Spread Trading
Spread trading allows users to trade the price difference between two instruments.
Introduction
Basic Concepts
- ***Spread**: The price difference between two legs (instruments)
- ***Leg**: An individual instrument within a spread
- ***Near Leg**: The leg with the nearer expiry
- ***Far Leg**: The leg with the further expiry
High Level Workflow
- Obtain available spreads
- Submit spread orders
- Monitor order and trade status
- Manage positions
REST API
Order Management
| Method | Endpoint | Description |
| POST | /api/v5/sprd/order | Place order |
| POST | /api/v5/sprd/cancel-order | Cancel order |
| POST | /api/v5/sprd/mass-cancel | Cancel all orders |
| POST | /api/v5/sprd/amend-order | Amend order |
Query
| Method | Endpoint | Description |
| GET | /api/v5/sprd/order | Get order details |
| GET | /api/v5/sprd/orders-pending | Get active orders |
| GET | /api/v5/sprd/orders-history | Get orders (last 21 days) |
| GET | /api/v5/sprd/orders-history-archive | Get orders history (last 3 months) |
| GET | /api/v5/sprd/trades | Get trades (last 7 days) |
Public
| Method | Endpoint | Description |
| GET | /api/v5/sprd/spreads | Get spreads (public) |
| GET | /api/v5/sprd/books | Get order book (public) |
| GET | /api/v5/sprd/ticker | Get ticker (public) |
| GET | /api/v5/sprd/public-trades | Get public trades (public) |
| GET | /api/v5/market/sprd-candles | Get candlesticks |
| GET | /api/v5/market/sprd-history-candles | Get candlesticks history |
| POST | /api/v5/sprd/cancel-all-after | Cancel all after |
WebSocket Trade API
| Operation | Description |
sprd-order | Place order |
sprd-amend-order | Amend order |
sprd-cancel-order | Cancel order |
sprd-mass-cancel | Cancel all orders |
WebSocket Private Channel
Order channel
- ***URL Path**:
/ws/v5/business (requires login) - ***Channel**:
sprd-orders
Trades channel
- ***Channel**:
sprd-trades
WebSocket Public Channel
Order book channel
- ***URL Path**:
/ws/v5/public - ***Channel**:
sprd-books, sprd-books5, sprd-bbo-tbt
Public trades channel
- ***Channel**:
sprd-public-trades
Tickers channel
- ***Channel**:
sprd-tickers
Candlesticks channel
- ***URL Path**:
/ws/v5/business - ***Channel**:
sprd-candle1m, etc.