Adds WSExecutionEventV5 and WSExecutionV5 interfaces

This commit is contained in:
William
2024-04-25 16:33:47 +02:00
parent bdd20218cd
commit 98cf9655a1

View File

@@ -1,6 +1,8 @@
import {
CategoryV5,
ExecTypeV5,
OCOTriggerTypeV5,
OrderCreateTypeV5,
OrderRejectReasonV5,
OrderSMPTypeV5,
OrderSideV5,
@@ -96,3 +98,44 @@ export interface WSAccountOrderEventV5 {
creationTime: number;
data: WSAccountOrderV5[];
}
export interface WSExecutionV5 {
category: CategoryV5;
symbol: string;
isLeverage: string;
orderId: string;
orderLinkId: string;
side: OrderSideV5;
orderPrice: string;
orderQty: string;
leavesQty: string;
createType: OrderCreateTypeV5;
orderType: OrderTypeV5;
stopOrderType: StopOrderTypeV5;
execFee: string;
execId: string;
execPrice: string;
execQty: string;
execType: ExecTypeV5;
execValue: string;
execTime: string;
isMaker: boolean;
feeRate: string;
tradeIv: string;
markIv: string;
markPrice: string;
indexPrice: string;
underlyingPrice: string;
blockTradeId: string;
closedSize: string;
seq: number;
marketUnit: string;
}
export interface WSExecutionEventV5 {
id: string;
topic: 'execution';
creationTime: number;
data: WSExecutionV5[];
wsKey: WsKey;
}