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OrderType

This defines how the order is executed by the engine.
NameValueDescription
LIMIT0Limit order
MARKET1Market order
ALO2Add Liquidity Order. If the order would cross the book, the order will be rejected.

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OrderDirection

This defines the direction of the order.
NameValueDescription
BUY0Buy order
SELL1Sell order

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OrderTimeInForce

This defines the time in force of the order.
NameDescription
GTCGood till canceled. This order will stay in the book until it is filled or canceled.
IOCImmediate 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.
FOKFill 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.

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OrderStatus

This is returned on any order response. This will indicate the current status of the order.
NameDescription
ACKOrder accepted.
FILLEDOrder filled, this could be partially filled.
MODIFIEDOrder successfully modified.
CANCELLEDOrder successfully cancelled.
CANCELLED_STPOrder cancelled by self trade prevention.
REJECTEDOrder rejected
NO_SUCH_ORDERCancel rejected, no such order exists.
INVALID_ORDER_TYPEInvalid order type.
BAD_SYMBOLInvalid symbol.
PRICE_LESS_THAN_MIN_PRICEPrice less than minimum price for this symbol.
PRICE_GREATER_THAN_MAX_PRICEPrice greater than maximum price for this symbol.
CANNOT_MODIFY_PARTIAL_FILLCannot modify partially filled order. Please cancel your current order and place a new order.
FAILED_MARGIN_CHECKFailed margin check. Please check your available balance.
INVALID_TICK_SIZE_PRECISION_PRICEInvalid tick size for this symbol. Check the price tick size in the reference data.
INVALID_TICK_SIZE_PRECISION_QUANTITYInvalid lot size for this symbol. Check the lot size in the reference data.
QUANTITY_LESS_THAN_MIN_QUANTITYQuantity less than minimum for this symbol. Check the minimum quantity in the reference data.
QUANTITY_GREATER_THAN_MAX_QUANTITYQuantity greater than maximum for this symbol. Check the maximum quantity in the reference data.
REJECTED_GREATER_THAN_MAX_PRICE_BANDPrice greater than max price. Check the max price in the reference data.
REJECTED_LESS_THAN_MIN_PRICE_BANDPrice less than min price. Check the min price in the reference data.
INVALID_TIME_IN_FORCEInvalid time in force for this order type.
REJECTED_WOULD_BREACH_MAX_POSITIONWould breach max position. Check the max position for your account in gRPC PortService.GetUserLeverage.
CANNOT_MODIFY_NO_SUCH_ORDERFailed to modify this order. Order does not exist.
REJECTED_MARKET_CLOSEDQFEX is currently not accepting orders for this symbol.
REJECTED_FAILED_TO_PROCESSFailed to process order.
INVALID_TAKE_PROFIT_PRICEInvalid take-profit price.
INVALID_STOP_LOSS_PRICEInvalid stop-loss price.
RATE_LIMITEDYou have sent too many requests to trade.qfex.com. Please contact support@qfex.com to raise your limits.

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SymbolStatus

NameDescription
ACTIVESymbol is active.
INACTIVESymbol is temporarily suspended.
DELISTEDSymbol is permanently suspended.

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CandlesInterval

NameDescription
ONE_MINUTE1 minute candle.
FIVE_MINUTES5 minute candle.
FIFTEEN_MINUTES15 minute candle.
THIRTY_MINUTES30 minute candle.
ONE_HOUR1 hour candle.
FOUR_HOURS4 hour candle.
ONE_DAY1 day candle.
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