Data Types
Last updated
Last updated
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 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
unsigned int64
Order id as defined by a user
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 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