Orders
In our standard, the parameter's order plays an important role as the position of the parameter represents a key. All utilized parameters must be present in request and response even if they are not utilized. To skip an optional parameter use the null value.
Order types supported with create_order method:
| Order type | Description |
|---|---|
| m | Market order |
| l | Limit order |
| p | Post only (Must not fill at all or is canceled) |
| f | Fill or kill (Must fully match at a given price or is canceled) |
| s | Stop |
| sl | Stop-limit (available flags: OCO) |
All arguments that used for order creation order:
| № | Name | Data type | Description |
|---|---|---|---|
| 1 | instrument | string | Used to specify instrument for order "btcusd" |
| 2 | order_type | string | Used to specify order type |
| 3 | side | string | Used to specify order side, "buy" or "sell" |
| 4 | quantity | string | An amount that placed within the order |
| 5 | price | string | Main (limit) price of the order |
| 6 | trigger_price | string | Trigger (Stop) price of the order |
| 7 | tif | string | Time in force instruction |
| 9 | flags | integer | Used to set custom order instructions |
| 10 | timestamp | integer | UTC timestamp |
| 11 | status | string | Status of the order |
| 12 | message | string | Message related to the status of the order |
| 13 | order_id | string | Send by exchange with response for orders |
Supported TIF instructions:
| Code | Name | Description |
|---|---|---|
| 1 | IOC | Allows partial execution, unfilled part canceling. |
| 2 | GTC | Remain active until cancellation on stop. |
| 3 | FOK | Allows only full execution. |
Supported order flags instructions:
| Code | Flag | Type | Description |
|---|---|---|---|
| 1 | Hidden | integer | The hidden order option ensures an order does not appear in the order book; thus does not influence other market participants. |
| 2 | Close | integer | Close position if position present. |
| 4 | Reduce Only | integer | Ensures that the executed order does not flip the opened position. |
| 8 | Post Only | integer | The post-only limit order option ensures the limit order will be added to the order book and not match with a pre-existing order. |
| 16 | OCO | integer | The one cancels other order option allows you to place a pair of orders stipulating that if one order is executed fully or partially, then the other is automatically canceled. |
| 32 | No Var Rates | integer | Excludes variable rate funding offers from matching against this order, if on margin |
For timestamps, use UTC time, expressed in milliseconds (i.e. 1588678924349)
Order statuses table:
| Code | Status | Description |
|---|---|---|
| 1 | Pending | Order received by the exchange but haven't been placed in the order book yet |
| 2 | Wait | Order placed in the order book and waits for execution |
| 3 | Done | Order fully executed |
| 4 | Rejected | Order rejected due too some errors |
| 5 | Canceled | Order canceled by user |
Below you can find examples of different order types:
Market order
Method name: create_order
Arguments with corresponding numeration of market order request:
| № | Name | Data type | Example |
|---|---|---|---|
| 1 | instrument | string | "btcusd" |
| 2 | order_type | string | "m" |
| 3 | side | string | "buy" |
| 4 | quantity | string | "0.100000" |
| 5 | price | string | "0" |
Arguments with corresponding numeration of market order response:
| № | Name | Data type | Example |
|---|---|---|---|
| 1 | uuid | string | "26eba5be-a0f9-11ea-afe8-0242ac190008" |
Arguments with corresponding numeration of market order update notifications:
| № | Name | Data type | Example |
|---|---|---|---|
| 1 | instrument | string | "btcusd" |
| 2 | id | integer | 8745635 |
| 3 | uuid | string | "12d9ff0a-9b7b-11ea-ac47-0242ac170004" |
| 4 | side | string | "buy" |
| 5 | status | string | "d" |
| 6 | order_type | string | "m" |
| 7 | price | string | "0" |
| 8 | avg_price | string | "3.5" |
| 9 | quantity | string | "0" |
| 10 | origin_quantity | string | "10" |
| 11 | executed_quantity | string | "10" |
| 12 | trades_count | integer | 2 |
| 13 | timestamp | integer | 1588678924349 |
| 14 | reject_reason | string | "rejected by orderbook" |
Example of the messages
Request:
[1, 42, "create_order", ["btcusd", "m", "sell", "0.100000", "0"]]
Response:
[2, 42, "create_order", ["5b2c0ea2-9363-11eb-adb6-1831bf9834b0"]][
[4,"on",["btcusd",4,"5b2c0ea2-9363-11eb-adb6-1831bf9834b0","sell","d","m","0","3.5","0","10","10",2,1617334050]]
Limit order
A limit order can be customized with flags and TIF instructions.
Arguments with corresponding numeration of limit order request:
| № | Name | Data type | Example |
|---|---|---|---|
| 1 | instrument | string | "btcusd" |
| 2 | order_type | string | "m" |
| 3 | side | string | "buy" |
| 4 | quantity | string | "0.100000" |
| 5 | price | string | "0.100000" |
Arguments with corresponding numeration of limit order response:
| № | Name | Data type | Example |
|---|---|---|---|
| 1 | uuid | string | "26eba5be-a0f9-11ea-afe8-0242ac190008" |
Arguments with corresponding numeration of market order update notifications:
| № | Name | Data type | Example |
|---|---|---|---|
| 1 | instrument | string | "btcusd" |
| 2 | id | integer | 8745635 |
| 3 | uuid | string | "12d9ff0a-9b7b-11ea-ac47-0242ac170004" |
| 4 | side | string | "buy" |
| 5 | status | string | "d" |
| 6 | order_type | string | "m" |
| 7 | price | string | "0" |
| 8 | avg_price | string | "3.5" |
| 9 | quantity | string | "0" |
| 10 | origin_quantity | string | "10" |
| 11 | executed_quantity | string | "10" |
| 12 | trades_count | integer | 2 |
| 13 | timestamp | integer | 1588678924349 |
| 14 | reject_reason | string | "rejected by orderbook" |
Example of the messages
Request:
[1,42,"create_order",["btcusd", "l", "buy", "0.250000", "9120.00", 2, "1234568", 0]
Response:
[2,42,"create_order",["30154236-9364-11eb-b9b2-1831bf9834b0"]
[4,"or",["btcusd",2,"30154236-9364-11eb-b9b2-1831bf9834b0","buy","r","l","10","0","0.5","0.5","0",0,1617334407,"rejected by orderbook"]]
Stop order
Arguments with corresponding numeration of stop order request:
| № | Name | Data type | Example |
|---|---|---|---|
| 1 | instrument | string | "btcusd" |
| 2 | order_type | string | "s" |
| 3 | side | string | "sell" |
| 4 | quantity | string | "0.250000" |
| 5 | trigger_price | string | "9120.00" |
| 6 | tif | integer | 2 |
| 7 | cid | string | "1234568" |
| 8 | flags | integer | 0 |
Arguments with corresponding numeration of stop order response:
| № | Name | Data type | Example |
|---|---|---|---|
| 1 | instrument | string | "btcusd" |
| 2 | order_type | string | "s" |
| 3 | side | string | "sell" |
| 4 | quantity | string | "0.250000" |
| 5 | trigger_price | string | "9120.00" |
| 6 | tif | integer | 2 |
| 7 | cid | string | "1234568" |
| 8 | flags | integer | 0 |
| 9 | timestamp | integer | 1588678984376 |
| 10 | status | string | "active" |
| 11 | message | string | "" |
| 12 | order_id | string | "8745985" |
Example of the messages
Request:
[1,42,"create_order",["btcusd", "s", "sell", "0.250000", "9120.00", 2, "1234568", 0]
Response:
[2,42,"create_order",["btcusd", "s", "sell", "0.250000", "9120.00", 2, "1234568", 0, 1588678984376, "active", "", "8745985"]
Stop-limit order
Arguments with corresponding numeration of stop-limit order request:
| № | Name | Data type | Example |
|---|---|---|---|
| 1 | instrument | string | "btcusd" |
| 2 | order_type | string | "sl" |
| 3 | side | string | "buy" |
| 4 | quantity | string | "0.250000" |
| 5 | trigger_price | string | "9120.00" |
| 6 | price | string | "9118.00" |
| 7 | tif | integer | 2 |
| 8 | cid | string | "1234568" |
| 9 | flags | integer | 0 |
Arguments with corresponding numeration of stop-limit order response:
| № | Name | Data type | Example |
|---|---|---|---|
| 1 | instrument | string | "btcusd" |
| 2 | order_type | string | "sl" |
| 3 | side | string | "buy" |
| 4 | quantity | string | "0.250000" |
| 5 | price | string | "9118.00" |
| 6 | trigger_price | string | "9120.00" |
| 7 | tif | integer | 2 |
| 8 | cid | string | "1234568" |
| 9 | flags | integer | 0 |
| 10 | timestamp | integer | 1588678984376 |
| 11 | status | string | "active" |
| 12 | message | string | "" |
| 13 | order_id | string | "8745985" |
Example of the messages
Request:
[1,42,"create_order",["btcusd", "sl", "buy", "0.250000", "9120.00", "9118.00", 2, "1234568", 0]
Response:
[2,42,"create_order",["btcusd", "sl", "buy", "0.250000", "9120.00", "9118.00", 2, "1234568", 0, 1588678984376, "active", "", "8745985"]
Bulk order
Bulk order uses create_bulk method to send multiple orders within one request. Also, bulk orders can be used to send different order types with one request. We need to specify parsing order of orders inside the bulk order.
Example of the messages
Request:
[1,42,"create_bulk",[[order_1_request], [order_2_request], [order_3_request], [order_4_request]]
Response:
[2,42,"create_bulk",[[order_1_response], [order_2_response], [order_3_response], [order_4_response]]