交易请求
下新的订单 (TRADE)
{
"id": "56374a46-3061-486b-a311-99ee972eb648",
"method": "order.place",
"params": {
"symbol": "BTCUSDT",
"side": "SELL",
"type": "LIMIT",
"timeInForce": "GTC",
"price": "23416.10000000",
"quantity": "0.00847000",
"apiKey": "vmPUZE6mv9SD5VNHk4HlWFsOr6aKE2zvsw0MuIgwCIPy6utIco14y7Ju91duEh8A",
"signature": "15af09e41c36f3cc61378c2fbe2c33719a03dd5eba8d0f9206fbda44de717c88",
"timestamp": 1660801715431
}
}
下新的订单。
权重: 1
参数:
名称 | 类型 | 是否必需 | 描述 |
---|---|---|---|
symbol | STRING | YES | |
side | ENUM | YES | BUY 或者 SELL |
type | ENUM | YES | |
timeInForce | ENUM | NO * | |
price | DECIMAL | NO * | |
quantity | DECIMAL | NO * | |
quoteOrderQty | DECIMAL | NO * | |
newClientOrderId | STRING | NO | 客户自定义的唯一订单ID。如果未发送,则自动生成。 |
newOrderRespType | ENUM | NO | 可选的响应格式:
|
stopPrice | DECIMAL | NO * | |
trailingDelta | INT | NO * | 请看 Trailing Stop order FAQ |
icebergQty | DECIMAL | NO | |
strategyId | LONG | NO | 标识订单策略中订单的任意ID。 |
strategyType | INT | NO | 标识订单策略的任意数值。 小于 |
selfTradePreventionMode | ENUM | NO | 允许的 ENUM 取决于交易对的配置。支持值:STP 模式 |
apiKey | STRING | YES | |
recvWindow | LONG | NO | 值不能大于 60000 |
signature | STRING | YES | |
timestamp | LONG | YES |
根据订单 type
,某些参数(*) 可能成为必需参数:
订单 type |
强制要求的参数 |
---|---|
LIMIT |
|
LIMIT_MAKER |
|
MARKET |
|
STOP_LOSS |
|
STOP_LOSS_LIMIT |
|
TAKE_PROFIT |
|
TAKE_PROFIT_LIMIT |
|
支持的订单类型:
订单 type |
描述 |
---|---|
LIMIT |
以指定的 |
LIMIT_MAKER |
此订单类型也称为 POST-ONLY 订单。 |
MARKET |
以最佳市场价格买入或卖出。
|
STOP_LOSS |
当满足指定条件时,执行给定
I.e., 当达到 |
STOP_LOSS_LIMIT |
当满足指定条件时,执行给定参数的 |
TAKE_PROFIT |
与 |
TAKE_PROFIT_LIMIT |
与 |
可用的 timeInForce
选项,设置订单在到期前应该活跃多长时间:
TIF | 描述 |
---|---|
GTC | Good 'til Canceled – 成交为止。订单会一 直有效,直到被成交或者取消。 |
IOC | Immediate 或者 Cancel – 无法立即成交的部分就撤销。订单在失效前会尽量多的成交。 |
FOK | Fill 或者 Kill – 无法全部立即成交就撤销。如果无法全部成交,订单会失效。 |
备注:
-
newClientOrderId
指定订单的clientOrderId
值。仅当前一个订单已成交或过期时,才会接受具有相同
clientOrderId
的新订单。 -
任何
LIMIT
或LIMIT_MAKER
订单都可以通过指定icebergQty
变成冰山订单。带有
icebergQty
的订单必须将timeInForce
设置为GTC
。 -
STOP_LOSS
/TAKE_PROFIT
订单的触发订单价格规则:stopPrice
必须高于市场价格:STOP_LOSS BUY
,TAKE_PROFIT SELL
stopPrice
必须低于市场价格:STOP_LOSS SELL
,TAKE_PROFIT BUY
-
使用
quoteOrderQty
的MARKET
订单遵循LOT_SIZE
过滤规则。该订单将执行一个名义价值尽可能接近请求的
quoteOrderQty
的数量。
数据源: 撮合引擎
响应:
使用 newOrderRespType
参数可以选择响应格式。
ACK
响应类型:
{
"id": "56374a46-3061-486b-a311-99ee972eb648",
"status": 200,
"result": {
"symbol": "BTCUSDT",
"orderId": 12569099453,
"orderListId": -1, // 单个订单会一直是 -1
"clientOrderId": "4d96324ff9d44481926157ec08158a40",
"transactTime": 1660801715639
},
"rateLimits": [
{
"rateLimitType": "ORDERS",
"interval": "SECOND",
"intervalNum": 10,
"limit": 50,
"count": 1
},
{
"rateLimitType": "ORDERS",
"interval": "DAY",
"intervalNum": 1,
"limit": 160000,
"count": 1
},
{
"rateLimitType": "REQUEST_WEIGHT",
"interval": "MINUTE",
"intervalNum": 1,
"limit": 6000,
"count": 1
}
]
}
RESULT
响应类型:
{
"id": "56374a46-3061-486b-a311-99ee972eb648",
"status": 200,
"result": {
"symbol": "BTCUSDT",
"orderId": 12569099453,
"orderListId": -1, // 单个订单会一直是 -1
"clientOrderId": "4d96324ff9d44481926157ec08158a40",
"transactTime": 1660801715639,
"price": "23416.10000000",
"origQty": "0.00847000",
"executedQty": "0.00000000",
"origQuoteOrderQty": "0.000000",
"cummulativeQuoteQty": "0.00000000",
"status": "NEW",
"timeInForce": "GTC",
"type": "LIMIT",
"side": "SELL",
"workingTime": 1660801715639,
"selfTradePreventionMode": "NONE"
},
"rateLimits": [
{
"rateLimitType": "ORDERS",
"interval": "SECOND",
"intervalNum": 10,
"limit": 50,
"count": 1
},
{
"rateLimitType": "ORDERS",
"interval": "DAY",
"intervalNum": 1,
"limit": 160000,
"count": 1
},
{
"rateLimitType": "REQUEST_WEIGHT",
"interval": "MINUTE",
"intervalNum": 1,
"limit": 6000,
"count": 1
}
]
}
FULL
响应类型:
{
"id": "56374a46-3061-486b-a311-99ee972eb648",
"status": 200,
"result": {
"symbol": "BTCUSDT",
"orderId": 12569099453,
"orderListId": -1,
"clientOrderId": "4d96324ff9d44481926157ec08158a40",
"transactTime": 1660801715793,
"price": "23416.10000000",
"origQty": "0.00847000",
"executedQty": "0.00847000",
"origQuoteOrderQty": "0.000000",
"cummulativeQuoteQty": "198.33521500",
"status": "FILLED",
"timeInForce": "GTC",
"type": "LIMIT",
"side": "SELL",
"workingTime": 1660801715639,
// FULL 响应与 RESULT 响应相同,具有相同的可选字段基于订单类型和参数。FULL响应还包括立即完成订单的交易列表。
"fills": [
{
"price": "23416.10000000",
"qty": "0.00635000",
"commission": "0.000000",
"commissionAsset": "BNB",
"tradeId": 1650422481
},
{
"price": "23416.50000000",
"qty": "0.00212000",
"commission": "0.000000",
"commissionAsset": "BNB",
"tradeId": 1650422482
}
],
"selfTradePreventionMode": "NONE"
},
"rateLimits": [
{
"rateLimitType": "ORDERS",
"interval": "SECOND",
"intervalNum": 10,
"limit": 50,
"count": 1
},
{
"rateLimitType": "ORDERS",
"interval": "DAY",
"intervalNum": 1,
"limit": 160000,
"count": 1
},
{
"rateLimitType": "REQUEST_WEIGHT",
"interval": "MINUTE",
"intervalNum": 1,
"limit": 6000,
"count": 1
}
]
}
订单响应中的特定条件时才会出现的字段
订单响应中的有一些字段仅在满足特定条件时才会出现。这些订单响应可以来自下订单,查询订单或取消订单,并且可以包括订单列表类型。 下面列出了这些字段:
名称 | 描述 | 显示的条件 | 示例 |
---|---|---|---|
icebergQty | 冰山订单的数量。 | 只有在请求中发送 icebergQty 参数时才会出现。 | "icebergQty": "0.00000000" |
preventedMatchId | 与 symbol 结合使用时,可用于查询因为 STP 导致订单失效的过期订单。 | 只有在因为 STP 导致订单失效时可见。 | "preventedMatchId": 0 |
preventedQuantity | 因为 STP 导致订单失效的数量。 | 只有在因为 STP 导致订单失效时可见。 | "preventedQuantity": "1.200000" |
stopPrice | 用于设置逻辑订单中的触发价。 | STOP_LOSS ,TAKE_PROFIT ,STOP_LOSS_LIMIT 和 TAKE_PROFIT_LIMIT 订单时可见。 | "stopPrice": "23500.00000000" |
strategyId | 策略单ID; 用以关联此订单对应的交易策略。 | 如果在请求中添加了参数,则会出现。 | "strategyId": 37463720 |
strategyType | 策略单类型; 用以显示此订单对应的交易策略。 | 如果在请求中添加了参数,则会出现。 | "strategyType": 1000000 |
trailingDelta | 用以定义追踪止盈止损订单被触发的价格差。 | 出现在追踪止损订单中。 | "trailingDelta": 10 |
trailingTime | 追踪单被激活和跟踪价格变化的时间。 | 出现在追踪止损订单中。 | "trailingTime": -1 |
usedSor | 用于确定订单是否使用SOR 的字段 | 在使用SOR 下单时出现 | "usedSor": true |
workingFloor | 用以定义订单是通过 SOR 还是由订单提交到的订单薄(order book)成交的。 | 出现在使用了 SOR 的订单中。 | "workingFloor": "SOR" |
测试下单 (TRADE)
{
"id": "6ffebe91-01d9-43ac-be99-57cf062e0e30",
"method": "order.test",
"params": {
"symbol": "BTCUSDT",
"side": "SELL",
"type": "LIMIT",
"timeInForce": "GTC",
"price": "23416.10000000",
"quantity": "0.00847000",
"apiKey": "vmPUZE6mv9SD5VNHk4HlWFsOr6aKE2zvsw0MuIgwCIPy6utIco14y7Ju91duEh8A",
"signature": "15af09e41c36f3cc61378c2fbe2c33719a03dd5eba8d0f9206fbda44de717c88",
"timestamp": 1660801715431
}
}
测试下单。
验证新订单参数并验证您的签名但不会将订单发送到撮合引擎。
权重:
条件 | 请求权重 |
---|---|
没有 computeCommissionRates | 1 |
有 computeCommissionRates | 20 |
参数:
除了 order.place
的所有参数,
下面参数也有效:
参数名 | 类型 | 是否必需 | 描述 |
---|---|---|---|
computeCommissionRates | BOOLEAN | NO | 默认值: false |
数据源: 缓存
响应:
没有 computeCommissionRates
:
{
"id": "6ffebe91-01d9-43ac-be99-57cf062e0e30",
"status": 200,
"result": {},
"rateLimits": [
{
"rateLimitType": "REQUEST_WEIGHT",
"interval": "MINUTE",
"intervalNum": 1,
"limit": 6000,
"count": 1
}
]
}
有 computeCommissionRates
:
{
"id": "6ffebe91-01d9-43ac-be99-57cf062e0e30",
"status": 200,
"result": {
"standardCommissionForOrder": { // 根据订单的角色(例如,Maker或Taker)确定的佣金费率。
"maker": "0.00000112",
"taker": "0.00000114"
},
"taxCommissionForOrder": { // 根据订单的角色(例如,Maker或Taker)确定的税收扣除率。
"maker": "0.00000112",
"taker": "0.00000114"
},
"discount": { // 以BNB支付时的标准佣金折扣。
"enabledForAccount": true,
"enabledForSymbol": true,
"discountAsset": "BNB",
"discount": "0.25000000" // 当用BNB支付佣金时,在标准佣金上按此比率打折。
}
},
"rateLimits": [
{
"rateLimitType": "REQUEST_WEIGHT",
"interval": "MINUTE",
"intervalNum": 1,
"limit": 6000,
"count": 20
}
]
}
查询订单 (USER_DATA)
{
"id": "aa62318a-5a97-4f3b-bdc7-640bbe33b291",
"method": "order.status",
"params": {
"symbol": "BTCUSDT",
"orderId": 12569099453,
"apiKey": "vmPUZE6mv9SD5VNHk4HlWFsOr6aKE2zvsw0MuIgwCIPy6utIco14y7Ju91duEh8A",
"signature": "2c3aab5a078ee4ea465ecd95523b77289f61476c2f238ec10c55ea6cb11a6f35",
"timestamp": 1660801720951
}
}
查询订单状态。
权重: 4
参数:
名称 | 类型 | 是否必需 | 描述 |
---|---|---|---|
symbol |
STRING | YES | |
orderId |
INT | YES | 按 orderId 查找顺序 |
origClientOrderId |
STRING | 按 clientOrderId 查找顺序 |
|
apiKey |
STRING | YES | |
recvWindow |
LONG | NO | 值不能大于 60000 |
signature |
STRING | YES | |
timestamp |
LONG | YES |
备注:
-
当同时提供
orderId
和origClientOrderId
两个参数时,系统首先将会使用orderId
来搜索订单。然后, 查找结果中的origClientOrderId
的值将会被用来验证订单。如果两个条件都不满足,则请求将被拒绝。 -
对于某些历史订单,
cummulativeQuoteQty
响应字段可能为负数,意味着此时数据不可用。
数据源: 缓存 => 数据库
响应:
{
"id": "aa62318a-5a97-4f3b-bdc7-640bbe33b291",
"status": 200,
"result": {
"symbol": "BTCUSDT",
"orderId": 12569099453,
"orderListId": -1, // 如果是属于订单列表的订单时会出现
"clientOrderId": "4d96324ff9d44481926157",
"price": "23416.10000000",
"origQty": "0.00847000",
"executedQty": "0.00847000",
"origQuoteOrderQty": "0.000000",
"cummulativeQuoteQty": "198.33521500",
"status": "FILLED",
"timeInForce": "GTC",
"type": "LIMIT",
"side": "SELL",
"stopPrice": "0.00000000", // 始终存在,如果订单类型不使用 stopPrice,则为零
"trailingDelta": 10, // 如果订单设置了 trailingDelta 会出现
"trailingTime": -1, // 如果订单设置了 trailingDelta 会出现
"icebergQty": "0.00000000", // 始终存在,非冰山订单为零
"time": 1660801715639, // 下单时间
"updateTime": 1660801717945, // 最后一次更新订单的时间
"isWorking": true,
"workingTime": 1660801715639,
"origQuoteOrderQty": "0.00000000" // 始终存在,如果订单类型不使用 quoteOrderQty,则为零
"strategyId": 37463720, // 如果订单设置了 strategyId 会出现
"strategyType": 1000000, // 如果订单设置了 strategyType 会出现
"selfTradePreventionMode": "NONE",
"preventedMatchId": 0, // 这仅在订单因 STP 而过期时可见
"preventedQuantity": "1.200000" // 这仅在订单因 STP 而过期时可见
},
"rateLimits": [
{
"rateLimitType": "REQUEST_WEIGHT",
"interval": "MINUTE",
"intervalNum": 1,
"limit": 6000,
"count": 4
}
]
}
注意: 上面的 payload 没有显示所有可以出现的字段,更多请看 订单响应中的特定条件时才会出现的字段 部分。
撤销订单 (TRADE)
{
"id": "5633b6a2-90a9-4192-83e7-925c90b6a2fd",
"method": "order.cancel",
"params": {
"symbol": "BTCUSDT",
"origClientOrderId": "4d96324ff9d44481926157",
"apiKey": "vmPUZE6mv9SD5VNHk4HlWFsOr6aKE2zvsw0MuIgwCIPy6utIco14y7Ju91duEh8A",
"signature": "33d5b721f278ae17a52f004a82a6f68a70c68e7dd6776ed0be77a455ab855282",
"timestamp": 1660801715830
}
}
取消有效订单。
权重: 1
参数:
名称 | 类型 | 是否必需 | 描述 |
---|---|---|---|
symbol |
STRING | YES | |
orderId |
INT | YES | 按 orderId 取消订单 |
origClientOrderId |
STRING | 按 clientOrderId 取消订单 |
|
newClientOrderId |
STRING | NO | 已取消订单的新 ID。如果未发送,则自动生成 |
cancelRestrictions |
ENUM | NO | 支持的值: ONLY_NEW - 如果订单状态为 NEW ,撤销将成功。ONLY_PARTIALLY_FILLED - 如果订单状态为 PARTIALLY_FILLED ,撤销将成功。 |
apiKey |
STRING | YES | |
recvWindow |
LONG | NO | 值不能大于 60000 |
signature |
STRING | YES | |
timestamp |
LONG | YES |
备注:
-
当同时提供
orderId
和origClientOrderId
两个参数时,系统首先将会使用orderId
来搜索订单。然后, 查找结果中的origClientOrderId
的值将会被用来验证订单。如果两个条件都不满足,则请求将被拒绝。 -
newClientOrderId
将替换已取消订单的clientOrderId
,为新订单腾出空间。 -
如果您取消属于订单列表的订单,则整个订单列表将被取消。
-
当仅发送
orderId
时,取消订单的执行(单个 Cancel 或作为 Cancel-Replace 的一部分)总是更快。发送origClientOrderId
或同时发送orderId
+origClientOrderId
会稍慢。
数据源: 撮合引擎
响应:
取消单个订单时:
{
"id": "5633b6a2-90a9-4192-83e7-925c90b6a2fd",
"status": 200,
"result": {
"symbol": "BTCUSDT",
"origClientOrderId": "4d96324ff9d44481926157", // 被取消的 clientOrderId
"orderId": 12569099453,
"orderListId": -1, // 订单列表的ID,不然就是 -1
"clientOrderId": "91fe37ce9e69c90d6358c0", // 请求的 newClientOrderId
"transactTime": 1684804350068,
"price": "23416.10000000",
"origQty": "0.00847000",
"executedQty": "0.00001000",
"origQuoteOrderQty": "0.000000",
"cummulativeQuoteQty": "0.23416100",
"status": "CANCELED",
"timeInForce": "GTC",
"type": "LIMIT",
"side": "SELL",
"stopPrice": "0.00000000", // 如果订单设置了 stopPrice 会出现
"trailingDelta": 0, // 如果订单设置了 trailingDelta 会出现
"icebergQty": "0.00000000", // 如果订单设置了 icebergQty 会出现
"strategyId": 37463720, // 如果订单设置了 strategyId 会出现
"strategyType": 1000000, // 如果订单设置了 strategyType 会出现
"selfTradePreventionMode": "NONE"
},
"rateLimits": [
{
"rateLimitType": "REQUEST_WEIGHT",
"interval": "MINUTE",
"intervalNum": 1,
"limit": 6000,
"count": 2
}
]
}
取消订单列表时:
{
"id": "16eaf097-bbec-44b9-96ff-e97e6e875870",
"status": 200,
"result": {
"orderListId": 19431,
"contingencyType": "OCO",
"listStatusType": "ALL_DONE",
"listOrderStatus": "ALL_DONE",
"listClientOrderId": "iuVNVJYYrByz6C4yGOPPK0",
"transactionTime": 1660803702431,
"symbol": "BTCUSDT",
"orders": [
{
"symbol": "BTCUSDT",
"orderId": 12569099453,
"clientOrderId": "bX5wROblo6YeDwa9iTLeyY"
},
{
"symbol": "BTCUSDT",
"orderId": 12569099454,
"clientOrderId": "Tnu2IP0J5Y4mxw3IATBfmW"
}
],
// 订单列表的状态格式与单个订单相同。
"orderReports": [
{
"symbol": "BTCUSDT",
"origClientOrderId": "bX5wROblo6YeDwa9iTLeyY",
"orderId": 12569099453,
"orderListId": 19431,
"clientOrderId": "OFFXQtxVFZ6Nbcg4PgE2DA",
"transactTime": 1684804350068,
"price": "23450.50000000",
"origQty": "0.00850000"
"executedQty": "0.00000000",
"origQuoteOrderQty": "0.000000",
"cummulativeQuoteQty": "0.00000000",
"status": "CANCELED",
"timeInForce": "GTC",
"type": "STOP_LOSS_LIMIT",
"side": "BUY",
"stopPrice": "23430.00000000",
"selfTradePreventionMode": "NONE"
},
{
"symbol": "BTCUSDT",
"origClientOrderId": "Tnu2IP0J5Y4mxw3IATBfmW",
"orderId": 12569099454,
"orderListId": 19431,
"clientOrderId": "OFFXQtxVFZ6Nbcg4PgE2DA",
"transactTime": 1684804350068,
"price": "23400.00000000",
"origQty": "0.00850000"
"executedQty": "0.00000000",
"origQuoteOrderQty": "0.000000",
"cummulativeQuoteQty": "0.00000000",
"status": "CANCELED",
"timeInForce": "GTC",
"type": "LIMIT_MAKER",
"side": "BUY",
"selfTradePreventionMode": "NONE"
}
]
},
"rateLimits": [
{
"rateLimitType": "REQUEST_WEIGHT",
"interval": "MINUTE",
"intervalNum": 1,
"limit": 6000,
"count": 1
}
]
}
注意: 上面的 payload 没有显示所有可以出现的字段,更多请看 订单响应中的特定条件时才会出现的字段 部分。
关于 cancelRestrictions
- 如果
cancelRestrictions
值不是任何受支持的值,则错误将是:
{
"code": -1145,
"msg": "Invalid cancelRestrictions"
}
- 如果订单没有通过
cancelRestrictions
的条件,错误将是:
{
"code": -2011,
"msg": "Order was not canceled due to cancel restrictions."
}
撤消挂单再下单 (TRADE)
{
"id": "99de1036-b5e2-4e0f-9b5c-13d751c93a1a",
"method": "order.cancelReplace",
"params": {
"symbol": "BTCUSDT",
"cancelReplaceMode": "ALLOW_FAILURE",
"cancelOrigClientOrderId": "4d96324ff9d44481926157",
"side": "SELL",
"type": "LIMIT",
"timeInForce": "GTC",
"price": "23416.10000000",
"quantity": "0.00847000",
"apiKey": "vmPUZE6mv9SD5VNHk4HlWFsOr6aKE2zvsw0MuIgwCIPy6utIco14y7Ju91duEh8A",
"signature": "7028fdc187868754d25e42c37ccfa5ba2bab1d180ad55d4c3a7e2de643943dc5",
"timestamp": 1660813156900
}
}
撤消挂单并在同个交易对上重新下单。
权重: 1
参数:
名称 | 类型 | 是否必需 | 描述 |
---|---|---|---|
symbol |
STRING | YES | |
cancelReplaceMode |
ENUM | YES | |
cancelOrderId |
INT | YES | 按 orderId 取消订单 |
cancelOrigClientOrderId |
STRING | 按 clientOrderId 取消订单 |
|
cancelNewClientOrderId |
STRING | NO | 已取消订单的新 ID。如果未发送,则自动生成 |
side |
ENUM | YES | BUY 或者 SELL |
type |
ENUM | YES | |
timeInForce |
ENUM | NO * | |
price |
DECIMAL | NO * | |
quantity |
DECIMAL | NO * | |
quoteOrderQty |
DECIMAL | NO * | |
newClientOrderId |
STRING | NO | 客户自定义的唯一订单ID。如果未发送,则自动生成 |
newOrderRespType |
ENUM | NO |
选择响应格式:
|
stopPrice |
DECIMAL | NO * | |
trailingDelta |
DECIMAL | NO * | 请看 Trailing Stop order FAQ |
icebergQty |
DECIMAL | NO | |
strategyId |
LONG | NO | 标识订单策略中订单的任意ID。 |
strategyType |
INT | NO |
标识订单策略的任意数值。 小于 1000000 的值被保留,不能使用。 |
selfTradePreventionMode |
ENUM | NO |
允许的 ENUM 取决于交易对的配置。 支持的值有: EXPIRE_TAKER, EXPIRE_MAKER, EXPIRE_BOTH, NONE, DECREMENT. |
cancelRestrictions |
ENUM | NO | 支持的值: ONLY_NEW - 如果订单状态为 NEW ,撤销将成功。ONLY_PARTIALLY_FILLED - 如果订单状态为 PARTIALLY_FILLED ,撤销将成功。 |
apiKey |
STRING | YES | |
orderRateLimitExceededMode |
ENUM | NO | 支持的值: DO_NOTHING (默认值) - 仅在账户未超过未成交订单频率限制时,会尝试取消订单。CANCEL_ONLY - 将始终取消订单。 |
recvWindow |
LONG | NO | 值不能大于 60000 |
signature |
STRING | YES | |
timestamp |
LONG | YES |
类似于 order.place
请求,额外的强制参数 (*) 由新订单的 type
确定。
可用的 cancelReplaceMode
选项:
STOP_ON_FAILURE
– 如果撤销订单请求失败,将不会尝试下新订单。ALLOW_FAILURE
– 即使撤销订单请求失败,也会尝试下新订单。
请求 | 响应 | ||||
---|---|---|---|---|---|
cancelReplaceMode |
orderRateLimitExceededMode |
未成交订单数 | cancelResult |
newOrderResult |
status |
STOP_ON_FAILURE |
DO_NOTHING |
在限制范围内 | ✅ SUCCESS |
✅ SUCCESS |
200 |
❌ FAILURE |
➖ NOT_ATTEMPTED |
400 |
|||
✅ SUCCESS |
❌ FAILURE |
409 |
|||
超出限制范围 | ✅ SUCCESS |
✅ SUCCESS |
N/A | ||
❌ FAILURE |
➖ NOT_ATTEMPTED |
N/A | |||
✅ SUCCESS |
❌ FAILURE |
N/A | |||
CANCEL_ONLY |
在限制范围内 | ✅ SUCCESS |
✅ SUCCESS |
200 |
|
❌ FAILURE |
➖ NOT_ATTEMPTED |
400 |
|||
✅ SUCCESS |
❌ FAILURE |
409 |
|||
超出限制范围 | ❌ FAILURE |
➖ NOT_ATTEMPTED |
429 |
||
✅ SUCCESS |
❌ FAILURE |
429 |
|||
ALLOW_FAILURE |
DO_NOTHING |
在限制范围内 | ✅ SUCCESS |
✅ SUCCESS |
200 |
❌ FAILURE |
❌ FAILURE |
400 |
|||
❌ FAILURE |
✅ SUCCESS |
409 |
|||
✅ SUCCESS |
❌ FAILURE |
409 |
|||
超出限制范围 | ✅ SUCCESS |
✅ SUCCESS |
N/A | ||
❌ FAILURE |
❌ FAILURE |
N/A | |||
❌ FAILURE |
✅ SUCCESS |
N/A | |||
✅ SUCCESS |
❌ FAILURE |
N/A | |||
CANCEL_ONLY |
在限制范围内 | ✅ SUCCESS |
✅ SUCCESS |
200 |
|
❌ FAILURE |
❌ FAILURE |
400 |
|||
❌ FAILURE |
✅ SUCCESS |
409 |
|||
✅ SUCCESS |
❌ FAILURE |
409 |
|||
超出限制范围 | ✅ SUCCESS |
✅ SUCCESS |
200 |
||
❌ FAILURE |
❌ FAILURE |
400 |
|||
❌ FAILURE |
✅ SUCCESS |
N/A | |||
✅ SUCCESS |
❌ FAILURE |
409 |
备注:
-
当同时提供
cancelOrderId
和cancelOrigClientOrderId
两个参数时,系统首先将会使用cancelOrderId
来搜索订单。然后, 查找结果中的cancelOrigClientOrderId
的值将会被用来验证订单。如果两个 条件都不满足,则请求将被拒绝。 -
cancelNewClientOrderId
将替换已撤销订单的clientOrderId
,为新订单腾出空间。 -
newClientOrderId
指定下单的clientOrderId
值。仅当前一个订单已成交或过期时,才会接受具有相同
clientOrderId
的新订单。新订单可以重用已取消订单的旧
clientOrderId
。 -
此 cancel-replace 操作不是事务性的。
如果一个操作成功但另一个操作失败,则仍然执行成功的操作。
例如,在
STOP_ON_FAILURE
模式下,如果下新订单达失败,旧订单仍然被撤销。 -
过滤器和订单次数限制会在撤销和下订单之前评估。
-
如果未尝试下新订单,订单次数仍会增加。
-
与
order.cancel
一样,如果您撤销订单列表内的某个订单,则整个订单列表将被撤销。 -
当仅发送
orderId
时,取消订单的执行(单个 Cancel 或作为 Cancel-Replace 的一部分)总是更快。发送origClientOrderId
或同时发送orderId
+origClientOrderId
会稍慢。
数据源: 撮合引擎
响应:
如果撤销订单和下新订单都成功,响应会是 "status": 200
:
{
"id": "99de1036-b5e2-4e0f-9b5c-13d751c93a1a",
"status": 200,
"result": {
"cancelResult": "SUCCESS",
"newOrderResult": "SUCCESS",
// 格式与 "order.cancel" 格式相同。
// 某些字段是可选的,仅在订单中有设置它们时才包括。
"cancelResponse": {
"symbol": "BTCUSDT",
"origClientOrderId": "4d96324ff9d44481926157", // 请求的 cancelOrigClientOrderId
"orderId": 125690984230,
"orderListId": -1,
"clientOrderId": "91fe37ce9e69c90d6358c0", // 请求的 cancelNewClientOrderId
"transactTime": 1684804350068,
"price": "23450.00000000",
"origQty": "0.00847000",
"executedQty": "0.00001000",
"origQuoteOrderQty": "0.000000",
"cummulativeQuoteQty": "0.23450000",
"status": "CANCELED",
"timeInForce": "GTC",
"type": "LIMIT",
"side": "SELL",
"selfTradePreventionMode": "NONE"
},
// 格式与 "order.place" 格式相同, 受 "newOrderRespType" 影响。
// 某些字段是可选的,仅在订单中有设置它们时才包括。
"newOrderResponse": {
"symbol": "BTCUSDT",
"orderId": 12569099453,
"orderListId": -1,
"clientOrderId": "bX5wROblo6YeDwa9iTLeyY", // 请求的 newClientOrderId
"transactTime": 1660813156959,
"price": "23416.10000000",
"origQty": "0.00847000",
"executedQty": "0.00000000",
"origQuoteOrderQty": "0.000000",
"cummulativeQuoteQty": "0.00000000",
"status": "NEW",
"timeInForce": "GTC",
"type": "LIMIT",
"side": "SELL",
"selfTradePreventionMode": "NONE"
}
},
"rateLimits": [
{
"rateLimitType": "ORDERS",
"interval": "SECOND",
"intervalNum": 10,
"limit": 50,
"count": 1
},
{
"rateLimitType": "ORDERS",
"interval": "DAY",
"intervalNum": 1,
"limit": 160000,
"count": 1
},
{
"rateLimitType": "REQUEST_WEIGHT",
"interval": "MINUTE",
"intervalNum": 1,
"limit": 6000,
"count": 1
}
]
}
在 STOP_ON_FAILURE
模式,失败的撤销订单会阻止下新订单,响应会是"status": 400
:
{
"id": "27e1bf9f-0539-4fb0-85c6-06183d36f66c",
"status": 400,
"error": {
"code": -2022,
"msg": "Order cancel-replace failed.",
"data": {
"cancelResult": "FAILURE",
"newOrderResult": "NOT_ATTEMPTED",
"cancelResponse": {
"code": -2011,
"msg": "Unknown order sent."
},
"newOrderResponse": null
}
},
"rateLimits": [
{
"rateLimitType": "ORDERS",
"interval": "SECOND",
"intervalNum": 10,
"limit": 50,
"count": 1
},
{
"rateLimitType": "ORDERS",
"interval": "DAY",
"intervalNum": 1,
"limit": 160000,
"count": 1
},
{
"rateLimitType": "REQUEST_WEIGHT",
"interval": "MINUTE",
"intervalNum": 1,
"limit": 6000,
"count": 1
}
]
}
如果 cancel-replace 模式允许失败并且其中一个操作失败,响应会是 "status": 409
和 "data"
字段会制定哪个操作成功,哪个失败,以及原因:
{
"id": "b220edfe-f3c4-4a3a-9d13-b35473783a25",
"status": 409,
"error": {
"code": -2021,
"msg": "Order cancel-replace partially failed.",
"data": {
"cancelResult": "SUCCESS",
"newOrderResult": "FAILURE",
"cancelResponse": {
"symbol": "BTCUSDT",
"origClientOrderId": "4d96324ff9d44481926157",
"orderId": 125690984230,
"orderListId": -1,
"clientOrderId": "91fe37ce9e69c90d6358c0",
"transactTime": 1684804350068,
"price": "23450.00000000",
"origQty": "0.00847000",
"executedQty": "0.00001000",
"origQuoteOrderQty": "0.000000",
"cummulativeQuoteQty": "0.23450000",
"status": "CANCELED",
"timeInForce": "GTC",
"type": "LIMIT",
"side": "SELL",
"selfTradePreventionMode": "NONE"
},
"newOrderResponse": {
"code": -2010,
"msg": "Order would immediately match and take."
}
}
},
"rateLimits": [
{
"rateLimitType": "ORDERS",
"interval": "SECOND",
"intervalNum": 10,
"limit": 50,
"count": 1
},
{
"rateLimitType": "ORDERS",
"interval": "DAY",
"intervalNum": 1,
"limit": 160000,
"count": 1
},
{
"rateLimitType": "REQUEST_WEIGHT",
"interval": "MINUTE",
"intervalNum": 1,
"limit": 6000,
"count": 1
}
]
}
{
"id": "ce641763-ff74-41ac-b9f7-db7cbe5e93b1",
"status": 409,
"error": {
"code": -2021,
"msg": "Order cancel-replace partially failed.",
"data": {
"cancelResult": "FAILURE",
"newOrderResult": "SUCCESS",
"cancelResponse": {
"code": -2011,
"msg": "Unknown order sent."
},
"newOrderResponse": {
"symbol": "BTCUSDT",
"orderId": 12569099453,
"orderListId": -1,
"clientOrderId": "bX5wROblo6YeDwa9iTLeyY",
"transactTime": 1660813156959,
"price": "23416.10000000",
"origQty": "0.00847000",
"executedQty": "0.00000000",
"origQuoteOrderQty": "0.000000",
"cummulativeQuoteQty": "0.00000000",
"status": "NEW",
"timeInForce": "GTC",
"type": "LIMIT",
"side": "SELL",
"selfTradePreventionMode": "NONE"
}
}
},
"rateLimits": [
{
"rateLimitType": "ORDERS",
"interval": "SECOND",
"intervalNum": 10,
"limit": 50,
"count": 1
},
{
"rateLimitType": "ORDERS",
"interval": "DAY",
"intervalNum": 1,
"limit": 160000,
"count": 1
},
{
"rateLimitType": "REQUEST_WEIGHT",
"interval": "MINUTE",
"intervalNum": 1,
"limit": 6000,
"count": 1
}
]
}
如果两个操作都失败,响应将有 "status": 400
:
{
"id": "3b3ac45c-1002-4c7d-88e8-630c408ecd87",
"status": 400,
"error": {
"code": -2022,
"msg": "Order cancel-replace failed.",
"data": {
"cancelResult": "FAILURE",
"newOrderResult": "FAILURE",
"cancelResponse": {
"code": -2011,
"msg": "Unknown order sent."
},
"newOrderResponse": {
"code": -2010,
"msg": "Order would immediately match and take."
}
}
},
"rateLimits": [
{
"rateLimitType": "ORDERS",
"interval": "SECOND",
"intervalNum": 10,
"limit": 50,
"count": 1
},
{
"rateLimitType": "ORDERS",
"interval": "DAY",
"intervalNum": 1,
"limit": 160000,
"count": 1
},
{
"rateLimitType": "REQUEST_WEIGHT",
"interval": "MINUTE",
"intervalNum": 1,
"limit": 6000,
"count": 1
}
]
}
如果 orderRateLimitExceededMode
是 DO_NOTHING
,那么无论 cancelReplaceMode
的取值,当账户超出未成交订单计数时,响应将有 "status": 429
:
{
"id": "3b3ac45c-1002-4c7d-88e8-630c408ecd87",
"status": 429,
"error": {
"code": -1015,
"msg": "Too many new orders; current limit is 50 orders per 10 SECOND."
},
"rateLimits": [
{
"rateLimitType": "ORDERS",
"interval": "SECOND",
"intervalNum": 10,
"limit": 50,
"count": 50
},
{
"rateLimitType": "ORDERS",
"interval": "DAY",
"intervalNum": 1,
"limit": 160000,
"count": 50
},
{
"rateLimitType": "REQUEST_WEIGHT",
"interval": "MINUTE",
"intervalNum": 1,
"limit": 6000,
"count": 1
}
]
}
如果 orderRateLimitExceededMode
是 CANCEL_ONLY
,那么无论 cancelReplaceMode
的取值,当账户超出未成交订单计数时,响应将有 "status": 409
:
{
"id": "3b3ac45c-1002-4c7d-88e8-630c408ecd87",
"status": 409,
"error": {
"code": -2021,
"msg": "Order cancel-replace partially failed.",
"data": {
"cancelResult": "SUCCESS",
"newOrderResult": "FAILURE",
"cancelResponse": {
"symbol": "LTCBNB",
"origClientOrderId": "GKt5zzfOxRDSQLveDYCTkc",
"orderId": 64,
"orderListId": -1,
"clientOrderId": "loehOJF3FjoreUBDmv739R",
"transactTime": 1715779007228,
"price": "1.00",
"origQty": "10.00000000",
"executedQty": "0.00000000",
"origQuoteOrderQty": "0.000000",
"cummulativeQuoteQty": "0.00",
"status": "CANCELED",
"timeInForce": "GTC",
"type": "LIMIT",
"side": "SELL",
"selfTradePreventionMode": "NONE"
},
"newOrderResponse": {
"code": -1015,
"msg": "Too many new orders; current limit is 50 orders per 10 SECOND."
}
}
},
"rateLimits": [
{
"rateLimitType": "ORDERS",
"interval": "SECOND",
"intervalNum": 10,
"limit": 50,
"count": 50
},
{
"rateLimitType": "ORDERS",
"interval": "DAY",
"intervalNum": 1,
"limit": 160000,
"count": 50
},
{
"rateLimitType": "REQUEST_WEIGHT",
"interval": "MINUTE",
"intervalNum": 1,
"limit": 6000,
"count": 1
}
]
}
注意: 上面的 payload 没有显示所有可以出现的字段,更多请看 订单响应中的特定条件时才会出现的字段 部分。
修改订单并保留优先级 (TRADE)
{
"id": "56374a46-3061-486b-a311-89ee972eb648",
"method": "order.amend.keepPriority",
"params": {
"newQty": "5",
"origClientOrderId": "my_test_order1",
"recvWindow": 5000,
"symbol": "BTCUSDT",
"timestamp": 1741922620419,
"apiKey": "Rl1KOMDCpSg6xviMYOkNk9ENUB5QOTnufXukVe0Ijd40yduAlpHn78at3rJyJN4F",
"signature": "fa49c0c4ebc331c6ebd3fcb20deb387f60081ea858eebe6e35aa6fcdf2a82e08"
}
}
由客户发送以减少其现有当前挂单的原始数量。
请阅读 保留优先权的修改订单常见问题 了解更多信息。
权重: 4
参数:
名称 | 类型 | 是否必需 | 描述 |
---|---|---|---|
symbol | STRING | YES | |
orderId | LONG | NO* | 需提供 orderId 或 origClientOrderId 。 |
origClientOrderId | STRING | NO* | 需提供 orderId 或 origClientOrderId 。 |
newClientOrderId | STRING | NO* | 订单在被修改后被赋予的新 client order ID。 如果未发送则自动生成。 可以将当前 clientOrderId 作为 newClientOrderId 发送来重用当前 clientOrderId 的值。 |
newQty | DECIMAL | YES | 交易的新数量。 newQty 必须大于0, 但是必须比订单的原始数量小。 |
recvWindow | LONG | NO | 不能大于 60000 |
timestamp | LONG | NO |
数据源: 撮合引擎
响应:
来自单个订单的响应:
{
"id": "56374a46-3061-486b-a311-89ee972eb648",
"status": 200,
"result":
{
"transactTime": 1741923284382,
"executionId": 16,
"amendedOrder":
{
"symbol": "BTCUSDT",
"orderId": 12,
"orderListId": -1,
"origClientOrderId": "my_test_order1",
"clientOrderId": "4zR9HFcEq8gM1tWUqPEUHc",
"price": "5.00000000",
"qty": "5.00000000",
"executedQty": "0.00000000",
"preventedQty": "0.00000000",
"quoteOrderQty": "0.00000000",
"cumulativeQuoteQty": "0.00000000",
"status": "NEW",
"timeInForce": "GTC",
"type": "LIMIT",
"side": "BUY",
"workingTime": 1741923284364,
"selfTradePreventionMode": "NONE"
}
},
"rateLimits":
[
{
"rateLimitType": "REQUEST_WEIGHT",
"interval": "MINUTE",
"intervalNum": 1,
"limit": 6000,
"count": 1
}
]
}
来自订单列表中单个订单的响应:
{
"id": "56374b46-3061-486b-a311-89ee972eb648",
"status": 200,
"result":
{
"transactTime": 1741924229819,
"executionId": 60,
"amendedOrder":
{
"symbol": "BTUCSDT",
"orderId": 23,
"orderListId": 4,
"origClientOrderId": "my_pending_order",
"clientOrderId": "xbxXh5SSwaHS7oUEOCI88B",
"price": "1.00000000",
"qty": "5.00000000",
"executedQty": "0.00000000",
"preventedQty": "0.00000000",
"quoteOrderQty": "0.00000000",
"cumulativeQuoteQty": "0.00000000",
"status": "NEW",
"timeInForce": "GTC",
"type": "LIMIT",
"side": "BUY",
"workingTime": 1741924204920,
"selfTradePreventionMode": "NONE"
},
"listStatus":
{
"orderListId": 4,
"contingencyType": "OTO",
"listOrderStatus": "EXECUTING",
"listClientOrderId": "8nOGLLawudj1QoOiwbroRH",
"symbol": "BTCUSDT",
"orders":
[
{
"symbol": "BTCUSDT",
"orderId": 22,
"clientOrderId": "g04EWsjaackzedjC9wRkWD"
},
{
"symbol": "BTCUSDT",
"orderId": 23,
"clientOrderId": "xbxXh5SSwaHS7oUEOCI88B"
}
]
}
},
"rateLimits":
[
{
"rateLimitType": "REQUEST_WEIGHT",
"interval": "MINUTE",
"intervalNum": 1,
"limit": 6000,
"count": 1
}
]
}
注意: 上面的 payload 没有显示所有可以出现的字段,更多请看 订单响应中的特定条件时才会出现的字段 部分。
当前挂单 (USER_DATA)
{
"id": "55f07876-4f6f-4c47-87dc-43e5fff3f2e7",
"method": "openOrders.status",
"params": {
"symbol": "BTCUSDT",
"apiKey": "vmPUZE6mv9SD5VNHk4HlWFsOr6aKE2zvsw0MuIgwCIPy6utIco14y7Ju91duEh8A",
"signature": "d632b3fdb8a81dd44f82c7c901833309dd714fe508772a89b0a35b0ee0c48b89",
"timestamp": 1660813156812
}
}
查询所有挂订单的执行状态。
如果您需要持续监控订单状态更新,请考虑使用 WebSocket Streams:
权重: 根据交易对的数量进行调整:
参数 | 权重 |
---|---|
symbol | 6 |
none | 80 |
参数:
名称 | 类型 |
---|