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* docs: initially commit WS_TRADE_UPDATES.md * docs/WS_TRADE_UPDATES: shorter text * docs: rename WS_TRADE_UPDATES to WS_ORDER_EVENTS as that is more descriptive of what it documents * docs/ADD_NEW_EXCHANGE: reference the newly added WS_ORDER_EVENTS file * WS_ORDER_EVENTS: common terminology * WS_ORDER_EVENTS: turn the code segment into a markdown table * WS_ORDER_EVENTS: AverageExecutedPrice is now not mandatory * exchanges/README: link to WS_ORDER_EVENTS
3.9 KiB
3.9 KiB
Websocket trade events
GoCryptoTrader unifies trades and order update events by composing an order.Detail object. This is the full list of order.Detail fields that exchange implementations should populate on streamed trade/order-update events. As exchanges provide different APIs, not all fields are mandatory.
Note to developers: a special mention is the AverageExecutedPrice, which is not always provided, but its presence is important and highly desirable. Even if not reported, effort should be made to compute it out of reported trades.
| order.Detail field | Description | Condition | Presence |
|---|---|---|---|
| Price | Original price assigned to order | Depends on order type (e.g. limit orders have prices) | Mandatory |
| Amount | Original quantity assigned to order | Mandatory | |
| AverageExecutedPrice | Average price of what's traded thus far | Order is filled, partially filled or partially canceled | Desirable |
| ExecutedAmount | How much of the original order quantity is filled | Order is filled, partially filled or partially canceled | Mandatory |
| RemainingAmount | Amount - ExecutedAmount | Mandatory | |
| Cost | How much is spent thus far (cumulative transacted quote currency) | Order is filled, partially filled or partially canceled | Mandatory |
| CostAsset | Deprecated, cost currency is always pair.Quote | - | |
| Fee | How much last trade was charged by the exchange | Reported event is a trade | Optional |
| FeeAsset | Asset of the taken fee | Optional | |
| Exchange | String name of concerned exchange | Mandatory | |
| ID | Order ID (on the exchange) | Mandatory | |
| ClientOrderID | Client order ID (submitted by user) | Mandatory | |
| Type | e.g. MARKET or LIMIT, see exchanges/order/order_types.go | Mandatory | |
| Side | e.g. BUY or SELL, see exchanges/order/order_types.go | Mandatory | |
| Status | e.g. FILLED or CANCELLED, see exchanges/order/order_types.go | Mandatory | |
| AssetType | e.g. asset.Spot or asset.Futures | Mandatory | |
| Date | Time of order creation (as reported by the exchange) | Optional | |
| LastUpdated | Time of last order event (as reported by the exchange) | Optional | |
| Pair | Tradable pair | Mandatory |