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Security list and Limits
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@koliadych
koliadych authored and Camille committed Jun 5, 2020
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Expand Up @@ -110,20 +110,20 @@ In our standard, the parameters order plays an important role as the position of

**All arguments that used for order creation order**:

| № | Name | To discuss* | Data type | Description |
| ---- | ------------- | ------------------------------------------------------------ | --------- | ---------------------------------------------- |
| 1 | instrument | Symbol or Market pair | string | Used to specify instrument for order "BTC/USD" |
| 2 | order_type | | integer | Used to specify order type |
| 3 | side | It can be removed in case of <br />negative amount | integer | Used to specify order side, buy or sell |
| 4 | quantity | Amount. Negative amount<br />to indicate sell and positive for buy | string | An amount that placed within the order |
| 5 | price | | string | Main (limit) price of the order |
| 6 | stop_price | | string | Stop (trigger) price of the order |
| 7 | tif | | string | Time in force instruction |
| 8 | cid | | string | ID of the order that is generated on user side |
| 9 | flags | | integer | Used to set custom order instructions |
| 10 | timestamp | | string | UTC timestamp |
| 11 | status@reason | | string | Send by exchange with response for orders |
| 12 | order_id | | string | Send by exchange with response for orders |
| № | Name | Data type | Description |
| ---- | ------------- | --------- | ---------------------------------------------- |
| 1 | instrument | string | Used to specify instrument for order "BTC/USD" |
| 2 | order_type | integer | Used to specify order type |
| 3 | side | integer | Used to specify order side, buy or sell |
| 4 | quantity | string | An amount that placed within the order |
| 5 | price | string | Main (limit) price of the order |
| 6 | stop_price | string | Stop (trigger) price of the order |
| 7 | tif | string | Time in force instruction |
| 8 | cid | string | ID of the order that is generated on user side |
| 9 | flags | integer | Used to set custom order instructions |
| 10 | timestamp | integer | UTC timestamp |
| 11 | status@reason | string | Send by exchange with response for orders |
| 12 | order_id | string | Send by exchange with response for orders |

Supported **TIF** instructions:

Expand Down Expand Up @@ -175,16 +175,16 @@ Arguments with corresponding numeration of **market** order **request**:

Arguments with corresponding numeration of **market** order **response**:

| № | Name | Data type | Example |
| :--: | ------------- | :-------: | :-------------: |
| 1 | instrument | string | "BTC/USD" |
| 2 | order_type | integer | "M" |
| 3 | side | integer | "buy" |
| 4 | quantity | string | "0.100000" |
| 5 | cid | string | "1234567" |
| 6 | timestamp | string | "1588678924349" |
| 7 | status@reason | string | "filled@null" |
| 8 | order_id | string | "8745635" |
| № | Name | Data type | Example |
| :--: | ------------- | :-------: | :-----------: |
| 1 | instrument | string | "BTC/USD" |
| 2 | order_type | integer | "M" |
| 3 | side | integer | "buy" |
| 4 | quantity | string | "0.100000" |
| 5 | cid | string | "1234567" |
| 6 | timestamp | integer | 1588678924349 |
| 7 | status@reason | string | "filled@null" |
| 8 | order_id | string | "8745635" |

Example of the messages

Expand All @@ -197,7 +197,7 @@ Request:
Response:

```
[2,42,"create_order",["BTC/USD", "M", "buy", "0.100000", "1234567", "1588678924349", "filled@null", "8745635"]
[2,42,"create_order",["BTC/USD", "M", "buy", "0.100000", "1234567", 1588678924349, "filled@null", "8745635"]
```

#### Limit order
Expand Down Expand Up @@ -229,7 +229,7 @@ Arguments with corresponding numeration of **limit** order **response**:
| 6 | tif | string | 2 |
| 7 | cid | string | "1234568" |
| 8 | flags | integer | 0 |
| 9 | timestamp | string | "1588678984376" |
| 9 | timestamp | integer | 1588678984376 |
| 10 | status@reason | string | "rejected@insufficient balance" |
| 11 | order_id | string | "8745985" |

Expand All @@ -244,7 +244,7 @@ Request:
Response:

```
[2,42,"create_order",["BTC/USD", "L", "buy", "0.250000", "9120.00", 2, "1234568", 0, "1588678984376", "rejected@insufficient_balance", "8745985"]
[2,42,"create_order",["BTC/USD", "L", "buy", "0.250000", "9120.00", 2, "1234568", 0, 1588678984376, "rejected@insufficient_balance", "8745985"]
```

#### Stop order
Expand All @@ -264,19 +264,19 @@ Arguments with corresponding numeration of **stop** order **request**:

Arguments with corresponding numeration of **stop** order **response**:

| № | Name | Data type | Example |
| :--: | ------------- | :-------: | :-------------: |
| 1 | instrument | string | "BTC/USD" |
| 2 | order_type | integer | "S" |
| 3 | side | integer | "sell" |
| 4 | quantity | string | "0.250000" |
| 5 | stop_price | string | "9120.00" |
| 6 | tif | string | 2 |
| 7 | cid | string | "1234568" |
| 8 | flags | integer | 0 |
| 9 | timestamp | string | "1588678984376" |
| 10 | status@reason | string | "active@null" |
| 11 | order_id | string | "8745985" |
| № | Name | Data type | Example |
| :--: | ------------- | :-------: | :-----------: |
| 1 | instrument | string | "BTC/USD" |
| 2 | order_type | integer | "S" |
| 3 | side | integer | "sell" |
| 4 | quantity | string | "0.250000" |
| 5 | stop_price | string | "9120.00" |
| 6 | tif | string | 2 |
| 7 | cid | string | "1234568" |
| 8 | flags | integer | 0 |
| 9 | timestamp | integer | 1588678984376 |
| 10 | status@reason | string | "active@null" |
| 11 | order_id | string | "8745985" |

Example of the messages

Expand All @@ -289,7 +289,7 @@ Request:
Response:

```
[2,42,"create_order",["BTC/USD", "S", "sell", "0.250000", "9120.00", 2, "1234568", 0, "1588678984376", "active@null", "8745985"]
[2,42,"create_order",["BTC/USD", "S", "sell", "0.250000", "9120.00", 2, "1234568", 0, 1588678984376, "active@null", "8745985"]
```

#### Stop-limit order
Expand All @@ -310,20 +310,20 @@ Arguments with corresponding numeration of **stop-limit** order **request**:

Arguments with corresponding numeration of **stop-limit** order **response**:

| № | Name | Data type | Example |
| :--: | ------------- | :-------: | :-------------: |
| 1 | instrument | string | "BTC/USD" |
| 2 | order_type | integer | "SL" |
| 3 | side | integer | "buy" |
| 4 | quantity | string | "0.250000" |
| 5 | price | string | "9118.00" |
| 6 | stop_price | string | "9120.00" |
| 7 | tif | string | 2 |
| 8 | cid | string | "1234568" |
| 9 | flags | integer | 0 |
| 10 | timestamp | string | "1588678984376" |
| 11 | status@reason | string | "active@null" |
| 12 | order_id | string | "8745985" |
| № | Name | Data type | Example |
| :--: | ------------- | :-------: | :-----------: |
| 1 | instrument | string | "BTC/USD" |
| 2 | order_type | integer | "SL" |
| 3 | side | integer | "buy" |
| 4 | quantity | string | "0.250000" |
| 5 | price | string | "9118.00" |
| 6 | stop_price | string | "9120.00" |
| 7 | tif | string | 2 |
| 8 | cid | string | "1234568" |
| 9 | flags | integer | 0 |
| 10 | timestamp | integer | 1588678984376 |
| 11 | status@reason | string | "active@null" |
| 12 | order_id | string | "8745985" |

Example of the messages

Expand All @@ -336,7 +336,7 @@ Request:
Response:

```
[2,42,"create_order",["BTC/USD", "SL", "buy", "0.250000", "9120.00", "9118.00", 2, "1234568", 0, "1588678984376", "active@null", "8745985"]
[2,42,"create_order",["BTC/USD", "SL", "buy", "0.250000", "9120.00", "9118.00", 2, "1234568", 0, 1588678984376, "active@null", "8745985"]
```

#### Bulk order
Expand All @@ -357,6 +357,58 @@ Response:
[2,42,"create_bulk",[[order_1_response], [order_2_response], [order_3_response], [order_4_response]]
```

### Security List Request

Security list method used to synchronize information about tradeable instruments between counterparties. Clearinghouse or liquidity provider can call exchange with that method to get a list of all supported instruments before sending any limits or quotes.

Example of "**security_list**" request:

```
[1,42,"security_list",["spot", "active"]
```

In response method sends information about requested instruments. Each instrument described with three arguments.

| № | Name | Data type | Example |
| :--: | ------------------- | :-------: | :-------: |
| 1 | type | string | "spot" |
| 2 | instrument | string | "BTC/USD" |
| 3 | min_price_increment | float | 0.1 |

Example of "**security_list**" response:

```
[2,42,"security_list",["spot", "BTC/USD", 0.1, "spot", "ETH/USD", 0.01]
```

### Limits Request

Limits are part of the protocol that describes a way to communicate trading limits of a counterparty that has an account at the clearinghouse. Platform can subscribe for spending limit of customers that connected throw the clearing house.

Request for limits consist only of "UID" arguments. Example of "**get_limits**" request:

```
[1,42,"get_limits",["ID9DA24A1CE5", "ID2CA21D41A9", "ID5BA21D4C6B"...]
```

The arguments part of the response represented in the form of nested arrays. Each array in the arguments section contains detail information about one account and its limits.

| № | Name | Data type | Example |
| :--: | ----------- | :-------: | :------------: |
| 1 | uid | string | "ID5BA21D4CE5" |
| 2 | status | integer | "active" |
| 3 | timestamp | integer | 1588678984376 |
| 4 | instruments | integer | 2 |
| 5 | instrument | string | "BTC/USD" |
| 6 | maxBuy | float | 250 |
| 7 | maxSell | float | -100 |

Example of the **get_limits** response:

```
[2,42,"get_limits",[["ID5BA21D4CE5", "active", 1588678984376, 2, "BTC/USD", 250, -100, "ETH/USD", 620, -285], [...], [...]]
```

## Public events streams

### Kline (also known as OHLC)
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