Data Types
The specific data types are introduced in the table below. They are referred in the documentation below with the prefix Efx:: (e.g., Efx::Size).
Size
int64
Internal unit. 1 Unit = 0.00000001 (1e-8). 1. 1 USD is equal to 10000000 units 2. 0.01 USD is equal to 100000 units 3. 0.00000001 BTC is equal to 1 unit The maximum precision is always 8 decimals. More about data types and order sizing is available here.
Price
unsigned int64
Internal unit. 1 Unit = 0.00000001 (1e-8). 1. 1 USD is equal to 10000000 units 2. 0.01 USD is equal to 100000 units 3. 0.00000001 BTC is equal to 1 unit The maximum precision is always 8 decimals. However, when specifying the price during order submission, keep in mind that the precision is regulated by the balance step of each currency. For example, You can submit 100000 (0.01 USD) units for USD, but cannot submit 10000 (0.001 USD) More about Balance Step is available here.
Timestamp
unsigned int64
UTC unix timestamp with milliseconds
DealId
unsigned int64
Deal or settlement id
OrderId
unsigned int64
Order or settlement order id
ClientOrderId
signed int64
Order id as defined by a user, from 1 to 2^63-1
ClientId
unsigned int32
User id
Side
unsigned int16
0 = bid
1 = ask
CancelReason
unsigned int16
Order cancel reason
0 = in place or filled
1 = by client
2 = as non-book order
3 = by self-trade prevention
4 = by cancel-on-disconnect)
TransactionFlags
unsigned int16
Settlement transaction flags
Bits 0-1 0 = Commited by receiver 1 = Commited by admin 2 = Cancelled by sender 3 = Cancelled by admin Bit 2 1 = Network fee paid by recepient.
Flags
unsigned int16
Value depends on context
DealType
unsigned int
0 - regular 1 - authorized trade 2 - liquidation trade
OrderType
unsigned int16
0 - limit
1 - post only
2 - limit IOC
3 - limit FOK
4 - market IOC
5 - market FOK 6 - manual trade 7 - pending limit 9 - RFQ
LiquiditySource
unsigned int
Source of the liquidity for a deal. 0 - Firm Book 1 - RFQ
2 - Quote Streams
3 - Not Available (reserved for voice trading)
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