Trading
Add Event (Sent by FM to Maker)
Forwards an order to a maker for execution. The WS connection providing market data updates for the corresponding stream is used to send the event.
{
"event": "add", // event type, required
"instrument": <string>, // instrument name, required
"clientOrderId": <UUID>, // client order id, required
"price": <uint64>, // order limit price, optional
"size": <int64>, // order size, required
"side": <string>, // order side, required; can be "bid" or "ask"
"type": <enum>, // order type, required; e.g., "limitFOK", "limitIOC"
"clientId": <uint32> // FM id of an order owning client (taker), required
}
The FM sends the taker order to the Maker via the connection corresponding to the assigned stream.
Execution Report (Trade)
Confirms a trade execution.
{
"event": "executionReport", // event type, required
"reqId": <string>, // execution report id, required
"executionType": "trade", // type of the report, required
"clientOrderId": <UUID>, // client order id, required
"remainingQuantity": <int64>, // quantity open for execution, required
"dealId": <string>, // deal id, required
"dealPrice": <uint64>, // execution price, required
"dealSize": <int64>, // executed size, required
"dealVolume": <int64> // executed volume, required
}
Execution Report (Reject)
Rejects a trade with a reason.
{
"event": "executionReport", // event type, required
"reqId": <string>, // execution report id, required
"executionType": "reject", // type of the report, required
"clientOrderId": <UUID>, // client order id, required
"reason": <string> // reject reason, required
}
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