Feed 'L' - Counterparty limits

Counterparty limits feed

Requests

Subscribe

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

Unsubscribe

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

Feed handling

Definitions

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

Possible updates

// snapshot
['L', 0, 'S', array of limit]

// limit added
['L', 0, '+', limit]

// limit modified
['L', 0, 'M', limit]

// limit removed
['L', 0, '-', limit]

// failed to subscribe
['L', 0, 'Z', 2]

// unsubscribed
['L', 0, 'U', 0]

Feed update example

applyToSnapshot(prevSnapshot, feed, action, data) {
    switch (feed) {
        case 'L': {
            switch (action) {
                case 'S': {
                    return [...data]
                }
                case '+': {
                    prevSnapshot.push(data)
                    break
                }
                case 'M': {
                    for (var i in prevSnapshot) {
                        // Update limit for counterparty
                        if (prevSnapshot[i][6] == data[6]) {
                            prevSnapshot[i] = data
                            break
                        }
                    }
                    break
                }
                case '-': {
                    for (var i in prevSnapshot) {
                        // Delete limit for counterparty
                        if (prevSnapshot[i][6] == data[6]) {
                            prevSnapshot.splice(i, 1)
                            break
                        }
                    }
                    break
                }
            }
            break
        }
    }
    return prevSnapshot
}