Enums - QFEX API Documentation

OrderType

This defines how the order is executed by the engine. The WebSocket API uses the string names below; the numeric values are the corresponding internal values.

Name	Value	Accepted by `add_order`	Description
`LIMIT`	0	Yes	Limit order.
`MARKET`	1	Yes	Market order.
`ALO`	3	Yes	Add Liquidity Only order. If it would cross the book, the order is rejected.
`TAKE_PROFIT`	4	Yes	Take-profit stop order.
`STOP_LOSS`	5	Yes	Stop-loss stop order.
`STOP_MARKET`	6	No	Market order generated when a stop order triggers; it may appear in order, fill, and trade responses.
`TWAP_LIMIT`	7	No	System-generated child order for a TWAP; it may appear in order, fill, and trade responses.

Internal value 2 is reserved for liquidation orders and is not accepted as a client-facing OrderType.

OrderDirection

This defines the direction of the order.

Name	Value	Description
`BUY`	0	Buy order
`SELL`	1	Sell order

OrderTimeInForce

This defines the time in force of the order.

Name	Description
`GTC`	Good till canceled. This order will stay in the book until it is filled or canceled.
`IOC`	Immediate or cancel. This order will fill as much as possible and then be canceled. If the order cannot be filled immediately, the remaining quantity will be canceled.
`FOK`	Fill or kill. This order will be canceled if it cannot be filled immediately. If the order cannot be filled immediately, the entire order will be canceled.

OrderStatus

This is returned on any order response. This will indicate the current status of the order.

Name	Description
`ACK`	Order accepted.
`IOC_CANCELLED`	The unfilled portion of an immediate-or-cancel order was cancelled.
`INVALID_PRICE`	Invalid price.
`INVALID_QUANTITY`	Invalid quantity.
`NOT_FOUND`	Requested order was not found.
`IOC_PARTIALLY_FILLED`	Immediate-or-cancel order was partially filled and the remainder cancelled.
`USER_NOT_FOUND`	User was not found.
`PERMISSION_DENIED`	User is not permitted to perform this action.
`FILLED`	Order filled, this could be partially filled.
`MODIFIED`	Order successfully modified.
`CANCELLED`	Order successfully cancelled.
`CANCELLED_STP`	Order cancelled by self trade prevention.
`REJECTED`	Order rejected
`NO_SUCH_ORDER`	Cancel rejected, no such order exists.
`INVALID_ORDER_TYPE`	Invalid order type.
`BAD_SYMBOL`	Invalid symbol.
`PRICE_LESS_THAN_MIN_PRICE`	Price less than minimum price for this symbol.
`PRICE_GREATER_THAN_MAX_PRICE`	Price greater than maximum price for this symbol.
`CANNOT_MODIFY_NO_SUCH_ORDER`	Failed to modify this order. Order does not exist.
`CANNOT_MODIFY_PARTIAL_FILL`	Cannot modify partially filled order. Please cancel your current order and place a new order.
`CANNOT_MODIFY_ALO_WOULD_CROSS`	Cannot modify an ALO order which would cause it cross the market.
`FAILED_MARGIN_CHECK`	Failed margin check. Please check your available balance.
`REJECTED_MUST_CHANGE_VALUE_MODIFY`	Modify request did not change a required value.
`NO_CHANGE_NO_UPDATE`	No values changed, so the order was not updated.
`INVALID_TICK_SIZE_PRECISION_PRICE`	Invalid tick size for this symbol. Check the price tick size in the reference data.
`INVALID_TICK_SIZE_PRECISION_QUANTITY`	Invalid lot size for this symbol. Check the lot size in the reference data.
`QUANTITY_LESS_THAN_MIN_QUANTITY`	Quantity less than minimum for this symbol. Check the minimum quantity in the reference data.
`QUANTITY_GREATER_THAN_MAX_QUANTITY`	Quantity greater than maximum for this symbol. Check the maximum quantity in the reference data.
`REJECTED_GREATER_THAN_MAX_PRICE_BAND`	Price is above the permitted price band.
`REJECTED_LESS_THAN_MIN_PRICE_BAND`	Price is below the permitted price band.
`INVALID_TIME_IN_FORCE`	Invalid time in force for this order type.
`REJECTED_WOULD_BREACH_MAX_POSITION`	Order would breach the maximum position limit.
`REJECTED_WOULD_BREACH_MAX_NOTIONAL`	Would breach max notional limits.
`REJECTED_MARKET_CLOSED`	QFEX is currently not accepting orders for this symbol.
`USER_IN_LIQUIDATION`	User is currently being liquidated.
`REJECTED_FAILED_TO_PROCESS`	Failed to process order.
`INVALID_TAKE_PROFIT_PRICE`	Invalid take-profit price.
`INVALID_STOP_LOSS_PRICE`	Invalid stop-loss price.
`INVALID_CLIENT_ORDER_ID`	Client order ID is invalid.
`RATE_LIMITED`	You have sent too many requests to trade.qfex.com. Please contact support@qfex.com to raise your limits.
`REJECTED_TOO_MANY_OPEN_ORDERS`	You have reached the max number of open orders.
`REJECTED_OPEN_INTEREST_LIMIT`	You have reached the max Open Interest limit for a given symbol.
`REJECTED_TOTAL_OPEN_INTEREST_LIMIT`	Order would breach the total open-interest limit.
`REJECTED_LESS_THAN_MIN_NOTIONAL`	Order notional is below the permitted minimum.

SymbolStatus

Name	Description
`ACTIVE`	Symbol is active.
`INACTIVE`	Symbol is temporarily suspended.
`DELISTED`	Symbol is permanently suspended.

CandlesInterval

Use the wire value when subscribing to the WebSocket candle channel. The symbolic name is the corresponding internal enum name.

Wire value	Symbolic name	Description
`1MIN`	`ONE_MINUTE`	1 minute candle.
`5MINS`	`FIVE_MINUTES`	5 minute candle.
`15MINS`	`FIFTEEN_MINUTES`	15 minute candle.
`30MINS`	`THIRTY_MINUTES`	30 minute candle.
`1HOUR`	`ONE_HOUR`	1 hour candle.
`4HOURS`	`FOUR_HOURS`	4 hour candle.
`1DAY`	`ONE_DAY`	1 day candle.

ExecutionType

Name	Description
`NEW`	User placed order.
`LIQUIDATION`	Forced liquidation by QFEX.

​OrderType

​OrderDirection

​OrderTimeInForce

​OrderStatus

​SymbolStatus

​CandlesInterval

​ExecutionType