Quote Cancel Workflow

⛔ Old “GRFQ” Workflow

Successful Quote Cancellation

1. API Request Returns 204 OK, no Response Body

2. Event is sent to quote channel with kind: CANCELED

3. Event is sent to quote_book channel with kind: REMOVED

Error Quote Cancellation

1. API Returns 400

2. No Websockets Messages

✅ New “OB” Workflow

Successful Quote Cancellation

1. API Request Returns 202 OK, including action_id field with status: PENDING

2. Event is sent to quote channel with kind: CANCELED

3. Event is sent to quote_book channel with kind: REMOVED

4. Event is sent to quote_status channel with matching action_id and success: true

Error Quote Cancellation - Quote Unavailable

1. API Returns HTTP 400, Error 3308 "Unavailable Quote"

2. No Websockets Messages

Error Quote Cancellation - Too Late to Cancel (Fails API Validation)

1. API Returns HTTP 400, Error 3306 "Too late to cancel"

2. No Websockets Messages

Error Quote Cancellation - Too Late to Cancel (API validation success, fails OrderBook Validation)

1. API Returns HTTP 202 Accepted

2. Event is sent to quote_status WebSocket Channel with Error 3306 "Too late to cancel"

💡 No WebSocket message is sent with the details of the pending quote, these details are only returned in the API Response

💬 Sample Messages

• [DELETE] /quotes/{quote_id}/ API Response, Pending Quote Cancellation

  {
    "action_id": "7a27eaf2-fbb0-4163-8d23-e1a571df13cc"
  }

• quote Channel, Successfully Cancelled Quote

  {
    "jsonrpc": "2.0",
    "method": "subscription",
    "params": {
      "channel": "quote",
      "data": {
        "kind": "CANCELED",
        "quote": {
          "side": "BUY",
          "status": "CLOSED",
          "maker": "PARA0",
          "product_codes": [
            "DO"
          ],
          "remaining_quantity": "25.3",
          "created": 1701395244088.892,
          "last_activity": 1701395290853.689,
          "legs": [
            {
              "side": "BUY",
              "price": "0.053"
            }
          ],
          "price": "0.053",
          "description": "Call  15 Dec 23  35000",
          "original_quantity": "25.3",
          "type": "LIMIT",
          "legacy_id": 50070251,
          "filled_quantity": "0",
          "id": "q_2Yv9ZpWB3Xg5tqClUyMx6Esjdlh",
          "rfq_id": 50000631,
          "client_order_id": "bcbb0fdf-3af6-4db7-9b04-00b133f3f803"
        }
      },
      "meta": {
        "seq_group": 2490988106,
        "seq_num": 12
      }
    }
  }

• quote_book Channel, Successfully Cancelled Quote

  {
    "jsonrpc": "2.0",
    "method": "subscription",
    "params": {
      "channel": "quote_book",
      "data": {
        "kind": "REMOVED",
        "quote": {
          "legs": [
            {
              "side": "BUY",
              "price": "0.053"
            }
          ],
          "remaining_quantity": "25.3",
          "price": "0.053",
          "side": "BUY",
          "status": "CLOSED",
          "legacy_id": 50070251,
          "id": "q_2Yv9ZpWB3Xg5tqClUyMx6Esjdlh",
          "rfq_id": 50000631,
          "created": 1701395244088.892,
          "last_activity": 1701395290853.689
        }
      },
      "meta": {
        "seq_group": 80552588,
        "seq_num": 459
      }
    }
  }

• quote_status Channel, Successful API Request

  {
    "jsonrpc": "2.0",
    "method": "subscription",
    "params": {
      "channel": "quote_status",
      "data": {
        "action_id": "4ce0a024-712b-4431-83a5-db28460c82c7",
        "kind": "cancel",
        "success": true
      },
      "meta": {
        "seq_group": 768255716,
        "seq_num": 6
      }
    }
  }