LIMIT IOC 订单,并将价格设在标记价格附近,以尽可能完成全部平仓。引擎自动将委托数量设置为当前未平仓数量,即始终以全部持仓为平仓目标;实际未成交部分按下文 IOC 规则取消。
- 接口:
wss://trade.qfex.com?api_key=YOUR_API_KEY。 - 连接后必须在 1 分钟内完成身份认证。
1. 身份认证
连接后立即发送:{ "type": "auth", "params": { "hmac": { "public_key": "qfex_pub_xxxxx", "nonce": "c0ffee...", "unix_ts": 1760545414, "signature": "5f2e..." } } }
2. 平仓
{
"type": "close_position",
"params": {
"symbol": "AAPL-USD"
}
}
参数
| 字段 | 类型 | 必填 | 说明 |
|---|---|---|---|
symbol | string | 是 | 希望平仓的交易品种,例如 AAPL-USD。 |
- 生成的订单始终为
LIMIT加IOC、只减仓,并采用正确的平仓方向。 - 订阅
fills接收成交。 - 订阅
order_responses接收最终状态更新。
示例代码
# Python (websocket-client)
# pip install websocket-client
import json
import websocket
API_KEY = "YOUR_API_KEY"
def send(ws, obj):
ws.send(json.dumps(obj))
def on_open(ws):
# 1) 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..." }}})
# 2) Close position
send(ws, {
"type": "close_position",
"params": {
"symbol": "AAPL-USD",
},
})
ws = websocket.WebSocketApp(
"wss://trade.qfex.com?api_key=YOUR_API_KEY",
on_open=on_open,
on_message=lambda _, m: print(m),
on_error=lambda _, e: print("Error:", e),
on_close=lambda *_: print("Closed"),
)
ws.run_forever()
// Node.js (ws)
// npm i ws
const WebSocket = require("ws");
const API_KEY = "YOUR_API_KEY";
const ws = new WebSocket("wss://trade.qfex.com?api_key=YOUR_API_KEY");
ws.on("open", () => {
// 1) Authenticate
ws.send(JSON.stringify({ type: "auth", params: { api_key: API_KEY } }));
// 2) Close position
ws.send(
JSON.stringify({
type: "close_position",
params: {
symbol: "AAPL-USD",
},
})
);
});
ws.on("message", (m) => console.log(m.toString()));
ws.on("error", (e) => console.error("WS error:", e));
ws.on("close", (code, reason) =>
console.log("Closed:", code, reason?.toString())
);
// Go (gorilla/websocket)
// go get github.com/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()
// 1) 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..."}}
})
// 2) Close position
mustWriteJSON(c, map[string]any{
"type": "close_position",
"params": map[string]any{
"symbol": "AAPL-USD",
},
})
}
// Java (OkHttp WebSocket)
// Gradle: implementation("com.squareup.okhttp3:okhttp:4.12.0")
import java.util.concurrent.TimeUnit;
import okhttp3.*;
public class ClosePositionWs {
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=YOUR_API_KEY")
.build();
WebSocketListener li = new WebSocketListener() {
@Override public void onOpen(WebSocket ws, Response r) {
// 1) Authenticate
ws.send("{\"type\": \"auth\", \"params\": { \"hmac\": { \"public_key\": \"qfex_pub_xxxxx\", \"nonce\": \"c0ffee...\..\", \"unix_ts\": 1760545414, \"signature\": \"5f2e...\" }}}");
// 2) Close position
ws.send("{\"type\":\"close_position\",\"params\":{\"symbol\":\"AAPL-USD\"}}");
}
@Override public void onMessage(WebSocket ws, String text) {
System.out.println(text);
}
@Override public void onFailure(WebSocket ws, Throwable t, Response r) {
System.err.println("WS error: " + t.getMessage());
}
};
client.newWebSocket(req, li);
try { Thread.sleep(Long.MAX_VALUE); } catch (InterruptedException ignored) {}
}
}
响应示例
首先立即收到order_response 确认;若有成交,随后收到成交更新。
{
"order_response": {
"order_id": "5b309929-206f-40ec-804d-cbe46e81afc1",
"symbol": "AAPL-USD",
"status": "ACK",
"quantity": 2.0,
"price": 199.8,
"take_profit": 0.0,
"stop_loss": 0.0,
"side": "SELL",
"type": "LIMIT",
"time_in_force": "IOC",
"user_id": "0020ce8e-eaee-480e-8d7f-b9241d756ee5",
"client_order_id": "",
"quantity_remaining": 2.0
}
}
{
"order_response": {
"order_id": "5b309929-206f-40ec-804d-cbe46e81afc1",
"symbol": "AAPL-USD",
"status": "FILLED",
"quantity": 2.0,
"price": 199.75,
"take_profit": 0.0,
"stop_loss": 0.0,
"side": "SELL",
"type": "LIMIT",
"time_in_force": "IOC",
"user_id": "0020ce8e-eaee-480e-8d7f-b9241d756ee5",
"client_order_id": "",
"quantity_remaining": 0.0
}
}
引擎始终使用
IOC,因此未成交的剩余数量会自动取消。若该品种没有未平仓头寸,命令会被拒绝。