订单提交——新增触发单 - QFEX API Documentation

订单通过 WebSocket 提交。

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. 新增订单

新增触发单与普通订单采用相同模式。指定的方向必须是触发后进入订单簿的最终订单方向。TAKE_PROFIT 和 STOP_LOSS 订单数量不得超过当前持仓；超过时可能导致本单被拒绝或其他触发单被取消。

{
  "type": "add_order",
  "params": {
    "symbol": "AAPL-USD",
    "side": "BUY",
    "order_type": "TAKE_PROFIT",
    "order_time_in_force": "GTC",
    "quantity": 1,
    "price": 200
  }
}

参数

字段	类型	必填	说明
`symbol`	string	是	交易品种，例如 `AAPL-USD`。
`side`	enum	是	订单方向，见 OrderDirection。
`order_type`	enum	是	订单类型，见 OrderType。
`order_time_in_force`	enum	是	因历史兼容原因必须提供，但系统不会读取此值。
`quantity`	number	是	订单数量，须满足最小数量增量，但不受最小／最大数量限额约束。
`price`	number	是	订单触发价格。

注意：

最小价格增量、最小数量增量及订单数量上下限因品种而异，请参阅参考数据 API。
参数无效时，订单可能以 OrderStatus 中的状态码被拒绝。

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) Add stop order
    send(ws, {
        "type": "add_order",
        "params": {
            "symbol": "AAPL-USD",
            "side": "BUY",
            "order_type": "TAKE_PROFIT",
            "order_time_in_force": "GTC",
            "quantity": 1,
            "price": 200
        }
    })

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 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: "YOUR_API_KEY" } })
  );
  // 2) Add stop order
  ws.send(
    JSON.stringify({
      type: "add_order",
      params: {
        symbol: "AAPL-USD",
        side: "BUY",
        order_type: "TAKE_PROFIT",
        order_time_in_force: "GTC",
        quantity: 1,
        price: 200,
      },
    })
  );
});

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) Add stop order
	mustWriteJSON(c, map[string]any{
		"type": "add_order",
		"params": map[string]any{
			"symbol":              "AAPL-USD",
			"side":                "BUY",
			"order_type":          "TAKE_PROFIT",
			"order_time_in_force": "GTC",
			"quantity":            1,
			"price":               200,
		},
	})
}

// Java (OkHttp WebSocket)
// Gradle: implementation("com.squareup.okhttp3:okhttp:4.12.0")
import java.util.concurrent.TimeUnit;
import okhttp3.*;

public class AddOrderWs {
  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) Add stop order
        ws.send("{\"type\":\"add_order\",\"params\":{\"symbol\":\"AAPL-USD\",\"side\":\"BUY\",\"order_type\":\"TAKE_PROFIT\",\"order_time_in_force\":\"GTC\",\"quantity\":1,\"price\":200}}");
      }
      @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

下单后，您会收到状态为 ACK 的 order_response：

{
  "order_response": {
    "order_id": "5b309929-206f-40ec-804d-cbe46e81afc1",
    "symbol": "AAPL-USD",
    "status": "ACK",
    "quantity": 1.0,
    "price": 200.0,
    "take_profit": 0.0,
    "stop_loss": 0.0,
    "side": "BUY",
    "type": "TAKE_PROFIT",
    "time_in_force": "GTC",
    "user_id": "0020ce8e-eaee-480e-8d7f-b9241d756ee5",
    "client_order_id": "",
    "quantity_remaining": 1.0
  }
}