Ws rfq feed selector v1
Maker feed. Subscribe with selector (sub_account_id, instrument) to receive the RFQs you can quote on, delivered as lifecycle events (NEW, EXPIRED, CANCELLED). Respond to an RFQ by posting quotes via create_order (is_ecn = true, with metadata.rfq_id / metadata.is_private).
The subscription is stateful: from the moment you subscribe you are 'on' for that instrument — RFQs are delivered, your response ratios are tracked, and you are expected to keep a live public quote resting on the book (the platform nudges you with a zero-size RFQ if none is resting).
Each RFQ is uniquely identified by its rfq_id. A sub-account may hold at most one open RFQ per instrument, which is what lets this selector be keyed by (sub_account_id, instrument) alone, with no rfq_id required.
NameLite |
Type | RequiredDefault |
Description |
|---|---|---|---|
sub_account_idsa |
string | True | The subaccount ID to filter by |
instrumenti |
string | False'all' |
The instrument filter to apply. |