Block RFQ - Maker

Channel

block_rfq.maker.{accountId}.any

Description

Subscribe to Block RFQ updates for maker role.

Subscription Method

private/subscribe

Parameters

Parameter Type Required Description
accountId string true Account ID

Request Example

{
  "method": "private/subscribe",
  "rid": 2,
  "params": {
    "channels": [
      "block_rfq.maker.12323.any"
    ]
  }
}

Message

Name Type Description
blockRfqId string The exchange created unique identifier of the RFQ.
accountId long Sp account id
strategy string Combo trade strategy
createdAt long The time in UNIX milliseconds since the epoch when the RFQ was created.
expiresAt long The time in UNIX milliseconds since the epoch when the RFQ expires.
makers Array of strings List of targeted Block RFQ makers
markPrice string Available when rfq is filled. Weighted price of non hedge legs.
taker string Present only when disclosed is true.
role string The role of the user to the RFQ.
legs Array of Objects The composite Instrument legs of the RFQ.
> instrumentName string The real exchange instrument name.
> ratio int The relative multiplier applied to the quantity of the Instrument's amount relative to the amount of the RFQ. For hedge leg, it's null.
> side string The direction of the composite leg relative to the RFQ. Valid values include buy, or sell
> price string Null for non hedge legs.
> quantity string The total size of the composite Instrument legs, equals to rfq's quantity. Quanity * ratio is the real quantity of leg.
hedge object Hedge leg of the Block RFQ. There is only one hedge leg allowed per RFQ
> instrumentName string The real exchange instrument name.
> quantity string It represents the requested trade size.
> price string Hedge leg price for one unit.
> side string Direction: buy, or sell
quantity string The total size of the composite Instrument legs, denominated in the clearingCurrency.
disclosed boolean Indicates whether the RFQ was created as non-anonymous, meaning taker and maker aliases are visible to counterparties
label string RFQ creator label of the RFQ.
status string The availability of the RFQ to trade. Valid values include: create, open, filled, traded, cancelled, expired, closed
closedReason string The reason the RFQ is no longer available. null if the RFQ's status == open.
markPrice string A combination market price of non-hedged leg.
asks array of object Empty when role is maker
> quantity string This value multiplied by the ratio of a leg gives trade size on that leg
> executionInstruction string Execution instruction of the quote. Default - any_part_of. Only support all_or_none. "all_or_none (AON)" - The quote can only be filled entirely or not at all, ensuring that its amount matches the amount specified in the Block RFQ. Additionally, 'all_or_none' quotes have priority over 'any_part_of' quotes at the same price level. "any_part_of (APO)" - The quote can be filled either partially or fully, with the filled amount potentially being less than the Block RFQ amount
> expiresAt long The timestamp when the quote expires (milliseconds since the Unix epoch), equal to the earliest expiry of placed quotes
> lastUpdatedAt long Timestamp of the last update of the quote (milliseconds since the UNIX epoch)
> makers Array of string Maker of the quote
> price string Price of a quote
> quoteId string ID of Rfq Quote
bids array of object Empty when role is maker
> quantity string This value multiplied by the ratio of a leg gives trade size on that leg
> executionInstruction string Execution instruction of the quote. Default - any_part_of. "all_or_none (AON)" - The quote can only be filled entirely or not at all, ensuring that its amount matches the amount specified in the Block RFQ. Additionally, 'all_or_none' quotes have priority over 'any_part_of' quotes at the same price level. "any_part_of (APO)" - The quote can be filled either partially or fully, with the filled amount potentially being less than the Block RFQ amount
> expiresAt long The timestamp when the quote expires (milliseconds since the Unix epoch), equal to the earliest expiry of placed quotes
> lastUpdatedAt long Timestamp of the last update of the quote (milliseconds since the UNIX epoch)
> makers Array of string Maker of the quote
> quoteId string Id of Rfq Quote.
trades array
> quantity string Trade amount. For options, linear futures, linear perpetuals and spots the amount is denominated in the underlying base currency coin. The inverse perpetuals and inverse futures are denominated in USD units
> price string Price in base currency
> hedgeQuantity string Amount of the hedge leg. For linear futures, linear perpetuals and spots the amount is denominated in the underlying base currency coin. The inverse perpetuals and inverse futures are denominated in USD units
> side string Direction: buy, or sell
> maker string Alias of the maker (optional)

results matching ""

    No results matching ""