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Querying Fully Filled Bithumb Orders by Order ID

Article Strategy library · Author: 发明者量化-小小梦

Summary

This document describes a wrapper for Bithumb’s order-detail endpoint that converts a completed trade response into a standard order object. It takes an exchange object and order ID, derives the currency from the trading pair, and queries the endpoint with the order ID, side, and currency. The returned fields include price, traded amount, average price, closed status, and order type. If the side is not supplied, the wrapper tries a buy lookup and then a sell lookup.

The key limitation is that the endpoint can retrieve only orders with execution records, so an unfilled limit order cannot be found this way. The example uses a market sell and waits before looking up the order; it notes that a missing order returns null. The document provides implementation guidance rather than trading analysis or performance evidence. Its behavior depends on the exchange API and wrapper conventions, and the example’s delay does not establish a general guarantee about when completed order details become available.

Key ideas

  • The wrapper queries Bithumb order details using an order ID, side, and currency.
  • The currency is taken from the exchange object's current trading pair.
  • When no side is provided, the wrapper tries both buy and sell lookups.
  • The endpoint returns details only for orders with executions, so unfilled orders may not be retrievable.
  • A failed lookup is represented as null.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.