quotes/{quote_id}/accept

回复

{
  "success": true,
  "result": null
}

需要验证身份。

净荷格式

姓名 类型 价值 描述
quoteId number 1031

执行

请求

GET /fills?market={market}

回复

{
  "success": true,
  "result": [
    {
      "fee": 20.1374935,
      "feeCurrency": "USD",
      "feeRate": 0.0005,
      "future": "EOS-0329",
      "id": 11215,
      "liquidity": "taker",
      "market": "EOS-0329",
      "baseCurrency": null,
      "quoteCurrency": null,
      "orderId": 8436981,
      "tradeId": 1013912,
      "price": 4.201,
      "side": "buy",
      "size": 9587,
      "time": "2019-03-27T19:15:10.204619+00:00",
      "type": "order"
    }
  ]
}

需要验证身份。

请求参数

姓名 类型 价值 描述
market string BTC-0329 optional; market to limit fills
limit number 20 optional; number of fills to return
start_time number 1564146934 optional; minimum time of fills to return, in Unix time (seconds since 1970-01-01)
end_time number 1564233334 optional; maximum time of fills to return, in Unix time (seconds since 1970-01-01)
order string null optional; default is descending, supply 'asc' to receive fills in ascending order of time
orderId number null

回复格式

姓名 类型 价值 描述
fee number 20.1374935
feeCurrency string USD
feeRate number 0.0005
future string EOS-0329
id number 11215 fill id
liquidity string taker "taker" or "maker"
market string EOS-0329
baseCurrency string BTC 仅限现货市场
quoteCurrency string USD 仅限现货市场
orderId number 8436981
tradeId number 1013912 null for trades before 2019-02-19 10:00:00
price number 4.201
side string buy
size number 9587.0
time string 2019-03-27T19:15:10.204619+00:00
type string order

融资付款

请求

GET /funding_payments
姓名 类型 价值 描述
start_time number 1559881511 optional
end_time number 1559881711 optional
future string BTC-PERP optional

回复

{
  "success": true,
  "result": [
    {
      "future": "ETH-PERP",
      "id": 33830,
      "payment": 0.0441342,
      "time": "2019-05-15T18:00:00+00:00",
      "rate": 0.0001
    }
  ]
}

需要验证身份。

回复格式

姓名 类型 价值 描述
future string ETH-PERP
id number 33830
payment number 0.0441342
time string 2019-05-15T18:00:00+00:00

杠杆代币

列出杠杆代币

请求

GET /lt/tokens

回复

{
  "success": true,
  "result": [
    {
      "name": "HEDGE",
      "description": "1x Short Bitcoin Token",
      "underlying": "BTC-PERP",
      "leverage": -1,
      "outstanding": 1100.72231577,
      "pricePerShare": 2736.375887408888,
      "positionPerShare": -0.35783866135616976,
      "underlyingMark": 7605.25,
      "contractAddress": "0x1FA3bc860bF823d792f04F662f3AA3a500a68814",
      "change1h": 0.00035975425246481245,
      "change24h": 0.02595729864870652
    }
  ]
}

回复格式

姓名 类型 价值 描述
name string HEDGE 代币名称
description string 1x Short Bitcoin Token
underlying string BTC-PERP 此代币使用的标的期货合约名称
leverage number -1
outstanding number 1100.72231577 未偿付的代币数量
pricePerShare number 2736.375887408888 以标的期货当前标记价格计算的每种代币价格
positionPerShare number -0.35783866135616976 每种代币的标的期货头寸
underlyingMark number 7605.25 标的期货当前标记价格
contractAddress string 0x1FA3bc860bF823d792f04F662f3AA3a500a68814 代币 ERC20 智能合约地址
change1h number 0.00035975425246481245 过去一小时内代币价格变化
change24h number 0.02595729864870652 过去一天代币价格变化

获取代币信息

请求

GET /lt/{token_name}

回复

{
  "success": true,
  "result": {
    "name": "HEDGE",
    "description": "1x Short Bitcoin Token",
    "underlying": "BTC-PERP",
    "leverage": -1,
    "outstanding": 1100.72231577,
    "pricePerShare": 2736.375887408888,
    "positionPerShare": -0.35783866135616976,
    "underlyingMark": 7605.25,
    "contractAddress": "0x1FA3bc860bF823d792f04F662f3AA3a500a68814",
    "change1h": 0.00035975425246481245,
    "change24h": 0.02595729864870652
  }
}

参数

姓名 类型 价值 描述
token_name string HEDGE Required. Name of the token.

回复格式

姓名 类型 价值 描述
name string HEDGE 代币名称
description string 1x Short Bitcoin Token
underlying string BTC-PERP 此代币使用的标的期货合约名称
leverage number -1
outstanding number 1100.72231577 未偿付的代币数量
pricePerShare number 2736.375887408888 以标的期货当前标记价格计算的每种代币价格
positionPerShare number -0.35783866135616976 每种代币的标的期货头寸
underlyingMark number 7605.25 标的期货当前标记价格
contractAddress string 0x1FA3bc860bF823d792f04F662f3AA3a500a68814 代币 ERC20 智能合约地址
change1h number 0.00035975425246481245 过去一小时内代币价格变化
change24h number 0.02595729864870652 过去一天代币价格变化

获取加杠杆代币余额

请求

GET /lt/balances

回复

{
  "success": true,
  "result": [
    {
      "token": "HEDGE",
      "balance": 8.8
    }
  ]
}

需要验证身份。

回复格式

姓名 类型 价值 描述
token string HEDGE
balance number 8.8

列出杠杆代币创建请求

请求

GET /lt/creations

回复

{
  "success": true,
  "result": [
    {
      "id": 123,
      "token": "HEDGE",
      "requestedSize": 10,
      "pending": false,
      "createdSize": 10,
      "price": 1234,
      "cost": 12340,
      "fee": 12.34,
      "requestedAt": "2019-03-05T09:56:55.728933+00:00",
      "fulfilledAt": "2019-03-05T09:56:55.728933+00:00"
    }
  ]
}

需要验证身份。

回复格式

姓名 类型 价值 描述
id number 123
token string HEDGE 代币名称
requestedSize number 10 最初请求的代币数量
pending boolean false
createdSize number 10 创建的代币数量;可能小于请求数量
price number 1234 创建请求执行价格
cost number 12340 不含费用的代币创建成本
fee number 12.34 代币创建费用
requestedAt string 2019-03-05T09:56:55.728933+00:00 请求提交时间
fulfilledAt string 2019-03-05T09:56:55.728933+00:00 处理请求的时间

请求创建杠杆代币

请求

POST /lt/{token_name}/create
{
  "size": 31431.0
}

回复

{
  "success": true,
  "result": {
    "id": 123,
    "token": "HEDGE",
    "requestedSize": 10,
    "cost": 12340,
    "pending": true,
    "requestedAt": "2019-03-05T09:56:55.728933+00:00"
  }
}

需要验证身份。

请求参数

姓名 类型 价值 描述
token_name string HEDGE required; name of the token

净荷格式

姓名 类型 价值 描述
size number 31431.0 number of tokens to create

回复格式

姓名 类型 价值 描述
id number 123
token string HEDGE 代币名称
requestedSize number 10 请求的代币数量
cost number 12340 创建请求扣除的抵押金额
pending boolean true
requestedAt string 2019-03-05T09:56:55.728933+00:00 请求提交时间

列出杠杆代币兑换请求

请求

GET /lt/redemptions

回复

{
  "success": true,
  "result": [
    {
      "id": 123,
      "token": "HEDGE",
      "size": 10,
      "pending": false,
      "price": 1234,
      "proceeds": 12340,
      "fee": 12.34,
      "requestedAt": "2019-03-05T09:56:55.728933+00:00",
      "fulfilledAt": "2019-03-05T09:56:55.728933+00:00"
    }
  ]
}

需要验证身份。

回复格式

姓名 类型 价值 描述
id number 123
token string HEDGE 代币名称
size number 10 已兑换代币总量
pending boolean false
price number 1234 赎回请求执行价格
proceeds number 12340 赎回收益,未扣费
fee number 12.34 代币兑换费用
requestedAt string 2019-03-05T09:56:55.728933+00:00 请求提交时间
fulfilledAt string 2019-03-05T09:56:55.728933+00:00 处理请求的时间

请求兑换杠杆代币

请求

POST /lt/{token_name}/redeem
{
  "size": 31431.0
}

回复

{
  "success": true,
  "result": {
    "id": 123,
    "token": "HEDGE",
    "size": 10,
    "projectedProceeds": 12340,
    "pending": true,
    "requestedAt": "2019-03-05T09:56:55.728933+00:00"
  }
}

需要验证身份。

请求参数

姓名 类型 价值 描述
token_name string HEDGE required; name of the token

净荷格式

姓名 类型 价值 描述
size number 31431.0 number of tokens to create

回复格式

姓名 类型 价值 描述
id number 123
token string HEDGE - name of the token
size number 10 - number of tokens requsted to be redeemed
projectedProceeds number 12340 - estimated proceeds from the redemption
pending boolean true
requestedAt string 2019-03-05T09:56:55.728933+00:00 - time the request was submitted

期权

List quote requests

请求

GET /options/requests

回复

{
  "success": true,
  "result": [
    {
      "id": 512,
      "option": {
        "underlying": "BTC",
        "type": "call",
        "strike": 7800,
        "expiry": "2020-01-08T03:00:00+00:00",
      },
      "side": "buy",
      "size": 1.2,
      "time": "2020-01-07T22:35:54.626023+00:00",
      "requestExpiry": "2020-01-08T22:35:54.626023+00:00",
      "status": "open",
    },
  ],
}

回复格式

姓名 类型 价值 描述
id number 512
option dict option object; see below
size number 1.2
side string buy
time string 2020-01-07T22:35:54.626023+00:00 when the request was placed
status string open
requestExpiry string 2020-01-08T22:35:54.626023+00:00 when the request expires
limitPrice number 10.2 optional; omitted when the request has no limit price or it is hidden

Note that option objects have the following format:

姓名 类型 价值 描述
underlying string BTC
type string call "call" or "put"
strike number 7800
expiry string 2020-01-08T03:00:00+00:00

Your quote requests

需要验证身份。

请求

GET /options/my_requests

回复

{
  "success": true,
  "result": [
    {
      "id": 512,
      "option": {
        "underlying": "BTC",
        "type": "call",
        "strike": 7800,
        "expiry": "2020-01-08T03:00:00+00:00",
      },
      "side": "buy",
      "size": 1.2,
      "time": "2020-01-07T22:35:54.626023+00:00",
      "requestExpiry": "2020-01-08T22:35:54.626023+00:00",
      "status": "open",
      "hideLimitPrice": true,
      "limitPrice": 1.2,
      "quotes": [
        {
          "collateral": 8762.71757981,
          "id": 1029,
          "price": 1.0,
          "quoteExpiry": null,
          "status": "open",
          "time": "2020-01-07T22:49:31.367379+00:00".
        },
      ],
    },
  ],
}

回复格式

姓名 类型 价值 描述
id number 512
option dict option object; see List Quote Requests section
side string buy
size number 1.2
time string 2020-01-07T22:35:54.626023+00:00 when the request was placed
status string open
requestExpiry string 2020-01-08T22:35:54.626023+00:00 when the request expires
quotes array list of quotes for your quote request; see below
hideLimitPrice bool true whether or not to hide your limit price if it exists
limitPrice number 1.2 optional; omitted if your request does not have a limit price

Note that quote objects have the following format:

姓名 类型 价值 描述
id number 1029
status string open
collateral number 8762.71757981 collateral locked by the quote
price number 1.0
quoteExpiry string null optional
time string 2020-01-07T22:49:31.367379+00:00 when the quote was created

Create quote request

请求

需要验证身份。

POST /options/requests
{
  "underlying": "BTC",
  "type": "call",
  "strike": 7800,
  "expiry": 1578625200,
  "side": "buy",
  "size": 5,
}

净荷格式

姓名 类型 价值 描述
underlying string BTC
type string call "call" or "put"
strike number 7800
expiry number 1578625200 unix timestamp of option expiry. Must be in the future and at 03:00 UTC.
side string buy "buy" or "sell"
size number 5
limitPrice number 1.2 optional limit price
hideLimitPrice bool true whether or not to hide your limit price from potential quoters, default true
requestExpiry number null optional; unix timestamp of request expiry, defaults to 5 minutes in the future
counterpartyId number 1234567 optional; when specified, makes the request private to the specified counterparty

回复

{
  "success": true,
  "result": {
    "id": 3,
    "option": {
      "expiry": "2020-01-10T03:00:00+00:00",
      "strike": 7800,
      "type": "call",
      "underlying": "BTC"
    },
    "expiry": "2020-01-10T03:00:00+00:00",
    "strike": 7800,
    "type": "call",
    "underlying": "BTC",
    "requestExpiry": "2020-01-08T23:05:44.047653+00:00",
    "side": "buy",
    "size": 5,
    "status": "open",
    "time": "2020-01-07T23:05:44.047653+00:00"
  },
}

Cancel quote request

需要验证身份。

请求

DELETE /options/requests/{request_id}

回复

{
  "id": 3,
  "option": {
    "expiry": "2020-01-10T03:00:00+00:00",
    "strike": 7800.0,
    "type":"call",
    "underlying": "BTC"
  },
  "requestExpiry": "2020-01-08T23:05:44.047653+00:00",
  "side": "buy",
  "size": 5.0,
  "status": "cancelled",
  "time": "2020-01-07T23:05:44.047653+00:00",
}

Get quotes for your quote request

需要验证身份。

请求

GET /options/requests/{request_id}/quotes

回复

{
  "success": true,
  "result": {
    "collateral": 26862.33468643,
    "id": 2,
    "option": {
      "expiry": "2020-01-08T03:00:00+00:00",
      "strike"': 10.0,
      "type": "call",
      "underlying": "BTC"
    },
    "price": 11.0,
    "quoteExpiry": null,
    "quoterSide": "sell",
    "requestId": 4,
    "requestSide": "buy",
    "size": 3.0,
    "status": "open",
    "time": "2020-01-07T23:43:24.772581+00:00"
  },
}
姓名 类型 价值 描述
id number 2 id of the quote
requestId number 4 id of the quote request
status string open
collateral number 26862.33468643 collateral locked by the quote
price number 11.0
quoteExpiry string null optional
quoterSide string sell
requestSide string buy
size number 3.0
time string 22020-01-07T23:43:24.772581+00:00 when the quote was created
option option object; see List Quote Requests section
requestLimitPrice number null the quote request's limit price. omitted if does not exist or hidden

Create quote

需要验证身份。

请求

POST  /options/requests/{request_id}/quotes
{
  "price": 11.0,
}

净荷格式

姓名 类型 价值 描述
price number 11.0 price of your quote

回复

{
  "success": true,
  "result": {
    "collateral": 26862.33468643,
    "id": 2,
    "option": {
      "expiry": "2020-01-08T03:00:00+00:00",
      "strike"': 10.0,
      "type": "call",
      "underlying": "BTC"
    },
    "price": 11.0,
    "quoteExpiry": null,
    "quoterSide": "sell",
    "requestId": 4,
    "requestSide": "buy",
    "size": 3.0,
    "status": "open",
    "time": "2020-01-07T23:43:24.772581+00:00"
  },
}

Get my quotes

需要验证身份。

请求

GET /options/my_quotes

回复

{
  "success": true,
  "result": {
    "collateral": 26862.33468643,
    "id": 2,
    "option": {
      "expiry": "2020-01-08T03:00:00+00:00",
      "strike": 10.0,
      "type": "call",
      "underlying": "BTC"
    },
    "price": 11.0,
    "quoteExpiry": null,
    "quoterSide": "sell",
    "requestId": 4,
    "requestSide": "buy",
    "size": 3.0,
    "status": "open",
    "time": "2020-01-07T23:43:24.772581+00:00"
  },
}

Cancel quote

需要验证身份。

请求

DELETE /options/quotes/<quote_id>

回复

{
  "success": true,
  "result": {
    "collateral": 0,
    "id": 4,
    "option": {
      "expiry": "2020-01-08T03:00:00+00:00",
      "strike": 7800,
      "type": "call",
      "underlying": "BTC",
    },
    "price": 11,
    "quoteExpiry": null,
    "quoterSide": "sell",
    "requestId": 4,
    "requestSide": "buy",
    "size": 3,
    "status": "cancelled",
    "time": "2020-01-08T00:20:00.532812+00:00",
  },
}

Accept options quote

需要验证身份。

请求

POST /options/quotes/<quote_id>/accept

回复

{
  "success": true,
  "result": {
    "collateral": 0,
    "id": 5,
    "option": {
      "expiry": "2020-01-08T03:00:00+00:00",
      "strike": 7800,
      "type": "call",
      "underlying": "BTC",
    },
    "price": 11,
    "quoteExpiry": null,
    "quoterSide": "sell",
    "requestId": 4,
    "requestSide": "buy",
    "size": 3,
    "status": "filled",
    "time": "2020-01-08T00:20:00.532812+00:00",
  },
}

Get account options info

需要验证身份。

请求

GET /options/account_info

回复

{
  "success": true,
  "result": {
    "usdBalance": 34.0,
    "liquidationPrice": 1900.2,
    "liquidating": false,
  },
}
姓名 类型 价值 描述
usdBalance number 34.0
liquidationPrice number 1900.2 estimated liquidation price
liquidated boolean false if the account is currently liquidating
maintenanceMarginRequirement number 1200.12 you will be liquidated if your account collateral + options usdBalance drops below this number
initialMarginRequirement number 1523.13

Get options positions

需要验证身份。

请求

GET /options/positions

回复

{
  "success": true,
  "result": [
    {
      "entryPrice": 11.0,
      "netSize": 3.0,
      "option": {
        "expiry": "2020-01-08T03:00:00+00:00",
        "strike": 7800,
        "type": "call",
        "underlying": "BTC",
      },
      "side": "buy",
      "size": 3,
    },
  ]
}
姓名 类型 价值 描述
netSize number 3.0 positive if long, negative if short
entryPrice number 11.0 average entry price
size number 3.0 absolute value of netSize
option option object; see List Quote Requests section
side string buy "buy" if long, "sell" if short
pessimisticValuation number 1.1 optional; pessimistic valuation of this position used for margin purposes
pessimisticIndexPrice number 6280 optional; index price corresponding to pessimistic valuation
pessimisticVol number 0.17 optional; vol corresponding to pessimistic valuation

Get public options trades

请求

GET /options/trades

请求参数

姓名 类型 价值 描述
start_time number 1559881511 optional; only fetch orders created after this time
end_time number 1559901511 optional; only fetch orders created before this time
limit number 100 optional; default 20, maximum 200

回复

{
  "success": true,
  "result": [
    {
      "id": 31,
      "option": {
        "expiry": "2020-01-08T03:00:00+00:00",
        "strike": 7800,
        "type": "call",
        "underlying": "BTC",
      },
      "price": 3,
      "size": 1,
      "time": "2020-01-08T02:59:57.270744+00:00",
    },
  ]
}
姓名 类型 价值 描述
id number 31
size number 1.0
price number 3.0
option option object; see List Quote Requests section
time string "2020-01-08T02:59:57.270744+00:00"

Get options fills

需要验证身份。

请求

GET /options/fills

请求参数

姓名 类型 价值 描述
start_time number 1559881511 optional; only fetch orders created after this time
end_time number 1559901511 optional; only fetch orders created before this time
limit number 100 optional; default 20, maximum 200

回复

{
  "success": true,
  "result": [
    {
      "fee": 1.782852614186007,
      "feeRate": 0.0001729,
      "id": 5,
      "liquidity": "taker",
      "option": {
        "expiry": "2020-01-08T03:00:00+00:00",
        "strike": 7800,
        "type": "call",
        "underlying": "BTC"
      },
      "price": 3,
      "quoteId": 6,
      "side": "sell",
      "size": 1,
      "time": "2020-01-08T02:59:57.270744+00:00",
    },
  ]
}
姓名 类型 价值 描述
id number 5
size number 1.0
price number 3.0
option option object; see List Quote Requests section
time string "2020-01-08T02:59:57.270744+00:00"
liquidity string taker "taker" or "maker"
fee number 1.782852614186007
feeRate number 0.0001729
side string buy

Get 24h option volume

请求

GET /stats/24h_options_volume

回复

{
  "success": true,
  "result": [
    {
    "contracts": 216.6842,
    "underlying_total": 2111838.071037173,
    }
  ]

}
姓名 类型 价值 描述
contracts number 216.6842 Number of contracts traded over the last 24 hours
underlying_total number 2111838.071037173 Notional value of the contracts traded over the last 24 hours

Get option open interest

请求

GET /options/historical_volumes/BTC

请求参数

姓名 类型 价值 描述
start_time number 1559881511 optional; only fetch orders created after this time
end_time number 1559901511 optional; only fetch orders created before this time
limit number 100 optional; maximum 200

回复

{
    "success": true,
    "result": [
        {
            "numContracts": 1.0,
            "endTime": "2020-07-01T04:06:00.584303+00:00",
            "startTime": "2020-07-01T03:06:00.543341+00:00"
        }
    ]
}
姓名 类型 价值 描述
numContracts number 12572.0898 Volume (in BTC)
endTime string "2020-07-01T04:06:00.584303+00:00"
startTime string "2020-07-01T03:06:00.543341+00:00"

Get option open interest

请求

GET /options/open_interest/BTC

回复

{
  "success": true,
  "result": {
    "openInterest": 12572.0898
  }
}
姓名 类型 价值 描述
openInterest number 12572.0898 Open interest (in BTC)

Get option open interest

请求

GET options/historical_open_interest/BTC

请求参数

姓名 类型 价值 描述
start_time number 1559881511 optional; only fetch orders created after this time
end_time number 1559901511 optional; only fetch orders created before this time
limit number 100 optional; maximum 200

回复

{
    "success": true,
    "result": [
        {
            "numContracts": 5870.6395,
            "time": "2020-07-01T04:06:00.589877+00:00"
        }
    ]
}
姓名 类型 价值 描述
numContracts number 12572.0898 Open interest (in BTC)
time string "2020-07-01T04:06:00.589877+00:00"

SRM Staking

Get stakes

请求

GET /srm_stakes/stakes

回复

{
  "success": true,
  "result": [
        {
            "coin": "SRM",
            "createdAt": "2020-08-12T12:13:56.900236+00:00",
            "id": 2447,
            "size": 0.1,
        }
      ]
}
姓名 类型 价值
coin string SRM
createdAt string 2020-08-12T12:13:56.900236+00:00
id int 2447
size number 0.1

Unstake request

请求

GET /srm_stakes/unstake_requests

回复

{
  "success": true,
  "result": [
        {
          "coin": "SRM",
          "createdAt": "2020-08-12T20:49:07.210200+00:00",
          "id": 121,
          "size": 0.1,
          "status": "pending",
          "unlockAt": "2020-08-19T20:49:07.225716+00:00",
        }
      ]
}
姓名 类型 价值
coin string SRM
createdAt string 2020-08-12T20:49:07.210200+00:00
id int 121
size number 0.1
status string pending (pending, cancelled, processed)
unlockAt string 2020-08-19T20:49:07.225716+00:00

Get stake balances

请求

GET /srm_stakes/balances

回复

{
  "success": true,
  "result": [
    {   "coin": "SRM",
        "lifetimeRewards": 1.98e-06,
        "scheduledToUnstake": 0.1,
        "staked": 0.0},
    {   "coin": "MSRM",
        "lifetimeRewards": 0,
        "scheduledToUnstake": 0,
        "staked": 0.0},
    {   "coin": "MSRM_LOCKED",
        "lifetimeRewards": 0,
        "scheduledToUnstake": 0,
        "staked": 0.0},
    {   "coin": "SRM_LOCKED",
        "lifetimeRewards": 1.98e-06,
        "scheduledToUnstake": 0,
        "staked": 0.0,
    }
      ]
}

Returns actively staked, scheduled for unstaking and lifetime rewards balances

Unstake request

请求

POST /srm_stakes/unstake_requests

回复

{
  "success": true,
  "result": [
    {   "coin": "SRM",
        "createdAt": "2020-08-12T21:03:21.539419+00:00",
        "id": 122,
        "size": 0.1,
        "status": "pending",
        "unlockAt": "2020-08-19T21:03:21.543783+00:00",
    }
      ]
}

Request parameters

姓名 类型 价值
coin string SRM
size number 0.1
姓名 类型 价值
coin string SRM
createdAt string 2020-08-12T21:03:21.539419+00:00
size number 0.1
status string pending (pending, cancelled, processed)
unlockAt string 2020-08-19T21:03:21.543783+00:00

Cancel unstake request

请求

DELETE /srm_stakes/unstake_requests/{request_id}

回复

{
  "success": true,
  "result": ["Cancelled"]
}

Get staking rewards

请求

GET /srm_stakes/staking_rewards

回复

{
  "success": true,
  "result": [
    {   "coin": "SRM",
        "id": 99730,
        "size": 0.1,
        "status": "complete",
        "time": "2020-08-12T20:15:25.260879+00:00"},
    }
      ]
}
姓名 类型 价值
coin string SRM
id int 99730
size number 0.1
status string complete
time string 2020-08-12T20:15:25.260879+00:00

Stake request

请求

POST /srm_stakes/stakes

回复

{
  "success": true,
  "result": [
  {   "coin": "SRM",
      "createdAt": "2020-08-12T21:17:39.884879+00:00",
      "id": 3001,
      "size": 0.1,
  }
    ]
}

Request parameters

姓名 类型 价值
coin string SRM
size number 0.1
姓名 类型 价值
coin string SRM
createdAt string 2020-08-12T21:17:39.884879+00:00
id int 3001
size number 0.1

Websocket API

Streaming API,包含最新的市场和账户挂单数据。 使用此 API,您可以将消息发送到服务器并收到以事件为基础的回复,无需轮询服务器获得回复。

Websocket 端点网址:wss://ftx.com/ws/

使用 JSON 发起请求和回复。

您可以在此找到示例代码:https://github.com/ftexchange/ftx

请求流程

Websocket connections go through the following lifecycle: - Establish a websocket connection with wss://ftx.com/ws/ - (Optional) Authenticate with {'op': 'login', 'args': {'key': <api_key>, 'sign': <signature>, 'time': <ts>}} - Send pings at regular intervals (every 15 seconds): {'op': 'ping'}. You will see an {'type': 'pong'} response. - Subscribe to a channel with {'op': 'subscribe', 'channel': 'trades', 'market': 'BTC-PERP'} - Receive subscription response {'type': 'subscribed', 'channel': 'trades', 'market': 'BTC-PERP'} - Receive data {'type': 'update', 'channel': 'trades', 'market': 'BTC-PERP', 'data': {'bid': 5230.5, 'ask': 5231.0, 'ts': 1557133490.4047449, 'last': 5230.5}} - Unsubscribe {'op': 'unsubscribe', 'channel': 'trades', 'market': 'BTC-PERP'} - Receive unsubscription response {'type': 'unsubscribed', 'channel': 'trades', 'market': 'BTC-PERP'}

请求格式

发送到服务器的消息应包含以下字典项:

-“频道”:您希望获取数据的频道。 应该是下列之一 -“委托簿”为委托簿的市场数据 -“交易”为交易的市场数据 -“滚动信息区”为最佳报价和市场数据 -“市场”:您希望获取数据的市场。 例如:“BTC-PERP” -“操作”:您想要执行的操作。 应该是下列之一 -“订阅”用于订阅频道 -“取消订阅”用于取消频道订阅

回复格式

-“频道” -“市场” -“类型”:消息的类型 -“错误”:发生错误时显示。 当“类型”为“错误”时,还会有“代码”和“消息”字段。 “代码”采用标准 HTTP 错误代码值。 -“已订阅”:表示成功订阅了频道和市场。 -“已取消订阅”:表示成功取消频道和市场订阅。 -“信息”:用于向用户传达信息。 附带“代码”和“消息”字段。 - 服务器重新启动时,您可能会看到一条代码为“20001”的“信息”消息。 如果您看到此消息,请重新连接。 -“部分”:包含当前市场数据的快照。 数据快照可以在随附的“数据”字段中找到。 -“更新”:包含有关当前市场数据的更新。 更新可在随附的“数据”字段中找到。 -“代码”(可选) -“消息”(可选) -“数据”(可选)

公有市场行情接口

代号

The ticker channel provides the latest best bid and offer market data. All messages are updates (update), and the data field contains: - bid: Best bid price if a bid exists, else null - ask: Best ask price if an ask exists, else null - last: Last trade price if it exists, else null - time: Timestamp

市场

The markets channel provides information on the full set of tradable markets and their specifications. After subscription and whenever any market lists, delsists, or changes, you will receive a partial message with information on all markets. The data field both types of messages will contain a list of market information dictionaries, each of which contains:

交易

The trades channel provides data on all trades in the market. All messages are updates of new trades (update) and the data field contains: - price: Price of the trade - size: Size of the trade - side: Side of the taker in the trade - liquidation: true if the trade involved a liquidation order, else false - time: Timestamp

委托簿

“盘口”查询提供盘口双边最优的100报价的数据。

初始快照

订阅后,您将收到委托簿(“部分”)的快照,其中包含“数据”字段,其中包含:

-“操作”:“部分“ -“买入” -“卖出” -“校验和”:见下方 -“时间”:时间戳

“买入”和“卖出”的格式如下:“[[最佳价格,该价格数额大小],[下一个最佳价格,该价格数额大小],...]”

更新

收到您的快照后,将会向您流式传输更新(消息“类型”为“更新”),“数据”字段带有:

-“操作”:“更新” -“买入” -“卖出” -“校验和”:见下方 -“时间”:时间戳

“买入”和“卖出”字段包含对委托簿的更新。

校验和

每条消息都包含来自委托簿的已签名 32 位整数校验和。 您可以在客户端上得到相同的校验和

Grouped Orderbooks

The grouped orderbooks channel supplies orderbook data with grouped (collapsed) prices.

Disclaimer

Please note that we do NOT recommend using the grouped orderbooks channel in general: it should only be used for retrieving lower-granularity, possibly higher-depth information about the orderbook.

Subscribing

To subscribe, send a message specifying market and price grouping: {'channel': 'orderbookGrouped', 'market': 'BTC-PERP', 'grouping': 500}. grouping controls the granularity of price levels reported by the channel.

Messages

All messages from the orderbookGrouped channel contain two fields: bids and asks. Each are formatted like so: [[best (grouped) price, size at price], [next next best price, size at price], ...].

The first message you are sent will contain a snapshot of the whole orderbook.

Subsequent messages only contain updates. For instance if you received the message: {'bids': [[9000, 1780.0]], 'asks': []}, you should interpret that as meaning that since the last update you received, the only thing that has changed is that the total bid size at the 9000 level is now 1780.0.

Note that the price groupings are conservative: with a price grouping of 100, the size for a bid at 9395.5 would be attributed to the 9300 level, and the size for an ask at the same price would be attributed to the 9400 level.

私有接口

身份验证

您可以通过发送类似 %{code} 的消息登录

{
  "args": {
    "key": "<api_key>",
    "sign": "<signature>",
    "time": <ts>
  },
  "op": "login"
}

As an example, if:

sign would be d10b5a67a1a941ae9463a60b285ae845cdeac1b11edc7da9977bef0228b96de9

一个 websocket 连接最多可登录一名用户。 如果连接已通过身份验证,再次尝试登录会导致 400 错误。

执行

您很快将收到消息:

{
  "channel": "fills",
  "data": {
    "fee": 78.05799225,
    "feeRate": 0.0014,
    "future": "BTC-PERP",
    "id": 7828307,
    "liquidity": "taker",
    "market": "BTC-PERP",
    "orderId": 38065410,
    "tradeId": 19129310,
    "price": 3723.75,
    "side": "buy",
    "size": 14.973,
    "time": "2019-05-07T16:40:58.358438+00:00",
    "type": "order"
  },
  "type": "update"
}

该频道将向所有市场流式传输您的执行价 您可以在经过身份验证的连接上发送 {'op': 'subscribe', 'channel': 'fills'} 进行订阅。

买卖盘

您很快将收到消息:

{
  "channel": "orders",
  "data": {
    "id": 24852229,
    "clientId": null,
    "market": "XRP-PERP",
    "type": "limit",
    "side": "buy",
    "size": 42353.0,
    "price": 0.2977,
    "reduceOnly": false,
    "ioc": false,
    "postOnly": false,
    "status": "closed",
    "filledSize": 0.0,
    "remainingSize": 0.0,
    "avgFillPrice": 0.2978
  },
  "type": "update"
}

此频道可为您在所有市场中的挂单流式传输更新。 您可以在经过身份验证的连接上发送 {'op': 'subscribe', 'channel': 'orders'} 进行订阅。

FIX API

FIX ( 金融信息交换协议)是一个标准的电子信息协议,可用于下单,获取订单状态更新及执行,或者取消订单。 我们的FIX api是基于FIX 4.2规格,借鉴其他主流数字货币交易平台的FIX应用,做出了优化和调整。 您可以在用户代码处查看示例: https://github.com/ftexchange/ftx FIX 终端 URL:tcp+ssl://fix.ftx.com:4363 用户需要使用SSL连接终端。 每次连接数字序列都会重置。暂不支持重发请求及序列重置信息。

消息

8=FIX.4.2|9=162|35=A|49=zyfvB4QPg0A3kkVgqUE9V1fOA-Y6jhdG3seqIIZx|56=FTX

所有信息都应该包含以下header: 这个文档使用“|”表示FIX的修改字段分隔符(byte 0x01)。真实的信息中,它可以被 0x01替换。

标签 姓名 示例 描述
8 BeginString FIX.4.2 Must be set to "FIX.4.2"
9 BodyLength 162 Length of the message body in bytes
35 MsgType 8 Message type
49 SenderCompID zyfvB4QPg0A3kkVgqUE9V1fOA-Y6jhdG3seqIIZx Client API key (for messages from the client)
56 TargetCompID FTX Must be set to "FTX" (for messages from the client)
34=1|52=20190525-07:17:48

消息还应包括序列号 MsgSeqNum (34) 和时间戳 SendingTime (52)。 序列号从 1 开始,必须随每条消息递增。 序列号重复或 不正确的邮件将被拒收。 序列号会在新连接重置。

Logon (A)

由客户端发送用于发起 FIX 会话。 必须在连接 建立后首先发送该消息。 每个连接只能建立一个会话;其他登录消息会 被拒收。

请求

8=FIX.4.2|9=162|35=A|49=zyfvB4QPg0A3kkVgqUE9V1fOA-Y6jhdG3seqIIZx|56=FTX|34=1|52=20190525-07:51:51|98=0|108=30|96=8f7e7d37f8033ad249c1833687c230b6f4663f0dd72752899776bab9aa064783|10=237|
标签 姓名 示例 描述
35 MsgType A
98 EncryptMethod 0 Must be set to "0" (None)
108 HeartBInt 30 Must be set to "30"
96 RawData 8f7e...4783 Signature (see below)
8013 CancelOrdersOnDisconnect Y "Y": all account orders will be cancelled at the end of the session. "S": all orders placed during the session will be cancelled at the end of the session. Default: no orders will be cancelled.
1 Account "my_subaccount" Optional subaccount name; can be omitted if authenticating for main account

签名

from datetime import datetime
import hmac

api_key = 'YOUR_API_KEY'
api_secret = 'YOUR_API_SECRET'

sending_time = datetime.now().strftime('%Y%m%d-%H:%M:%S')

sign_target = '\x01'.join([
    sending_time,  # SendingTime
    'A',  # MsgType
    '1',  # MsgSeqNum
    api_key,  # SenderCompID
    'FTX',  # TargetCompID
])

signature = hmac.new(api_secret.encode(), sign_target.encode(), 'sha256').hexdigest()

let crypto = require('crypto');

let apiKey = 'YOUR_API_KEY';
let apiSecret = 'YOUR_API_SECRET';

let sendingTime = '20190525-07:51:51';

let signTarget = [
    sendingTime,  // SendingTime
    'A',  // MsgType
    '1',  // MsgSeqNum
    apiKey,  // SenderCompID
    'FTX',  // TargetCompID
].join('\x01');

let hmac = crypto.createHmac('sha256', apiSecret);
let signature = hmac.update(signTarget).digest('hex');

为了安全起见,登录消息必须由客户端签名。 要计算签名,请连接 以下字段,由 FIX 字段分隔符(字节 0x01)连接,并计算 SHA256 HMAC 使用 API 密钥:

生成的哈希应该为十六进制编码。








回复

8=FIX.4.2|9=98|35=A|49=FTX|56=zyfvB4QPg0A3kkVgqUE9V1fOA-Y6jhdG3seqIIZx|34=1|98=0|108=30|52=20190525-07:51:51.838|10=099
Tag Name Value
35 MsgType A
98 EncryptMethod 0
108 HeartBInt 30

Heartbeat (0)

如果过去 30 秒内未收到消息,则由任一方发送。 也应发送 用于回复 TestRequest (1)(测试请求)。

8=FIX.4.2|9=86|35=1|49=zyfvB4QPg0A3kkVgqUE9V1fOA-Y6jhdG3seqIIZx|56=FTX|34=2|52=20190525-07:52:24.029|10=049|
Tag Name Value Description
35 MsgType 0
112 TestReqID 123 If this heartbeat is in response to a TestRequest, copied from the TestRequest.

测试请求 (1)

可由任何一方随时发送。

8=FIX.4.2|9=112|35=1|49=zyfvB4QPg0A3kkVgqUE9V1fOA-Y6jhdG3seqIIZx|56=FTX|34=3|112=20190525-08:26:38.989|52=20190525-08:26:38.989|10=140|
Tag Name Value Description
35 MsgType 1
112 TestReqID 123 Arbitrary string, to be echoed back by a Heartbeat.

Logout (5)

由任何一方发送用于终止会话。 另一方应再发送一条“退出” 消息以确认会话终止。 连接将随后关闭。

Tag Name Value
35 MsgType 5

New Order Single (D)

客户发送以提交新订单。 FIX API当前仅支持限价单。

Tag Name Value Description
35 MsgType D
21 HandlInst 1 Must be set to "1" (AutomatedExecutionNoIntervention)
11 ClOrdID order123 Arbitrary client-selected string to identify the order; must be unique
55 Symbol BTC-PERP Symbol name
40 OrdType 2 Must be set to "2" (Limit)
38 OrderQty 1.1 Order size in base units
44 Price 8000 Limit price
54 Side 1 "1": buy; "2": sell
59 TimeInForce 1 Must be set to "1" (Good Till Cancel) or "3" (Immediate or Cancel)
18 ExecInst E This parameter is optional. "E": reduce only, "6": post only, not supplied: standard

If the order is accepted, an ExecutionReport (8) with ExecType=A (Pending New) will be returned. Otherwise, an ExecutionReport with ExecType=8 (Rejected) will be returned.

Order Cancel Request (F)

由客户发送用于请求撤单。

Tag Name Value Description
35 MsgType F
37 OrderID 123456 System-assigned order ID of the order
41 OrigClOrdID order123 Client-assigned order ID of the order

Only one of OrderID (37) and OrigClOrdID (41) should be provided.

If the order is successfully cancelled, an ExecutionReport (8) with ExecType=6 (Pending Cancel) will be returned. Otherwise, an OrderCancelReject (9) will be returned.

Order Cancel Reject (9)

服务器向客户端通知 OrderCancelRequest (F),即撤单请求失败。

Tag Name Value Description
35 MsgType 9
11 ClOrdID cancel123 Copied from OrderCancelRequest
37 OrderID 123456 Copied from OrderCancelRequest
41 OrigClOrdID order123 Copied from OrderCancelRequest
39 OrdStatus 4 "4" (Canceled) if the order was already cancelled
102 CxlRejReason 1 "0": order already cancelled, "1": unknown order
434 CxlRejResponseTo 1 Always set to "1"

Mass Order Cancel Request (q)

Sent by the server in response to a Mass Order Cancel Request (q)

Tag Name Value Description
35 MsgType q
530 MassCancelRequestType 7 7 for cancelling all orders on all markets, 1 for cancelling all orders on a specific market
11 ClOrdID order123 optional; client-assigned ID for mass order cancellation request
55 Symbol BTC-PERP optional; symbol name. This field is is required if MassCancelRequestType is set to 1, and ignored otherwise

A Mass Order Cancel Report (r) will be returned to the client.

Mass Order Cancel Report (r)

Sent by the server in response to a Mass Order Cancel Request (q)

Tag Name Value Description
35 MsgType r
530 MassCancelRequestType 7 the MassCancelRequestType of the corresponding Mass Order Cancel Request
11 ClOrdID order123 optional; the ClOrdID of the corresponding Mass Order Cancel Request. Omitted if no ClOrdID was supplied.
531 MassCancelResponse 0 if the request was rejected, otherwise set to the MassCancelRequestType of the corresponding Mass Order Cancel Request
532 MssCancelRejectReason optional; 0 if the market specified in the Mass Order Cancel Request was unknown

Order Status Request (H)

由客户发送用于请求挂单状态。

Tag Name Value Description
35 MsgType H
37 OrderID 123456 OrderID of the order to request, or "*" to request all pending orders
41 OrigClOrdID order123 Client-assigned order ID of the order
20000 IncludeFillInfo N If Y, server will include fill info

The server will respond with an ExecutionReport (8) with ExecType=I (OrderStatus) with the requested order or orders. Only one of OrderID (37) and OrigClOrdID (41) should be provided. When there are no open orders, the server will include Text (58) of "No open orders".

IncludeFillInfo包含的其他字段(20000 = Y):

Tag Name Value Description
1362 NoFills 1 Number of fills for this order

以下字段包含零次或多次,每次填充一次:

Tag Name Value Description
1363 FillExecID 23436 Fill ID
1364 FillPx 10.1 Fill price
1365 FillQty 6.32 Fill quantity
1366 FillTradeID 101293 Fill trade ID. This will be shared by the fill corresponding to the other side of the trade.
1367 FillTime 20200219-08:33:26.513 Fill time
1443 FillLiquidityInd 2 1 for maker, 2 for taker
20100 FeeRate 0.0007 Fees paid on the fill, in percent
20101 Fee 0.0446824 Fees paid on the fill, in USD

Execution Report (8)

由服务器在下列情况发送:挂单已执行、挂单变更或 回复来自客户端的 NewOrderSingle (D)(新下单)、OrderCancelRequest (F)(撤单请求)、或 OrderStatusRequest (H)(挂单状态请求) 消息。

Tag Name Value Description
35 MsgType 8
11 ClOrdID order123 Client-selected order ID.
37 OrderID 123456 Server-assigned order ID
17 ExecID d840c87b-ad98-47b1-95d3-4d41950fa776 unique execution ID. Equal to Fill ID if this message was the result of a fill
55 Symbol BTC-PERP Symbol name
54 Side 1 "1": buy; "2": sell
38 OrderQty 1.2 Original order quantity
44 Price 8000 Original order price
150 ExecType 1 Reason for this message (see below)
39 OrdStatus 0 Order status (see below)
14 CumQty 0.4 Quantity of order that has already been filled
151 LeavesQty 0.8 Quantity of order that is still open
84 CxlQty 0.0 Quantity cancelled by self-trade prevention. Only present if the cancelled quantity is greater than zero
60 TransactTime 20190525-08:26:38.989 Time of the order update. Only present on order updates
31 LastPx 7999.25 Fill price. Only present if this message was the result of a fill
32 LastQty 0.4 Fill quantity. Only present if this message was the result of a fill
1057 AggressorIndicator Y "Y": taker fill; "N": maker fill. Only present if this message was the result of a fill
1366 FillTradeID 101293 Fill trade ID. Only present if this message was the result of a fill
12 Commission 0.0067307233000000 Fee for trade in USD. Only present if this message was the result of a fill
13 CommType 3 Always 3 (absolute)
103 OrdRejReason 3 Reason the order was rejected (see below). Only present on rejected NewOrderSingle (D) requests
58 Text 58 Description of the reason the order was rejected (e.g., Too many requests). Only present on rejected NewOrderSingle (D) requests
5000 Liquidation 58 "Y": messages corresponds to an on-market liquidation order. "N" or absent: it does not.

ExecType values

ExecType (150)(执行类型)字段表明发送此 ExecutionReport(执行报告)的原因。

ExecType Description
0 New order
1 New fill for order
3 Order done (fully filled)
4 Order cancelled
5 Order resized (possible for reduce-only orders)
A Response to a successful NewOrderSingle (D) request
8 Response to a rejected NewOrderSingle (D) request
6 Response to a successful OrderCancelRequest (F) request
I Response to a OrderStatusRequest (H) request

Note that every fill will generate a new ExecType=1 message. If a fill causes an order to be fully filled, both a ExecType=1 message and a ExecType=3 message will be generated. Similarly, a newly placed order that is immediately matched against an opposing order will generate both a ExecType=0 message and a ExecType=1 message.

OrdStatus values

OrdStatus Description
0 New order
1 Partially filled order
3 Fully filled order
4 Cancelled order
5 Resized order
6 Pending cancel

OrdRejReason values

OrdRejReason Description
3 Risk limits exceeded
99 Too many requests
0 Other errors

Reject (3)

由服务器发送用于回复无效消息。

Tag Name Value Description
35 MsgType 3
45 RefSeqNum 2 Sequence number of the rejected message
371 RefTagID 38 Tag number of the rejected field
372 RefMsgType D Message type of the rejected message
58 Text Missing quantity Human-readable description of the reason for the rejection
373 SessionRejectReason 1 Code to identify the rejection reason (see below)

Rejection reason codes

SessionRejectReason Description
1 Required tag missing
5 Value incorrect for this tag
6 Incorrect data format for value
11 Invalid MsgType