TABLE OF CONTENTS
- General rules
- Enumerations
- decimal
- ulong
- timestamp
- ExecInst (18)
- OrdStatus (39)
- OrdType (40)
- Side (54)
- TimeInForce (59)
General rules
Web socket messages use serialization based on FIX code of the fields, e.g.:
{ “35”: “D”, // msgType “11”: “sell.8600-234”, // clOrdId ... }
REST is human-readable and uses field names in camelCase:
{ “msgType”: “D”, “clOrdId”: “sell.8600-234”, ... }
Enumerations
The server always returns enumeration codes as strings (“54”: “2” or “side”: “2”). The clients may send them as strings or as numbers (“54”: 2 or “side”: 2), though it’s recommended to always use strings.
decimal
Serialized as JSON string:
{ “price”: “123.45” }
ulong
Serialized as JSON number:
{ “positionId”: 123456 }
timestamp
All timestamps are the number of nanoseconds since the epoch (i.e. UNIX timestamp multiplied by 10^6) serialized as numbers.
ExecInst (18)
Array of string:
OrdStatus (39)
Asterisks (*) denote the terminal statuses.
OrdType (40)
Side (54)
TimeInForce (59)
GTC | IOC | FOK | |
Market | - | Default | + |
Limit | Default | + | + |
Stop | - | Default | + |
Stop-Limit | Default | + | + |