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binance_open_order_snapshot.ts
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binance_open_order_snapshot.ts
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export type BinanceUserDataEventType = 'balanceUpdate' | 'outboundAccountPosition' | 'executionReport'
export type BinanceOpenOrderSnapshot = {
eventType: BinanceUserDataEventType; // Event type
eventTime: number; // Event time
symbol: string; // Symbol
clientOrderId: string; // Client order ID
side: 'BUY' | 'SELL'; // Side
orderType: string; // Order type
timeInForce: string; // Time in force
orderQuantity: string; // Order quantity
orderPrice: string; // Order price
stopPrice: string; // Stop price
icebergQuantity: string; // Iceberg quantity
orderListId: number; // OrderListId
canceledOrderId: string; // Original client order ID; This is the ID of the order being canceled
executionType: string; // Current execution type
executionStatus: string; // Current order status
rejectReason: string; // Order reject reason; will be an error code.
orderId: number; // Order ID
lastExecutedQuantity: string; // Last executed quantity
cumulativeFilledQuantity: string; // Cumulative filled quantity
lastExecutedPrice: string; // Last executed price
comissionAmount: string; // Commission amount
comissionAsset: string | null; // Commission asset
transactionTime: number; // Transaction time
tradeID: number; // Trade ID
// I: number; // Ignore
isOrderOnBook: boolean; // Is the order on the book?
isMakerTrade: boolean; // Is this trade the maker side?
// M: boolean; // Ignore
orderCreationTime: number; // Order creation time
cumulativeQuoteQty: string; // Cumulative quote asset transacted quantity
lastQuoteAssetTransactedQuantity: string; // Last quote asset transacted quantity (i.e. lastPrice * lastQty)
quoteOrderQty: string; // Quote Order Qty
}