Feed 'K' - Positions

Positions Feed

Requests

Subscribe

{"event": "bind", "feed": "K", "feedId": "EUR"}

Use currency nameor currency id as feedId value to subscribe to positions in particular currency. If feedId field is absent, no filter is applied.

Unsubscribe

{"event": "unbind", "feed": "K"}

Feed handling

Definitions

position = [
  0: currencyName (string)
  1: value (Efx::Size)
  2: counterpartyId (Efx::ClientId)
  3: maxReachablePosition (Efx::Size)
  4: minReachablePosition (Efx::Size)
]

Possible updates

// snapshot
['K', feed_id, 'S', [
    nextDealOrSettlementOrTransactionId (Efx::DealId),
    array of position
]]

// new position
['K', feed_id, '+', position]

// update position
['K', feed_id, 'M', position]

// del position
['K', feed_id, '-', position]

// failed to subscribe
['K', feed_id, 'Z', 2]

// unsubscribed
['K', feed_id, 'U', 0]

feed_id is copied from subscription request and 0 if not provided