Order Book Markets

Get OB by id

Get OB by id.

GET/v1/ob/rfqs/{id}/

Authorization

Path parameters

id*string

Pattern: ^\d+$

Response

Body

id*integer

created*number (double)

description*string

last_trade*nullable object

latest_activity*number (double)

product_codes*array of ProductCodesEnum (enum)

status*all of

strategy_code*all of

venue*all of

legs*array of Leg (object)

Request

const response = await fetch('/v1/ob/rfqs/{id}/', {
    method: 'GET',
    headers: {
      "Authorization": "Bearer Bearer"
    },
});
const data = await response.json();

Response

{
  "created": 0,
  "description": "text",
  "latest_activity": 0,
  "product_codes": [
    "text"
  ],
  "status": {},
  "strategy_code": {},
  "venue": {},
  "legs": [
    {
      "instrument": "text",
      "price": "text",
      "product_code": "text",
      "ratio": "text",
      "side": "text"
    }
  ]
}

Get market data (bbo)

Returns market data for a given rfq.

GET/v1/ob/rfqs/{id}/bbo/

Authorization

Path parameters

id*string

Pattern: ^\d+$

Response

Body

best_bid*BBOBestQuote (object)

best_ask*BBOBestQuote (object)

index_price*string (decimal)

Pattern: ^-?\d{0,8}(?:\.\d{0,8})?$

leg_prices*array of BBOLeg (object)

mark_price*string (decimal)

Pattern: ^-?\d{0,8}(?:\.\d{0,8})?$

product_code*string

venue*string

greeks*BBOGreeks (object)

Request

const response = await fetch('/v1/ob/rfqs/{id}/bbo/', {
    method: 'GET',
    headers: {
      "Authorization": "Bearer Bearer"
    },
});
const data = await response.json();

Response

{
  "best_bid": {
    "price": "text",
    "quantity": "text"
  },
  "best_ask": {
    "price": "text",
    "quantity": "text"
  },
  "index_price": "text",
  "leg_prices": [
    {
      "best_ask_iv": "text",
      "best_ask_price": "text",
      "best_ask_quantity": "text",
      "best_bid_iv": "text",
      "best_bid_price": "text",
      "best_bid_quantity": "text",
      "instrument": "text",
      "mark_price": "text",
      "mark_price_iv": "text",
      "greeks": {
        "delta": "text",
        "gamma": "text",
        "theta": "text",
        "vega": "text"
      }
    }
  ],
  "mark_price": "text",
  "product_code": "text",
  "venue": "text",
  "greeks": {
    "delta": "text",
    "gamma": "text",
    "theta": "text",
    "vega": "text"
  }
}

Get OB quotes

Returns all active Quotes from the OB.

GET/v1/ob/rfqs/{id}/quotes/

Authorization

Path parameters

id*string

Pattern: ^\d+$

Response

Body

id*integer

asks*array of QuoteOrderBookSerializerV2 (object)

bids*array of QuoteOrderBookSerializerV2 (object)

Request

const response = await fetch('/v1/ob/rfqs/{id}/quotes/', {
    method: 'GET',
    headers: {
      "Authorization": "Bearer Bearer"
    },
});
const data = await response.json();

Response

{
  "asks": [
    {
      "id": "text",
      "created": 0,
      "last_activity": 0,
      "legs": "text",
      "maker": "text",
      "price": "text",
      "remaining_quantity": "text",
      "side": "text",
      "status": {}
    }
  ],
  "bids": [
    {
      "id": "text",
      "created": 0,
      "last_activity": 0,
      "legs": "text",
      "maker": "text",
      "price": "text",
      "remaining_quantity": "text",
      "side": "text",
      "status": {}
    }
  ]
}

Create quote

Create a Quote for the OB.

POST/v1/ob/rfqs/{id}/quotes/

Authorization

Path parameters

id*string

Pattern: ^\d+$

Body

account*string

client_order_idstring

quantity*string (decimal)

side*SideEnum (enum)

BUY - BUY
SELL - SELL

BUYSELL

legs*array of GRFQQuoteLeg (object)

post_onlyboolean

iocboolean

Response

Body

id*string

legacy_id*integer

rfq_id*integer

action_id*string

client_order_id*nullable string

description*string

maker*nullable string

price*string (decimal)

side*all of

type*string

product_codes*array of string

created*number (double)

status*all of

account*string

Request

const response = await fetch('/v1/ob/rfqs/{id}/quotes/', {
    method: 'POST',
    headers: {
      "Authorization": "Bearer Bearer",
      "Content-Type": "application/json"
    },
    body: JSON.stringify({
      "account": "text",
      "legs": [
        {
          "instrument": "text",
          "price": "text"
        }
      ],
      "quantity": "text",
      "side": "BUY"
    }),
});
const data = await response.json();

Response

{
  "id": "text",
  "action_id": "text",
  "client_order_id": "text",
  "description": "text",
  "maker": "text",
  "price": "text",
  "side": {},
  "type": "LIMIT",
  "product_codes": [
    "text"
  ],
  "created": 0,
  "status": {},
  "account": "text"
}

Update quote

Replace a Quote for the OB.

PUT/v1/ob/rfqs/{id}/quotes/{quote_pk}/

Authorization

Path parameters

id*string

Pattern: ^\d+$

quote_pk*string

Pattern: ^\w+$

Body

account*string

client_order_idstring

quantity*string (decimal)

side*SideEnum (enum)

BUY - BUY
SELL - SELL

BUYSELL

legs*array of GRFQQuoteLeg (object)

post_onlyboolean

iocboolean

Response

Body

id*string

legacy_id*integer

rfq_id*integer

action_id*string

client_order_id*nullable string

description*string

maker*nullable string

price*string (decimal)

side*all of

type*string

product_codes*array of string

created*number (double)

status*all of

account*string

Request

const response = await fetch('/v1/ob/rfqs/{id}/quotes/{quote_pk}/', {
    method: 'PUT',
    headers: {
      "Authorization": "Bearer Bearer",
      "Content-Type": "application/json"
    },
    body: JSON.stringify({
      "account": "text",
      "legs": [
        {
          "instrument": "text",
          "price": "text"
        }
      ],
      "quantity": "text",
      "side": "BUY"
    }),
});
const data = await response.json();

Response

{
  "id": "text",
  "action_id": "text",
  "client_order_id": "text",
  "description": "text",
  "maker": "text",
  "price": "text",
  "side": {},
  "type": "LIMIT",
  "product_codes": [
    "text"
  ],
  "created": 0,
  "status": {},
  "account": "text"
}

PreviousOpenAPI Spec NextDesk Quotes

Last updated 6 months ago