Order entry

Place, amend and cancel orders over the order entry session. The exchange reports every change to your order back to you.

Messages you send

• NewOrderSingle (35=D): place a new order
• OrderCancelRequest (35=F): cancel a working order
• OrderCancelReplaceRequest (35=G): amend a working order (qty, price, or convert to market)

Messages the exchange sends

• ExecutionReport (35=8): every order state change and fill
• OrderCancelReject (35=9): a cancel or replace that couldn't be applied

Conventions

These conventions apply to every order-entry message, and the tables below reference them.

ClOrdID format

ClOrdID (11) and OrigClOrdID (41) are client-assigned IDs. Each must be one of:

• A UUID v4 in human-readable form (lowercase, with hyphens); or
• An ASCII string up to 18 characters, using only unreserved URL characters: letters (a–z, A–Z), digits (0–9), hyphen (-), underscore (_), period (.), and tilde (~).

Parties

Every order-entry message carries exactly one party group:

TAG	NAME	TYPE	REQ	DESCRIPTION
453	NoPartyIDs	int	Y	Number of party entries. Must equal 1 (one party per request) and be the first entry before the group.
↳448	PartyID	string	Y	Your party identifier/code.
↳452	PartyRole	int	Y	Role of the PartyID: 3: Client ID

Messages you send

NewOrderSingle (35=D)

Place a new order.

TAG	NAME	TYPE	REQ	DESCRIPTION
11	ClOrdID	string	Y	Client order ID for this request (see ClOrdID format).
18	ExecInst	string	N	Execution instructions, space-separated: 6: Add Liquidity Only (ALO): the order is accepted only if it doesn't match against any resting order. G: All Or None (AON): the order fills in full or not at all. Available only where enabled for your account.
38	OrderQty	decimal128	Y	Quantity requested, in units of the base asset.
40	OrdType	char	Y	Order type: 1: Market 2: Limit Market orders are automatically converted to aggressively priced limit orders.
44	Price	decimal128	C	Max price for a buy / min price for a sell. Must meet the market's minimum price variation (MPV) or it's rejected. Send it on every order: a NewOrderSingle without a valid Price is rejected, and for a market order it does not limit the fill.
54	Side	char	Y	Side: 1: Buy 2: Sell
55	Symbol	string	Y	Ticker symbol (e.g. BTC/USDC).
59	TimeInForce	char	N	How long the order stays in effect. Defaults to GTC if omitted: 1: Good Till Cancel (GTC). The exchange may expire long-lived GTC orders under its risk controls. 3: Immediate Or Cancel (IOC)
2964	SelfMatchPreventionInst	int	N	How to handle self-matches (orders that would trade with the same Client ID). Can't be changed after entry: 1: Cancel Aggressor 3: Cancel Both

Plus the party group (453 / 448 / 452).

OrderCancelRequest (35=F)

Cancel a working order.

TAG	NAME	TYPE	REQ	DESCRIPTION
11	ClOrdID	string	Y	ID for this cancel request (see ClOrdID format).
41	OrigClOrdID	string	Y	ClOrdID of the order being canceled (see ClOrdID format).

Plus the party group (453 / 448 / 452).

There is no FIX mass cancel. To cancel every open order, use DELETE /v1/cefi/orders/all over REST.

OrderCancelReplaceRequest (35=G)

Amend a working order: change quantity or price, or convert a limit order to market.

TAG	NAME	TYPE	REQ	DESCRIPTION
11	ClOrdID	string	Y	ID for this replace request (see ClOrdID format).
38	OrderQty	decimal128	N	New quantity, in units of the base asset.
40	OrdType	char	N	Only used to convert a Limit order to Market: 1: Market Do not send 40=2. Omit to leave the order type unchanged.
41	OrigClOrdID	string	Y	ClOrdID of the order being replaced (see ClOrdID format).
44	Price	decimal128	C	New limit price (in the quote asset). Must meet the market's MPV or it's rejected. Required when OrdType = 2 (Limit); ignored otherwise.

Plus the party group (453 / 448 / 452).

Messages the exchange sends

ExecutionReport (35=8)

The exchange's response for every order state change and fill. Fields marked "on Trade" are set when ExecType (150) = F.

TAG	NAME	TYPE	REQ	DESCRIPTION
11	ClOrdID	string	Y	ID of the order being reported (from your request).
37	OrderID	string	Y	Exchange-assigned order identifier.
17	ExecID	string	Y	Exchange-assigned identifier for this execution message.
150	ExecType	char	Y	What this report describes: 0: New 4: Canceled 5: Replaced 6: Pending Cancel 8: Rejected A: Pending New C: Expired E: Pending Replace F: Trade
39	OrdStatus	char	Y	Current order status: 0: New 1: Partially Filled 2: Filled 4: Canceled 5: Replaced 6: Pending Cancel 8: Rejected 9: Suspended A: Pending New E: Pending Replace C: Expired
40	OrdType	char	Y	Order type: 1: Market 2: Limit
54	Side	char	Y	Side: 1: Buy 2: Sell
55	Symbol	string	Y	Ticker symbol.
59	TimeInForce	char	Y	1: Good Till Cancel (GTC) 3: Immediate Or Cancel (IOC)
38	OrderQty	decimal128	C	Quantity requested. Always present on accepted reports; on a NewOrderSingle reject, only if the request set it.
44	Price	decimal128	C	Limit price (market orders report the internally stored price). Always present on accepted reports; on a NewOrderSingle reject, only if the request set it.
14	CumQty	decimal128	Y	Total quantity filled on this order.
151	LeavesQty	decimal128	Y	Quantity still open for execution.
6	AvgPx	decimal128	C	On Trade: average price of all fills on this order.
31	LastPx	decimal128	C	On Trade: price of this (last) trade.
32	LastQty	decimal128	C	On Trade: quantity of this (last) trade.
851	LastLiquidityInd	int	C	On Trade: whether this execution added or removed liquidity: 1: Added 2: Removed 4: Unknown
880	TrdMatchID	string	C	On Trade: exchange-assigned identifier for the match.
15	Currency	string	N	Currency used for prices, fees, and commissions in this report.
18	ExecInst	string	C	Execution instructions, when present on the order.
41	OrigClOrdID	string	C	ClOrdID of the previous order, on cancel/replace reports.
58	Text	string	C	Human-readable reason. Set on ExecType = 8 (Rejected) with the reason, and on ExecType = 4 (Canceled) if the engine reports one.
60	TransactTime	utc timestamp	Y	When the report was generated.
2964	SelfMatchPreventionInst	int	C	Present when self-match prevention was set on the order: 1: Cancel Aggressor 3: Cancel Both

Misc fees group, on Trade (ExecType = F):

TAG	NAME	TYPE	REQ	DESCRIPTION
136	NoMiscFees	int	C	Number of fee entries.
↳137	MiscFeeAmt	decimal128	C	Fee amount for this execution.
↳139	MiscFeeType	string	C	Fee type: 4: Exchange Fees

Plus the party group (453 / 448 / 452).

OrderCancelReject (35=9)

Sent when a cancel or replace can't be applied.

TAG	NAME	TYPE	REQ	DESCRIPTION
11	ClOrdID	string	Y	ID of the cancel/replace request (see ClOrdID format).
41	OrigClOrdID	string	Y	ClOrdID of the order the request targeted (see ClOrdID format).
37	OrderID	string	Y	Exchange-assigned order identifier.
39	OrdStatus	char	Y	Current status of the targeted order (same values as OrdStatus on ExecutionReport).
434	CxlRejResponseTo	char	Y	What the reject responds to: 1: Cancel Request 2: Cancel/Replace Request
102	CxlRejReason	int	C	Reason code for common cases: 0: Too late to cancel 1: Unknown order
58	Text	string	C	Human-readable reason the request was rejected.

Next: Drop copy, the read-only stream of the same execution reports for compliance.