Dear API users,
Currently, while API user submitting a Taker order, it gets executed immediately with opposites. Prior to execution event (eventType=trade) being sent, there isn’t an order creation event disseminated from order update topic ‘orders#${symbol}’.
Since the effective date of this notification, the topic ‘orders#${symbol}’ will disseminate order creation event (eventType=creation) first, for those orders under following scenarios –
1) Limit order (type=buy-limit, sell-limit) as a Taker, partially filled immediately just after submission;
2) Limit order (type=buy-limit, sell-limit) as a Taker, fully filled immediately just after submission;
3) IOC order (type= buy-ioc, sell-ioc) as a Taker, fully filled immediately just after submission;
4) IOC order (type= buy-ioc, sell-ioc) as a Taker, partially filled immediately just after submission, rest cancelled;
5) IOC order (type= buy-ioc, sell-ioc), can’t get executed, fully cancelled;
6) FOK order (type= buy-limit-fok, sell-limit-fok) as a Taker, fully filled immediately just after submission;
7) FOK order (type= buy-limit-fok, sell-limit-fok), can’t get fully executed, fully cancelled;
8) Market sell order (type=sell-market) as a Taker, fully filled immediately just after submission;
9) Market sell order (type=sell-market) as a Taker, partially filled immediately just after submission, rest cancelled;
10) Market sell order (type=sell-market), can’t match with opposites, fully cancelled;
11) Limit Maker order (type= buy-limit-maker, sell-limit-maker), potentially matching with opposites just after submission, thus fully cancelled.
12) Market buy order (type=buy-market) as a Taker, fully filled immediately just after submission;
13) Market buy order (type=buy-market) as a Taker, partially filled immediately just after submission, rest cancelled.
14) Market buy order (type=buy-market), can’t match with opposites, fully cancelled.
Effective Date: May 29, 2020 (GMT+8)
All the changes will be updated on https://huobiapi.github.io/docs/spot/v1/en/
Huobi Global
May 26, 2020
The update message for creation events above, follows same format as existing, with order status as “submitted” –
Field | Data Type | Description |
eventType | string | Event type, valid value: creation |
symbol | string | Trading symbol |
orderId | long | Order ID |
clientOrderId | string | Client order ID (if any) |
orderPrice | string | Order price |
orderSize | string | Order size |
type | string | Order type, valid value: sell-market, buy-limit, sell-limit, buy-limit-maker, sell-limit-maker, buy-ioc, sell-ioc, buy-limit-fok, sell-limit-fok |
orderStatus | string | Order status, valid value: submitted |
orderCreateTime | long | Order creation time |
The update message for market buy order, introduces a new field ‘orderValue’ (instead of ‘orderSize’), with order status as “submitted” –
Field | Data Type | Description |
eventType | string | Event type, valid value: creation |
symbol | string | Trading symbol |
orderId | long | Order ID |
clientOrderId | string | Client order ID (if any) |
orderPrice | string | Order price |
orderValue | string | Order value |
type | string | Order type, valid value: buy-market |
orderStatus | string | Order status, valid value: submitted |
orderCreateTime | long | Order creation time |
Note: Before a stop limit order being triggered, the topic won’t disseminate its creation event.
What are the Impacts on You, and What You Need to Do?
API users should evaluate the business impact caused by the new endpoint introduced, further to make relevant change in client’s application, if needed.
All the changes will be updated on Huobi API Docs on the effective date.
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