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).

FineryMarkets Type	Underlying Type	Description
Size	int64	Internal size unit. One unit is equal to 0.00000001 (1e-8) fraction of asset unit: for example, 1 USD is 100000000 size units
Price	unsigned int64	Internal price unit. One unit is equal to 0.00000001 (1e-8) fraction of the instrument's balance currency unit Balance Step, a minimum fraction of currency. From 1 to 1000000
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
ErrorCode	unsigned int16	See Error Codes section for list of error codes
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)