Topic: algoexecutionreport
Push interval: real-timeSubscribe to order and execution updates for algo orders.
{
"id": .....
"cmd": "SUBSCRIBE",
"params": ["algoexecutionreport"]
}
{
"topic": "algoexecutionreport",
"ts": 1667978011834,
"data": [
{
"s": "SPOT_BAL_USDT", // symbol
"raid": 345181, // root algo order id
"paid": 0, // parent algo order id
"aid": 345181, // algo order id
"caid": 0, // client algo order id
"tg": "default", // order tag
"ss": "NEW", // status
"at": "BRACKET", // algo order type
"sd": "SELL", // side
"ps": "SHORT", // position side
"sx": "1", // quantity
"trp": "100", // trigger price
"trpt" "MARK_PRICE", // trigger price type
"tss": "SUCCESS", // trigger status
"px": "50", // price
"t": "LIMIT", // order type
"tpx": "51", // first trade price that triggers the algo order
"tt": 0, // trigger timestamp
"tid": 0, // trade id
"epx": "50" // executed price
"esx": "1", // executed quantity
"f": "0", // fee of the transaction
"fa": "USDT", // fee asset of the transaction
"rs": "", // reason
"tesx": "1", // total executed quantity of the order
"aepx": "50", // average executed price of the order
"tf": "0", // total fee of the order
"tfc": "USDT", // fee currency of the order
"tr": "0", // total rebate of the order
"trc": "BAL", // rebate currency of the order
"vsx": "1", // visible quantity of the order
"ts": 1667978011834, // executed timestamp
"ro": false, // whether the order is reduce only
"apx": "51", // activated price of the algo order
"cr": "0.01", // callback ratio
"cv": "1", // callback value
"ep": "100", // extreme price
"it": false, // is triggered
"ia": false, // is activated
"im": false, // is maker
"ras": "NEW", // root algo status
"as": "NEW", // algo status
"lv": 10, // leverage
"m": "CROSS" // margin mode
},
...
]
}