Definition
OrderType
- Description: HongKong stock support order type
Enum | Description |
---|---|
LO | Limit Order |
ELO | Enhanced Limit Order |
MO | Market Order |
AO | At-auction Order |
ALO | At-auction Limit Order |
ODD | Odd Lots Order |
LIT | Limit If Touched |
MIT | Market If Touched |
TSLPAMT | Trailing Limit If Touched (Trailing Amount) |
TSLPPCT | Trailing Limit If Touched (Trailing Percent) |
SLO | Special Limit Order. Not Support Replace Order. |
- Description: US stock support order type
Enum | Description |
---|---|
LO | Limit Order |
MO | Market Order |
LIT | Limit If Touched |
MIT | Market If Touched |
TSLPAMT | Trailing Limit If Touched (Trailing Amount) |
TSLPPCT | Trailing Limit If Touched (Trailing Percent) |
OrderStatus
- Description: Order Status
Enum | Description |
---|---|
NotReported | NotReported |
ReplacedNotReported | NotReported (Replaced Order) |
ProtectedNotReported | NotReported (Protected Order) |
VarietiesNotReported | NotReported (Conditional Order) |
FilledStatus | Filled |
WaitToNew | Wait To New |
NewStatus | New |
WaitToReplace | Wait To Replace |
PendingReplaceStatus | Pending Replace |
ReplacedStatus | Replaced |
PartialFilledStatus | Partial Filled |
WaitToCancel | Wait To Cancel |
PendingCancelStatus | Pending Cancel |
RejectedStatus | Rejected |
CanceledStatus | Canceled |
ExpiredStatus | Expired |
PartialWithdrawal | Partial Withdrawal |
Market
- Description: Market
Enum | Description |
---|---|
HK | Hong Kong Market |
US | United States of America Market |
WebSocket Notification
- Description: Push notification field description
field | type | Description |
---|---|---|
side | string | order side Enum Value Buy Sell |
stock_name | string | stock name |
submitted_quantity | string | submitted quantity |
symbol | string | order symbol |
order_type | string | Order Type |
submitted_price | string | submitted price |
executed_quantity | string | executed quantity |
executed_price | string | executed price |
order_id | string | order id |
currency | string | currency |
status | string | order status |
submitted_at | string | submitted time,formatted as a timestamp (second) |
updated_at | string | last updated time ,formatted as a timestamp (second) |
trigger_price | string | "LIT / MIT order trigger price" |
msg | string | rejected message or remark |
tag | string | order tag Enum Value Normal - Normal OrderGTC - Long term OrderGrey - Grey Order |
trigger_status | string | conditional order trigger status Enum Value NOT_USED DEACTIVE ACTIVE RELEASED |
trigger_at | string | conditional order trigger time. formatted as a timestamp (second) |
trailing_amount | string | "TSLPAMT order trailing amount" |
trailing_percent | string | "TSLPPCT order trailing percent" |
limit_offset | string | "TSLPAMT / TSLPPCT order limit offset amount" |
account_no | string | account no |
remark | string | remark message |
last_share | string | last share |
last_price | string | last price |
example
{
"event": "order_changed_lb",
"data": {
"side": "Buy",
"stock_name": "Tencent Holdings Ltd.",
"submitted_quantity": "1000",
"symbol": "700.HK",
"order_type": "LO",
"submitted_price": "213.2",
"executed_quantity": "1000",
"executed_price": "213.2",
"order_id": "27",
"currency": "HKD",
"status": "NewStatus",
"submitted_at": "1562761893",
"updated_at": "1562761893",
"trigger_price": "213.0",
"msg": "Insufficient Qty - 1000",
"tag": "GTC",
"trigger_status": "ACTIVE",
"trigger_at": "1562761893",
"trailing_amount": "5",
"trailing_percent": "1",
"limit_offset": "0.01",
"account_no": "HK123445",
"last_share": "100",
"last_price": "234",
"remark": "abc"
}
}