dealHistory

Returns deal history.

If the number of deals in the specified period may exceed the limit, the request returns 250 latest deals. To get other deals, a user needs to remember the earliest DealId and specify it in the next request(s).

POST api/dealHistory

Payload

{
    "instrument": "BTC-USD",
    "filter": "all"
}

200 OK

[
    [
        "BTC-USD",       // Instrument name
        0,               // Order type
        0,               // Side
        0,               // Cancel reason
        1234,            // Order id
        0,               // Client order id
        9900000000,      // Order price
        10000000,        // Order initial size or volume
        9998000,         // Remaining order size or volume
        1558051200000,   // Order created at
        1558052600000,   // Deal moment
        12,              // Deal id
        1,               // Deal aggressor side
        9900000000,      // Deal price
        2000,            // Deal size
        19800000000000,  // Deal volume
        100000,          // Deal delta
        0,               // Counterparty id
        1                // By size or by volume
    ]
]

400 Bad request

{
    "error": 2
}

Request parameters

Field name	Type	Description
instrument	Array <string>	Instrument names. If specified only return deals for these instruments
counterpartyIds	Array Efx::ClientId	Counterparty Ids. If specified only return deals for these counterparties
filter	string	Optional field for master accounts only (FM Liquidity Match). - absent or "all": returns full deals history - "subaccounts": returns deals history with subaccounts - "external": returns deals history with external counterparties
till	Efx::DealId	If specified only return deals with lesser ID
from	Efx::Timestamp	If specified only return deals with equal or greater timestamp
to	Efx::Timestamp	If specified only return deals with lesser timestamp
limit	unsigned int16	Default: 250 Maximum number of deals to return (capped at 250)

Response description

Feild name	Type	Description
	Array of Deals
Deal	Array[21]
0	string	Instrument name
1	unsigned int16	Order Type 0 - limit 1 - post only 2 - limit IOC 3 - limit FOK 4 - market IOC 5 - market FOK 6 - manual trade 7 - liquidation trade 9 - RFQ
2	Efx::Side	Side 0 - bid 1 - ask
3	unsigned int16	Cancel reason 0 - in place or filled 1 - by client 2 - as non-book order 3 - by self-trade prevention 4 - cancel-on-disconnect
4	Efx::OrderId	Order id
5	Efx::ClientOrderId	Client order id
6	Efx::Price	Order price
7	Efx::Size	Order Initial Size Or Volume (depending on whether order was initiated by volume)
8	Efx::Size	Remaining Order Size Or Volume after deal (depending on whether order was initiated by volume)
9	Efx::Timestamp	Order Created At
10	Efx::Timestamp	Deal Moment
11	Efx::DealId	Deal id
12	Efx::Side	Deal aggressor side 0 - bid 1 - ask
13	Efx::Price	Deal price
14	Efx::Size	Deal size
15	Efx::Size	Deal volume
16	Efx::Size	Deal delta in quote (balance) currency
17	Efx::ClientId	Counterparty id
18	unsigned int16	If order was created by size or by volume 0 - by size 1 - by volume
19	Efx::ClientId	Сounterparty Subaccount Id
20	Efx::DealId	Deal ID current deal is linked to. Deals can be linked when trade happens through the master's account.
21	DealType	0 - regular 1 - authorized trade 2 - liquidation trade