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FuturesBBOOrder

contractBBOorderdetails

Properties

Name Type Description Notes
contract str Futures contract
size int Required. Trading quantity. Positive for buy, negative for sell. Set to 0 for close position orders.
direction str Direction: 'sell' fetches the bid side, 'buy' fetches the ask side.
iceberg int Display size for iceberg orders. 0 for non-iceberg orders. Note that hidden portions are charged taker fees. [optional]
level int Level: maximum 20 levels
close bool Set as `true` to close the position, with `size` set to 0 [optional] [default to False]
is_close bool Is the order to close position [optional] [readonly]
reduce_only bool Set as `true` to be reduce-only order [optional] [default to False]
is_reduce_only bool Is the order reduce-only [optional] [readonly]
is_liq bool Is the order for liquidation [optional] [readonly]
tif str Time in force - gtc: GoodTillCancelled - ioc: ImmediateOrCancelled, taker only - poc: PendingOrCancelled, makes a post-only order that always enjoys a maker fee - fok: FillOrKill, fill either completely or none [optional] [default to 'gtc']
left int Unfilled quantity [optional] [readonly]
fill_price str Fill price [optional] [readonly]
text str 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 str Taker fee [optional] [readonly]
mkfr str Maker fee [optional] [readonly]
refu int Referrer user ID [optional] [readonly]
auto_size str 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]
stp_id int 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]
stp_act str 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]
amend_text str The custom data that the user remarked when amending the order [optional] [readonly]
limit_vip int 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 int Position ID [optional]

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