Api create order request
Create an order on the orderbook for this trading account.
NameLite |
Type | RequiredDefault |
Description |
---|---|---|---|
ordero |
Order | True | The order to create |
Order
Order is a typed payload used throughout the GRVT platform to express all orderbook, RFQ, and liquidation orders.
GRVT orders are capable of expressing both single-legged, and multi-legged orders by default.
This increases the learning curve slightly but reduces overall integration load, since the order payload is used across all GRVT trading venues.
Given GRVT's trustless settlement model, the Order payload also carries the signature, required to trade the order on our ZKSync Hyperchain.
All fields in the Order payload (except id
, metadata
, and state
) are trustlessly enforced on our Hyperchain.
This minimizes the amount of trust users have to offer to GRVT
NameLite |
Type | RequiredDefault |
Description |
---|---|---|---|
order_idoi |
string | False0 |
[Filled by GRVT Backend] A unique 128-bit identifier for the order, deterministically generated within the GRVT backend |
sub_account_idsa |
string | True | The subaccount initiating the order |
is_marketim |
boolean | Falsefalse |
If the order is a market order Market Orders do not have a limit price, and are always executed according to the maker order price. Market Orders must always be taker orders |
time_in_forceti |
TimeInForce | True | Four supported types of orders: GTT, IOC, AON, FOK:
RFQ Maker only supports (GTT, AON), RFQ Taker only supports (FOK) |
post_onlypo |
boolean | Falsefalse |
If True, Order must be a maker order. It has to fill the orderbook instead of match it. If False, Order can be either a maker or taker order. In this case, order creation is currently subject to a speedbump of 25ms to ensure orders are matched against updated orderbook quotes. |
reduce_onlyro |
boolean | Falsefalse |
If True, Order must reduce the position size, or be cancelled |
legsl |
[OrderLeg] | True | The legs present in this order The legs must be sorted by Asset.Instrument/Underlying/Quote/Expiration/StrikePrice |
signatures |
Signature | True | The signature approving this order |
metadatam |
OrderMetadata | True | Order Metadata, ignored by the smart contract, and unsigned by the client |
states1 |
OrderState | False'' |
[Filled by GRVT Backend] The current state of the order, ignored by the smart contract, and unsigned by the client |
TimeInForce
Must Fill All | Can Fill Partial | |
---|---|---|
Must Fill Immediately | FOK | IOC |
Can Fill Till Time | AON | GTC |
Value | Description |
---|---|
GOOD_TILL_TIME = 1 |
GTT - Remains open until it is cancelled, or expired |
ALL_OR_NONE = 2 |
AON - Either fill the whole order or none of it (Block Trades Only) |
IMMEDIATE_OR_CANCEL = 3 |
IOC - Fill the order as much as possible, when hitting the orderbook. Then cancel it |
FILL_OR_KILL = 4 |
FOK - Both AoN and IoC. Either fill the full order when hitting the orderbook, or cancel it |
RETAIL_PRICE_IMPROVEMENT = 5 |
RPI - A GTT + PostOnly maker order, that can only be taken by non-algorithmic UI users. |
OrderLeg
NameLite |
Type | RequiredDefault |
Description |
---|---|---|---|
instrumenti |
string | True | The instrument to trade in this leg |
sizes |
string | True | The total number of assets to trade in this leg, expressed in base asset decimal units. |
limit_pricelp |
string | False0 |
The limit price of the order leg, expressed in 9 decimals.This is the number of quote currency units to pay/receive for this leg. This should be null/0 if the order is a market order |
is_buying_assetib |
boolean | True | Specifies if the order leg is a buy or sell |
Signature
NameLite |
Type | RequiredDefault |
Description |
---|---|---|---|
signers |
string | True | The address (public key) of the wallet signing the payload |
rr |
string | True | Signature R |
ss1 |
string | True | Signature S |
vv |
integer | True | Signature V |
expiratione |
string | True | Timestamp after which this signature expires, expressed in unix nanoseconds. Must be capped at 30 days |
noncen |
integer | True | Users can randomly generate this value, used as a signature deconflicting key. ie. You can send the same exact instruction twice with different nonces. When the same nonce is used, the same payload will generate the same signature. Our system will consider the payload a duplicate, and ignore it. |
OrderMetadata
Metadata fields are used to support Backend only operations. These operations are not trustless by nature.
Hence, fields in here are never signed, and is never transmitted to the smart contract.
NameLite |
Type | RequiredDefault |
Description |
---|---|---|---|
client_order_idco |
string | True | A unique identifier for the active order within a subaccount, specified by the client This is used to identify the order in the client's system This field can be used for order amendment/cancellation, but has no bearing on the smart contract layer This field will not be propagated to the smart contract, and should not be signed by the client This value must be unique for all active orders in a subaccount, or amendment/cancellation will not work as expected Gravity UI will generate a random clientOrderID for each order in the range [0, 2^63 - 1] To prevent any conflicts, client machines should generate a random clientOrderID in the range [2^63, 2^64 - 1] When GRVT Backend receives an order with an overlapping clientOrderID, we will reject the order with rejectReason set to overlappingClientOrderId |
create_timect |
string | False0 |
[Filled by GRVT Backend] Time at which the order was received by GRVT in unix nanoseconds |
triggert |
TriggerOrderMetadata | False `` |
Trigger fields are used to support any type of trigger order such as TP/SL |
brokerb |
BrokerTag | False `` |
Specifies the broker who brokered the order |
TriggerOrderMetadata
Contains metadata related to trigger orders, such as Take Profit (TP) or Stop Loss (SL).
Trigger orders are used to automatically execute an order when a predefined price condition is met, allowing traders to implement risk management strategies.
NameLite |
Type | RequiredDefault |
Description |
---|---|---|---|
trigger_typett |
TriggerType | True | Type of the trigger order. eg: Take Profit, Stop Loss, etc |
tpslt |
TPSLOrderMetadata | True | Contains metadata for Take Profit (TP) and Stop Loss (SL) trigger orders. |
TriggerType
Defines the type of trigger order used in trading, such as Take Profit or Stop Loss.
Trigger orders allow execution based on pre-defined price conditions rather than immediate market conditions.
Value | Description |
---|---|
UNSPECIFIED = 0 |
Not a trigger order. The order executes normally without any trigger conditions. |
TAKE_PROFIT = 1 |
Take Profit Order - Executes when the price reaches a specified level to secure profits. |
STOP_LOSS = 2 |
Stop Loss Order - Executes when the price reaches a specified level to limit losses. |
TPSLOrderMetadata
Contains metadata for Take Profit (TP) and Stop Loss (SL) trigger orders.
### Fields:
- triggerBy: Defines the price type that activates the order (e.g., index price).
- triggerPrice: The price at which the order is triggered, expressed in 9
decimal precision.
NameLite |
Type | RequiredDefault |
Description |
---|---|---|---|
trigger_bytb |
TriggerBy | True | Defines the price type that activates a Take Profit (TP) or Stop Loss (SL) order |
trigger_pricetp |
string | True | The Trigger Price of the order, expressed in 9 decimals. |
close_positioncp |
boolean | True | If True, the order will close the position when the trigger price is reached |
TriggerBy
Defines the price type that activates a Take Profit (TP) or Stop Loss (SL) order.
Trigger orders are executed when the selected price type reaches the specified trigger price.Different price types ensure flexibility in executing strategies based on market conditions.
Value | Description |
---|---|
UNSPECIFIED = 0 |
no trigger condition |
INDEX = 1 |
INDEX - Order is activated when the index price reaches the trigger price |
LAST = 2 |
LAST - Order is activated when the last trade price reaches the trigger price |
MID = 3 |
MID - Order is activated when the mid price reaches the trigger price |
MARK = 4 |
MARK - Order is activated when the mark price reaches the trigger price |
BrokerTag
BrokerTag is a tag for the broker that the order is sent from.
Value | Description |
---|---|
UNSPECIFIED = 0 |
|
COIN_ROUTES = 1 |
CoinRoutes |
ALERTATRON = 2 |
Alertatron |
ORIGAMI = 3 |
Origami |
OrderState
NameLite |
Type | RequiredDefault |
Description |
---|---|---|---|
statuss |
OrderStatus | True | The status of the order |
reject_reasonrr |
OrderRejectReason | True | The reason for rejection or cancellation |
book_sizebs |
[string] | True | The number of assets available for orderbook/RFQ matching. Sorted in same order as Order.Legs |
traded_sizets |
[string] | True | The total number of assets traded. Sorted in same order as Order.Legs |
update_timeut |
string | True | Time at which the order was updated by GRVT, expressed in unix nanoseconds |
avg_fill_priceaf |
[string] | True | The average fill price of the order. Sorted in same order as Order.Legs |
OrderStatus
Value | Description |
---|---|
PENDING = 1 |
Order has been sent to the matching engine and is pending a transition to open/filled/rejected. |
OPEN = 2 |
Order is actively matching on the matching engine, could be unfilled or partially filled. |
FILLED = 3 |
Order is fully filled and hence closed. Taker Orders can transition directly from pending to filled, without going through open. |
REJECTED = 4 |
Order is rejected by matching engine since if fails a particular check (See OrderRejectReason). Once an order is open, it cannot be rejected. |
CANCELLED = 5 |
Order is cancelled by the user using one of the supported APIs (See OrderRejectReason). Before an order is open, it cannot be cancelled. |
OrderRejectReason
Value | Description |
---|---|
UNSPECIFIED = 0 |
order is not cancelled or rejected |
CLIENT_CANCEL = 1 |
client called a Cancel API |
CLIENT_BULK_CANCEL = 2 |
client called a Bulk Cancel API |
CLIENT_SESSION_END = 3 |
client called a Session Cancel API, or set the WebSocket connection to 'cancelOrdersOnTerminate' |
MARKET_CANCEL = 4 |
the market order was cancelled after no/partial fill. Lower precedence than other TimeInForce cancel reasons |
IOC_CANCEL = 5 |
the IOC order was cancelled after no/partial fill |
AON_CANCEL = 6 |
the AON order was cancelled as it could not be fully matched |
FOK_CANCEL = 7 |
the FOK order was cancelled as it could not be fully matched |
EXPIRED = 8 |
the order was cancelled as it has expired |
FAIL_POST_ONLY = 9 |
the post-only order could not be posted into the orderbook |
FAIL_REDUCE_ONLY = 10 |
the reduce-only order would have caused position size to increase |
MM_PROTECTION = 11 |
the order was cancelled due to market maker protection trigger |
SELF_TRADE_PROTECTION = 12 |
the order was cancelled due to self-trade protection trigger |
SELF_MATCHED_SUBACCOUNT = 13 |
the order matched with another order from the same sub account |
OVERLAPPING_CLIENT_ORDER_ID = 14 |
an active order on your sub account shares the same clientOrderId |
BELOW_MARGIN = 15 |
the order will bring the sub account below initial margin requirement |
LIQUIDATION = 16 |
the sub account is liquidated (and all open orders are cancelled by Gravity) |
INSTRUMENT_INVALID = 17 |
instrument is invalid or not found on Gravity |
INSTRUMENT_DEACTIVATED = 18 |
instrument is no longer tradable on Gravity. (typically due to a market halt, or instrument expiry) |
SYSTEM_FAILOVER = 19 |
system failover resulting in loss of order state |
UNAUTHORISED = 20 |
the credentials used (userSession/apiKeySession/walletSignature) is not authorised to perform the action |
SESSION_KEY_EXPIRED = 21 |
the session key used to sign the order expired |
SUB_ACCOUNT_NOT_FOUND = 22 |
the subaccount does not exist |
NO_TRADE_PERMISSION = 23 |
the signature used to sign the order has no trade permission |
UNSUPPORTED_TIME_IN_FORCE = 24 |
the order payload does not contain a supported TimeInForce value |
MULTI_LEGGED_ORDER = 25 |
the order has multiple legs, but multiple legs are not supported by this venue |
EXCEED_MAX_POSITION_SIZE = 26 |
the order would have caused the subaccount to exceed the max position size |
EXCEED_MAX_SIGNATURE_EXPIRATION = 27 |
the signature supplied is more than 30 days in the future |
MARKET_ORDER_WITH_LIMIT_PRICE = 28 |
the market order has a limit price set |
CLIENT_CANCEL_ON_DISCONNECT_TRIGGERED = 29 |
client cancel on disconnect triggered |
OCO_COUNTER_PART_TRIGGERED = 30 |
the OCO counter part order was triggered |
REDUCE_ONLY_LIMIT = 31 |
the remaining order size was cancelled because it exceeded current position size |
CLIENT_REPLACE = 32 |
the order was replaced by a client replace request |
DERISK_MUST_BE_IOC = 33 |
the derisk order must be an IOC order |
DERISK_MUST_BE_REDUCE_ONLY = 34 |
the derisk order must be a reduce-only order |
DERISK_NOT_SUPPORTED = 35 |
derisk is not supported |
INVALID_ORDER_TYPE = 36 |
the order type is invalid |
CURRENCY_NOT_DEFINED = 37 |
the currency is not defined |