Ws order state feed data v1

WSOrderStateFeedDataV1

Name Lite	Type	Required Default	Description
stream s	string	True	Stream name
selector s1	string	True	Primary selector
sequence_number sn	string	True	A sequence number used to determine message order within a stream. - If useGlobalSequenceNumber is false, this returns the gateway sequence number, which increments by one locally within each stream and resets on gateway restarts. - If useGlobalSequenceNumber is true, this returns the global sequence number, which uniquely identifies messages across the cluster. - A single cluster payload can be multiplexed into multiple stream payloads. - To distinguish each stream payload, a dedupCounter is included. - The returned sequence number is computed as: cluster_sequence_number * 10^5 + dedupCounter.
feed f	OrderStateFeed	True	The Order State Feed

OrderStateFeed

Name Lite	Type	Required Default	Description
order_id oi	string	True	A unique 128-bit identifier for the order, deterministically generated within the GRVT backend
client_order_id co	string	True	A unique identifier for the active order within a subaccount, specified by the client
order_state os	OrderState	True	The order state object being created or updated

OrderState

Name Lite	Type	Required Default	Description
status s	OrderStatus	True	The status of the order
reject_reason rr	OrderRejectReason	True	The reason for rejection or cancellation
book_size bs	[string]	True	The number of assets available for orderbook/RFQ matching. Sorted in same order as Order.Legs
traded_size ts	[string]	True	The total number of assets traded. Sorted in same order as Order.Legs
update_time ut	string	True	Time at which the order was updated by GRVT, expressed in unix nanoseconds
avg_fill_price af	[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