Feed 'L' - Counterparty limits

Counterparty limits feed

Requests

Subscribe

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

Unsubscribe

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

Feed handling

Definitions

limit =
{
  "counterpartyId": int,
  "ownLimit": {
    "grossLimit": int,
    "asset": string,
    "limitUtilization": int,
    "equity": int,
    "markup": int,
    "tradingDisabled": bool,
    "maintenanceMargin": int <optional>,
    "restrictedTrading": int <optional>,
    "initialMargin": int <optional>
  } <optional>,
  "mutualLimit": {
    "grossLimit": int,
    "asset": string,
    "limitUtilization": int,
    "equity": int,
    "markup": int,
    "tradingDisabled": bool,
    "maintenanceMargin": int <optional>,
    "restrictedTrading": int <optional>,
    "initialMargin": int <optional>
  } <optional>
}

For the 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]["counterpartyId"] == data["counterpartyId"]) {
                            prevSnapshot[i] = data
                            break
                        }
                    }
                    break
                }
                case '-': {
                    for (var i in prevSnapshot) {
                        // Delete limit for counterparty
                        if (prevSnapshot[i]["counterpartyId"] == data["counterpartyId"]) {
                            prevSnapshot.splice(i, 1)
                            break
                        }
                    }
                    break
                }
            }
            break
        }
    }
    return prevSnapshot
}