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User Messages

危险

Poloniex Futures v2 API It will gradually go offline later, and you can access the V3 API to provide you with a better trading experience.

Private Messages​

{
   "type": "message",
   "topic": "/contractMarket/tradeOrders",
   "subject": "orderChange",
   "channelType": "private",
   "data": {
       "orderId": "5cdfc138b21023a909e5ad55", //Order ID
       "symbol": "BTCUSDTPERP",  //symbol
       "type": "match",  // Message Type: "open", "match", "filled", "canceled", "update" 
       "marginType": 0, //Margin Mode 0(Isolated) 1(Cross)
       "status": "open", // Order Status: "match", "open", "done"
       "matchSize": "", // Match Size (when the type is "match")
       "matchPrice": "",// Match Price (when the type is "match")
       "orderType": "limit", // Order Type, "market" indicates market order, "limit" indicates limit order
       "side": "buy",  // Trading direction,include buy and sell
       "price": "3600",  // Order Price
       "size": "20000",  // Order Size
       "remainSize": "20001",  // Remaining Size for Trading
       "filledSize":"20000",  // Filled Size
       "canceledSize": "0",  //  Cancelled Size
       "tradeId": "5ce24c16b210233c36eexxxx",  // Trade ID (when the type is "match")
       "clientOid": "5ce24c16b210233c36ee321d", // clientOid
       "orderTime": 1545914149935808589,  // Order Time
       "oldSize ": "15000", // Size Before Update (when the type is "update")
       "liquidity": "maker", //  Trading direction, buy or sell in taker
       "ts": 1545914149935808589 // Timestamp
   }
}

Order Status

  • match: when the taker order executes with orders in the order book, the taker order status is “match”;
  • open: the order is in the order book;
  • done: the order is fully executed successfully;

Message Type

  • open: when the order enters into the order book;
  • match: when the order has been executed;
  • filled: when the order has been executed and its status was changed into DONE;
  • canceled: when the order has been cancelled and its status was changed into DONE;
  • update: when the order has been updated;

Stop Order Lifecycle Event​

Topic: /contractMarket/advancedOrders

  {
       "topic": "/contractMarket/advancedOrders", 
       "subject": "stopOrder",
       "channelType": "private",
       "data": {
           "orderId": "5cdfc138b21023a909e5ad55", //Order ID
           "symbol": "BTCUSDTPERP",  //Ticker symbol of the contract
           "type": "open",  // Message type: open (place order), triggered (order triggered), cancel (cancel order)
           "marginType": 0, //Margin Mode 0(Isolated) 1(Cross)
           "orderType":"stop", // Order type: stop order
           "side":"buy", // Buy or sell
           "size":"1000", //Quantity 
           "orderPrice":"9000",  //Order price. For market orders, the value is null
           "stop":"up", //Stop order types 
           "stopPrice":"9100", //Trigger price of stop orders
           "stopPriceType":"TP", //Trigger price type of stop orders
           "triggerSuccess": true, //Mark to show whether the order is triggered. Only for triggered type of orders 
           "error": "error.createOrder.accountBalanceInsufficient", //error code, which is used only when the trigger of the triggered type of orders fails
           "createdAt": 1558074652423,  //Time the order created
           "ts":1558074652423004000  // timestamp - nanosecond
       }
  }

Account Balance Events​

Topic: /contractAccount/wallet

Order Margin Event​

  //Order Margin Event
  { 
    "topic": "/contractAccount/wallet",
    "subject": "orderMargin.change",
    "channelType": "private",
    "data": {
        "orderMargin": 5923,//Current order margin
        "currency":"USDT",//Currency
        "timestamp": 1553842862614
    }
  }

Available Balance Event​

//Available Balance Event
  { 
    "topic": "/contractAccount/wallet",
    "subject": "availableBalance.change",
    "channelType": "private",
    "data": {
      "availableBalance": 5923, //Current available amount
      "currency":"USDT",//Currency
      "timestamp": 1553842862614
    }
  }

Position Change Events​

Topic: /contract/position:{symbol}

Position Changes Caused Operations​

  //Position Changes Caused Operations
  { 
    "topic": "/contract/position:BTCUSDTPERP",     
    "subject": "position.change", 
    "channelType": "private",
    "data": {
      "realisedGrossPnl": 0E-8,                //Accumulated realised profit and loss
      "marginType": 0,                         //Margin Mode 0(Isolated) 1(Cross)
      "liquidationPrice": 1000000.0,           //Liquidation price
      "posLoss": 0E-8,                         //Deprecated,Manually added margin amount 
      "avgEntryPrice": 7508.22,                //Average entry price
      "unrealisedPnl": -0.00014735,            //Unrealised profit and loss
      "markPrice": 7947.83,                    //Mark price
      "posMargin": 0.00266779,                 //Position margin
      "riskLimit": 200,                        //Risk limit
      "unrealisedCost": 0.00266375,            //Deprecated,Unrealised value
      "posComm": 0.00000392,                   //Deprecated,Bankruptcy cost 
      "posMaint": 0.00001724,                  //Maintenance margin
      "posCost": 0.00266375,                   //Position value
      "maintMarginReq": 0.005,                 //Maintenance margin rate
      "bankruptPrice": 1000000.0,              //Bankruptcy price
      "realisedCost": 0.00000271,              //Deprecated,Currently accumulated realised position value
      "markValue": 0.00251640,                 //Mark value
      "posInit": 0.00266375,                   //Position margin     
      "realisedPnl": -0.00000253,              //Realised profit-losts of the position
      "maintMargin": 0.00252044,               //Position margin 
      "realLeverage": 1.06,                    //Leverage of the order
      "currentCost": 0.00266375,               //Deprecated,Current position value
      "openingTimestamp": 1558433191000,       //Open time
      "currentQty": -20,                       //Current position
      "delevPercentage": 0.52,                 //ADL ranking percentile
      "currentComm": 0.00000271,               //Deprecated,Current commission
      "realisedGrossCost": 0E-8,               //Accumulated reliased gross profit value
      "isOpen": true,                          //Opened position or not
      "posCross": 1.2E-7,                      //Manually added margin
      "currentTimestamp": 1558506060394,       //Current timestamp
      "unrealisedRoePcnt": -0.0553,            //Rate of return on investment
      "unrealisedPnlPcnt": -0.0553,            //Position profit and loss ratio
      "settleCurrency": "XBT"                  //Currency used to clear and settle the trades
      }
  }

Position Changes Caused by Mark Price​

  //Position Changes Caused by Mark Price
  { 
    "topic": "/contract/position:BTCUSDTPERP",     
    "subject": "position.change", 
    "channelType": "private",
      "data": {
          "marginType": 0,                        //Margin Mode 0(Isolated) 1(Cross)
          "markPrice": 7947.83,                   //Mark price
          "markValue": 0.00251640,                //Mark value
          "maintMargin": 0.00252044,              //Position margin
          "realLeverage": 10.06,                  //Leverage of the order
          "unrealisedPnl": -0.00014735,           //Unrealised profit and lost
          "unrealisedRoePcnt": -0.0553,           //Rate of return on investment
          "unrealisedPnlPcnt": -0.0553,           //Position profit and loss ratio
          "delevPercentage": 0.52,                //ADL ranking percentile
          "currentTimestamp": 1558087175068,      //Current timestamp
          "settleCurrency": "XBT"                 //Currency used to clear and settle the trades
      }
  }

Funding Settlement​

  //Funding Settlement
  { 
    "topic": "/contract/position:BTCUSDTPERP",
    "subject": "position.settlement",
    "channelType": "private",
    "data": {
        "fundingTime": 1551770400000,          //Funding time
        "qty": 100,                            //Position size   
        "markPrice": 3610.85,                 //Settlement price
        "fundingRate": -0.002966,             //Funding rate
        "fundingFee": -296,                   //Funding fees
        "ts": 1547697294838004923,             //Current time (nanosecond)
        "settleCurrency": "XBT"                //Currency used to clear and settle the trades
    }
  }

Cross Position Information​

  {
       "topic": "/contract/positionCross", 
       "subject": "positionCross.change",
       "channelType": "private",
       "data": {
         "maintainMargin" : 100.99,  //Maintenance margin
         "marginAvailable" : 30.98,  //Position margin
         "maintainRate" : 0.38,  //Margin rate
         "unreleaseSum" : 1.5,  //Unrealised profit and lost
         "fundingSum" : -0.3,  //Funding fees profit and loss
         "accountAvailable" : 100.1  //Cross balance
       }
  }