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bybit . API V5 . rest . Get Open Orders

by i.got.it 2023. 10. 26.

 

 

 

Get Open Orders

- 거래소에 접수 되어 있는 주문들 확보. 

 

 

Get Open Orders.  HTTP Request 

 GET /v5/order/realtime

 

 

Get Open Orders . 요청 인자 

 

 

Parameter Required Type Comments
       
category true string Product type
  • Unified account: spot, linear, inverse, option
  • Classic account: spot, linear, inverse
symbol false string Symbol name. For linear, either symbol, baseCoin, settleCoin is required
baseCoin false string Base coin. Supports linear, inverse & option. For option. Return all option open orders if not passed
settleCoin false string Settle coin
  • linear: either symbol, baseCoin or settleCoin is required
  • spot: invalid
orderId false string Order ID
orderLinkId false string User customised order ID
openOnly false integer
  • Unified account & Classic account: 0(default) - query open orders only
  • Unified account - spot / linear / option: 1
    Unified account - inverse & Classic account - linear / inverse: 2
    return cancelled, rejected or totally filled orders by last 10 minutes, A maximum of 500 records are kept under each account. If the Bybit service is restarted due to an update, this part of the data will be cleared and accumulated again, but the order records will still be queried in order history
  • Classic spot: not supported, return open orders only
orderFilter false string Order: active order, StopOrder: conditional order for Futures and Spot, tpslOrder: spot TP/SL order, OcoOrder: UTA spot OCO orders only
  • Classic spot: return Order active order by default
  • Others: all kinds of orders by default
limit false integer Limit for data size per page. [1, 50]. Default: 20
cursor false string Cursor. Use the nextPageCursor token from the response to retrieve the next page of the result set

 

 

 

 

 

Get Open Orders . 응답 데이터

 

 


{
    "retCode": 0,
    "retMsg": "OK",
    "result": {
        "list": [
            {
                "orderId": "fd4300ae-7847-404e-b947-b46980a4d140",
                "orderLinkId": "test-000005",
                "blockTradeId": "",
                "symbol": "ETHUSDT",
                "price": "1600.00",
                "qty": "0.10",
                "side": "Buy",
                "isLeverage": "",
                "positionIdx": 1,
                "orderStatus": "New",
                "cancelType": "UNKNOWN",
                "rejectReason": "EC_NoError",
                "avgPrice": "0",
                "leavesQty": "0.10",
                "leavesValue": "160",
                "cumExecQty": "0.00",
                "cumExecValue": "0",
                "cumExecFee": "0",
                "timeInForce": "GTC",
                "orderType": "Limit",
                "stopOrderType": "UNKNOWN",
                "orderIv": "",
                "triggerPrice": "0.00",
                "takeProfit": "2500.00",
                "stopLoss": "1500.00",
                "tpTriggerBy": "LastPrice",
                "slTriggerBy": "LastPrice",
                "triggerDirection": 0,
                "triggerBy": "UNKNOWN",
                "lastPriceOnCreated": "",
                "reduceOnly": false,
                "closeOnTrigger": false,
                "smpType": "None",
                "smpGroup": 0,
                "smpOrderId": "",
                "tpslMode": "Full",
                "tpLimitPrice": "",
                "slLimitPrice": "",
                "placeType": "",
                "createdTime": "1684738540559",
                "updatedTime": "1684738540561"
            }
        ],
        "nextPageCursor": "page_args%3Dfd4300ae-7847-404e-b947-b46980a4d140%26symbol%3D6%26",
        "category": "linear"
    },
    "retExtInfo": {},
    "time": 1684765770483
}

 

 

Parameter Type Comments
     
category string Product type
nextPageCursor string Refer to the cursor request parameter
list array Object
> orderId string Order ID
> orderLinkId string User customised order ID
> blockTradeId string Paradigm block trade ID
> symbol string Symbol name
> price string Order price
> qty string Order qty
> side string Side. Buy,Sell
> isLeverage string Whether to borrow. Unified spot only. 0: false, 1: true. . Classic spot is not supported, always 0
> positionIdx integer Position index. Used to identify positions in different position modes.
> orderStatus string Order status
> cancelType string Cancel type
> rejectReason string Reject reason. Classic spot is not supported
> avgPrice string Average filled price. If unfilled, it is "0"
> leavesQty string The remaining qty not executed. Classic spot is not supported
> leavesValue string The estimated value not executed. Classic spot is not supported
> cumExecQty string Cumulative executed order qty
> cumExecValue string Cumulative executed order value. Classic spot is not supported
> cumExecFee string Cumulative executed trading fee. Classic spot is not supported
> timeInForce string Time in force
> orderType string Order type. Market,Limit. For TP/SL order, it means the order type after triggered
> stopOrderType string Stop order type
> orderIv string Implied volatility
> triggerPrice string Trigger price. If stopOrderType=TrailingStop, it is activate price. Otherwise, it is trigger price
> takeProfit string Take profit price
> stopLoss string Stop loss price
> tpslMode string TP/SL mode, Full: entire position for TP/SL. Partial: partial position tp/sl. Spot does not have this field, and Option returns always ""
> ocoTriggerType string The trigger type of Spot OCO order.OcoTriggerByUnknown, OcoTriggerTp, OcoTriggerBySl. Classic spot is not supported
> tpLimitPrice string The limit order price when take profit price is triggered
> slLimitPrice string The limit order price when stop loss price is triggered
> tpTriggerBy string The price type to trigger take profit
> slTriggerBy string The price type to trigger stop loss
> triggerDirection integer Trigger direction. 1: rise, 2: fall
> triggerBy string The price type of trigger price
> lastPriceOnCreated string Last price when place the order
> reduceOnly boolean Reduce only. true means reduce position size
> closeOnTrigger boolean Close on trigger. What is a close on trigger order?
> placeType string Place type, option used. iv, price
> smpType string SMP execution type
> smpGroup integer Smp group ID. If the UID has no group, it is 0 by default
> smpOrderId string The counterparty's orderID which triggers this SMP execution
> createdTime string Order created timestamp (ms)
> updatedTime string Order updated timestamp (ms)

 

 

VC++ 코드 구현예. 

- 요청하고 확보된 데이터 파싱 하는 부분까지. 

 


/*
2023.10.26 
api v5

종목1개의 alive 주문들 확보.


v5 에서 데이터 반환받는 수량 줄었음. 구버전에서는 1회요청에 500개 가능.
limit : Limit for data size per page. [1, 50]. Default: 20  

1회에 500개 모두 못받기때문에 cursor 정보 이용하여 여러번 호출해야함. 

Response Example
{
    "retCode": 0,
    "retMsg": "OK",
    "result": {
        "list": [
            {
                "orderId": "fd4300ae-7847-404e-b947-b46980a4d140",
                "orderLinkId": "test-000005",
                "blockTradeId": "",
                "symbol": "ETHUSDT",
                "price": "1600.00",
                "qty": "0.10",
                "side": "Buy",
                "isLeverage": "",
                "positionIdx": 1,
                "orderStatus": "New",
                "cancelType": "UNKNOWN",
                "rejectReason": "EC_NoError",
                "avgPrice": "0",
                "leavesQty": "0.10",
                "leavesValue": "160",
                "cumExecQty": "0.00",
                "cumExecValue": "0",
                "cumExecFee": "0",
                "timeInForce": "GTC",
                "orderType": "Limit",
                "stopOrderType": "UNKNOWN",
                "orderIv": "",
                "triggerPrice": "0.00",
                "takeProfit": "2500.00",
                "stopLoss": "1500.00",
                "tpTriggerBy": "LastPrice",
                "slTriggerBy": "LastPrice",
                "triggerDirection": 0,
                "triggerBy": "UNKNOWN",
                "lastPriceOnCreated": "",
                "reduceOnly": false,
                "closeOnTrigger": false,
                "smpType": "None",
                "smpGroup": 0,
                "smpOrderId": "",
                "tpslMode": "Full",
                "tpLimitPrice": "",
                "slLimitPrice": "",
                "placeType": "",
                "createdTime": "1684738540559",
                "updatedTime": "1684738540561"
            }
        ],
        "nextPageCursor": "page_args%3Dfd4300ae-7847-404e-b947-b46980a4d140%26symbol%3D6%26",
        "category": "linear"
    },
    "retExtInfo": {},
    "time": 1684765770483
}
*/

int CCyRestBybit_Spot::http_get_OpenOrders(CCyD_CyFinSymbol::Symbol* p_symbol, std::string current_page_cursor, std::string* next_page_cursor)
{
    std::string str_query; 

    if (current_page_cursor.compare("first_igotit") == 0)
    {
        str_query = "category=spot&symbol=" + p_symbol->map_FieldValue["name_api"] + "&limit=50";
    }
    else
    {
        str_query = "category=spot&symbol=" + p_symbol->map_FieldValue["name_api"] + "&limit=50" + "&cursor=" + current_page_cursor;
    }
     
    // 처리1. timestamp+api_key+recv_window+queryString  
    std::string timestamp = std::to_string(CyUtilTime::get_time_ms()); // 밀리초 단위의 현재시각.
    std::string recv_window = "5000";
    std::string str_hmac_input = timestamp + m_ApiKey + recv_window + str_query;

    // 처리2. HMAC_SHA256
    std::string sign = m_CCyUtilSSL.hmac_sha256(m_ApiSecret.c_str(), str_hmac_input.c_str());

    // 처리3. http header 
    std::string http_header = "";
 
    http_header.append("X-BAPI-SIGN: " + sign);
    http_header.append("\nX-BAPI-API-KEY: " + m_ApiKey);
    http_header.append("\nX-BAPI-TIMESTAMP: " + timestamp);
    http_header.append("\nX-BAPI-RECV-WINDOW: " + recv_window);
    http_header.append("\nContent-Type: application/json");
    

    // 처리4. http get with header. 
    std::string url_with_query = m_AddressBase + URL_OpenOrders_V5 + "?" + str_query;
    
    std::string result;
    m_CCyRestAPI.https_get_header(url_with_query, http_header, &result);


    //수신된 result 파싱처리. 

    rapidjson::Document m_RJDoc;

    m_RJDoc.Parse(result.c_str());

    if (m_RJDoc.HasParseError())
    {
        Display_Status_Ext("CCyRestBybit_Spot::http_get_OpenOrders", "error doc_json parse");
        return -1;
    }

    int ret_code = m_RJDoc["retCode"].GetInt();

    if (0 != ret_code) // 0 아니면 실패.
    {
        CString cst_msg(m_RJDoc["retMsg"].GetString());
        CString cst_ret_code; cst_ret_code.Format(L"retCode = %d  . ", ret_code);

        Display_Status_Ext(L"CCyRestBybit_Spot::http_get_OpenOrders. error message = ", cst_ret_code + cst_msg);

        return -2;
    }

    if (m_RJDoc.HasMember("result") == 0) {
        Display_Status_Ext("CCyRestBybit_Spot ::http_get_OpenOrders : ", "error :no key found result");
        return -2;
    }

    

    const rapidjson::Value& rj_val = m_RJDoc["result"]["list"]; 
    int i_size = rj_val.Size();

    std::string oid_exchange;
    //std::string str_side;
    CCyD_CyFinSymbol::AliveOrder alive_order;

    for (rapidjson::SizeType i = 0; i < i_size; i++)//
    {
        Forced_MessageHandler();

        alive_order.oid_exchange = rj_val[i]["orderId"].GetString();
        alive_order.oid_cfs = rj_val[i]["orderLinkId"].GetString();
        alive_order.oid_num_cfs = CCyUtilTime::Get_OID_NUM_CFS_ThreadSafe(alive_order.oid_cfs);

        alive_order.str_Price = rj_val[i]["price"].GetString();
        alive_order.str_Qty = rj_val[i]["qty"].GetString();
        alive_order.str_Side = rj_val[i]["side"].GetString();


        if (NULL == p_symbol->m_pAliveOrders->create_alive_order(&alive_order)) {

            //Display_Status_Ext("CCyRestBybit_Spot :: Acquire_AliveOrder : ", map_para["symbol"] + " : p_symbol->m_pAliveOrders->create_alive_order() is NULL");
            continue;
        }
        // 시험출력. 
       // Display_Status_Ext("CCyRestBybit_Spot :: Acquire_AliveOrder : Symbol =  " + map_para["symbol"], "oid_cfs = " + alive_order.oid_cfs + " oid_num = " + std::to_string(alive_order.oid_num_cfs));

    }


    // 현재수신된 nextPageCursor 
    *next_page_cursor = m_RJDoc["result"]["nextPageCursor"].GetString();


    return 1; 
}

 

 

 

상위정리

 

 

bybit api v5 . 활용방법 정리

bybit API v5 . 서버 주소 bybit. API V5. 서버 주소 정리. 암호화폐 거래소 bybit 의 API V5 서버 주소 bybit 전종목 Rest 서버 - Rest 서버는 전 종목 동일 주소. 실거래 서버 시험용 서버 Rest 서버 주소 https://api.

igotit.tistory.com

 

첫 등록 : 2023.10.26

최종 수정 : 

단축 주소 : https://igotit.tistory.com/4955

 

 

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