Documentation Index
Fetch the complete documentation index at: https://docs.qfex.com/llms.txt
Use this file to discover all available pages before exploring further.
OrderType
This defines how the order is executed by the engine.
| Name | Value | Description |
|---|
LIMIT | 0 | Limit order |
MARKET | 1 | Market order |
ALO | 2 | Add Liquidity Order. If the order would cross the book, the order will be rejected. |
TAKE_PROFIT | 3 | Take Profit Stop order. |
STOP_LOSS | 4 | Stop Loss Stop order. |
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. |
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. |
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. |
INVALID_TIME_IN_FORCE | Invalid time in force for this order type. |
REJECTED_WOULD_BREACH_MAX_NOTIONAL | Would breach max notional limits. |
REJECTED_MARKET_CLOSED | QFEX is currently not accepting orders for this symbol. |
REJECTED_FAILED_TO_PROCESS | Failed to process order. |
INVALID_TAKEPROFIT_PRICE | Invalid take-profit price. |
INVALID_STOPLOSS_PRICE | Invalid stop-loss price. |
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. |
SymbolStatus
| Name | Description |
|---|
ACTIVE | Symbol is active. |
INACTIVE | Symbol is temporarily suspended. |
DELISTED | Symbol is permanently suspended. |
CandlesInterval
| Name | Description |
|---|
ONE_MINUTE | 1 minute candle. |
FIVE_MINUTES | 5 minute candle. |
FIFTEEN_MINUTES | 15 minute candle. |
THIRTY_MINUTES | 30 minute candle. |
ONE_HOUR | 1 hour candle. |
FOUR_HOURS | 4 hour candle. |
ONE_DAY | 1 day candle. |
ExecutionType
| Name | Description |
|---|
NEW | User placed order. |
LIQUIDATION | Forced liquidation by QFEX. |
