Sub Order Update

Real-time push updates on the status of sub-orders generated by algo strategies. A TWAP or VWAP order creates multiple sub-orders (slices) during execution — each slice gets its own state updates on the SUB_ORDER channel. Pushed automatically after login — no explicit subscription required.

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Push Message

JSON

{
  "channel": "SUB_ORDER",
  "instId": "BINANCE_PERP_ETH_USDT",
  "data": {
    "portfolioId": "1730798094087000",
    "orderId": "1735613056910000",
    "algoOrderId": "674712518659",
    "clientOrderId": "2024123110441600",
    "exchangeType": "BINANCE",
    "businessType": "PERP",
    "sym": "BINANCE_PERP_ETH_USDT",
    "limitPrice": "3343.35923485",
    "orderQty": "0.01",
    "side": "BUY",
    "orderType": "DMA",
    "exchangeOrderType": "MARKET",
    "timeInForce": "GTC",
    "executedQty": "0",
    "orderState": "OPEN",
    "updateAt": "1735613056925",
    "createAt": "1735613056910",
    "leverage": "3"
  }
}

Field	Type	Description
channel	String	Always SUB_ORDER.
instId	String	Trading pair identifier.
data	Object	Sub-order details.
> portfolioId	String	Portfolio ID the sub-order belongs to.
> orderId	String	Sub-order ID.
> algoOrderId	String	Parent algo order ID.
> clientOrderId	String	Your own order ID, if provided.
> exchangeType	String	Exchange: BINANCE or OKX.
> businessType	String	SPOT, PERP, or MARGIN.
> sym	String	Trading pair.
> limitPrice	String	Order price.
> orderQty	String	Order quantity. OKX: number of contracts. Binance: coin amount.
> quoteOrderQty	String	Order amount in quote currency. For spot market buy orders only.
> side	String	BUY or SELL.
> orderType	String	Sub-order type. TWAP/VWAP sub-orders appear as DMA.
> exchangeOrderType	String	Order type sent to the exchange (e.g. MARKET, LIMIT).
> timeInForce	String	GTC (Good Till Cancel), IOC (Immediate Or Cancel), FOK (Fill Or Kill), or GTX (Post-only).
> executedQty	String	Quantity filled.
> executedAmount	String	Total executed amount in quote currency.
> executedAvgPrice	String	Average execution price.
> lastExecutedQty	String	Quantity filled in the most recent execution.
> lastExecutedPrice	String	Price of the most recent execution.
> lastExecutedAmount	String	Amount of the most recent execution.
> fee	String	Transaction fee charged for this sub-order.
> orderState	String	Sub-order state: NEW, OPEN, PARTIALLY_FILLED, FILLED, CANCELLED, REJECT, FAIL.
> reason	String	Failure reason, if the order was rejected or failed.
> reduceOnly	Boolean	Whether this is a reduce-only order.
> leverage	String	Leverage multiplier applied.
> borrowAmount	String	Amount borrowed for this order.
> borrowAsset	String	Asset borrowed.
> createAt	String	Sub-order creation timestamp in milliseconds.
> updateAt	String	Last update timestamp in milliseconds.