For AI agents: a documentation index is available at the root level at /llms.txt and /llms-full.txt. Append /llms.txt to any URL for a page-level index, or .md for the markdown version of any page.
Developer InformationAPI Reference
Developer InformationAPI Reference
  • Getting Started
    • Paradigm Overview
    • Onboarding
    • High-Level Notes
    • Authentication
    • Rate-Limits
    • Errors
    • Allowlisting URL`s
    • Security
  • Unified Markets
    • Summary
    • RFQ - Request For Quotes
    • OBv1
      • Migrating From GRFQ
        • Quote Creation Window
        • Quote Cancel Window
        • Improved `trade` WS channel
      • Limitations
      • High-Level Workflows
      • API Flows
      • JSON-RPCoverWebSockets
  • Delta-1 Spreads
    • Summary
    • High-Level Workflows
    • API Flows
  • What`s Changed
    • Auto-Populated Delta Hedge Quantity
    • Changes to Leg Level Validation
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  • Relationship with GRFQv1
Unified MarketsOBv1

Migrating from GRFQ

Relationship with GRFQv1

Complex Order Books are an incremental update to GRFQv1 workflows.

  • In GRFQv1, Order Book API operations are synchronous
  • Quote responses contain the current state of the Quote. If the quote crossed another quote, that status is included in the API response
  • If there is an error in the Quote creation process, those errors are returned in the API response.

With OBv1, we move to a more common trading workflow, in which order book operations are asynchronous with API requests:

  • In OBv1, Order Book API operations are asynchronous
  • When creating a Quote, the Quote initially enters a PENDING status, and only the initial values are echoed back, along with a Paradigm-generated Quote ID.
  • Matching occurs asynchronously to the API request, and any Order Book operations, or Order Book validation failures (e.g., Taker Limits) are returned to the user via WebSockets
  • Non-Order Book validations (e.g., authentication, price bands, or quantity validation) still occur synchronously with API processing, and are returned immediately in API response
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Quote Creation Workflow

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