OrderType

This defines how the order is executed by the engine.

NameValueDescription
LIMIT0Limit order
MARKET1Market order
ALO3Add Liquidity Order. If the order would cross the book, the order will be rejected.

OrderDirection

This defines the direction of the order.

NameValueDescription
BUY0Buy order
SELL1Sell order

OrderTimeInForce

This defines the time in force of the order.

NameValueDescription
GTC0Good till canceled. This order will stay in the book until it is filled or canceled.
IOC1Immediate 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.
FOK2Fill 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.

OrderAction

Internal definition of the order action.

NameValueDescription
NEW0Order was added
MODIFY1Order was modified
CANCEL2Order was canceled
FILL4Order was filled

OrderStatus

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

NameValueDescription
ACK0Order accepted.
FILLED2Order filled, this could be partially filled.
MODIFIED20Order successfully modified.
CANCELLED30Order successfully cancelled.
CANCELLED_STP31Order cancelled by self trade prevention.
REJECTED50Order rejected
NO_SUCH_ORDER52Cancel rejected, no such order exists.
INVALID_ORDER_TYPE53Invalid order type.
BAD_SYMBOL54Invalid symbol.
PRICE_LESS_THAN_MIN_PRICE55Price less than minimum price for this symbol.
PRICE_GREATER_THAN_MAX_PRICE56Price greater than maximum price for this symbol.
CANNOT_MODIFY_PARTIAL_FILL58Cannot modify partially filled order. Please cancel your current order and place a new order.
FAILED_MARGIN_CHECK60Failed margin check. Please check your available balance.
INVALID_TICK_SIZE_PRECISION_PRICE63Invalid tick size for this symbol. Check the price tick size in the reference data.
INVALID_TICK_SIZE_PRECISION_QUANTITY64Invalid lot size for this symbol. Check the lot size in the reference data.
QUANTITY_LESS_THAN_MIN_QUANTITY65Quantity less than minimum for this symbol. Check the minimum quantity in the reference data.
QUANTITY_GREATER_THAN_MAX_QUANTITY66Quantity greater than maximum for this symbol. Check the maximum quantity in the reference data.
REJECTED_GREATER_THAN_MAX_PRICE_BAND67Price greater than max price. Check the max price in the reference data.
REJECTED_LESS_THAN_MIN_PRICE_BAND68Price less than min price. Check the min price in the reference data.
INVALID_TIME_IN_FORCE69Invalid time in force for this order type.
REJECTED_WOULD_BREACH_MAX_POSITION70Would breach max position. Check the max position for your account in gRPC PortService.GetUserLeverage.
CANNOT_MODIFY_NO_SUCH_ORDER71Failed to modify this order. Order does not exist.
REJECTED_MARKET_CLOSED72QFEX is currently not accepting orders for this symbol.
RATE_LIMITED97You have sent too many requests to trade.pfex.io. Please contact support@qfex.com to raise your limits.

SymbolStatus

NameValueDescription
ACTIVE0Symbol is active.
INACTIVE1Symbol is temporarily suspended.
DELISTED2Symbol is permanently suspended.

CandlesInterval

NameValueDescription
ONE_MINUTE01 minute candle.
FIVE_MINUTES25 minute candle.
FIFTEEN_MINUTES315 minute candle.
THIRTY_MINUTES430 minute candle.
ONE_HOUR51 hour candle.
FOUR_HOURS64 hour candle.
ONE_DAY71 day candle.