Feed 'L' - Counterparty limits

Counterparty limits feed

Requests

{"event": "bind", "feed": "L"}

Feed handling

limit = [
  0: counterpartyId (Efx::ClientId)
  1: currencyName (string)
  2: grossLimit (Efx::Size)
  3: mutualLimitCurrencyName (string | null)
  4: mutualGrossLimit (Efx::Size | null)
  5: grossLimitUtilization (Efx::Size)
  6: maintenanceMargin (unsigned int32)
  7: restrictedTrading (unsigned int32)
  8: initialMargin (unsigned int32)
  9: equity (Efx::Size)
  10: takerMarkup (int32)
  11: tradingDisabledFlags (int32) // flags & 1 = disabled by client,
                                   // flags & 2 = disabled by counterparty
]

For detailed counterparty limit description

climits

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