update WsUserDataEvent struct

v2/websocket_service.go

@@ -474,18 +474,17 @@ type WsCombinedTradeEvent struct {
 
 // WsUserDataEvent define user data event
 type WsUserDataEvent struct {
- Event UserDataEventType `json:"e"`
- Time int64 `json:"E"`
- TransactionTime int64 `json:"T"`
- AccountUpdateTime int64 `json:"u"`
- AccountUpdate WsAccountUpdateList
- BalanceUpdate WsBalanceUpdate
- OrderUpdate WsOrderUpdate
- OCOUpdate WsOCOUpdate
+ Event UserDataEventType `json:"e"`
+ Time int64 `json:"E"`
+ AccountUpdate WsAccountUpdateList
+ BalanceUpdate WsBalanceUpdate
+ OrderUpdate WsOrderUpdate
+ OCOUpdate WsOCOUpdate
 }
 
 type WsAccountUpdateList struct {
- WsAccountUpdates []WsAccountUpdate `json:"B"`
+ AccountUpdateTime int64 `json:"u"`
+ WsAccountUpdates []WsAccountUpdate `json:"B"`
 }
 
 // WsAccountUpdate define account update
@@ -496,8 +495,9 @@ type WsAccountUpdate struct {
 }
 
 type WsBalanceUpdate struct {
- Asset string `json:"a"`
- Change string `json:"d"`
+ Asset string `json:"a"`
+ Change string `json:"d"`
+ TransactionTime int64 `json:"T"`
 }
 
 type WsOrderUpdate struct {
@@ -509,7 +509,6 @@ type WsOrderUpdate struct {
  Volume string `json:"q"`
  Price string `json:"p"`
  StopPrice string `json:"P"`
- TrailingDelta int64 `json:"d"` // Trailing Delta
  IceBergVolume string `json:"F"`
  OrderListId int64 `json:"g"` // for OCO
  OrigCustomOrderId string `json:"C"` // customized order ID for the original order
@@ -524,17 +523,35 @@ type WsOrderUpdate struct {
  FeeCost string `json:"n"`
  TransactionTime int64 `json:"T"`
  TradeId int64 `json:"t"`
+ IgnoreI int64 `json:"I"` // ignore
  IsInOrderBook bool `json:"w"` // is the order in the order book?
  IsMaker bool `json:"m"` // is this order maker?
+ IgnoreM bool `json:"M"` // ignore
  CreateTime int64 `json:"O"`
  FilledQuoteVolume string `json:"Z"` // the quote volume that already filled
  LatestQuoteVolume string `json:"Y"` // the quote volume for the latest trade
  QuoteVolume string `json:"Q"`
- TrailingTime int64 `json:"D"` // Trailing Time
- StrategyId int64 `json:"j"` // Strategy ID
- StrategyType int64 `json:"J"` // Strategy Type
- WorkingTime int64 `json:"W"` // Working Time
  SelfTradePreventionMode string `json:"V"`
+
+ //These are fields that appear in the payload only if certain conditions are met.
+ TrailingDelta int64 `json:"d"` // Appears only for trailing stop orders.
+ TrailingTime int64 `json:"D"`
+ StrategyId int64 `json:"j"` // Appears only if the strategyId parameter was provided upon order placement.
+ StrategyType int64 `json:"J"` // Appears only if the strategyType parameter was provided upon order placement.
+ PreventedMatchId int64 `json:"v"` // Appears only for orders that expired due to STP.
+ PreventedQuantity string `json:"A"`
+ LastPreventedQuantity string `json:"B"`
+ TradeGroupId int64 `json:"u"`
+ CounterOrderId int64 `json:"U"`
+ CounterSymbol string `json:"Cs"`
+ PreventedExecutionQuantity string `json:"pl"`
+ PreventedExecutionPrice string `json:"pL"`
+ PreventedExecutionQuoteQty string `json:"pY"`
+ WorkingTime int64 `json:"W"` // Appears when the order is working on the book
+ MatchType string `json:"b"`
+ AllocationId int64 `json:"a"`
+ WorkingFloor string `json:"k"` // Appears for orders that could potentially have allocations
+ UsedSor bool `json:"uS"` // Appears for orders that used SOR
 }
 
 type WsOCOUpdate struct {
@@ -545,6 +562,7 @@ type WsOCOUpdate struct {
  ListOrderStatus string `json:"L"`
  RejectReason string `json:"r"`
  ClientOrderId string `json:"C"` // List Client Order ID
+ TransactionTime int64 `json:"T"`
  Orders WsOCOOrderList
 }
 
@@ -599,12 +617,6 @@ func WsUserDataServe(listenKey string, handler WsUserDataHandler, errHandler Err
  errHandler(err)
  return
  }
- // Unmarshal has case sensitive problem
- event.TransactionTime = j.Get("T").MustInt64()
- event.OrderUpdate.TransactionTime = j.Get("T").MustInt64()
- event.OrderUpdate.Id = j.Get("i").MustInt64()
- event.OrderUpdate.TradeId = j.Get("t").MustInt64()
- event.OrderUpdate.FeeAsset = j.Get("N").MustString()
  case UserDataEventTypeListStatus:
  err = json.Unmarshal(message, &event.OCOUpdate)
  if err != nil {