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