cancel_on_disconnect 消息,并将 cancel_on_disconnect 设为 true。
请求示例
{
"type": "cancel_on_disconnect",
"params": { "cancel_on_disconnect": true }
}
示例代码
# Python (websocket-client)
import json
import websocket
API_KEY = "YOUR_API_KEY"
def send(ws, payload):
ws.send(json.dumps(payload))
def on_open(ws):
# Authenticate
# https://docs.qfex.com/websocket/channels/trade/authenticate#how-it-works
send(ws, {"type": "auth", "params": { "hmac": { "public_key": "qfex_pub_xxxxx", "nonce": "c0ffee...", "unix_ts": 1760545414, "signature": "5f2e..." }}})
# Enable cancel-on-disconnect for this connection
send(ws, {"type": "cancel_on_disconnect", "params": {"cancel_on_disconnect": True}})
ws = websocket.WebSocketApp(
"wss://trade.qfex.com?api_key=YOUR_API_KEY",
on_open=on_open,
on_message=lambda _, message: print("Message:", message),
)
ws.run_forever()
// Node.js (ws)
import WebSocket from "ws";
const API_KEY = "YOUR_API_KEY";
const ws = new WebSocket("wss://trade.qfex.com?api_key=YOUR_API_KEY");
ws.on("open", () => {
// Authenticate
ws.send(JSON.stringify({ type: "auth", params: { api_key: API_KEY } }));
// Enable cancel-on-disconnect for this connection
ws.send(
JSON.stringify({
type: "cancel_on_disconnect",
params: { cancel_on_disconnect: true },
})
);
});
ws.on("message", (msg) => console.log("Message:", msg.toString()));
// Go (gorilla/websocket)
package main
import (
"log"
"github.com/gorilla/websocket"
)
func mustWriteJSON(c *websocket.Conn, v any) {
if err := c.WriteJSON(v); err != nil {
log.Fatal("write:", err)
}
}
func main() {
c, _, err := websocket.DefaultDialer.Dial("wss://trade.qfex.com?api_key=YOUR_API_KEY", nil)
if err != nil {
log.Fatal("dial:", err)
}
defer c.Close()
// Authenticate
mustWriteJSON(c, map[string]any{
"type": "auth",
"params": map[string]any{"hmac": map[string]any{"public_key": "qfex_pub_xxxxx", "nonce": "c0ffee...", "unix_ts": 1760545414, "signature": "5f2e..."}}
})
// Enable cancel-on-disconnect for this connection
mustWriteJSON(c, map[string]any{
"type": "cancel_on_disconnect",
"params": map[string]any{"cancel_on_disconnect": true},
})
}
// Java (OkHttp WebSocket)
import java.util.concurrent.TimeUnit;
import okhttp3.*;
public class CancelAllOrdersWs {
private static final String API_KEY = "YOUR_API_KEY";
public static void main(String[] args) {
OkHttpClient client = new OkHttpClient.Builder()
.pingInterval(20, TimeUnit.SECONDS)
.build();
Request req = new Request.Builder()
.url("wss://trade.qfex.com?api_key=" + API_KEY)
.build();
WebSocketListener listener = new WebSocketListener() {
@Override public void onOpen(WebSocket ws, Response response) {
// Authenticate
ws.send("{\"type\":\"auth\",\"params\":{\"api_key\":\"" + API_KEY + "\"}}");
// Enable cancel-on-disconnect for this connection
ws.send("{\"type\":\"cancel_on_disconnect\",\"params\":{\"cancel_on_disconnect\":true}}");
}
@Override public void onMessage(WebSocket ws, String text) {
System.out.println(text);
}
};
client.newWebSocket(req, listener);
try {
Thread.sleep(Long.MAX_VALUE);
} catch (InterruptedException interrupted) {
Thread.currentThread().interrupt();
}
}
}
响应示例
通过此标志执行撤单时,每笔订单会产生状态为CANCELLED 的 order_response 事件。
{
"order_response": {
"order_id": "5b309929-206f-40ec-804d-cbe46e81afc1",
"symbol": "AAPL-USD",
"status": "CANCELLED",
"quantity": 1.0,
"price": 200.0,
"side": "BUY",
"type": "LIMIT",
"time_in_force": "GTC",
"user_id": "0020ce8e-eaee-480e-8d7f-b9241d756ee5",
"client_order_id": "my-client-oid",
"quantity_remaining": 1.0,
"trade_id": null
}
}
断线撤单的作用范围是已认证账户在所有品种上的全部未完成订单。如只需取消指定订单,请使用取消订单。