Feed 'O' - Orders
Orders Feed
Requests
{"event": "bind", "feed": "O", "feedId": "BTC-EUR"}
Feed handling
order = [
0: instrumentName (string)
1: orderType (unsigned int16)
2: orderSide (Efx::Side)
3: orderCancelReason (Efx::CancelReason)
4: orderId (Efx::OrderId)
5: clientOrderId (Efx::ClientOrderId)
6: orderPrice (Efx::Price)
7: initialSize (Efx::Size)
8: sizeLeft (Efx::Size)
9: createdAt (Efx::Timestamp)
10: bySizeOrByVolume (unsigned int16)
]
deal = [
0: instrumentName (string)
1: orderType (unsigned int16)
2: orderSide (Efx::Side)
3: orderCancelReason (Efx::CancelReason)
4: orderId (Efx::OrderId)
5: clientOrderId (Efx::ClientOrderId)
6: orderPrice (Efx::Price)
7: initialSize (Efx::Size)
8: sizeOrVolumeLeft (Efx::Size)
9: createdAt (Efx::Timestamp)
10: dealMoment (Efx::Timestamp)
11: dealId (Efx::DealId)
12: dealAggressorSide (Efx::Side)
13: dealPrice (Efx::Price)
14: dealSize (Efx::Size)
15: dealVolume (Efx::Size)
16: dealDelta (Efx::Size)
17: counterpartyId (Efx::ClientId)
18: isOrderByVolume (unsigned int16)
19: takerOrderOwnerId (Efx::ClientId)
20: linkedTo (Efx::DealId)
21: dealType (DealType)
22: makerOrderOwnerId (Efx::ClientId)
23: liquiditySource (Efx::LiquiditySource)
]
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