bybit . API V5 . rest . Get Open Orders

 

 

 

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

 

---

첫 등록 : 2023.10.26

최종 수정 : 

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

---