Orders

Snapshot

[
  CHAN_ID, 
  'os',
  [
    [
      ID,
      GID,
      CID,
      SYMBOL,
      MTS_CREATE, 
      MTS_UPDATE, 
      AMOUNT, 
      AMOUNT_ORIG, 
      TYPE,
      TYPE_PREV,
      MTS_TIF,
      _PLACEHOLDER,
      FLAGS,
      STATUS,
      _PLACEHOLDER,
      _PLACEHOLDER,
      PRICE,
      PRICE_AVG,
      PRICE_TRAILING,
      PRICE_AUX_LIMIT,
      _PLACEHOLDER,
      _PLACEHOLDER,
      _PLACEHOLDER,
      NOTIFY,
      HIDDEN, 
      PLACED_ID,
      _PLACEHOLDER,
      _PLACEHOLDER,
      ROUTING,
      _PLACEHOLDER,
      _PLACEHOLDER,
      _PLACEHOLDER
    ], 
    ...
  ]
]

Update

[
  CHAN_ID, 
  <'on', 'ou', 'oc'>,
  [
    ID, 
    GID,
    CID,
    SYMBOL, 
    MTS_CREATE, 
    MTS_UPDATE, 
    AMOUNT, 
    AMOUNT_ORIG, 
    TYPE,
    TYPE_PREV,
    _PLACEHOLDER,
    _PLACEHOLDER,
    FLAGS,
    STATUS,
    _PLACEHOLDER,
    _PLACEHOLDER,
    PRICE,
    PRICE_AVG,
    PRICE_TRAILING,
    PRICE_AUX_LIMIT,
    _PLACEHOLDER,
    _PLACEHOLDER,
    _PLACEHOLDER,
    NOTIFY, 
    HIDDEN, 
    PLACED_ID,
    _PLACEHOLDER,
    _PLACEHOLDER,
    ROUTING,
    _PLACEHOLDER,
    _PLACEHOLDER,
    _PLACEHOLDER
  ]
]

Stream Fields

Term	Type	Description
ID	int	Order ID
GID	int	Group ID
CID	int	Client Order ID
SYMBOL	string	Pair (tEOSUST, …)
MTS_CREATE	int	Millisecond timestamp of creation
MTS_UPDATE	int	Millisecond timestamp of update
AMOUNT	float	Positive means buy, negative means sell.
AMOUNT_ORIG	float	Original amount
TYPE	string	The type of the order: EXCHANGE MARKET, EXCHANGE LIMIT, EXCHANGE STOP, EXCHANGE FOK, EXCHANGE IOC.
TYPE_PREV	string	Previous order type
MTS_TIF	int	Millisecond timestamp of Time-In-Force: automatic order cancellation
ORDER_STATUS	string	Order Status: ACTIVE, EXECUTED @ PRICE(AMOUNT) e.g. "EXECUTED @ 107.6(-0.2)", PARTIALLY FILLED @ PRICE(AMOUNT), INSUFFICIENT MARGIN was: PARTIALLY FILLED @ PRICE(AMOUNT), CANCELED, CANCELED was: PARTIALLY FILLED @ PRICE(AMOUNT), RSN_DUST (amount is less than 0.00000001), RSN_PAUSE (trading is paused / paused due to AMPL rebase event)
PRICE	float	Price
PRICE_AVG	float	Average price
PRICE_TRAILING	float	The trailing price
PRICE_AUX_LIMIT	float	Auxiliary Limit price (for STOP LIMIT)
PLACED_ID	int	If another order caused this order to be placed (OCO) this will be that other order's ID
ROUTING	string	indicates origin of action: BFX, ETHFX, API>BFX, API>ETHFX
FLAGS	int	See https://docs.bitfinex.com/v2/docs/flag-values.

📘

Multiple Flags

The summation of flags may result in multiple flags. For example 4160 (64 + 4096) means hidden post only.