Feed 'P' - Positions

Positions, Orders and Settlement Orders feed

Requests

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

Feed handling

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

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: counterpartySubaccountId (Efx::ClientId)
  20: linkedTo (Efx::DealId)
  21: dealType (DealType)
]

settlementOrder = [
  0: settlementOrderId (Efx::OrderId)
  1: currency1 (string)
  2: currency2 (string)
  3: size1 (Efx::Size)
  4: size2 (Efx::Size)
  5: createdAt (Efx::Timestamp)
  6: counterpartyId (Efx::ClientId)
  7: network1 (string)
  8: network2 (string)
]

settlementDeal = [
  0: settlementOrderId (Efx::OrderId)
  1: currency1 (string)
  2: currency2 (string)
  3: size1 (Efx::Size)
  4: size2 (Efx::Size)
  5: createdAt (Efx::Timestamp)
  6: counterpartyId (Efx::ClientId)
  7: network1 (string)
  8: network2 (string)
  9: settlementMoment (Efx::Timestamp)
  10: settlementId (Efx::DealId)
]

For detailed positions description

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