Ws rfq quote feed data v1
NameLite |
Type | RequiredDefault |
Description |
|---|---|---|---|
streams |
string | True | Stream name |
selectors1 |
string | True | Primary selector |
sequence_numbersn |
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. |
feedf |
RfqQuoteFeed | True | The taker's private quote book for their open RFQ on this instrument |
prev_sequence_numberps |
string | True | The previous sequence number that determines the message order |
RfqQuoteFeed
NameLite |
Type | RequiredDefault |
Description |
|---|---|---|---|
rfq_idri |
string | True | The RFQ this private quote book belongs to |
best_bidbb |
string | FalseNone |
Best (highest) bid price across the book, expressed in the instrument's quote-asset decimals. |
best_askba |
string | FalseNone |
Best (lowest) ask price across the book, expressed in the instrument's quote-asset decimals. |
bid_levelsbl |
[RfqQuoteLevel] | True | Private quote bid levels, sorted best (highest) price first |
ask_levelsal |
[RfqQuoteLevel] | True | Private quote ask levels, sorted best (lowest) price first |
RfqQuoteLevel
NameLite |
Type | RequiredDefault |
Description |
|---|---|---|---|
pricep |
string | True | Price of the level, expressed in 9 decimals |
sizes |
string | True | Size at this level, expressed in base asset decimal units |
time_in_forceti |
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
NameLite |
Type | RequiredDefault |
Description |
|---|---|---|---|
pricep |
string | True | Price of the level, expressed in 9 decimals |
sizes |
string | True | Size at this level, expressed in base asset decimal units |
time_in_forceti |
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. |