This defines how the order is executed by the engine.
Name | Value | Description |
---|
LIMIT | 0 | Limit order |
MARKET | 1 | Market order |
ALO | 3 | Add Liquidity Order. If the order would cross the book, the order will be rejected. |
This defines the direction of the order.
Name | Value | Description |
---|
BUY | 0 | Buy order |
SELL | 1 | Sell order |
This defines the time in force of the order.
Name | Value | Description |
---|
GTC | 0 | Good till canceled. This order will stay in the book until it is filled or canceled. |
IOC | 1 | 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 | 2 | 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. |
Internal definition of the order action.
Name | Value | Description |
---|
NEW | 0 | Order was added |
MODIFY | 1 | Order was modified |
CANCEL | 2 | Order was canceled |
FILL | 4 | Order was filled |
This is returned on any order response. This will indicate the current status of the order.
Name | Value | Description |
---|
ACK | 0 | Order accepted. |
FILLED | 2 | Order filled, this could be partially filled. |
MODIFIED | 20 | Order successfully modified. |
CANCELLED | 30 | Order successfully cancelled. |
CANCELLED_STP | 31 | Order cancelled by self trade prevention. |
REJECTED | 50 | Order rejected |
NO_SUCH_ORDER | 52 | Cancel rejected, no such order exists. |
INVALID_ORDER_TYPE | 53 | Invalid order type. |
BAD_SYMBOL | 54 | Invalid symbol. |
PRICE_LESS_THAN_MIN_PRICE | 55 | Price less than minimum price for this symbol. |
PRICE_GREATER_THAN_MAX_PRICE | 56 | Price greater than maximum price for this symbol. |
CANNOT_MODIFY_PARTIAL_FILL | 58 | Cannot modify partially filled order. Please cancel your current order and place a new order. |
FAILED_MARGIN_CHECK | 60 | Failed margin check. Please check your available balance. |
INVALID_TICK_SIZE_PRECISION_PRICE | 63 | Invalid tick size for this symbol. Check the price tick size in the reference data. |
INVALID_TICK_SIZE_PRECISION_QUANTITY | 64 | Invalid lot size for this symbol. Check the lot size in the reference data. |
QUANTITY_LESS_THAN_MIN_QUANTITY | 65 | Quantity less than minimum for this symbol. Check the minimum quantity in the reference data. |
QUANTITY_GREATER_THAN_MAX_QUANTITY | 66 | Quantity greater than maximum for this symbol. Check the maximum quantity in the reference data. |
REJECTED_GREATER_THAN_MAX_PRICE_BAND | 67 | Price greater than max price. Check the max price in the reference data. |
REJECTED_LESS_THAN_MIN_PRICE_BAND | 68 | Price less than min price. Check the min price in the reference data. |
INVALID_TIME_IN_FORCE | 69 | Invalid time in force for this order type. |
REJECTED_WOULD_BREACH_MAX_POSITION | 70 | Would breach max position. Check the max position for your account in gRPC PortService.GetUserLeverage. |
CANNOT_MODIFY_NO_SUCH_ORDER | 71 | Failed to modify this order. Order does not exist. |
REJECTED_MARKET_CLOSED | 72 | QFEX is currently not accepting orders for this symbol. |
RATE_LIMITED | 97 | You have sent too many requests to trade.pfex.io. Please contact support@qfex.com to raise your limits. |
Name | Value | Description |
---|
ACTIVE | 0 | Symbol is active. |
INACTIVE | 1 | Symbol is temporarily suspended. |
DELISTED | 2 | Symbol is permanently suspended. |
Name | Value | Description |
---|
ONE_MINUTE | 0 | 1 minute candle. |
FIVE_MINUTES | 2 | 5 minute candle. |
FIFTEEN_MINUTES | 3 | 15 minute candle. |
THIRTY_MINUTES | 4 | 30 minute candle. |
ONE_HOUR | 5 | 1 hour candle. |
FOUR_HOURS | 6 | 4 hour candle. |
ONE_DAY | 7 | 1 day candle. |