add
Places an order. Taker can specify order volume instead of order size.
POST /add
Request parameters
instrument
string
Instrument name
clientOrderId
Efx::ClientOrderId
User data attached to the order
price
Efx::Price
Order limit price (for postOnly and limit orders)
size
Efx::Size
Order size. If specified - volume
shouldn't be used
volume
Efx::Size
Order volume to be filled. Can be used by takers only. If specified - size
shouldn't be used. By volume orders may be executed only in the Firm Book. Enabling QS will result into rejected order.
side
string
Order side, use "bid"
to buy and "ask"
to sell
type
string
Order types "limitIOC"
, "limitFOK"
, "marketIOC"
, "marketFOK"
can only be used by market takers. "postOnly"
and "limit"
can only be used by market makers.
cod
boolean
Cancel On Disconnect flag (will be used only within Web Socket authenticated connection)
qsEnabled
boolean
If true, adds QS as potential sources of liquidity for the order execution. If false or omitted, only Firm Book is considered. Can only be used by takers.
firmBookEnabled
boolean
If true adds Firm Book as a potential source of liquidity for the order execution. If false, only QS are considered. False by default. Taken into account only if qsEnabled == true. Can only be used by takers.
makers
Array of Efx::ClientId
List of LPs to consider QS from. If empty or omitted, all available LPs considered. Taken into account only if qsEnabled == true and does not affect the Firm Book execution. Can only be used by takers.
Response description
id
Efx::OrderId
New Order Id
clientOrderId
Efx::ClientOrderId
Optional user data attached to the order
remainingSize
Efx::Size
Remaining Order size after aggressive deals (if order was placed by size)
remainingVolume
Efx::Size
Remaining Order size after aggressive deals (if order was placed by volume)
cancelReason
unsigned int16
Cancel Reason:
0 - the order is filled (for Takers)
1 - by client (for Market Makers)
2 - the order has been partially filled (for Takers)
3 - by self-trade prevention (not in use)
4- on disconnect (for Market Makers) If "cancelReason" field is missing in response, it means that its value equals to 0.
deals
array of objects
Initial (taker) deals
Deal
id
Efx::DealId
Deal Id
price
Efx::Price
Deal price
size
Efx::Size
Deal size
volume
Efx::Size
Deal volume
delta
Efx::Size
Deal delta in quote (balance) currency
counterpartyId
unsigned int64
Counterparty id
counterpartySubaccountId
Efx::ClientId
Сounterparty Subaccount Id
liquiditySource
Efx::LiquiditySource
Liquidity source for the deal (optional). Defaults to the firm book if absent.
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