> ## Documentation Index > Fetch the complete documentation index at: https://docs.architect.exchange/llms.txt > Use this file to discover all available pages before exploring further. # Websocket orders ## Quickstart ### 1. Get a token ```bash theme={null} curl -s -X POST https://gateway.sandbox.architect.exchange/api/authenticate \ -H "Content-Type: application/json" \ -d '{"api_key":"YOUR_KEY","api_secret":"YOUR_SECRET","expiration_seconds":3600}' # Response: {"token":""} ``` ### 2. Connect to the WebSocket Pass the token as an `Authorization` header on the WebSocket upgrade request. Invalid or missing tokens are rejected with HTTP 401 before the connection is established. ```bash wscat theme={null} # Store the token TOKEN=$(curl -s -X POST https://gateway.sandbox.architect.exchange/api/authenticate \ -H "Content-Type: application/json" \ -d '{"api_key":"YOUR_KEY","api_secret":"YOUR_SECRET","expiration_seconds":3600}' \ | python3 -c "import sys,json; print(json.load(sys.stdin)['token'])") # Connect wscat -c wss://gateway.sandbox.architect.exchange/orders/ws \ -H "Authorization: Bearer $TOKEN" ``` ```bash websocat theme={null} # Store the token TOKEN=$(curl -s -X POST https://gateway.sandbox.architect.exchange/api/authenticate \ -H "Content-Type: application/json" \ -d '{"api_key":"YOUR_KEY","api_secret":"YOUR_SECRET","expiration_seconds":3600}' \ | python3 -c "import sys,json; print(json.load(sys.stdin)['token'])") # Connect websocat -H="Authorization: Bearer $TOKEN" \ wss://gateway.sandbox.architect.exchange/orders/ws ``` Replace `gateway.sandbox.architect.exchange` with `gateway.architect.exchange` for production. ### 3. Login response On successful connection, the server sends a login response with `rid: 0` containing your open orders: ```json theme={null} {"rid":0,"res":{"li":"user@example.com","o":[]},"err":null} ``` ### 4. Place an order ```json theme={null} {"rid":1,"t":"p","s":"XAU-PERP","d":"B","q":100,"p":"50000.50","tif":"GTC","po":false} ``` The server responds with the order ID: ```json theme={null} {"rid":1,"res":{"oid":"O-01ARZ3NDEKTSV4RRFFQ69G5FAV"}} ``` You then receive order lifecycle events as they happen (acknowledged `t="n"`, filled `t="f"`, canceled `t="c"`, rejected `t="j"`). ## Cancel on Disconnect To automatically cancel all orders placed during a WebSocket session when the connection drops, pass the `cancel_on_disconnect` query parameter when opening the connection: ```js theme={null} var ws = new WebSocket( 'wss://gateway.sandbox.architect.exchange/orders/ws?cancel_on_disconnect=true' ); ``` ```bash wscat theme={null} wscat -c "wss://gateway.sandbox.architect.exchange/orders/ws?cancel_on_disconnect=true" \ -H "Authorization: Bearer $TOKEN" ``` ```bash websocat theme={null} websocat -H="Authorization: Bearer $TOKEN" \ "wss://gateway.sandbox.architect.exchange/orders/ws?cancel_on_disconnect=true" ``` Only orders sent on that specific connection are canceled; orders placed via other connections or the REST API are unaffected. ## Estimated funding rate Request the live estimated funding rate for a symbol with a `t="ef"` message: ```json theme={null} {"rid":6,"t":"ef","symbol":"WTI-PERP"} ``` The server replies with the estimate, correlated by `rid`: ```json theme={null} {"rid":6,"res":{"symbol":"WTI-PERP","status":"ready","funding_rate":"0.00012","funding_amount":"6.00","benchmark_price":"50005.00","settlement_price":"50010.00","timestamp":"2021-01-01T00:00:00Z"}} ``` `status` is one of `ready`, `settlement_pending`, or `unavailable`. The numeric fields are populated only when `status` is `ready`; otherwise `res.reason` explains why no estimate is available. The same estimate is also published on the market data ticker stream — see [Websocket marketdata](/api-reference/marketdata/md-ws). ## AsyncAPI ````yaml openapi/asyncapi-order-gateway.bundled.json orders id: orders title: Orders description: '' servers: - id: production protocol: wss host: gateway.sandbox.architect.exchange bindings: [] variables: [] address: /orders/ws parameters: [] bindings: [] operations: - &ref_1 id: clientRequest title: Client request type: receive messages: - &ref_4 id: placeOrderRequest contentType: application/json payload: - name: Place Order Request description: Request to place a new order (t="p") type: object properties: - name: rid type: integer description: Request ID for correlating response required: true - name: t type: string description: Message type (place order) required: true - name: s type: string description: Order symbol (e.g. XAU-PERP, EURUSD-PERP) required: true - name: d type: string description: Order side (B=Buy, S=Sell) enumValues: - B - S required: true - name: q type: integer description: Order quantity in contracts required: true - name: p type: string description: Order price in USD as decimal string required: true - name: tif type: string description: Time in force (e.g. GTC, IOC, DAY) required: true - name: po type: boolean description: Whether the order is post-only (maker-or-cancel) required: true - name: rb type: string description: > Optional reprice behavior. When post-only is `true`, then this selects what happens if the order would cross on entry. Defaults to `rej`. - `rej` ("reject") rejects a post-only order that would execute. - `bo` ("behind opposite") reprices to be one tick less aggressive than the opposite side. - `tbl` ("to best limit") reprices to the best price on the same side of the book. enumValues: - rej - bo - tbl required: false - name: tag type: string description: Optional order tag (max 10 alphanumeric characters) required: false - name: cid type: integer description: >- Optional client order ID. Must be unique among the user's open orders; the server rejects placement if the cid is already in use. When an order is replaced, the replacement inherits the original's cid. required: false - name: st type: string description: > Optional self-trade prevention behavior for place-order requests. Defaults to `CancelIncoming`. The short aliases `xi`, `xr`, and `xb` are also accepted for `CancelIncoming`, `CancelResting`, and `CancelBoth`, respectively. - `CancelIncoming`: cancel the incoming aggressor order; resting orders remain on the book. - `CancelResting`: cancel resting orders that would self-match; allow the incoming aggressor order. - `CancelBoth`: cancel both the resting orders and incoming aggressor order. enumValues: - CancelIncoming - CancelResting - CancelBoth - xi - xr - xb required: false headers: [] jsonPayloadSchema: schema: type: object required: - rid - t - s - d - q - p - tif - po properties: rid: type: integer description: Request ID for correlating response x-parser-schema-id: t: type: string const: p description: Message type (place order) x-parser-schema-id: s: type: string description: Order symbol (e.g. XAU-PERP, EURUSD-PERP) x-parser-schema-id: d: type: string enum: - B - S description: Order side (B=Buy, S=Sell) x-parser-schema-id: q: type: integer format: uint64 description: Order quantity in contracts x-parser-schema-id: p: type: string pattern: ^-?\d+(\.\d+)?$ description: Order price in USD as decimal string x-parser-schema-id: tif: type: string description: Time in force (e.g. GTC, IOC, DAY) x-parser-schema-id: po: type: boolean description: Whether the order is post-only (maker-or-cancel) x-parser-schema-id: rb: type: string enum: - rej - bo - tbl description: > Optional reprice behavior. When post-only is `true`, then this selects what happens if the order would cross on entry. Defaults to `rej`. - `rej` ("reject") rejects a post-only order that would execute. - `bo` ("behind opposite") reprices to be one tick less aggressive than the opposite side. - `tbl` ("to best limit") reprices to the best price on the same side of the book. x-parser-schema-id: tag: type: string maxLength: 10 description: Optional order tag (max 10 alphanumeric characters) x-parser-schema-id: cid: type: integer format: uint64 description: >- Optional client order ID. Must be unique among the user's open orders; the server rejects placement if the cid is already in use. When an order is replaced, the replacement inherits the original's cid. x-parser-schema-id: st: type: string enum: - CancelIncoming - CancelResting - CancelBoth - xi - xr - xb description: > Optional self-trade prevention behavior for place-order requests. Defaults to `CancelIncoming`. The short aliases `xi`, `xr`, and `xb` are also accepted for `CancelIncoming`, `CancelResting`, and `CancelBoth`, respectively. - `CancelIncoming`: cancel the incoming aggressor order; resting orders remain on the book. - `CancelResting`: cancel resting orders that would self-match; allow the incoming aggressor order. - `CancelBoth`: cancel both the resting orders and incoming aggressor order. x-parser-schema-id: x-parser-schema-id: title: Place Order Request description: Request to place a new order (t="p") example: |- { "rid": 1, "t": "p", "s": "XAU-PERP", "d": "B", "q": 100, "p": "50000.50", "tif": "GTC", "po": false, "tag": "trade001", "rb": "tbl", "st": "CancelIncoming" } bindings: [] extensions: - id: x-parser-unique-object-id value: placeOrderRequest - &ref_5 id: cancelOrderRequest contentType: application/json payload: - name: Cancel Order Request description: >- Request to cancel an existing order (t="x"). Exactly one of oid or cid must be provided. type: object properties: - name: rid type: integer description: Request ID for correlating response required: true - name: t type: string description: Message type (cancel order) required: true - name: oid type: string description: Order ID to cancel. Mutually exclusive with cid. required: false - name: cid type: integer description: Client order ID to cancel. Mutually exclusive with oid. required: false headers: [] jsonPayloadSchema: schema: type: object required: - rid - t properties: rid: type: integer description: Request ID for correlating response x-parser-schema-id: t: type: string const: x description: Message type (cancel order) x-parser-schema-id: oid: type: string description: Order ID to cancel. Mutually exclusive with cid. x-parser-schema-id: cid: type: integer format: uint64 description: Client order ID to cancel. Mutually exclusive with oid. x-parser-schema-id: x-parser-schema-id: title: Cancel Order Request description: >- Request to cancel an existing order (t="x"). Exactly one of oid or cid must be provided. example: |- { "rid": 2, "t": "x", "oid": "O-01ARZ3NDEKTSV4RRFFQ69G5FAV" } bindings: [] extensions: - id: x-parser-unique-object-id value: cancelOrderRequest - &ref_6 id: cancelAllOrdersRequest contentType: application/json payload: - name: Cancel All Orders Request description: Request to cancel all open orders (t="X") type: object properties: - name: rid type: integer description: Request ID for correlating response required: true - name: t type: string description: Message type (cancel all orders) required: true - name: symbol type: string description: >- Optional symbol filter. If provided, only orders for this symbol will be canceled. required: false headers: [] jsonPayloadSchema: schema: type: object required: - rid - t properties: rid: type: integer description: Request ID for correlating response x-parser-schema-id: t: type: string const: X description: Message type (cancel all orders) x-parser-schema-id: symbol: type: string description: >- Optional symbol filter. If provided, only orders for this symbol will be canceled. x-parser-schema-id: x-parser-schema-id: title: Cancel All Orders Request description: Request to cancel all open orders (t="X") example: |- { "rid": 5, "t": "X" } bindings: [] extensions: - id: x-parser-unique-object-id value: cancelAllOrdersRequest - &ref_7 id: replaceOrderRequest contentType: application/json payload: - name: Replace Order Request description: >- Request to cancel and replace an existing order with a new order (t="r"). Exactly one of oid or cid must be provided. The replacement order inherits the original's client order ID (cid). type: object properties: - name: rid type: integer description: Request ID for correlating response required: true - name: t type: string description: Message type (replace order) required: true - name: oid type: string description: Order ID to replace. Mutually exclusive with cid. required: false - name: cid type: integer description: >- Client order ID of the order to replace. Mutually exclusive with oid. required: false - name: q type: integer description: >- Order quantity in contracts (optional, inherits from original order if not provided) required: false - name: p type: string description: >- Order price in USD as decimal string (optional, inherits from original order if not provided) required: false - name: tif type: string description: >- Time in force (e.g. GTC, IOC, DAY) (optional, inherits from original order if not provided) required: false - name: po type: boolean description: >- Whether the order is post-only (maker-or-cancel) (optional, inherits from original order if not provided) required: false headers: [] jsonPayloadSchema: schema: type: object required: - rid - t properties: rid: type: integer description: Request ID for correlating response x-parser-schema-id: t: type: string const: r description: Message type (replace order) x-parser-schema-id: oid: type: string description: Order ID to replace. Mutually exclusive with cid. x-parser-schema-id: cid: type: integer format: uint64 description: >- Client order ID of the order to replace. Mutually exclusive with oid. x-parser-schema-id: q: type: integer format: uint64 description: >- Order quantity in contracts (optional, inherits from original order if not provided) x-parser-schema-id: p: type: string pattern: ^-?\d+(\.\d+)?$ description: >- Order price in USD as decimal string (optional, inherits from original order if not provided) x-parser-schema-id: tif: type: string description: >- Time in force (e.g. GTC, IOC, DAY) (optional, inherits from original order if not provided) x-parser-schema-id: po: type: boolean description: >- Whether the order is post-only (maker-or-cancel) (optional, inherits from original order if not provided) x-parser-schema-id: x-parser-schema-id: title: Replace Order Request description: >- Request to cancel and replace an existing order with a new order (t="r"). Exactly one of oid or cid must be provided. The replacement order inherits the original's client order ID (cid). example: |- { "rid": 3, "t": "r", "oid": "O-01ARZ3NDEKTSV4RRFFQ69G5FAV", "p": "50001.00" } bindings: [] extensions: - id: x-parser-unique-object-id value: replaceOrderRequest - &ref_8 id: getOpenOrdersRequest contentType: application/json payload: - name: Get Open Orders Request description: Request to retrieve all open orders (t="o") type: object properties: - name: rid type: integer description: Request ID for correlating response required: true - name: t type: string description: Message type (get open orders) required: true headers: [] jsonPayloadSchema: schema: type: object required: - rid - t properties: rid: type: integer description: Request ID for correlating response x-parser-schema-id: t: type: string const: o description: Message type (get open orders) x-parser-schema-id: x-parser-schema-id: title: Get Open Orders Request description: Request to retrieve all open orders (t="o") example: |- { "rid": 4, "t": "o" } bindings: [] extensions: - id: x-parser-unique-object-id value: getOpenOrdersRequest - &ref_9 id: getEstimatedFundingRateRequest contentType: application/json payload: - name: Get Estimated Funding Rate Request description: Request the live estimated funding rate for a symbol (t="ef") type: object properties: - name: rid type: integer description: Request ID for correlating response required: true - name: t type: string description: Message type (get estimated funding rate) required: true - name: symbol type: string description: Instrument symbol to query, e.g. WTI-PERP required: true headers: [] jsonPayloadSchema: schema: type: object required: - rid - t - symbol properties: rid: type: integer description: Request ID for correlating response x-parser-schema-id: t: type: string const: ef description: Message type (get estimated funding rate) x-parser-schema-id: symbol: type: string description: Instrument symbol to query, e.g. WTI-PERP x-parser-schema-id: x-parser-schema-id: title: Get Estimated Funding Rate Request description: Request the live estimated funding rate for a symbol (t="ef") example: |- { "rid": 6, "t": "ef", "symbol": "WTI-PERP" } bindings: [] extensions: - id: x-parser-unique-object-id value: getEstimatedFundingRateRequest bindings: [] extensions: &ref_0 - id: x-parser-unique-object-id value: orders - &ref_2 id: serverResponse title: Server response type: send messages: - &ref_10 id: loginResponse contentType: application/json payload: - name: Login Response description: Initial response upon WebSocket connection (rid=0) type: object properties: - name: rid type: integer description: Request ID (always 0 for login) required: true - name: res type: object required: false properties: - name: li type: string description: Logged in user identifier required: true - name: o type: array description: Open orders at login time required: false properties: - name: oid type: string description: Order ID required: true - name: u type: string description: User ID required: true - name: s type: string description: Symbol (e.g. XAU-PERP) required: true - name: p type: string description: Order price as decimal string required: true - name: q type: integer description: Order quantity in contracts required: true - name: xq type: integer description: Filled quantity required: true - name: rq type: integer description: Remaining quantity required: true - name: o type: string description: Order state enumValues: - PENDING - ACCEPTED - PARTIALLY_FILLED - FILLED - CANCELED - REJECTED - EXPIRED - REPLACED - DONE_FOR_DAY - UNKNOWN required: true - name: d type: string description: Side (B=Buy, S=Sell) enumValues: - B - S required: true - name: tif type: string description: Time in force (e.g. GTC, IOC, DAY) required: true - name: tag type: string description: Optional order tag (max 10 alphanumeric characters) required: false - name: cid type: integer description: Optional client order ID required: false - name: r type: string description: Reason for order rejection enumValues: - CLOSE_ONLY - INSUFFICIENT_MARGIN - INSUFFICIENT_CREDIT_LIMIT - MAX_OPEN_ORDERS_EXCEEDED - UNKNOWN_SYMBOL - EXCHANGE_CLOSED - INCORRECT_QUANTITY - INVALID_PRICE_INCREMENT - INCORRECT_ORDER_TYPE - PRICE_OUT_OF_BOUNDS - NO_LIQUIDITY - UNKNOWN required: false - name: txt type: string description: Optional reject message required: false - name: ts type: integer description: Order timestamp seconds since epoch required: true - name: tn type: integer description: Order timestamp nanoseconds required: true - name: cod type: boolean description: Whether cancel-on-disconnect is active for this session required: false - name: err type: 'null' description: Error (null for successful login) required: false headers: [] jsonPayloadSchema: schema: type: object required: - rid properties: rid: type: integer const: 0 description: Request ID (always 0 for login) x-parser-schema-id: res: type: object required: - li properties: li: type: string description: Logged in user identifier x-parser-schema-id: o: type: array description: Open orders at login time items: type: object description: Order details required: - oid - u - s - p - q - xq - rq - o - d - tif - ts - tn properties: oid: type: string description: Order ID x-parser-schema-id: u: type: string format: uuid description: User ID x-parser-schema-id: s: type: string description: Symbol (e.g. XAU-PERP) x-parser-schema-id: p: type: string pattern: ^-?\d+(\.\d+)?$ description: Order price as decimal string x-parser-schema-id: q: type: integer format: uint64 description: Order quantity in contracts x-parser-schema-id: xq: type: integer format: uint64 description: Filled quantity x-parser-schema-id: rq: type: integer format: uint64 description: Remaining quantity x-parser-schema-id: o: type: string enum: - PENDING - ACCEPTED - PARTIALLY_FILLED - FILLED - CANCELED - REJECTED - EXPIRED - REPLACED - DONE_FOR_DAY - UNKNOWN description: Order state x-parser-schema-id: d: type: string enum: - B - S description: Side (B=Buy, S=Sell) x-parser-schema-id: tif: type: string description: Time in force (e.g. GTC, IOC, DAY) x-parser-schema-id: tag: type: string description: Optional order tag (max 10 alphanumeric characters) x-parser-schema-id: cid: type: integer format: uint64 description: Optional client order ID x-parser-schema-id: r: type: string enum: - CLOSE_ONLY - INSUFFICIENT_MARGIN - INSUFFICIENT_CREDIT_LIMIT - MAX_OPEN_ORDERS_EXCEEDED - UNKNOWN_SYMBOL - EXCHANGE_CLOSED - INCORRECT_QUANTITY - INVALID_PRICE_INCREMENT - INCORRECT_ORDER_TYPE - PRICE_OUT_OF_BOUNDS - NO_LIQUIDITY - UNKNOWN description: Reason for order rejection x-parser-schema-id: txt: type: string description: Optional reject message x-parser-schema-id: ts: type: integer format: int32 description: Order timestamp seconds since epoch x-parser-schema-id: tn: type: integer format: uint32 minimum: 0 description: Order timestamp nanoseconds x-parser-schema-id: x-parser-schema-id: x-parser-schema-id: cod: type: boolean description: Whether cancel-on-disconnect is active for this session x-parser-schema-id: x-parser-schema-id: err: type: 'null' description: Error (null for successful login) x-parser-schema-id: x-parser-schema-id: title: Login Response description: Initial response upon WebSocket connection (rid=0) example: |- { "rid": 0, "res": { "li": "user@example.com", "o": [ { "oid": "O-01ARZ3NDEKTSV4RRFFQ69G5FAV", "u": "550e8400-e29b-41d4-a716-446655440000", "s": "XAU-PERP", "p": "50000.00", "q": 100, "xq": 0, "rq": 100, "o": "ACCEPTED", "d": "B", "tif": "GTC", "ts": 1609459200, "tn": 0 } ], "cod": false }, "err": null } bindings: [] extensions: - id: x-parser-unique-object-id value: loginResponse - &ref_11 id: placeOrderResponse contentType: application/json payload: - name: Place Order Response description: Response to place order request type: object properties: - name: rid type: integer description: Request ID matching the request required: true - name: res type: object required: false properties: - name: oid type: string description: Order ID of the placed order required: true - name: err type: object description: Error information if request failed required: false properties: - name: code type: integer description: Error code required: false - name: msg type: string description: Error message required: false headers: [] jsonPayloadSchema: schema: type: object required: - rid properties: rid: type: integer description: Request ID matching the request x-parser-schema-id: res: type: object required: - oid properties: oid: type: string description: Order ID of the placed order x-parser-schema-id: x-parser-schema-id: err: type: object description: Error information if request failed properties: code: type: integer description: Error code x-parser-schema-id: msg: type: string description: Error message x-parser-schema-id: x-parser-schema-id: x-parser-schema-id: title: Place Order Response description: Response to place order request example: |- { "rid": 1, "res": { "oid": "O-01ARZ3NDEKTSV4RRFFQ69G5FAV" } } bindings: [] extensions: - id: x-parser-unique-object-id value: placeOrderResponse - &ref_12 id: cancelOrderResponse contentType: application/json payload: - name: Cancel Order Response description: Response to cancel order request type: object properties: - name: rid type: integer description: Request ID matching the request required: true - name: res type: object required: false properties: - name: cxl_rx type: boolean description: Whether the cancel request has been accepted required: true - name: err type: object description: Error information if request failed required: false properties: - name: code type: integer description: Error code required: false - name: msg type: string description: Error message required: false headers: [] jsonPayloadSchema: schema: type: object required: - rid properties: rid: type: integer description: Request ID matching the request x-parser-schema-id: res: type: object required: - cxl_rx properties: cxl_rx: type: boolean description: Whether the cancel request has been accepted x-parser-schema-id: x-parser-schema-id: err: type: object description: Error information if request failed properties: code: type: integer description: Error code x-parser-schema-id: msg: type: string description: Error message x-parser-schema-id: x-parser-schema-id: x-parser-schema-id: title: Cancel Order Response description: Response to cancel order request example: |- { "rid": 2, "res": { "cxl_rx": true } } bindings: [] extensions: - id: x-parser-unique-object-id value: cancelOrderResponse - &ref_13 id: replaceOrderResponse contentType: application/json payload: - name: Replace Order Response description: Response to replace order request type: object properties: - name: rid type: integer description: Request ID matching the request required: true - name: res type: object required: false properties: - name: oid type: string description: Order ID of the new replacement order required: true - name: err type: object description: Error information if request failed required: false properties: - name: code type: integer description: Error code required: false - name: msg type: string description: Error message required: false headers: [] jsonPayloadSchema: schema: type: object required: - rid properties: rid: type: integer description: Request ID matching the request x-parser-schema-id: res: type: object required: - oid properties: oid: type: string description: Order ID of the new replacement order x-parser-schema-id: x-parser-schema-id: err: type: object description: Error information if request failed properties: code: type: integer description: Error code x-parser-schema-id: msg: type: string description: Error message x-parser-schema-id: x-parser-schema-id: x-parser-schema-id: title: Replace Order Response description: Response to replace order request example: |- { "rid": 3, "res": { "oid": "O-01BX5ZZKBKACTAV9WEVGEMMVRE" } } bindings: [] extensions: - id: x-parser-unique-object-id value: replaceOrderResponse - &ref_14 id: cancelAllOrdersResponse contentType: application/json payload: - name: Cancel All Orders Response description: Response to cancel all orders request type: object properties: - name: rid type: integer description: Request ID matching the request required: true - name: res type: object description: Empty object on success required: false - name: err type: object description: Error information if request failed required: false properties: - name: code type: integer description: Error code required: false - name: msg type: string description: Error message required: false headers: [] jsonPayloadSchema: schema: type: object required: - rid properties: rid: type: integer description: Request ID matching the request x-parser-schema-id: res: type: object description: Empty object on success x-parser-schema-id: err: type: object description: Error information if request failed properties: code: type: integer description: Error code x-parser-schema-id: msg: type: string description: Error message x-parser-schema-id: x-parser-schema-id: x-parser-schema-id: title: Cancel All Orders Response description: Response to cancel all orders request example: |- { "rid": 5, "res": {} } bindings: [] extensions: - id: x-parser-unique-object-id value: cancelAllOrdersResponse - &ref_15 id: getOpenOrdersResponse contentType: application/json payload: - name: Get Open Orders Response description: Response to get open orders request type: object properties: - name: rid type: integer description: Request ID matching the request required: true - name: res type: object required: false properties: - name: orders type: array description: List of open orders required: true properties: - name: oid type: string description: Order ID required: true - name: u type: string description: User ID required: true - name: s type: string description: Symbol (e.g. XAU-PERP) required: true - name: p type: string description: Order price as decimal string required: true - name: q type: integer description: Order quantity in contracts required: true - name: xq type: integer description: Filled quantity required: true - name: rq type: integer description: Remaining quantity required: true - name: o type: string description: Order state enumValues: - PENDING - ACCEPTED - PARTIALLY_FILLED - FILLED - CANCELED - REJECTED - EXPIRED - REPLACED - DONE_FOR_DAY - UNKNOWN required: true - name: d type: string description: Side (B=Buy, S=Sell) enumValues: - B - S required: true - name: tif type: string description: Time in force (e.g. GTC, IOC, DAY) required: true - name: tag type: string description: Optional order tag (max 10 alphanumeric characters) required: false - name: cid type: integer description: Optional client order ID required: false - name: r type: string description: Reason for order rejection enumValues: - CLOSE_ONLY - INSUFFICIENT_MARGIN - INSUFFICIENT_CREDIT_LIMIT - MAX_OPEN_ORDERS_EXCEEDED - UNKNOWN_SYMBOL - EXCHANGE_CLOSED - INCORRECT_QUANTITY - INVALID_PRICE_INCREMENT - INCORRECT_ORDER_TYPE - PRICE_OUT_OF_BOUNDS - NO_LIQUIDITY - UNKNOWN required: false - name: txt type: string description: Optional reject message required: false - name: ts type: integer description: Order timestamp seconds since epoch required: true - name: tn type: integer description: Order timestamp nanoseconds required: true - name: err type: object description: Error information if request failed required: false properties: - name: code type: integer description: Error code required: false - name: msg type: string description: Error message required: false headers: [] jsonPayloadSchema: schema: type: object required: - rid properties: rid: type: integer description: Request ID matching the request x-parser-schema-id: res: type: object required: - orders properties: orders: type: array description: List of open orders items: type: object description: Order details required: - oid - u - s - p - q - xq - rq - o - d - tif - ts - tn properties: oid: type: string description: Order ID x-parser-schema-id: u: type: string format: uuid description: User ID x-parser-schema-id: s: type: string description: Symbol (e.g. XAU-PERP) x-parser-schema-id: p: type: string pattern: ^-?\d+(\.\d+)?$ description: Order price as decimal string x-parser-schema-id: q: type: integer format: uint64 description: Order quantity in contracts x-parser-schema-id: xq: type: integer format: uint64 description: Filled quantity x-parser-schema-id: rq: type: integer format: uint64 description: Remaining quantity x-parser-schema-id: o: type: string enum: - PENDING - ACCEPTED - PARTIALLY_FILLED - FILLED - CANCELED - REJECTED - EXPIRED - REPLACED - DONE_FOR_DAY - UNKNOWN description: Order state x-parser-schema-id: d: type: string enum: - B - S description: Side (B=Buy, S=Sell) x-parser-schema-id: tif: type: string description: Time in force (e.g. GTC, IOC, DAY) x-parser-schema-id: tag: type: string description: Optional order tag (max 10 alphanumeric characters) x-parser-schema-id: cid: type: integer format: uint64 description: Optional client order ID x-parser-schema-id: r: type: string enum: - CLOSE_ONLY - INSUFFICIENT_MARGIN - INSUFFICIENT_CREDIT_LIMIT - MAX_OPEN_ORDERS_EXCEEDED - UNKNOWN_SYMBOL - EXCHANGE_CLOSED - INCORRECT_QUANTITY - INVALID_PRICE_INCREMENT - INCORRECT_ORDER_TYPE - PRICE_OUT_OF_BOUNDS - NO_LIQUIDITY - UNKNOWN description: Reason for order rejection x-parser-schema-id: txt: type: string description: Optional reject message x-parser-schema-id: ts: type: integer format: int32 description: Order timestamp seconds since epoch x-parser-schema-id: tn: type: integer format: uint32 minimum: 0 description: Order timestamp nanoseconds x-parser-schema-id: x-parser-schema-id: x-parser-schema-id: x-parser-schema-id: err: type: object description: Error information if request failed properties: code: type: integer description: Error code x-parser-schema-id: msg: type: string description: Error message x-parser-schema-id: x-parser-schema-id: x-parser-schema-id: title: Get Open Orders Response description: Response to get open orders request example: |- { "rid": 3, "res": { "orders": [ { "oid": "O-01ARZ3NDEKTSV4RRFFQ69G5FAV", "u": "550e8400-e29b-41d4-a716-446655440000", "s": "XAU-PERP", "p": "50000.00", "q": 100, "xq": 0, "rq": 100, "o": "ACCEPTED", "d": "B", "tif": "GTC", "ts": 1609459200, "tn": 0 }, { "oid": "O-01BX5ZZKBKACTAV9WEVGEMMVRE", "u": "550e8400-e29b-41d4-a716-446655440000", "s": "XAG-PERP", "p": "32.505", "q": 200, "xq": 50, "rq": 150, "o": "PARTIALLY_FILLED", "d": "S", "tif": "GTC", "ts": 1609459300, "tn": 500000000 } ] } } bindings: [] extensions: - id: x-parser-unique-object-id value: getOpenOrdersResponse - &ref_16 id: getEstimatedFundingRateResponse contentType: application/json payload: - name: Get Estimated Funding Rate Response description: Response to get estimated funding rate request type: object properties: - name: rid type: integer description: Request ID matching the request required: true - name: res type: object description: >- Live estimated funding rate for a symbol. The numeric fields are populated only when `status` is `ready`. required: false properties: - name: symbol type: string description: Instrument symbol required: true - name: status type: string description: >- Estimate availability. `ready` — a current estimate is available and the numeric fields are populated. `settlement_pending` — funding settlement is in progress for the symbol, so the estimate is temporarily suppressed; numeric fields are null and `reason` indicates settlement is pending. `unavailable` — no current estimate can be produced; numeric fields are null and `reason` explains why (e.g. the index or mark price data is not yet available, is insufficient, or is too stale, or no estimate has been published yet). enumValues: - ready - settlement_pending - unavailable required: true - name: reason type: string description: >- Human-readable explanation, present when no estimate is available required: false - name: funding_rate type: string description: Estimated funding rate required: false - name: funding_amount type: string description: Estimated funding amount per contract in USD required: false - name: benchmark_price type: string description: Benchmark (index) price used for the estimate in USD required: false - name: settlement_price type: string description: Settlement (mark) price used for the estimate in USD required: false - name: timestamp type: string description: Time the estimate was computed (RFC 3339) required: true - name: err type: object description: Error information if request failed required: false properties: - name: code type: integer description: Error code required: false - name: msg type: string description: Error message required: false headers: [] jsonPayloadSchema: schema: type: object required: - rid properties: rid: type: integer description: Request ID matching the request x-parser-schema-id: res: type: object description: >- Live estimated funding rate for a symbol. The numeric fields are populated only when `status` is `ready`. required: - symbol - status - timestamp properties: symbol: type: string description: Instrument symbol x-parser-schema-id: status: type: string enum: - ready - settlement_pending - unavailable description: >- Estimate availability. `ready` — a current estimate is available and the numeric fields are populated. `settlement_pending` — funding settlement is in progress for the symbol, so the estimate is temporarily suppressed; numeric fields are null and `reason` indicates settlement is pending. `unavailable` — no current estimate can be produced; numeric fields are null and `reason` explains why (e.g. the index or mark price data is not yet available, is insufficient, or is too stale, or no estimate has been published yet). x-parser-schema-id: reason: type: string description: >- Human-readable explanation, present when no estimate is available x-parser-schema-id: funding_rate: type: string pattern: ^-?\d+(\.\d+)?$ description: Estimated funding rate x-parser-schema-id: funding_amount: type: string pattern: ^-?\d+(\.\d+)?$ description: Estimated funding amount per contract in USD x-parser-schema-id: benchmark_price: type: string pattern: ^-?\d+(\.\d+)?$ description: Benchmark (index) price used for the estimate in USD x-parser-schema-id: settlement_price: type: string pattern: ^-?\d+(\.\d+)?$ description: Settlement (mark) price used for the estimate in USD x-parser-schema-id: timestamp: type: string format: date-time description: Time the estimate was computed (RFC 3339) x-parser-schema-id: x-parser-schema-id: err: type: object description: Error information if request failed properties: code: type: integer description: Error code x-parser-schema-id: msg: type: string description: Error message x-parser-schema-id: x-parser-schema-id: x-parser-schema-id: title: Get Estimated Funding Rate Response description: Response to get estimated funding rate request example: |- { "rid": 6, "res": { "symbol": "WTI-PERP", "status": "ready", "funding_rate": "0.00012", "funding_amount": "6.00", "benchmark_price": "50005.00", "settlement_price": "50010.00", "timestamp": "2021-01-01T00:00:00Z" } } bindings: [] extensions: - id: x-parser-unique-object-id value: getEstimatedFundingRateResponse bindings: [] extensions: *ref_0 - &ref_3 id: serverEvent title: Server event type: send messages: - &ref_17 id: heartbeatEvent contentType: application/json payload: - name: Heartbeat Event description: Heartbeat/timestamp event (t="h") type: object properties: - name: t type: string description: Message type (heartbeat) required: true - name: ts type: integer description: Timestamp seconds since epoch required: true - name: tn type: integer description: Timestamp nanoseconds required: true headers: [] jsonPayloadSchema: schema: type: object required: - t - ts - tn properties: t: type: string const: h description: Message type (heartbeat) x-parser-schema-id: ts: type: integer format: int32 description: Timestamp seconds since epoch x-parser-schema-id: tn: type: integer format: uint32 minimum: 0 description: Timestamp nanoseconds x-parser-schema-id: x-parser-schema-id: title: Heartbeat Event description: Heartbeat/timestamp event (t="h") example: |- { "t": "h", "ts": 1609459200, "tn": 123456789 } bindings: [] extensions: - id: x-parser-unique-object-id value: heartbeatEvent - &ref_18 id: cancelRejectedEvent contentType: application/json payload: - name: Cancel Rejected Event description: Order cancel request was rejected (t="e") type: object properties: - name: t type: string description: Message type (cancel rejected) required: true - name: ts type: integer description: Timestamp seconds since epoch required: true - name: tn type: integer description: Timestamp nanoseconds required: true - name: oid type: string description: Order ID required: true - name: cid type: integer description: >- Optional client order ID of the rejected cancel's target order (present when the original order carried a cid). required: false - name: r type: string description: Reject reason required: true - name: txt type: string description: Reject message required: true - name: o type: object description: Order details required: false properties: - name: oid type: string description: Order ID required: true - name: u type: string description: User ID required: true - name: s type: string description: Symbol (e.g. XAU-PERP) required: true - name: p type: string description: Order price as decimal string required: true - name: q type: integer description: Order quantity in contracts required: true - name: xq type: integer description: Filled quantity required: true - name: rq type: integer description: Remaining quantity required: true - name: o type: string description: Order state enumValues: - PENDING - ACCEPTED - PARTIALLY_FILLED - FILLED - CANCELED - REJECTED - EXPIRED - REPLACED - DONE_FOR_DAY - UNKNOWN required: true - name: d type: string description: Side (B=Buy, S=Sell) enumValues: - B - S required: true - name: tif type: string description: Time in force (e.g. GTC, IOC, DAY) required: true - name: tag type: string description: Optional order tag (max 10 alphanumeric characters) required: false - name: cid type: integer description: Optional client order ID required: false - name: r type: string description: Reason for order rejection enumValues: - CLOSE_ONLY - INSUFFICIENT_MARGIN - INSUFFICIENT_CREDIT_LIMIT - MAX_OPEN_ORDERS_EXCEEDED - UNKNOWN_SYMBOL - EXCHANGE_CLOSED - INCORRECT_QUANTITY - INVALID_PRICE_INCREMENT - INCORRECT_ORDER_TYPE - PRICE_OUT_OF_BOUNDS - NO_LIQUIDITY - UNKNOWN required: false - name: txt type: string description: Optional reject message required: false - name: ts type: integer description: Order timestamp seconds since epoch required: true - name: tn type: integer description: Order timestamp nanoseconds required: true headers: [] jsonPayloadSchema: schema: type: object required: - t - ts - tn - oid - r - txt properties: t: type: string const: e description: Message type (cancel rejected) x-parser-schema-id: ts: type: integer format: int32 description: Timestamp seconds since epoch x-parser-schema-id: tn: type: integer format: uint32 minimum: 0 description: Timestamp nanoseconds x-parser-schema-id: oid: type: string description: Order ID x-parser-schema-id: cid: type: integer format: uint64 description: >- Optional client order ID of the rejected cancel's target order (present when the original order carried a cid). x-parser-schema-id: r: type: string description: Reject reason x-parser-schema-id: txt: type: string description: Reject message x-parser-schema-id: o: type: object description: Order details required: - oid - u - s - p - q - xq - rq - o - d - tif - ts - tn properties: oid: type: string description: Order ID x-parser-schema-id: u: type: string format: uuid description: User ID x-parser-schema-id: s: type: string description: Symbol (e.g. XAU-PERP) x-parser-schema-id: p: type: string pattern: ^-?\d+(\.\d+)?$ description: Order price as decimal string x-parser-schema-id: q: type: integer format: uint64 description: Order quantity in contracts x-parser-schema-id: xq: type: integer format: uint64 description: Filled quantity x-parser-schema-id: rq: type: integer format: uint64 description: Remaining quantity x-parser-schema-id: o: type: string enum: - PENDING - ACCEPTED - PARTIALLY_FILLED - FILLED - CANCELED - REJECTED - EXPIRED - REPLACED - DONE_FOR_DAY - UNKNOWN description: Order state x-parser-schema-id: d: type: string enum: - B - S description: Side (B=Buy, S=Sell) x-parser-schema-id: tif: type: string description: Time in force (e.g. GTC, IOC, DAY) x-parser-schema-id: tag: type: string description: Optional order tag (max 10 alphanumeric characters) x-parser-schema-id: cid: type: integer format: uint64 description: Optional client order ID x-parser-schema-id: r: type: string enum: - CLOSE_ONLY - INSUFFICIENT_MARGIN - INSUFFICIENT_CREDIT_LIMIT - MAX_OPEN_ORDERS_EXCEEDED - UNKNOWN_SYMBOL - EXCHANGE_CLOSED - INCORRECT_QUANTITY - INVALID_PRICE_INCREMENT - INCORRECT_ORDER_TYPE - PRICE_OUT_OF_BOUNDS - NO_LIQUIDITY - UNKNOWN description: Reason for order rejection x-parser-schema-id: txt: type: string description: Optional reject message x-parser-schema-id: ts: type: integer format: int32 description: Order timestamp seconds since epoch x-parser-schema-id: tn: type: integer format: uint32 minimum: 0 description: Order timestamp nanoseconds x-parser-schema-id: x-parser-schema-id: x-parser-schema-id: title: Cancel Rejected Event description: Order cancel request was rejected (t="e") example: |- { "t": "e", "ts": 1609459200, "tn": 123456789, "oid": "O-01ARZ3NDEKTSV4RRFFQ69G5FAV", "cid": 12345, "r": "ORDER_NOT_FOUND", "txt": "Order not found or already canceled", "o": { "oid": "O-01ARZ3NDEKTSV4RRFFQ69G5FAV", "u": "550e8400-e29b-41d4-a716-446655440000", "s": "XAU-PERP", "p": "50000.00", "q": 100, "xq": 0, "rq": 100, "o": "ACCEPTED", "d": "B", "tif": "GTC", "cid": 12345, "ts": 1609459200, "tn": 0 } } bindings: [] extensions: - id: x-parser-unique-object-id value: cancelRejectedEvent - &ref_19 id: orderAckedEvent contentType: application/json payload: - name: Order Acknowledged Event description: Order has been acknowledged by the exchange (t="n") type: object properties: - name: t type: string description: Message type (order acknowledged) required: true - name: ts type: integer description: Timestamp seconds since epoch required: true - name: tn type: integer description: Timestamp nanoseconds required: true - name: eid type: string description: Execution ID required: true - name: o type: object description: Order details required: true properties: - name: oid type: string description: Order ID required: true - name: u type: string description: User ID required: true - name: s type: string description: Symbol (e.g. XAU-PERP) required: true - name: p type: string description: Order price as decimal string required: true - name: q type: integer description: Order quantity in contracts required: true - name: xq type: integer description: Filled quantity required: true - name: rq type: integer description: Remaining quantity required: true - name: o type: string description: Order state enumValues: - PENDING - ACCEPTED - PARTIALLY_FILLED - FILLED - CANCELED - REJECTED - EXPIRED - REPLACED - DONE_FOR_DAY - UNKNOWN required: true - name: d type: string description: Side (B=Buy, S=Sell) enumValues: - B - S required: true - name: tif type: string description: Time in force (e.g. GTC, IOC, DAY) required: true - name: tag type: string description: Optional order tag (max 10 alphanumeric characters) required: false - name: cid type: integer description: Optional client order ID required: false - name: r type: string description: Reason for order rejection enumValues: - CLOSE_ONLY - INSUFFICIENT_MARGIN - INSUFFICIENT_CREDIT_LIMIT - MAX_OPEN_ORDERS_EXCEEDED - UNKNOWN_SYMBOL - EXCHANGE_CLOSED - INCORRECT_QUANTITY - INVALID_PRICE_INCREMENT - INCORRECT_ORDER_TYPE - PRICE_OUT_OF_BOUNDS - NO_LIQUIDITY - UNKNOWN required: false - name: txt type: string description: Optional reject message required: false - name: ts type: integer description: Order timestamp seconds since epoch required: true - name: tn type: integer description: Order timestamp nanoseconds required: true headers: [] jsonPayloadSchema: schema: type: object required: - t - ts - tn - eid - o properties: t: type: string const: 'n' description: Message type (order acknowledged) x-parser-schema-id: ts: type: integer format: int32 description: Timestamp seconds since epoch x-parser-schema-id: tn: type: integer format: uint32 minimum: 0 description: Timestamp nanoseconds x-parser-schema-id: eid: type: string description: Execution ID x-parser-schema-id: o: type: object description: Order details required: - oid - u - s - p - q - xq - rq - o - d - tif - ts - tn properties: oid: type: string description: Order ID x-parser-schema-id: u: type: string format: uuid description: User ID x-parser-schema-id: s: type: string description: Symbol (e.g. XAU-PERP) x-parser-schema-id: p: type: string pattern: ^-?\d+(\.\d+)?$ description: Order price as decimal string x-parser-schema-id: q: type: integer format: uint64 description: Order quantity in contracts x-parser-schema-id: xq: type: integer format: uint64 description: Filled quantity x-parser-schema-id: rq: type: integer format: uint64 description: Remaining quantity x-parser-schema-id: o: type: string enum: - PENDING - ACCEPTED - PARTIALLY_FILLED - FILLED - CANCELED - REJECTED - EXPIRED - REPLACED - DONE_FOR_DAY - UNKNOWN description: Order state x-parser-schema-id: d: type: string enum: - B - S description: Side (B=Buy, S=Sell) x-parser-schema-id: tif: type: string description: Time in force (e.g. GTC, IOC, DAY) x-parser-schema-id: tag: type: string description: Optional order tag (max 10 alphanumeric characters) x-parser-schema-id: cid: type: integer format: uint64 description: Optional client order ID x-parser-schema-id: r: type: string enum: - CLOSE_ONLY - INSUFFICIENT_MARGIN - INSUFFICIENT_CREDIT_LIMIT - MAX_OPEN_ORDERS_EXCEEDED - UNKNOWN_SYMBOL - EXCHANGE_CLOSED - INCORRECT_QUANTITY - INVALID_PRICE_INCREMENT - INCORRECT_ORDER_TYPE - PRICE_OUT_OF_BOUNDS - NO_LIQUIDITY - UNKNOWN description: Reason for order rejection x-parser-schema-id: txt: type: string description: Optional reject message x-parser-schema-id: ts: type: integer format: int32 description: Order timestamp seconds since epoch x-parser-schema-id: tn: type: integer format: uint32 minimum: 0 description: Order timestamp nanoseconds x-parser-schema-id: x-parser-schema-id: x-parser-schema-id: title: Order Acknowledged Event description: Order has been acknowledged by the exchange (t="n") example: |- { "t": "n", "ts": 1609459200, "tn": 123456789, "eid": "E-01ARZ3NDEKTSV4RRFFQ69G5FAV", "o": { "oid": "O-01ARZ3NDEKTSV4RRFFQ69G5FAV", "u": "550e8400-e29b-41d4-a716-446655440000", "s": "XAU-PERP", "p": "50000.00", "q": 100, "xq": 0, "rq": 100, "o": "ACCEPTED", "d": "B", "tif": "GTC", "ts": 1609459200, "tn": 0 } } bindings: [] extensions: - id: x-parser-unique-object-id value: orderAckedEvent - &ref_20 id: orderCanceledEvent contentType: application/json payload: - name: Order Canceled Event description: Order has been canceled (t="c") type: object properties: - name: t type: string description: Message type (order canceled) required: true - name: ts type: integer description: Timestamp seconds since epoch required: true - name: tn type: integer description: Timestamp nanoseconds required: true - name: eid type: string description: Execution ID required: true - name: o type: object description: Order details required: true properties: - name: oid type: string description: Order ID required: true - name: u type: string description: User ID required: true - name: s type: string description: Symbol (e.g. XAU-PERP) required: true - name: p type: string description: Order price as decimal string required: true - name: q type: integer description: Order quantity in contracts required: true - name: xq type: integer description: Filled quantity required: true - name: rq type: integer description: Remaining quantity required: true - name: o type: string description: Order state enumValues: - PENDING - ACCEPTED - PARTIALLY_FILLED - FILLED - CANCELED - REJECTED - EXPIRED - REPLACED - DONE_FOR_DAY - UNKNOWN required: true - name: d type: string description: Side (B=Buy, S=Sell) enumValues: - B - S required: true - name: tif type: string description: Time in force (e.g. GTC, IOC, DAY) required: true - name: tag type: string description: Optional order tag (max 10 alphanumeric characters) required: false - name: cid type: integer description: Optional client order ID required: false - name: r type: string description: Reason for order rejection enumValues: - CLOSE_ONLY - INSUFFICIENT_MARGIN - INSUFFICIENT_CREDIT_LIMIT - MAX_OPEN_ORDERS_EXCEEDED - UNKNOWN_SYMBOL - EXCHANGE_CLOSED - INCORRECT_QUANTITY - INVALID_PRICE_INCREMENT - INCORRECT_ORDER_TYPE - PRICE_OUT_OF_BOUNDS - NO_LIQUIDITY - UNKNOWN required: false - name: txt type: string description: Optional reject message required: false - name: ts type: integer description: Order timestamp seconds since epoch required: true - name: tn type: integer description: Order timestamp nanoseconds required: true - name: xr type: string description: Cancel reason required: true - name: txt type: string description: Cancel message required: true headers: [] jsonPayloadSchema: schema: type: object required: - t - ts - tn - eid - o - xr - txt properties: t: type: string const: c description: Message type (order canceled) x-parser-schema-id: ts: type: integer format: int32 description: Timestamp seconds since epoch x-parser-schema-id: tn: type: integer format: uint32 minimum: 0 description: Timestamp nanoseconds x-parser-schema-id: eid: type: string description: Execution ID x-parser-schema-id: o: type: object description: Order details required: - oid - u - s - p - q - xq - rq - o - d - tif - ts - tn properties: oid: type: string description: Order ID x-parser-schema-id: u: type: string format: uuid description: User ID x-parser-schema-id: s: type: string description: Symbol (e.g. XAU-PERP) x-parser-schema-id: p: type: string pattern: ^-?\d+(\.\d+)?$ description: Order price as decimal string x-parser-schema-id: q: type: integer format: uint64 description: Order quantity in contracts x-parser-schema-id: xq: type: integer format: uint64 description: Filled quantity x-parser-schema-id: rq: type: integer format: uint64 description: Remaining quantity x-parser-schema-id: o: type: string enum: - PENDING - ACCEPTED - PARTIALLY_FILLED - FILLED - CANCELED - REJECTED - EXPIRED - REPLACED - DONE_FOR_DAY - UNKNOWN description: Order state x-parser-schema-id: d: type: string enum: - B - S description: Side (B=Buy, S=Sell) x-parser-schema-id: tif: type: string description: Time in force (e.g. GTC, IOC, DAY) x-parser-schema-id: tag: type: string description: Optional order tag (max 10 alphanumeric characters) x-parser-schema-id: cid: type: integer format: uint64 description: Optional client order ID x-parser-schema-id: r: type: string enum: - CLOSE_ONLY - INSUFFICIENT_MARGIN - INSUFFICIENT_CREDIT_LIMIT - MAX_OPEN_ORDERS_EXCEEDED - UNKNOWN_SYMBOL - EXCHANGE_CLOSED - INCORRECT_QUANTITY - INVALID_PRICE_INCREMENT - INCORRECT_ORDER_TYPE - PRICE_OUT_OF_BOUNDS - NO_LIQUIDITY - UNKNOWN description: Reason for order rejection x-parser-schema-id: txt: type: string description: Optional reject message x-parser-schema-id: ts: type: integer format: int32 description: Order timestamp seconds since epoch x-parser-schema-id: tn: type: integer format: uint32 minimum: 0 description: Order timestamp nanoseconds x-parser-schema-id: x-parser-schema-id: xr: type: string description: Cancel reason x-parser-schema-id: txt: type: string description: Cancel message x-parser-schema-id: x-parser-schema-id: title: Order Canceled Event description: Order has been canceled (t="c") example: |- { "t": "c", "ts": 1609459200, "tn": 123456789, "eid": "E-01ARZ3NDEKTSV4RRFFQ69G5FAV", "o": { "oid": "O-01ARZ3NDEKTSV4RRFFQ69G5FAV", "u": "550e8400-e29b-41d4-a716-446655440000", "s": "XAU-PERP", "p": "50000.00", "q": 100, "xq": 0, "rq": 100, "o": "CANCELED", "d": "B", "tif": "GTC", "ts": 1609459200, "tn": 0 }, "xr": "USER_REQUESTED", "txt": "Canceled by user" } bindings: [] extensions: - id: x-parser-unique-object-id value: orderCanceledEvent - &ref_21 id: orderReplacedOrAmendedEvent contentType: application/json payload: - name: Order Replaced/Amended Event description: Order has been replaced or amended (t="r") type: object properties: - name: t type: string description: Message type (order replaced/amended) required: true - name: ts type: integer description: Timestamp seconds since epoch required: true - name: tn type: integer description: Timestamp nanoseconds required: true - name: eid type: string description: Execution ID required: true - name: 'no' type: object description: The new order that replaced the original order required: true properties: - name: oid type: string description: Order ID required: true - name: u type: string description: User ID required: true - name: s type: string description: Symbol (e.g. XAU-PERP) required: true - name: p type: string description: Order price as decimal string required: true - name: q type: integer description: Order quantity in contracts required: true - name: xq type: integer description: Filled quantity required: true - name: rq type: integer description: Remaining quantity required: true - name: o type: string description: Order state enumValues: - PENDING - ACCEPTED - PARTIALLY_FILLED - FILLED - CANCELED - REJECTED - EXPIRED - REPLACED - DONE_FOR_DAY - UNKNOWN required: true - name: d type: string description: Side (B=Buy, S=Sell) enumValues: - B - S required: true - name: tif type: string description: Time in force (e.g. GTC, IOC, DAY) required: true - name: tag type: string description: Optional order tag (max 10 alphanumeric characters) required: false - name: cid type: integer description: Optional client order ID required: false - name: r type: string description: Reason for order rejection enumValues: - CLOSE_ONLY - INSUFFICIENT_MARGIN - INSUFFICIENT_CREDIT_LIMIT - MAX_OPEN_ORDERS_EXCEEDED - UNKNOWN_SYMBOL - EXCHANGE_CLOSED - INCORRECT_QUANTITY - INVALID_PRICE_INCREMENT - INCORRECT_ORDER_TYPE - PRICE_OUT_OF_BOUNDS - NO_LIQUIDITY - UNKNOWN required: false - name: txt type: string description: Optional reject message required: false - name: ts type: integer description: Order timestamp seconds since epoch required: true - name: tn type: integer description: Order timestamp nanoseconds required: true - name: noid type: string description: The order ID of the new replacement order required: true - name: ro type: object description: The original order that was replaced required: true properties: - name: oid type: string description: Order ID required: true - name: u type: string description: User ID required: true - name: s type: string description: Symbol (e.g. XAU-PERP) required: true - name: p type: string description: Order price as decimal string required: true - name: q type: integer description: Order quantity in contracts required: true - name: xq type: integer description: Filled quantity required: true - name: rq type: integer description: Remaining quantity required: true - name: o type: string description: Order state enumValues: - PENDING - ACCEPTED - PARTIALLY_FILLED - FILLED - CANCELED - REJECTED - EXPIRED - REPLACED - DONE_FOR_DAY - UNKNOWN required: true - name: d type: string description: Side (B=Buy, S=Sell) enumValues: - B - S required: true - name: tif type: string description: Time in force (e.g. GTC, IOC, DAY) required: true - name: tag type: string description: Optional order tag (max 10 alphanumeric characters) required: false - name: cid type: integer description: Optional client order ID required: false - name: r type: string description: Reason for order rejection enumValues: - CLOSE_ONLY - INSUFFICIENT_MARGIN - INSUFFICIENT_CREDIT_LIMIT - MAX_OPEN_ORDERS_EXCEEDED - UNKNOWN_SYMBOL - EXCHANGE_CLOSED - INCORRECT_QUANTITY - INVALID_PRICE_INCREMENT - INCORRECT_ORDER_TYPE - PRICE_OUT_OF_BOUNDS - NO_LIQUIDITY - UNKNOWN required: false - name: txt type: string description: Optional reject message required: false - name: ts type: integer description: Order timestamp seconds since epoch required: true - name: tn type: integer description: Order timestamp nanoseconds required: true headers: [] jsonPayloadSchema: schema: type: object required: - t - ts - tn - eid - ro - 'no' - noid properties: t: type: string const: r description: Message type (order replaced/amended) x-parser-schema-id: ts: type: integer format: int32 description: Timestamp seconds since epoch x-parser-schema-id: tn: type: integer format: uint32 minimum: 0 description: Timestamp nanoseconds x-parser-schema-id: eid: type: string description: Execution ID x-parser-schema-id: 'no': type: object description: The new order that replaced the original order required: - oid - u - s - p - q - xq - rq - o - d - tif - ts - tn properties: oid: type: string description: Order ID x-parser-schema-id: u: type: string format: uuid description: User ID x-parser-schema-id: s: type: string description: Symbol (e.g. XAU-PERP) x-parser-schema-id: p: type: string pattern: ^-?\d+(\.\d+)?$ description: Order price as decimal string x-parser-schema-id: q: type: integer format: uint64 description: Order quantity in contracts x-parser-schema-id: xq: type: integer format: uint64 description: Filled quantity x-parser-schema-id: rq: type: integer format: uint64 description: Remaining quantity x-parser-schema-id: o: type: string enum: - PENDING - ACCEPTED - PARTIALLY_FILLED - FILLED - CANCELED - REJECTED - EXPIRED - REPLACED - DONE_FOR_DAY - UNKNOWN description: Order state x-parser-schema-id: d: type: string enum: - B - S description: Side (B=Buy, S=Sell) x-parser-schema-id: tif: type: string description: Time in force (e.g. GTC, IOC, DAY) x-parser-schema-id: tag: type: string description: Optional order tag (max 10 alphanumeric characters) x-parser-schema-id: cid: type: integer format: uint64 description: Optional client order ID x-parser-schema-id: r: type: string enum: - CLOSE_ONLY - INSUFFICIENT_MARGIN - INSUFFICIENT_CREDIT_LIMIT - MAX_OPEN_ORDERS_EXCEEDED - UNKNOWN_SYMBOL - EXCHANGE_CLOSED - INCORRECT_QUANTITY - INVALID_PRICE_INCREMENT - INCORRECT_ORDER_TYPE - PRICE_OUT_OF_BOUNDS - NO_LIQUIDITY - UNKNOWN description: Reason for order rejection x-parser-schema-id: txt: type: string description: Optional reject message x-parser-schema-id: ts: type: integer format: int32 description: Order timestamp seconds since epoch x-parser-schema-id: tn: type: integer format: uint32 minimum: 0 description: Order timestamp nanoseconds x-parser-schema-id: x-parser-schema-id: noid: type: string description: The order ID of the new replacement order x-parser-schema-id: ro: type: object description: The original order that was replaced required: - oid - u - s - p - q - xq - rq - o - d - tif - ts - tn properties: oid: type: string description: Order ID x-parser-schema-id: u: type: string format: uuid description: User ID x-parser-schema-id: s: type: string description: Symbol (e.g. XAU-PERP) x-parser-schema-id: p: type: string pattern: ^-?\d+(\.\d+)?$ description: Order price as decimal string x-parser-schema-id: q: type: integer format: uint64 description: Order quantity in contracts x-parser-schema-id: xq: type: integer format: uint64 description: Filled quantity x-parser-schema-id: rq: type: integer format: uint64 description: Remaining quantity x-parser-schema-id: o: type: string enum: - PENDING - ACCEPTED - PARTIALLY_FILLED - FILLED - CANCELED - REJECTED - EXPIRED - REPLACED - DONE_FOR_DAY - UNKNOWN description: Order state x-parser-schema-id: d: type: string enum: - B - S description: Side (B=Buy, S=Sell) x-parser-schema-id: tif: type: string description: Time in force (e.g. GTC, IOC, DAY) x-parser-schema-id: tag: type: string description: Optional order tag (max 10 alphanumeric characters) x-parser-schema-id: cid: type: integer format: uint64 description: Optional client order ID x-parser-schema-id: r: type: string enum: - CLOSE_ONLY - INSUFFICIENT_MARGIN - INSUFFICIENT_CREDIT_LIMIT - MAX_OPEN_ORDERS_EXCEEDED - UNKNOWN_SYMBOL - EXCHANGE_CLOSED - INCORRECT_QUANTITY - INVALID_PRICE_INCREMENT - INCORRECT_ORDER_TYPE - PRICE_OUT_OF_BOUNDS - NO_LIQUIDITY - UNKNOWN description: Reason for order rejection x-parser-schema-id: txt: type: string description: Optional reject message x-parser-schema-id: ts: type: integer format: int32 description: Order timestamp seconds since epoch x-parser-schema-id: tn: type: integer format: uint32 minimum: 0 description: Order timestamp nanoseconds x-parser-schema-id: x-parser-schema-id: x-parser-schema-id: title: Order Replaced/Amended Event description: Order has been replaced or amended (t="r") example: |- { "t": "r", "ts": 1609459200, "tn": 123456789, "eid": "E-01ARZ3NDEKTSV4RRFFQ69G5FAV", "no": { "oid": "O-01ARZ3NDEKTSV4RRFFQ69G5FAV", "u": "550e8400-e29b-41d4-a716-446655440000", "s": "XAU-PERP", "p": "50100.00", "q": 100, "xq": 0, "rq": 100, "o": "ACCEPTED", "d": "B", "tif": "GTC", "ts": 1609459200, "tn": 0, "cid": 123456 }, "noid": "O-01ARZ3NDEKTSV4RRFFQ69G5FAV", "ro": { "oid": "O-01ARZ3NDEKTSV4RRFFQ69G5FAS", "u": "550e8400-e29b-41d4-a716-446655440000", "s": "XAU-PERP", "p": "50000.00", "q": 100, "xq": 0, "rq": 0, "o": "REPLACED", "d": "B", "tif": "GTC", "ts": 1609459100, "tn": 0, "cid": 123456 } } bindings: [] extensions: - id: x-parser-unique-object-id value: orderReplacedOrAmendedEvent - &ref_22 id: orderRejectedEvent contentType: application/json payload: - name: Order Rejected Event description: Order has been rejected (t="j") type: object properties: - name: t type: string description: Message type (order rejected) required: true - name: ts type: integer description: Timestamp seconds since epoch required: true - name: tn type: integer description: Timestamp nanoseconds required: true - name: eid type: string description: Execution ID required: true - name: o type: object description: Order details required: true properties: - name: oid type: string description: Order ID required: true - name: u type: string description: User ID required: true - name: s type: string description: Symbol (e.g. XAU-PERP) required: true - name: p type: string description: Order price as decimal string required: true - name: q type: integer description: Order quantity in contracts required: true - name: xq type: integer description: Filled quantity required: true - name: rq type: integer description: Remaining quantity required: true - name: o type: string description: Order state enumValues: - PENDING - ACCEPTED - PARTIALLY_FILLED - FILLED - CANCELED - REJECTED - EXPIRED - REPLACED - DONE_FOR_DAY - UNKNOWN required: true - name: d type: string description: Side (B=Buy, S=Sell) enumValues: - B - S required: true - name: tif type: string description: Time in force (e.g. GTC, IOC, DAY) required: true - name: tag type: string description: Optional order tag (max 10 alphanumeric characters) required: false - name: cid type: integer description: Optional client order ID required: false - name: r type: string description: Reason for order rejection enumValues: - CLOSE_ONLY - INSUFFICIENT_MARGIN - INSUFFICIENT_CREDIT_LIMIT - MAX_OPEN_ORDERS_EXCEEDED - UNKNOWN_SYMBOL - EXCHANGE_CLOSED - INCORRECT_QUANTITY - INVALID_PRICE_INCREMENT - INCORRECT_ORDER_TYPE - PRICE_OUT_OF_BOUNDS - NO_LIQUIDITY - UNKNOWN required: false - name: txt type: string description: Optional reject message required: false - name: ts type: integer description: Order timestamp seconds since epoch required: true - name: tn type: integer description: Order timestamp nanoseconds required: true - name: r type: string description: Reason for order rejection enumValues: - CLOSE_ONLY - INSUFFICIENT_MARGIN - INSUFFICIENT_CREDIT_LIMIT - MAX_OPEN_ORDERS_EXCEEDED - UNKNOWN_SYMBOL - EXCHANGE_CLOSED - INCORRECT_QUANTITY - INVALID_PRICE_INCREMENT - INCORRECT_ORDER_TYPE - PRICE_OUT_OF_BOUNDS - NO_LIQUIDITY - UNKNOWN required: false - name: txt type: string description: Reject message required: false headers: [] jsonPayloadSchema: schema: type: object required: - t - ts - tn - eid - o properties: t: type: string const: j description: Message type (order rejected) x-parser-schema-id: ts: type: integer format: int32 description: Timestamp seconds since epoch x-parser-schema-id: tn: type: integer format: uint32 minimum: 0 description: Timestamp nanoseconds x-parser-schema-id: eid: type: string description: Execution ID x-parser-schema-id: o: type: object description: Order details required: - oid - u - s - p - q - xq - rq - o - d - tif - ts - tn properties: oid: type: string description: Order ID x-parser-schema-id: u: type: string format: uuid description: User ID x-parser-schema-id: s: type: string description: Symbol (e.g. XAU-PERP) x-parser-schema-id: p: type: string pattern: ^-?\d+(\.\d+)?$ description: Order price as decimal string x-parser-schema-id: q: type: integer format: uint64 description: Order quantity in contracts x-parser-schema-id: xq: type: integer format: uint64 description: Filled quantity x-parser-schema-id: rq: type: integer format: uint64 description: Remaining quantity x-parser-schema-id: o: type: string enum: - PENDING - ACCEPTED - PARTIALLY_FILLED - FILLED - CANCELED - REJECTED - EXPIRED - REPLACED - DONE_FOR_DAY - UNKNOWN description: Order state x-parser-schema-id: d: type: string enum: - B - S description: Side (B=Buy, S=Sell) x-parser-schema-id: tif: type: string description: Time in force (e.g. GTC, IOC, DAY) x-parser-schema-id: tag: type: string description: Optional order tag (max 10 alphanumeric characters) x-parser-schema-id: cid: type: integer format: uint64 description: Optional client order ID x-parser-schema-id: r: type: string enum: - CLOSE_ONLY - INSUFFICIENT_MARGIN - INSUFFICIENT_CREDIT_LIMIT - MAX_OPEN_ORDERS_EXCEEDED - UNKNOWN_SYMBOL - EXCHANGE_CLOSED - INCORRECT_QUANTITY - INVALID_PRICE_INCREMENT - INCORRECT_ORDER_TYPE - PRICE_OUT_OF_BOUNDS - NO_LIQUIDITY - UNKNOWN description: Reason for order rejection x-parser-schema-id: txt: type: string description: Optional reject message x-parser-schema-id: ts: type: integer format: int32 description: Order timestamp seconds since epoch x-parser-schema-id: tn: type: integer format: uint32 minimum: 0 description: Order timestamp nanoseconds x-parser-schema-id: x-parser-schema-id: r: type: string enum: - CLOSE_ONLY - INSUFFICIENT_MARGIN - INSUFFICIENT_CREDIT_LIMIT - MAX_OPEN_ORDERS_EXCEEDED - UNKNOWN_SYMBOL - EXCHANGE_CLOSED - INCORRECT_QUANTITY - INVALID_PRICE_INCREMENT - INCORRECT_ORDER_TYPE - PRICE_OUT_OF_BOUNDS - NO_LIQUIDITY - UNKNOWN description: Reason for order rejection x-parser-schema-id: txt: type: string description: Reject message x-parser-schema-id: x-parser-schema-id: title: Order Rejected Event description: Order has been rejected (t="j") example: |- { "t": "j", "ts": 1609459200, "tn": 123456789, "eid": "E-01ARZ3NDEKTSV4RRFFQ69G5FAV", "o": { "oid": "O-01ARZ3NDEKTSV4RRFFQ69G5FAV", "u": "550e8400-e29b-41d4-a716-446655440000", "s": "XAU-PERP", "p": "50000.00", "q": 100, "xq": 0, "rq": 100, "o": "REJECTED", "d": "B", "tif": "GTC", "ts": 1609459200, "tn": 0 }, "r": "INSUFFICIENT_MARGIN", "txt": "Insufficient margin to place order" } bindings: [] extensions: - id: x-parser-unique-object-id value: orderRejectedEvent - &ref_23 id: orderExpiredEvent contentType: application/json payload: - name: Order Expired Event description: Order has expired (t="x") type: object properties: - name: t type: string description: Message type (order expired) required: true - name: ts type: integer description: Timestamp seconds since epoch required: true - name: tn type: integer description: Timestamp nanoseconds required: true - name: eid type: string description: Execution ID required: true - name: o type: object description: Order details required: true properties: - name: oid type: string description: Order ID required: true - name: u type: string description: User ID required: true - name: s type: string description: Symbol (e.g. XAU-PERP) required: true - name: p type: string description: Order price as decimal string required: true - name: q type: integer description: Order quantity in contracts required: true - name: xq type: integer description: Filled quantity required: true - name: rq type: integer description: Remaining quantity required: true - name: o type: string description: Order state enumValues: - PENDING - ACCEPTED - PARTIALLY_FILLED - FILLED - CANCELED - REJECTED - EXPIRED - REPLACED - DONE_FOR_DAY - UNKNOWN required: true - name: d type: string description: Side (B=Buy, S=Sell) enumValues: - B - S required: true - name: tif type: string description: Time in force (e.g. GTC, IOC, DAY) required: true - name: tag type: string description: Optional order tag (max 10 alphanumeric characters) required: false - name: cid type: integer description: Optional client order ID required: false - name: r type: string description: Reason for order rejection enumValues: - CLOSE_ONLY - INSUFFICIENT_MARGIN - INSUFFICIENT_CREDIT_LIMIT - MAX_OPEN_ORDERS_EXCEEDED - UNKNOWN_SYMBOL - EXCHANGE_CLOSED - INCORRECT_QUANTITY - INVALID_PRICE_INCREMENT - INCORRECT_ORDER_TYPE - PRICE_OUT_OF_BOUNDS - NO_LIQUIDITY - UNKNOWN required: false - name: txt type: string description: Optional reject message required: false - name: ts type: integer description: Order timestamp seconds since epoch required: true - name: tn type: integer description: Order timestamp nanoseconds required: true headers: [] jsonPayloadSchema: schema: type: object required: - t - ts - tn - eid - o properties: t: type: string const: x description: Message type (order expired) x-parser-schema-id: ts: type: integer format: int32 description: Timestamp seconds since epoch x-parser-schema-id: tn: type: integer format: uint32 minimum: 0 description: Timestamp nanoseconds x-parser-schema-id: eid: type: string description: Execution ID x-parser-schema-id: o: type: object description: Order details required: - oid - u - s - p - q - xq - rq - o - d - tif - ts - tn properties: oid: type: string description: Order ID x-parser-schema-id: u: type: string format: uuid description: User ID x-parser-schema-id: s: type: string description: Symbol (e.g. XAU-PERP) x-parser-schema-id: p: type: string pattern: ^-?\d+(\.\d+)?$ description: Order price as decimal string x-parser-schema-id: q: type: integer format: uint64 description: Order quantity in contracts x-parser-schema-id: xq: type: integer format: uint64 description: Filled quantity x-parser-schema-id: rq: type: integer format: uint64 description: Remaining quantity x-parser-schema-id: o: type: string enum: - PENDING - ACCEPTED - PARTIALLY_FILLED - FILLED - CANCELED - REJECTED - EXPIRED - REPLACED - DONE_FOR_DAY - UNKNOWN description: Order state x-parser-schema-id: d: type: string enum: - B - S description: Side (B=Buy, S=Sell) x-parser-schema-id: tif: type: string description: Time in force (e.g. GTC, IOC, DAY) x-parser-schema-id: tag: type: string description: Optional order tag (max 10 alphanumeric characters) x-parser-schema-id: cid: type: integer format: uint64 description: Optional client order ID x-parser-schema-id: r: type: string enum: - CLOSE_ONLY - INSUFFICIENT_MARGIN - INSUFFICIENT_CREDIT_LIMIT - MAX_OPEN_ORDERS_EXCEEDED - UNKNOWN_SYMBOL - EXCHANGE_CLOSED - INCORRECT_QUANTITY - INVALID_PRICE_INCREMENT - INCORRECT_ORDER_TYPE - PRICE_OUT_OF_BOUNDS - NO_LIQUIDITY - UNKNOWN description: Reason for order rejection x-parser-schema-id: txt: type: string description: Optional reject message x-parser-schema-id: ts: type: integer format: int32 description: Order timestamp seconds since epoch x-parser-schema-id: tn: type: integer format: uint32 minimum: 0 description: Order timestamp nanoseconds x-parser-schema-id: x-parser-schema-id: x-parser-schema-id: title: Order Expired Event description: Order has expired (t="x") example: |- { "t": "x", "ts": 1609459200, "tn": 123456789, "eid": "E-01ARZ3NDEKTSV4RRFFQ69G5FAV", "o": { "oid": "O-01ARZ3NDEKTSV4RRFFQ69G5FAV", "u": "550e8400-e29b-41d4-a716-446655440000", "s": "XAU-PERP", "p": "50000.00", "q": 100, "xq": 0, "rq": 100, "o": "EXPIRED", "d": "B", "tif": "IOC", "ts": 1609459200, "tn": 0 } } bindings: [] extensions: - id: x-parser-unique-object-id value: orderExpiredEvent - &ref_24 id: orderDoneForDayEvent contentType: application/json payload: - name: Order Done For Day Event description: Order is done for the day (t="d") type: object properties: - name: t type: string description: Message type (order done for day) required: true - name: ts type: integer description: Timestamp seconds since epoch required: true - name: tn type: integer description: Timestamp nanoseconds required: true - name: eid type: string description: Execution ID required: true - name: o type: object description: Order details required: true properties: - name: oid type: string description: Order ID required: true - name: u type: string description: User ID required: true - name: s type: string description: Symbol (e.g. XAU-PERP) required: true - name: p type: string description: Order price as decimal string required: true - name: q type: integer description: Order quantity in contracts required: true - name: xq type: integer description: Filled quantity required: true - name: rq type: integer description: Remaining quantity required: true - name: o type: string description: Order state enumValues: - PENDING - ACCEPTED - PARTIALLY_FILLED - FILLED - CANCELED - REJECTED - EXPIRED - REPLACED - DONE_FOR_DAY - UNKNOWN required: true - name: d type: string description: Side (B=Buy, S=Sell) enumValues: - B - S required: true - name: tif type: string description: Time in force (e.g. GTC, IOC, DAY) required: true - name: tag type: string description: Optional order tag (max 10 alphanumeric characters) required: false - name: cid type: integer description: Optional client order ID required: false - name: r type: string description: Reason for order rejection enumValues: - CLOSE_ONLY - INSUFFICIENT_MARGIN - INSUFFICIENT_CREDIT_LIMIT - MAX_OPEN_ORDERS_EXCEEDED - UNKNOWN_SYMBOL - EXCHANGE_CLOSED - INCORRECT_QUANTITY - INVALID_PRICE_INCREMENT - INCORRECT_ORDER_TYPE - PRICE_OUT_OF_BOUNDS - NO_LIQUIDITY - UNKNOWN required: false - name: txt type: string description: Optional reject message required: false - name: ts type: integer description: Order timestamp seconds since epoch required: true - name: tn type: integer description: Order timestamp nanoseconds required: true headers: [] jsonPayloadSchema: schema: type: object required: - t - ts - tn - eid - o properties: t: type: string const: d description: Message type (order done for day) x-parser-schema-id: ts: type: integer format: int32 description: Timestamp seconds since epoch x-parser-schema-id: tn: type: integer format: uint32 minimum: 0 description: Timestamp nanoseconds x-parser-schema-id: eid: type: string description: Execution ID x-parser-schema-id: o: type: object description: Order details required: - oid - u - s - p - q - xq - rq - o - d - tif - ts - tn properties: oid: type: string description: Order ID x-parser-schema-id: u: type: string format: uuid description: User ID x-parser-schema-id: s: type: string description: Symbol (e.g. XAU-PERP) x-parser-schema-id: p: type: string pattern: ^-?\d+(\.\d+)?$ description: Order price as decimal string x-parser-schema-id: q: type: integer format: uint64 description: Order quantity in contracts x-parser-schema-id: xq: type: integer format: uint64 description: Filled quantity x-parser-schema-id: rq: type: integer format: uint64 description: Remaining quantity x-parser-schema-id: o: type: string enum: - PENDING - ACCEPTED - PARTIALLY_FILLED - FILLED - CANCELED - REJECTED - EXPIRED - REPLACED - DONE_FOR_DAY - UNKNOWN description: Order state x-parser-schema-id: d: type: string enum: - B - S description: Side (B=Buy, S=Sell) x-parser-schema-id: tif: type: string description: Time in force (e.g. GTC, IOC, DAY) x-parser-schema-id: tag: type: string description: Optional order tag (max 10 alphanumeric characters) x-parser-schema-id: cid: type: integer format: uint64 description: Optional client order ID x-parser-schema-id: r: type: string enum: - CLOSE_ONLY - INSUFFICIENT_MARGIN - INSUFFICIENT_CREDIT_LIMIT - MAX_OPEN_ORDERS_EXCEEDED - UNKNOWN_SYMBOL - EXCHANGE_CLOSED - INCORRECT_QUANTITY - INVALID_PRICE_INCREMENT - INCORRECT_ORDER_TYPE - PRICE_OUT_OF_BOUNDS - NO_LIQUIDITY - UNKNOWN description: Reason for order rejection x-parser-schema-id: txt: type: string description: Optional reject message x-parser-schema-id: ts: type: integer format: int32 description: Order timestamp seconds since epoch x-parser-schema-id: tn: type: integer format: uint32 minimum: 0 description: Order timestamp nanoseconds x-parser-schema-id: x-parser-schema-id: x-parser-schema-id: title: Order Done For Day Event description: Order is done for the day (t="d") example: |- { "t": "d", "ts": 1609459200, "tn": 123456789, "eid": "E-01ARZ3NDEKTSV4RRFFQ69G5FAV", "o": { "oid": "O-01ARZ3NDEKTSV4RRFFQ69G5FAV", "u": "550e8400-e29b-41d4-a716-446655440000", "s": "XAU-PERP", "p": "50000.00", "q": 100, "xq": 50, "rq": 50, "o": "DONE_FOR_DAY", "d": "B", "tif": "DAY", "ts": 1609459200, "tn": 0 } } bindings: [] extensions: - id: x-parser-unique-object-id value: orderDoneForDayEvent - &ref_25 id: orderPartiallyFilledEvent contentType: application/json payload: - name: Order Partially Filled Event description: Order has been partially filled (t="p") type: object properties: - name: t type: string description: Message type (order partially filled) required: true - name: ts type: integer description: Timestamp seconds since epoch required: true - name: tn type: integer description: Timestamp nanoseconds required: true - name: eid type: string description: Execution ID required: true - name: o type: object description: Order details required: true properties: - name: oid type: string description: Order ID required: true - name: u type: string description: User ID required: true - name: s type: string description: Symbol (e.g. XAU-PERP) required: true - name: p type: string description: Order price as decimal string required: true - name: q type: integer description: Order quantity in contracts required: true - name: xq type: integer description: Filled quantity required: true - name: rq type: integer description: Remaining quantity required: true - name: o type: string description: Order state enumValues: - PENDING - ACCEPTED - PARTIALLY_FILLED - FILLED - CANCELED - REJECTED - EXPIRED - REPLACED - DONE_FOR_DAY - UNKNOWN required: true - name: d type: string description: Side (B=Buy, S=Sell) enumValues: - B - S required: true - name: tif type: string description: Time in force (e.g. GTC, IOC, DAY) required: true - name: tag type: string description: Optional order tag (max 10 alphanumeric characters) required: false - name: cid type: integer description: Optional client order ID required: false - name: r type: string description: Reason for order rejection enumValues: - CLOSE_ONLY - INSUFFICIENT_MARGIN - INSUFFICIENT_CREDIT_LIMIT - MAX_OPEN_ORDERS_EXCEEDED - UNKNOWN_SYMBOL - EXCHANGE_CLOSED - INCORRECT_QUANTITY - INVALID_PRICE_INCREMENT - INCORRECT_ORDER_TYPE - PRICE_OUT_OF_BOUNDS - NO_LIQUIDITY - UNKNOWN required: false - name: txt type: string description: Optional reject message required: false - name: ts type: integer description: Order timestamp seconds since epoch required: true - name: tn type: integer description: Order timestamp nanoseconds required: true - name: xs type: object description: Fill details required: true properties: - name: tid type: string description: Trade ID required: true - name: s type: string description: Symbol required: true - name: q type: integer description: Fill quantity in contracts required: true - name: p type: string description: Fill price as decimal string required: true - name: d type: string description: Side (B=Buy, S=Sell) enumValues: - B - S required: true - name: agg type: boolean description: Whether this fill was the aggressor (taker) required: true headers: [] jsonPayloadSchema: schema: type: object required: - t - ts - tn - eid - o - xs properties: t: type: string const: p description: Message type (order partially filled) x-parser-schema-id: ts: type: integer format: int32 description: Timestamp seconds since epoch x-parser-schema-id: tn: type: integer format: uint32 minimum: 0 description: Timestamp nanoseconds x-parser-schema-id: eid: type: string description: Execution ID x-parser-schema-id: o: type: object description: Order details required: - oid - u - s - p - q - xq - rq - o - d - tif - ts - tn properties: oid: type: string description: Order ID x-parser-schema-id: u: type: string format: uuid description: User ID x-parser-schema-id: s: type: string description: Symbol (e.g. XAU-PERP) x-parser-schema-id: p: type: string pattern: ^-?\d+(\.\d+)?$ description: Order price as decimal string x-parser-schema-id: q: type: integer format: uint64 description: Order quantity in contracts x-parser-schema-id: xq: type: integer format: uint64 description: Filled quantity x-parser-schema-id: rq: type: integer format: uint64 description: Remaining quantity x-parser-schema-id: o: type: string enum: - PENDING - ACCEPTED - PARTIALLY_FILLED - FILLED - CANCELED - REJECTED - EXPIRED - REPLACED - DONE_FOR_DAY - UNKNOWN description: Order state x-parser-schema-id: d: type: string enum: - B - S description: Side (B=Buy, S=Sell) x-parser-schema-id: tif: type: string description: Time in force (e.g. GTC, IOC, DAY) x-parser-schema-id: tag: type: string description: Optional order tag (max 10 alphanumeric characters) x-parser-schema-id: cid: type: integer format: uint64 description: Optional client order ID x-parser-schema-id: r: type: string enum: - CLOSE_ONLY - INSUFFICIENT_MARGIN - INSUFFICIENT_CREDIT_LIMIT - MAX_OPEN_ORDERS_EXCEEDED - UNKNOWN_SYMBOL - EXCHANGE_CLOSED - INCORRECT_QUANTITY - INVALID_PRICE_INCREMENT - INCORRECT_ORDER_TYPE - PRICE_OUT_OF_BOUNDS - NO_LIQUIDITY - UNKNOWN description: Reason for order rejection x-parser-schema-id: txt: type: string description: Optional reject message x-parser-schema-id: ts: type: integer format: int32 description: Order timestamp seconds since epoch x-parser-schema-id: tn: type: integer format: uint32 minimum: 0 description: Order timestamp nanoseconds x-parser-schema-id: x-parser-schema-id: xs: type: object description: Fill details required: - tid - s - q - p - d - agg properties: tid: type: string description: Trade ID x-parser-schema-id: s: type: string description: Symbol x-parser-schema-id: q: type: integer format: uint64 description: Fill quantity in contracts x-parser-schema-id: p: type: string pattern: ^-?\d+(\.\d+)?$ description: Fill price as decimal string x-parser-schema-id: d: type: string enum: - B - S description: Side (B=Buy, S=Sell) x-parser-schema-id: agg: type: boolean description: Whether this fill was the aggressor (taker) x-parser-schema-id: x-parser-schema-id: x-parser-schema-id: title: Order Partially Filled Event description: Order has been partially filled (t="p") example: |- { "t": "p", "ts": 1609459200, "tn": 123456789, "eid": "E-01ARZ3NDEKTSV4RRFFQ69G5FAV", "o": { "oid": "O-01ARZ3NDEKTSV4RRFFQ69G5FAV", "u": "550e8400-e29b-41d4-a716-446655440000", "s": "XAU-PERP", "p": "50000.00", "q": 100, "xq": 50, "rq": 50, "o": "PARTIALLY_FILLED", "d": "B", "tif": "GTC", "ts": 1609459200, "tn": 0 }, "xs": { "tid": "T-01ARZ3NDEKTSV4RRFFQ69G5FAV", "s": "XAU-PERP", "q": 50, "p": "50000.00", "d": "B", "agg": false } } bindings: [] extensions: - id: x-parser-unique-object-id value: orderPartiallyFilledEvent - &ref_26 id: orderFilledEvent contentType: application/json payload: - name: Order Filled Event description: Order has been completely filled (t="f") type: object properties: - name: t type: string description: Message type (order filled) required: true - name: ts type: integer description: Timestamp seconds since epoch required: true - name: tn type: integer description: Timestamp nanoseconds required: true - name: eid type: string description: Execution ID required: true - name: o type: object description: Order details required: true properties: - name: oid type: string description: Order ID required: true - name: u type: string description: User ID required: true - name: s type: string description: Symbol (e.g. XAU-PERP) required: true - name: p type: string description: Order price as decimal string required: true - name: q type: integer description: Order quantity in contracts required: true - name: xq type: integer description: Filled quantity required: true - name: rq type: integer description: Remaining quantity required: true - name: o type: string description: Order state enumValues: - PENDING - ACCEPTED - PARTIALLY_FILLED - FILLED - CANCELED - REJECTED - EXPIRED - REPLACED - DONE_FOR_DAY - UNKNOWN required: true - name: d type: string description: Side (B=Buy, S=Sell) enumValues: - B - S required: true - name: tif type: string description: Time in force (e.g. GTC, IOC, DAY) required: true - name: tag type: string description: Optional order tag (max 10 alphanumeric characters) required: false - name: cid type: integer description: Optional client order ID required: false - name: r type: string description: Reason for order rejection enumValues: - CLOSE_ONLY - INSUFFICIENT_MARGIN - INSUFFICIENT_CREDIT_LIMIT - MAX_OPEN_ORDERS_EXCEEDED - UNKNOWN_SYMBOL - EXCHANGE_CLOSED - INCORRECT_QUANTITY - INVALID_PRICE_INCREMENT - INCORRECT_ORDER_TYPE - PRICE_OUT_OF_BOUNDS - NO_LIQUIDITY - UNKNOWN required: false - name: txt type: string description: Optional reject message required: false - name: ts type: integer description: Order timestamp seconds since epoch required: true - name: tn type: integer description: Order timestamp nanoseconds required: true - name: xs type: object description: Fill details required: true properties: - name: tid type: string description: Trade ID required: true - name: s type: string description: Symbol required: true - name: q type: integer description: Fill quantity in contracts required: true - name: p type: string description: Fill price as decimal string required: true - name: d type: string description: Side (B=Buy, S=Sell) enumValues: - B - S required: true - name: agg type: boolean description: Whether this fill was the aggressor (taker) required: true headers: [] jsonPayloadSchema: schema: type: object required: - t - ts - tn - eid - o - xs properties: t: type: string const: f description: Message type (order filled) x-parser-schema-id: ts: type: integer format: int32 description: Timestamp seconds since epoch x-parser-schema-id: tn: type: integer format: uint32 minimum: 0 description: Timestamp nanoseconds x-parser-schema-id: eid: type: string description: Execution ID x-parser-schema-id: o: type: object description: Order details required: - oid - u - s - p - q - xq - rq - o - d - tif - ts - tn properties: oid: type: string description: Order ID x-parser-schema-id: u: type: string format: uuid description: User ID x-parser-schema-id: s: type: string description: Symbol (e.g. XAU-PERP) x-parser-schema-id: p: type: string pattern: ^-?\d+(\.\d+)?$ description: Order price as decimal string x-parser-schema-id: q: type: integer format: uint64 description: Order quantity in contracts x-parser-schema-id: xq: type: integer format: uint64 description: Filled quantity x-parser-schema-id: rq: type: integer format: uint64 description: Remaining quantity x-parser-schema-id: o: type: string enum: - PENDING - ACCEPTED - PARTIALLY_FILLED - FILLED - CANCELED - REJECTED - EXPIRED - REPLACED - DONE_FOR_DAY - UNKNOWN description: Order state x-parser-schema-id: d: type: string enum: - B - S description: Side (B=Buy, S=Sell) x-parser-schema-id: tif: type: string description: Time in force (e.g. GTC, IOC, DAY) x-parser-schema-id: tag: type: string description: Optional order tag (max 10 alphanumeric characters) x-parser-schema-id: cid: type: integer format: uint64 description: Optional client order ID x-parser-schema-id: r: type: string enum: - CLOSE_ONLY - INSUFFICIENT_MARGIN - INSUFFICIENT_CREDIT_LIMIT - MAX_OPEN_ORDERS_EXCEEDED - UNKNOWN_SYMBOL - EXCHANGE_CLOSED - INCORRECT_QUANTITY - INVALID_PRICE_INCREMENT - INCORRECT_ORDER_TYPE - PRICE_OUT_OF_BOUNDS - NO_LIQUIDITY - UNKNOWN description: Reason for order rejection x-parser-schema-id: txt: type: string description: Optional reject message x-parser-schema-id: ts: type: integer format: int32 description: Order timestamp seconds since epoch x-parser-schema-id: tn: type: integer format: uint32 minimum: 0 description: Order timestamp nanoseconds x-parser-schema-id: x-parser-schema-id: xs: type: object description: Fill details required: - tid - s - q - p - d - agg properties: tid: type: string description: Trade ID x-parser-schema-id: s: type: string description: Symbol x-parser-schema-id: q: type: integer format: uint64 description: Fill quantity in contracts x-parser-schema-id: p: type: string pattern: ^-?\d+(\.\d+)?$ description: Fill price as decimal string x-parser-schema-id: d: type: string enum: - B - S description: Side (B=Buy, S=Sell) x-parser-schema-id: agg: type: boolean description: Whether this fill was the aggressor (taker) x-parser-schema-id: x-parser-schema-id: x-parser-schema-id: title: Order Filled Event description: Order has been completely filled (t="f") example: |- { "t": "f", "ts": 1609459200, "tn": 123456789, "eid": "E-01ARZ3NDEKTSV4RRFFQ69G5FAV", "o": { "oid": "O-01ARZ3NDEKTSV4RRFFQ69G5FAV", "u": "550e8400-e29b-41d4-a716-446655440000", "s": "XAU-PERP", "p": "50000.00", "q": 100, "xq": 100, "rq": 0, "o": "FILLED", "d": "B", "tif": "GTC", "ts": 1609459200, "tn": 0 }, "xs": { "tid": "T-01ARZ3NDEKTSV4RRFFQ69G5FAV", "s": "XAU-PERP", "q": 100, "p": "50000.00", "d": "B", "agg": true } } bindings: [] extensions: - id: x-parser-unique-object-id value: orderFilledEvent bindings: [] extensions: *ref_0 sendOperations: - *ref_1 receiveOperations: - *ref_2 - *ref_3 sendMessages: - *ref_4 - *ref_5 - *ref_6 - *ref_7 - *ref_8 - *ref_9 receiveMessages: - *ref_10 - *ref_11 - *ref_12 - *ref_13 - *ref_14 - *ref_15 - *ref_16 - *ref_17 - *ref_18 - *ref_19 - *ref_20 - *ref_21 - *ref_22 - *ref_23 - *ref_24 - *ref_25 - *ref_26 extensions: - id: x-parser-unique-object-id value: orders securitySchemes: - id: token name: token type: http description: > Bearer token authentication using user/session tokens from `/api/get_user_token`. To connect to the WebSocket, include the Authorization header: ``` Authorization: Bearer ``` scheme: bearer extensions: [] ````