Ws rfq quote feed data v1

WSRfqQuoteFeedDataV1

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
RfqQuoteFeed True The taker's private quote book for their open RFQ on this instrument
prev_sequence_number
ps
string True The previous sequence number that determines the message order
RfqQuoteFeed
Name
Lite
Type Required
Default
Description
rfq_id
ri
string True The RFQ this private quote book belongs to
best_bid
bb
string False
None
Best (highest) bid price across the book, expressed in the instrument's quote-asset decimals.
best_ask
ba
string False
None
Best (lowest) ask price across the book, expressed in the instrument's quote-asset decimals.
bid_levels
bl
[RfqQuoteLevel] True Private quote bid levels, sorted best (highest) price first
ask_levels
al
[RfqQuoteLevel] True Private quote ask levels, sorted best (lowest) price first
RfqQuoteLevel
Name
Lite
Type Required
Default
Description
price
p
string True Price of the level, expressed in 9 decimals
size
s
string True Size at this level, expressed in base asset decimal units
time_in_force
ti
TimeInForce True Distinguishes an AON level (liftable only in full — POST-MVP) from a GTT level
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.
RfqQuoteLevel
Name
Lite
Type Required
Default
Description
price
p
string True Price of the level, expressed in 9 decimals
size
s
string True Size at this level, expressed in base asset decimal units
time_in_force
ti
TimeInForce True Distinguishes an AON level (liftable only in full — POST-MVP) from a GTT level
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.