bybit . API V5 . 웹소켓 Order , Execution . 내 주문 처리 정보 실시간 수신

 

내 주문 체결 정보 실시간 수신 

- 내 주문의 접수, 거부, 체결 , 취소,  수정 이벤트 실시간  수신. 

- 비교 : 구버전에서는 Execution 에도 OrderStatus 정보 제공되었으나, V5 에서는 Order 로만 OrderStatus 정보 제공됨. 

 

 

 

 

 

Order . subscribe 구문. 

 

{
    "op": "subscribe",
    "args": [
        "order"
    ]
}

args 에 order 기록하면 내가 주문한 종목이 현물, 선물, 인버스, 옵션 모두 실시간 수신 가능. 

그룹별로 요청 하려면  order.spot , order.linear, order.inverse, order.option 기록. 

 

 

Order 실시간 수신데이터 형식. 

{
    "id": "5923240c6880ab-c59f-420b-9adb-3639adc9dd90",
    "topic": "order",
    "creationTime": 1672364262474,
    "data": [
        {
            "symbol": "ETH-30DEC22-1400-C",
            "orderId": "5cf98598-39a7-459e-97bf-76ca765ee020",
            "side": "Sell",
            "orderType": "Market",
            "cancelType": "UNKNOWN",
            "price": "72.5",
            "qty": "1",
            "orderIv": "",
            "timeInForce": "IOC",
            "orderStatus": "Filled",
            "orderLinkId": "",
            "lastPriceOnCreated": "",
            "reduceOnly": false,
            "leavesQty": "",
            "leavesValue": "",
            "cumExecQty": "1",
            "cumExecValue": "75",
            "avgPrice": "75",
            "blockTradeId": "",
            "positionIdx": 0,
            "cumExecFee": "0.358635",
            "createdTime": "1672364262444",
            "updatedTime": "1672364262457",
            "rejectReason": "EC_NoError",
            "stopOrderType": "",
            "tpslMode": "",
            "triggerPrice": "",
            "takeProfit": "",
            "stopLoss": "",
            "tpTriggerBy": "",
            "slTriggerBy": "",
            "tpLimitPrice": "",
            "slLimitPrice": "",
            "triggerDirection": 0,
            "triggerBy": "",
            "closeOnTrigger": false,
            "category": "option",
            "placeType": "price",
            "smpType": "None",
            "smpGroup": 0,
            "smpOrderId": "",
            "feeCurrency": ""
        }
    ]
}

 

데이터 항목 

 

Parameter	Type	Comments
id	string	Message ID
topic	string	Topic name
creationTime	number	Data created timestamp (ms)
data	array	Object
> category	string	Product type Unified account: spot, linear, inverse, option Classic account: spot, linear, inverse.
> orderId	string	Order ID
> orderLinkId	string	User customised order ID
> isLeverage	string	Whether to borrow. Unified spot only. 0: false, 1: true. . Classic spot is not supported, always 0
> blockTradeId	string	Block trade ID
> symbol	string	Symbol name
> price	string	Order price
> qty	string	Order qty
> side	string	Side. Buy,Sell
> 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 "" For normal account USDT Perp and Inverse derivatives trades, if a partially filled order, and the final orderStatus is Cancelled, then avgPrice is "0" For Classic spot is not supported, it is always ""
> leavesQty	string	The remaining qty not executed. Classic spot is not supported
> leavesValue	string	The remaining value not executed. Classic spot is not supported
> cumExecQty	string	Cumulative executed order qty
> cumExecValue	string	Cumulative executed order value
> cumExecFee	string	Cumulative executed trading fee. For normal spot, it is the execution fee per single fill
> feeCurrency	string	Trading fee currency for Spot only. Please understand Spot trading fee currency here
> 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 ""
> 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)

 

orderStaus 상세 

 

orderStatus​

• Created order has been accepted by the system but not yet put through the matching engine
• New order has been placed successfully
• Rejected
• PartiallyFilled
• PartiallyFilledCanceled Only spot has this order status
• Filled
• Cancelled In derivatives, orders with this status may have an executed qty
• Untriggered
• Triggered
• Deactivated
• Active order has been triggered and the new active order has been successfully placed. Is the final state of a successful conditional order

 

 

 

 

 

 

Execution . subscribe 구문 

{
    "op": "subscribe",
    "args": [
        "execution"
    ]
}

 

 args 에 executiuon 기록하면 내가 주문한 종목이 현물, 선물, 인버스, 옵션 모두 실시간 수신 가능. 

그룹별로 요청 하려면  execution.spot , execution.linear, execution.inverse, execution.option 기록. 

 

 

VC++ 코드 구현예.

/*
2023.10.26. api v5  
subscribe 구문. 
{
    "op": "subscribe",
    "args": [
        "execution" 
    ]
}
args에 기록가능한 것.
전종목그룹 요청시 : execution
그룹별 요청시: execution.spot , execution.linear, execution.inverse, execution.option
인자 : Symbol* 종목 1개단위로 요청안되므로 사용하지 않음. 
*/
int CCyWebSocketBybit_Spot::Subscribe_Execution_MyOrder(CCyD_CyFinSymbol::Symbol* p_symbol, int sub_unsub)
{
    std::string str_data;
    if (sub_unsub == 1) {
        str_data = "{\"op\": \"subscribe\", \"args\": [ \"execution.spot\"]}";

        if (0 < m_CCyWebSocket_Secure.send_websocket(str_data)) { // 구독성공. 
            Regi_Symbol(p_symbol, 1);
        }

    }
    else if (sub_unsub == 0) {
        str_data = "{\"op\": \"unsubscribe\", \"args\": [ \"execution.spot\"],\"req_id\":\"customised_id\"}";

        if (m_CCyWebSocket_Secure.send_websocket(str_data)) { // 구독해지 성공. 
            Regi_Symbol(p_symbol, 0);
        }

    }
    else {
        return -1;
    }


    return 1;

}

 

 

Execution 실시간 수신데이터 형식. 

{
    "id": "592324803b2785-26fa-4214-9963-bdd4727f07be",
    "topic": "execution",
    "creationTime": 1672364174455,
    "data": [
        {
            "category": "linear",
            "symbol": "XRPUSDT",
            "execFee": "0.005061",
            "execId": "7e2ae69c-4edf-5800-a352-893d52b446aa",
            "execPrice": "0.3374",
            "execQty": "25",
            "execType": "Trade",
            "execValue": "8.435",
            "isMaker": false,
            "feeRate": "0.0006",
            "tradeIv": "",
            "markIv": "",
            "blockTradeId": "",
            "markPrice": "0.3391",
            "indexPrice": "",
            "underlyingPrice": "",
            "leavesQty": "0",
            "orderId": "f6e324ff-99c2-4e89-9739-3086e47f9381",
            "orderLinkId": "",
            "orderPrice": "0.3207",
            "orderQty": "25",
            "orderType": "Market",
            "stopOrderType": "UNKNOWN",
            "side": "Sell",
            "execTime": "1672364174443",
            "isLeverage": "0",
            "closedSize": "",
            "seq": 4688002127
        }
    ]
}

 

Execution 데이터 항목 

 

 

Parameter	Type	Comments
id	string	Message ID
topic	string	Topic name
creationTime	number	Data created timestamp (ms)
data	array	Object
> category	string	Product type Unified account: spot, linear, inverse, option Classic account: spot, linear, inverse.
> symbol	string	Symbol name
> isLeverage	string	Whether to borrow. Unified spot only. 0: false, 1: true. . Classic spot is not supported, always 0
> orderId	string	Order ID
> orderLinkId	string	User customized order ID
> side	string	Side. Buy,Sell
> orderPrice	string	Order price. Classic spot is not supported
> orderQty	string	Order qty. Classic spot is not supported
> leavesQty	string	The remaining qty not executed. Classic spot is not supported
> orderType	string	Order type. Market,Limit. Classic spot is not supported
> stopOrderType	string	Stop order type. If the order is not stop order, any type is not returned. Classic spot is not supported
> execFee	string	Executed trading fee. You can get spot fee currency instruction here Classic spot is not supported
> execId	string	Execution ID
> execPrice	string	Execution price
> execQty	string	Execution qty
> execType	string	Executed type. Classic spot is not supported
> execValue	string	Executed order value. Classic spot is not supported
> execTime	string	Executed timestamp（ms）
> isMaker	boolean	Is maker order. true: maker, false: taker
> feeRate	string	Trading fee rate. Classic spot is not supported
> tradeIv	string	Implied volatility. Valid for option
> markIv	string	Implied volatility of mark price. Valid for option
> markPrice	string	The mark price of the symbol when executing. Valid for option
> indexPrice	string	The index price of the symbol when executing. Valid for option
> underlyingPrice	string	The underlying price of the symbol when executing. Valid for option
> blockTradeId	string	Paradigm block trade ID
> closedSize	string	Closed position size
> seq	long	Cross sequence, used to associate each fill and each position update The seq will be the same when conclude multiple transactions at the same time Different symbols may have the same seq, please use seq + symbol to check unique

 

 

 

연관 

 

bybit api 페이지 

Bybit | Bybit API

 

 

상위정리

 

bybit api v5 . 활용방법 정리

 

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첫 등록 : 2023.10.26

최종 수정 : 

단축 주소 : https://igotit.tistory.com/4952

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