Clarify ExecutionReport format in case of stop-loss orders

Hey there!

My question is about the “Margin User Data Streams”

Let’s say I am listening to my cross-margin user data stream /sapi/v1/margin/listen-key. If I earlier sent a stop-loss limit order (i.e. orderType=STOP_LOSS_LIMIT), and that my stop price is reached, what will the format of the execution report be?

In particular, I am interested in those keys

  • “c” clientOrderId
  • “C” originalClientOrderId
  • “o” orderType
  • “x” currentExecutionType
  • “x” currentOrderStatus

In particular, is there any way to link it to my initial order that was filled ?

Thanks for your help!
Best,
sbarde

Would you just get an order update using the same clientOrderId?

So in the end you would get 2 updates with the same clientOrderId? One when you get your first fill, and the second when your stop loss is hit?