diff --git a/docs/index.html b/docs/index.html index 17da8c3..ab313ae 100644 --- a/docs/index.html +++ b/docs/index.html @@ -367,7 +367,7 @@ -
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API docs by Redocly
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API docs by Redocly

Bad request.

Response samples

Content type
application/json; charset=utf-8
[
  • {
    }
]

System

Account position summary.

+

Response samples

Content type
application/json; charset=utf-8
[
  • {
    }
]

System

Exchange system status.

Status.

Get the system status, and the status message, if any.

Responses

Request samples

Content type
application/json; charset=utf-8
{
  • "symbol": "string"
}

Response samples

Content type
application/json; charset=utf-8
[
  • {
    }
]

Streams

Usage

Subscribing

Request samples

Content type
application/json; charset=utf-8
{
  • "symbol": "string"
}

Response samples

Content type
application/json; charset=utf-8
[
  • {
    }
]

Request For Quote

Request For Quote.

+

Submit Quote.

This endpoint allows a maker to submit a quote in response to an RFQ. +The submitted quote will be evaluated and, if valid, may be accepted by +the taker within the specified time window.

+

Instruction: quoteSubmit

+
header Parameters
X-API-KEY
required
string

API key

+
X-SIGNATURE
required
string

Signature of the request

+
X-TIMESTAMP
required
integer <int64>

Timestamp of the request in milliseconds

+
X-WINDOW
integer <uint64>

Time the request is valid for in milliseconds (default 5000, maximum 60000)

+
Request Body schema: application/json; charset=utf-8
required
rfqId
required
string

RFQ ID.

+
clientId
integer <uint32>

Custom RFQ quote ID.

+
bidPrice
required
string <decimal>

Bid price.

+
askPrice
required
string <decimal>

Ask price.

+

Responses

Request samples

Content type
application/json; charset=utf-8
{
  • "rfqId": "string",
  • "clientId": 0,
  • "bidPrice": "string",
  • "askPrice": "string"
}

Response samples

Content type
application/json; charset=utf-8
{
  • "rfqId": "string",
  • "quoteId": "string",
  • "clientId": 0,
  • "price": "string",
  • "status": "Cancelled"
}

Streams

Usage

Subscribing

RFQ Update

This WebSocket stream provides real-time updates on RFQs (Request for +Quotes) that are relevant to makers. Events are pushed to this +stream whenever there is a significant state change in an RFQ or its +associated quotes, allowing makers to monitor and respond to RFQs as +they progress through various states.

+

Event Types

+
    +
  • rfqActive: Indicates that an RFQ is active and open for quotes.
    • +
  • quoteAccepted: Indicates that a quote submitted by the maker has +been accepted.
    • +
  • quoteCancelled: Indicates that a quote has been cancelled due to +quote submission, RFQ being filled, refreshed, cancelled, or expired.
    • +
  • rfqFilled: Indicates that an RFQ has been fully filled with a quote +from the maker.
    • +
+

Quote Submission and RFQ Timing

+

Makers should submit quotes before the submission time (w field) +is reached, as indicated in each rfqActive event. An RFQ remains +active until the expiration time (W field). If no quote is +accepted or the RFQ is not cancelled, makers may continue to submit +quotes until expiration.

+

RFQs can periodically request new quotes by issuing additional +rfqActive events. Each new rfqActive event will have the same +RFQ ID (R field) but updated values for submission time and +expiration time, allowing makers to participate in extended or +renewed quoting periods for ongoing RFQs.

+

Stream Name Format

+
    +
  • Stream name format for all markets: account.rfqUpdate
    • +
  • Stream name format for single market: account.rfqUpdate.<symbol>
    • +
+

Example Messages

+

RFQ Active

+
{
+"e": "rfqActive",              // Event type
+"E": 1730225420369829,         // Event time in microseconds
+"R": 113392053149171712,       // RFQ ID
+"s": "SOL_USDC",               // Symbol
+"S": "Bid",                    // Side (Bid or Ask)
+"q": "10",                     // Quantity
+"w": 1730225480368,            // Submission time in milliseconds
+"W": 1730225540368,            // Expiry time in milliseconds
+"X": "New",                    // RFQ status
+"T": 1730225420368765          // Engine timestamp in microseconds
+}
+
+

Quote Accepted

+
{
+"e": "quoteAccepted",          // Event type
+"E": 1730225434631394,         // Event time in microseconds
+"R": 113392053149171712,       // RFQ ID
+"Q": 113392054083780608,       // Quote ID
+"C": "quote123",               // Client Quote ID (optional)
+"X": "New",                    // Quote status
+"T": 1730225434629778          // Engine timestamp in microseconds
+}
+
+

Quote Cancelled

+
{
+"e": "quoteCancelled",          // Event type
+"E": 1730225583761963,         // Event time in microseconds
+"R": 113392061354344448,       // RFQ ID
+"Q": 113392062870847488,       // Quote ID
+"C": "quote123",               // Client Quote ID (optional)
+"X": "Cancelled",              // Quote status
+"T": 1730225583753811          // Engine timestamp in microseconds
+}
+
+

RFQ Filled

+
{
+"e": "rfqFilled",              // Event type
+"E": 1730225497648996,         // Event time in microseconds
+"R": 113392053149171712,       // RFQ ID
+"Q": 113392054083780608,       // Quote ID
+"C": "quote123",               // Client Quote ID (optional)
+"S": "Bid",                    // RFQ side (Bid or Ask)
+"p": "21",                     // Fill price
+"X": "Filled",                 // Quote status
+"T": 1730225497647080          // Engine timestamp in microseconds
+}
+
+

Field Descriptions

+
    +
  • e - Event type (e.g., "rfqActive", "quoteAccepted", +"quoteCancelled", "rfqFilled").
    • +
  • E - Event time in microseconds.
    • +
  • R - RFQ ID, identifying the request for quote.
    • +
  • Q - Quote ID, identifying the specific quote.
    • +
  • C - Client Quote ID.
    • +
  • s - Symbol associated with the RFQ.
    • +
  • q - Quantity for the RFQ.
    • +
  • S - Side of the RFQ, either "Bid" or "Ask".
    • +
  • p - Price associated with the fill event.
    • +
  • w - Submission time for the RFQ in milliseconds.
    • +
  • W - Expiry time for the RFQ in milliseconds.
    • +
  • X - Order status (e.g., "New", "Cancelled", "Filled").
    • +
  • T - Engine timestamp in microseconds.
    • +
+

Some fields are conditional and may be present only in specific events.

Public

Book ticker