Wsecn to broker feed data v1

WSECNToBrokerFeedDataV1

The last-look request stream. Available only on SFP (kind = STABLE_PERP) instruments, and only relevant to
qualified market makers with ECN orders (metadata.is_ecn = true) — other accounts receive no traffic here.

When a taker's order matches one of your ECN orders, the matched size is held off-book and a confirmation
request is published on this stream. Each request identifies the ECN order by order_id / client_order_id
and carries a per-order monotonic seq_no; all sizes are cumulative over the life of the order. Respond via
/ecn_from_broker before the request's expiry_time (1 second): confirming the full cumulative_request_size
executes the held matches and leaves the order's remaining size live on the book; confirming less is terminal —
matches execute up to the confirmed size and the order's unconfirmed remainder is cancelled; silence cancels the
entire order (ecnOrderExpired). One response at the latest seq_no covers all earlier outstanding requests.
Frames that carry no new requested size (fill or shortfall updates) are informational and require no response.
On subscribe, the stream snapshots the most recent request per open ECN order.

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	ECNToBrokerFeed	True	ECN to broker message
prev_sequence_number ps	string	True	The previous sequence number that determines the message order

ECNToBrokerFeed

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
sub_account_id sa	string	True	The subaccount initiating the order
asset a	string	True	The asset of the ECN order
seq_no sn	string	True	A sequence number used to determine message order for this ECN orders
cumulative_request_size cr	string	True	The cumulative request size for this ECN order
cumulative_filled_size cf	string	True	The cumulative filled size for this ECN order
cumulative_shortfall cs	string	True	The cumulative shortfall for this ECN order
status s	OrderStatus	True	The status of the ECN order
reject_reason rr	OrderRejectReason	True	The reason for rejection or cancellation
expiry_time et	string	True	[Filled by GRVT Backend] Time at which the ECN order will expire in unix nanoseconds

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
INVALID_CHAIN_ID = 38	the chain ID is invalid
BUILDER_ORDER_FEE_EXCEED = 39	Builder fee exceed the limit
BUILDER_ORDER_FEE_NEGATIVE = 40	Builder fee is below 0
BUILDER_ORDER_BUILDER_NOT_AUTHORIZED = 41	Builder is not an authorized builder for client
BUILDER_ORDER_BUILDER_NOT_EXIST = 42	Builder does not exist
TRADE_PRICE_WORSE_THAN_BANKRUPTCY_PRICE = 44	the trade price is worse than the bankruptcy price
TOO_MANY_MAKER_ORDERS = 45	the order was cancelled due to matching with too many maker orders
REDUCE_ONLY_NOT_SUPPORTED_FOR_SPOT_ORDER = 46	reduce-only order is not supported for spot order
TPSL_NOT_SUPPORTED_FOR_SPOT_ORDER = 47	tpsl is not supported for spot order
SPOT_ORDER_NOT_SUPPORTED = 48	spot order is not supported
INSUFFICIENT_BALANCE = 49	the subaccount has insufficient balance
SPOT_TRADING_BLOCKED_DURING_SOCIALIZED_LOSS = 50	spot trading is blocked during socialized loss (SLOW)
BELOW_MARGIN_WITH_PENALTY_DEVIATION = 51	the order will bring the sub account below initial margin requirement considering wide price deviation
CORPORATE_ACTION = 56	Cancelled by the system due to Corporate Action
NOT_QUALIFIED_MAKER = 57	the order was rejected because the sub account is not a qualified maker
PRIVATE_QUOTE_REQUIRES_RFQ = 58	rfq_id is required when is_private = true
STABLE_PERP_REQUIRES_PRICE_BOUND = 59	a signed slippage bound filled in limit_price is required
UNSUPPORTED_TRIGGER_BY = 60	SFP order only supports trigger_by = index
RFQ_NOT_FOUND = 61	the order was rejected because the referenced RFQ could not be found
RESTING_ORDER_WOULD_CROSS = 62	post-only resting placement crosses opposite best resting or index mid
SESSION_CLOSED = 63	the order was submitted when the trading session was either closed or under maintenance