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 | 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 Error Codes section for list of error codes |
DealType | unsigned int | 0 - regular 1 - authorized trade 2 - liquidation trade |
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