Feed 'S' - Settlement orders

Settlement Orders Feed

Requests

Subscribe

{"event": "bind", "feed": "S", "feedId": "EUR"}

Use currency name or currency id as feedId value to subscribe to updates with currency1 or currency2 equal to particular currency. If feedId field is absent, no filter is applied.

Unsubscribe

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

Feed handling

Definitions

settlementOrder = {
  "settlementOrderId": Efx::OrderId,
  "clientId": Efx::ClientId,
  "counterpartyId": Efx::ClientId,
  "createdAt": Efx::Timestamp,
  "comment": string,
  "flags": uint,
  "currency1": string,
  "size1": Efx::Size,
  "network1": string,  // optional
  "currency2": string, // optional
  "size2": Efx::Size,  // optional
  "network2": string   // optional
}

settlementDeal = {
  "settlementOrderId": Efx::OrderId,
  "clientId": Efx::ClientId,
  "counterpartyId": Efx::ClientId,
  "createdAt": Efx::Timestamp,
  "comment": string,
  "flags": uint,
  "currency1": string,
  "size1": Efx::Size,
  "network1": string,  // optional
  "currency2": string, // optional
  "size2": Efx::Size,  // optional
  "network2": string,  // optional
  "settlementId": Efx::DealId,
  "commitedAt": Efx::Timestamp
}

Possible Updates

// snapshot
['S', feed_id, 'S', [array of settlementOrder]]

// settlement order added
['S', feed_id, '+', [array ofsettlementOrder]]

// settlement order modified
['S', feed_id, 'M', [array of settlementOrder]]

// settlement order executed
['S', feed_id, 'D', [array of settlementDeal]]

// settlement order removed
['S', feed_id, '-', [array of settlementOrder]]

// failed to subscribe
['S', feed_id, 'Z', 2]

// unsubscribed
['S', feed_id, 'U', 0]

feed_id is copied from the subscription request and 0 if not provided.