forked from blockchain/lib-exchange-client
-
Notifications
You must be signed in to change notification settings - Fork 0
/
specification.yaml
1098 lines (1043 loc) · 30.1 KB
/
specification.yaml
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
655
656
657
658
659
660
661
662
663
664
665
666
667
668
669
670
671
672
673
674
675
676
677
678
679
680
681
682
683
684
685
686
687
688
689
690
691
692
693
694
695
696
697
698
699
700
701
702
703
704
705
706
707
708
709
710
711
712
713
714
715
716
717
718
719
720
721
722
723
724
725
726
727
728
729
730
731
732
733
734
735
736
737
738
739
740
741
742
743
744
745
746
747
748
749
750
751
752
753
754
755
756
757
758
759
760
761
762
763
764
765
766
767
768
769
770
771
772
773
774
775
776
777
778
779
780
781
782
783
784
785
786
787
788
789
790
791
792
793
794
795
796
797
798
799
800
801
802
803
804
805
806
807
808
809
810
811
812
813
814
815
816
817
818
819
820
821
822
823
824
825
826
827
828
829
830
831
832
833
834
835
836
837
838
839
840
841
842
843
844
845
846
847
848
849
850
851
852
853
854
855
856
857
858
859
860
861
862
863
864
865
866
867
868
869
870
871
872
873
874
875
876
877
878
879
880
881
882
883
884
885
886
887
888
889
890
891
892
893
894
895
896
897
898
899
900
901
902
903
904
905
906
907
908
909
910
911
912
913
914
915
916
917
918
919
920
921
922
923
924
925
926
927
928
929
930
931
932
933
934
935
936
937
938
939
940
941
942
943
944
945
946
947
948
949
950
951
952
953
954
955
956
957
958
959
960
961
962
963
964
965
966
967
968
969
970
971
972
973
974
975
976
977
978
979
980
981
982
983
984
985
986
987
988
989
990
991
992
993
994
995
996
997
998
999
1000
openapi: 3.0.0
info:
title: Blockchain.com Exchange REST API
description: |
## Introduction
Welcome to Blockchain.com's Exchange API and developer documentation. \
These documents detail and give examples of various functionality offered by the API such as receiving real time market data, requesting balance information and performing trades.
## To Get Started
Create or log into your existing Blockchain.com Exchange account \
Select API from the drop down menu \
Fill out form and click “Create New API Key Now” \
Once generated you can view your keys under API Settings. \
Please be aware that the API key can only be used once it was verified via email.
The API key must be set via the \
`X-API-Token`\
header.
The base URL to be used for all calls is \
`https://api.blockchain.com/v3/exchange`
Autogenerated clients for this API can be found [here](https://github.com/blockchain/lib-exchange-client).
version: 1.0.0
servers:
- url: 'https://api.blockchain.com/v3/exchange'
security:
- ApiKeyAuth: []
tags:
- name: unauthenticated
description: "Retrieve current prices and markets"
- name: trading
description: "Post orders and get information about historical trades"
- name: payments
description: "Get account status and initiate deposits and withdrawals"
paths:
############################################# Unauthenticated channels
/l2/{symbol}:
get:
summary: "L2 Order Book"
description: "Level 2 Order Book data is available through the l2 channel. Each entry in bids and asks arrays is a price level, along with its price (px), quantity (qty) and number of orders (num) attributes."
operationId: getL2OrderBook
tags:
- unauthenticated
security:
- ApiKeyAuth: []
- {}
parameters:
- $ref: '#/components/parameters/symbolParam'
responses:
'200':
description: "Success"
content:
application/json:
schema:
$ref: '#/components/schemas/OrderBook'
/l3/{symbol}:
get:
summary: "L3 Order Book"
description: "Level 3 Order Book data is available through the l3 channel. Each entry in bids and asks arrays is an order, along with its id (id), price (px) and quantity (qty) attributes. In contrast to the L2 order book, the L3 order book contains all individual orders without aggregation."
operationId: getL3OrderBook
tags:
- unauthenticated
security:
- ApiKeyAuth: []
- {}
parameters:
- $ref: '#/components/parameters/symbolParam'
responses:
'200':
description: "Success"
content:
application/json:
schema:
$ref: '#/components/schemas/OrderBook'
/tickers:
get:
summary: "Price"
description: "" #TODO
operationId: getTickers
tags:
- unauthenticated
security:
- ApiKeyAuth: []
- {}
responses:
'200':
description: "Success"
content:
application/json:
schema:
type: array
items:
$ref: '#/components/schemas/PriceEvent'
/tickers/{symbol}:
get:
summary: "Price"
description: "" #TODO
operationId: getTickerBySymbol
tags:
- unauthenticated
security:
- ApiKeyAuth: []
- {}
parameters:
- $ref: '#/components/parameters/symbolParam'
responses:
'200':
description: "Success"
content:
application/json:
schema:
$ref: '#/components/schemas/PriceEvent'
/symbols:
get:
summary: "Symbols"
description: "When the symbol is not halted the auction data in the message may be blank.
When a symbol is in a halt state the auction data will populate as the book builds. When an opening time has been chosen, the auction-time field will show the opening time. Subsequent updates will be sent only if the symbol status changes in any way."
operationId: getSymbols
tags:
- unauthenticated
security:
- ApiKeyAuth: []
- {}
responses:
'200':
description: "Success"
content:
application/json:
schema:
type: object
additionalProperties:
$ref: '#/components/schemas/SymbolStatus'
/symbols/{symbol}:
get:
summary: "Symbols"
description: "When the symbol is not halted the auction data in the message may be blank.
When a symbol is in a halt state the auction data will populate as the book builds. When an opening time has been chosen, the auction-time field will show the opening time. Subsequent updates will be sent only if the symbol status changes in any way."
operationId: getSymbolByName
tags:
- unauthenticated
security:
- ApiKeyAuth: []
- {}
parameters:
- $ref: '#/components/parameters/symbolParam'
responses:
'200':
description: "Success"
content:
application/json:
schema:
$ref: '#/components/schemas/SymbolStatus'
############################################# Authenticated channels
/accounts:
get:
summary: "Receive current account balances"
description: "" #TODO
operationId: getAccounts
tags:
- payments
responses:
'200':
description: "Success"
content:
application/json:
schema:
$ref: '#/components/schemas/BalanceMap'
/accounts/{account}/{currency}:
get:
summary: "Receive current account balances"
description: "" #TODO
operationId: getAccountByTypeAndCurrency
tags:
- payments
parameters:
- in: path
name: account
description: "Account"
required: true
schema:
type: string
example: "primary"
- $ref: '#/components/parameters/currencyParam'
responses:
'200':
description: "Success"
content:
application/json:
schema:
$ref: '#/components/schemas/Balance'
/fees:
get:
summary: "Get current fee level"
description: ""
operationId: getFees
tags:
- trading
responses:
'200':
description: "Success"
content:
application/json:
schema:
$ref: '#/components/schemas/Fees'
/orders:
get:
summary: "Get a list orders"
description: "Returns live and historic orders, defaulting to live orders. Returns at most 100 results, use timestamp to paginate for further results"
operationId: getOrders
tags:
- trading
parameters:
- $ref: '#/components/parameters/symbolFilter'
- $ref: '#/components/parameters/timeFromFilter'
- $ref: '#/components/parameters/timeToFilter'
- $ref: '#/components/parameters/orderStatusFilter'
- $ref: '#/components/parameters/limitFilter'
responses:
'200':
description: "Success"
content:
application/json:
schema:
type: array
items:
$ref: '#/components/schemas/OrderSummary'
post:
summary: "Add an order"
description: "" # TODO add table
operationId: createOrder
tags:
- trading
requestBody:
description: "Trade"
required: true
content:
application/json:
schema:
$ref: '#/components/schemas/BaseOrder'
responses:
'200':
description: "Success"
content:
application/json:
schema:
$ref: '#/components/schemas/OrderSummary'
delete:
summary: "Delete all open orders (of a symbol, if specified)"
description: ""
operationId: deleteAllOrders
tags:
- trading
parameters:
- in: query
name: symbol
required: false
schema:
$ref: '#/components/schemas/symbol'
responses:
'200':
description: "Success"
# TODO is there any good response we should give?
/orders/{orderId}:
get:
summary: "Get a specific order"
description: ""
operationId: getOrderById
tags:
- trading
parameters:
- $ref: '#/components/parameters/orderIdParam'
responses:
'200':
description: "Success"
content:
application/json:
schema:
$ref: '#/components/schemas/OrderSummary'
'404':
description: "Not found"
delete:
summary: "Cancel a trade"
description: ""
operationId: deleteOrder
tags:
- trading
parameters:
- $ref: '#/components/parameters/orderIdParam'
responses:
'200':
description: "Success"
# TODO is there any good response we should give?
/deposits/{currency}:
post:
summary: "Get a deposit address. Currently only crypto currencies are supported"
description: ""
operationId: getDepositAddress
tags:
- payments
parameters:
- $ref: '#/components/parameters/currencyParam'
responses:
'200':
description: "Success"
content:
application/json:
schema:
$ref: '#/components/schemas/DepositAddressCrypto'
/deposits:
get:
summary: "Get a list of deposits"
description: ""
operationId: getDeposits
tags:
- payments
parameters:
- $ref: '#/components/parameters/timeFromFilter'
- $ref: '#/components/parameters/timeToFilter'
responses:
'200':
description: "Success"
content:
application/json:
schema:
type: array
items:
$ref: '#/components/schemas/DepositInfo'
/deposits/{depositId}:
get:
summary: "Get status about a deposit"
description: ""
operationId: getDepositById
tags:
- payments
parameters:
- name: depositId
in: path
description: "Deposit ID"
required: true
schema:
type: string
# TODO uuid pattern
responses:
'200':
description: "Success"
content:
application/json:
schema:
$ref: '#/components/schemas/DepositInfo'
'404':
description: "Not found"
/whitelist:
get:
summary: "Get a list of all whitelisted withdrawal accounts"
description: ""
operationId: getWhitelist
tags:
- payments
responses:
'200':
description: "Success"
content:
application/json:
schema:
type: array
items:
$ref: '#/components/schemas/WhitelistEntry'
/whitelist/{currency}:
get:
summary: "Get a list of all whitelisted withdrawal accounts"
description: ""
operationId: getWhitelistByCurrency
tags:
- payments
parameters:
- $ref: '#/components/parameters/currencyParam'
responses:
'200':
description: "Success"
content:
application/json:
schema:
type: array
items:
$ref: '#/components/schemas/WhitelistEntry'
/withdrawals:
get:
summary: "Get a list of withdrawals"
description: ""
operationId: getWithdrawals
tags:
- payments
parameters:
- $ref: '#/components/parameters/timeFromFilter'
- $ref: '#/components/parameters/timeToFilter'
responses:
'200':
description: "Success"
content:
application/json:
schema:
type: array
items:
$ref: '#/components/schemas/WithdrawalInfo'
post:
summary: "Request a withdrawal"
description: "Call `GET /whitelist` first to retrieve the ID of the beneficiary. To add a beneficiary to the whitelist, please visit the profile page in the Exchange. This call only works if 2FA is enabled on the account."
operationId: createWithdrawal
tags:
- payments
requestBody:
description: ""
required: true
content:
application/json:
schema:
$ref: '#/components/schemas/CreateWithdrawalRequest'
responses:
'200':
description: "Success"
content:
application/json:
schema:
$ref: '#/components/schemas/WithdrawalInfo'
/withdrawals/{withdrawalId}:
get:
summary: "Get status about a withdrawal"
description: ""
operationId: getWithdrawalById
tags:
- payments
parameters:
- name: withdrawalId
in: path
description: "Withdrawal ID"
required: true
schema:
type: string
# TODO uuid pattern
responses:
'200':
description: "Success"
content:
application/json:
schema:
$ref: '#/components/schemas/WithdrawalInfo'
'404':
description: "Not found"
components:
schemas:
# Basic Types
TimestampEpoch:
type: integer
format: int64
description: "Time in ms since 01/01/1970 (epoch)"
example: "1592830770594"
symbol:
type: string
pattern: "^[A-Z]{3,5}-[A-Z]{3,5}$"
description: "Blockchain symbol identifier"
example: "BTC-USD"
currency:
type: string
pattern: "^[A-Z]{3,5}$"
description: "" #TODO
example: "BTC"
ExchangeOrderId:
type: integer
format: int64
description: "The unique order id assigned by the exchange"
example: "11111111"
ClientOrderId:
type: string
maxLength: 20
pattern: "^[a-zA-Z0-9]{1,20}$"
description: "Reference field provided by client. Cannot exceed 20 characters, only alphanumeric characters are allowed."
example: "ABC"
WithdrawalId:
type: string
# TODO pattern for uuid
description: "Unique ID for this withdrawal"
WithdrawalStatus:
type: string
enum:
- "REJECTED"
- "PENDING"
- "REFUNDED"
- "FAILED"
- "COMPLETED"
WithdrawalAmount:
type: number
format: double
example: "12.23"
description: "The amount to withdraw in the currency specified"
WithdrawalFee:
type: number
format: double
example: "0.0005"
description: "The amount charged in fees for this withdrawal"
WithdrawalBeneficiary:
type: string
WithdrawalInfo:
type: object
required:
- amount
- currency
- beneficiary
properties:
withdrawalId:
$ref: '#/components/schemas/WithdrawalId'
amount:
$ref: '#/components/schemas/WithdrawalAmount'
fee:
$ref: '#/components/schemas/WithdrawalFee'
currency:
$ref: '#/components/schemas/currency'
beneficiary:
$ref: '#/components/schemas/WithdrawalBeneficiary'
state:
$ref: '#/components/schemas/WithdrawalStatus'
timestamp:
$ref: '#/components/schemas/TimestampEpoch'
DepositId:
type: string
# TODO pattern for uuid
description: "Unique ID for this withdrawal"
CryptoAddress:
type: string
description: "Address to deposit to. If a tag or memo must be used, it is separated by a colon."
DepositAmount:
type: number
format: double
example: "12.23"
description: "The amount that is credited in the currency specified"
DepositInfo:
type: object
required:
- depositId
- amount
- currency
- address
- state
properties:
depositId:
$ref: '#/components/schemas/DepositId'
amount:
type: number
format: double
example: "12.23"
description: "The amount that is credited in the currency specified"
currency:
$ref: '#/components/schemas/currency'
address:
$ref: '#/components/schemas/CryptoAddress'
txHash:
type: string
description: "The transaction hash of the transaction that deposited funds"
state:
type: string
enum:
- "REJECTED"
- "UNCONFIRMED"
- "COMPLETED"
timestamp:
$ref: '#/components/schemas/TimestampEpoch'
OrderStatus:
type: string
example: "FILLED"
enum:
- "OPEN"
- "REJECTED"
- "CANCELED"
- "FILLED"
- "EXPIRED"
# Basic Order Creation Types
TimeInForce:
type: string
enum:
- "GTC"
- "IOC"
- "FOK"
- "GTD"
description: "\"GTC\" for Good Till Cancel, \"IOC\" for Immediate or Cancel, \"FOK\" for Fill or Kill, \"GTD\" Good Till Date"
example: "GTC"
timeInForceStop:
type: string
enum:
- "GTC"
- "GTD"
description: "\"GTC\" for Good Till Cancel, \"GTD\" Good Till Date"
example: "GTC"
side:
type: string
enum:
- "BUY"
- "SELL"
description: "\"buy\" for Buy, \"sell\" for Sell"
example: "BUY"
orderQty:
type: number
format: double
description: "The order size in the terms of the base currency"
example: "10.23"
price:
type: number
format: double
description: "The limit price for the order"
example: 0.12345
expireDate:
type: integer
minimum: 20200101
maximum: 20501231
description: "expiry date in the format YYYYMMDD"
example: "20200103"
stopPx:
type: number
format: double
description: "Price to trigger the stop order"
example: "3500.12"
minQty:
type: number
format: double
description: "The minimum quantity required for an IOC fill"
example: "10.0"
execInst:
type: string
# TODO enum with allowed values
description: "The order is placed with Add Liquidity Only (aka Post Only): it will not match liquidity immediately. It will be rejected instead of matching liquidity in the market."
example: "ALO"
ordType:
type: string
title: "Order type"
enum:
- "MARKET"
- "LIMIT"
- "STOP"
- "STOPLIMIT"
# Different Order types
BaseOrder:
type: object
required:
- clOrdId
- ordType
- symbol
- side
- orderQty
properties:
clOrdId:
$ref: '#/components/schemas/ClientOrderId'
ordType:
$ref: '#/components/schemas/ordType'
symbol:
$ref: '#/components/schemas/symbol'
side:
$ref: '#/components/schemas/side'
orderQty:
$ref: '#/components/schemas/orderQty'
timeInForce:
$ref: '#/components/schemas/TimeInForce'
price:
$ref: '#/components/schemas/price'
expireDate:
$ref: '#/components/schemas/expireDate'
minQty:
$ref: '#/components/schemas/minQty'
stopPx:
$ref: '#/components/schemas/price'
example:
clOrdId: '123456'
ordType: 'LIMIT'
symbol: 'BTC-USD'
side: 'BUY'
orderQty: '0.1'
price: '100'
OrderSummary:
type: object
required:
- clOrdId
- ordType
- ordStatus
- side
- symbol
properties:
exOrdId:
$ref: '#/components/schemas/ExchangeOrderId'
clOrdId:
$ref: '#/components/schemas/ClientOrderId'
ordType:
$ref: '#/components/schemas/ordType'
ordStatus:
$ref: '#/components/schemas/OrderStatus'
side:
$ref: '#/components/schemas/side'
price:
$ref: '#/components/schemas/price'
text:
type: string
description: "The reason for rejecting the order, if applicable"
symbol:
$ref: '#/components/schemas/symbol'
lastShares:
type: number
format: double
description: "The executed quantity for the order's last fill"
example: "0.5678"
lastPx:
type: number
format: double
description: "The executed price for the last fill"
example: "3500.12"
leavesQty:
# TODO documentation says this should be a string?
type: number
format: double
description: "For Open and Partially Filled orders this is the remaining quantity open for execution. For Canceled and Expired orders this is the quantity than was still open before cancellation/expiration. For Rejected order this is equal to orderQty. For other states this is always zero."
example: "10.0"
cumQty:
type: number
format: double
description: "The quantity of the order which has been filled"
example: "0.123345"
avgPx:
type: number
format: double
description: "Calculated the Volume Weighted Average Price of all fills for this order"
example: "345.33"
timestamp:
$ref: '#/components/schemas/TimestampEpoch'
CancelOrderRequest:
type: object
required:
- action
- orderID
properties:
action:
type: string
enum:
- "CancelOrderRequest"
orderID:
$ref: '#/components/schemas/ExchangeOrderId'
BalanceMap:
type: object
properties:
primary:
$ref: '#/components/schemas/BalanceList'
required:
- primary
additionalProperties:
$ref: '#/components/schemas/BalanceList'
BalanceList:
type: array
items:
$ref: '#/components/schemas/Balance'
Balance:
type: object
required:
- currency
- balance
- available
- balance_local
- available_local
- rate
properties:
currency:
$ref: '#/components/schemas/currency'
balance:
type: number
format: double
example: "0.00366963"
available:
type: number
format: double
example: "0.00266963"
balance_local:
type: number
format: double
example: "38.746779155"
available_local:
type: number
format: double
example: "28.188009155"
rate:
type: number
format: double
example: "10558.77"
Fees:
type: object
required:
- makerRate
- takerRate
- volumeInUSD
properties:
makerRate:
type: number
format: double
example: "0.0014"
description: "" #TODO
takerRate:
type: number
format: double
example: "0.0024"
description: "" #TODO
volumeInUSD:
type: number
format: double
example: "1500.00"
description: "" #TODO
WhitelistEntry:
type: object
properties:
whitelistId:
type: string
description: "Unique ID for each whitelist entry"
name:
type: string
description: "User specified name for this entry"
currency:
$ref: '#/components/schemas/currency'
CreateWithdrawalRequest:
type: object
required:
- currency
- beneficiary
properties:
amount:
$ref: '#/components/schemas/WithdrawalAmount'
currency:
$ref: '#/components/schemas/currency'
beneficiary:
$ref: '#/components/schemas/WithdrawalBeneficiary'
sendMax:
type: boolean
description: "If set, sends the full available amount, minus fees. Amount may not be specified in that case. "
DepositAddressCrypto:
type: object
required:
- type
- address
properties:
type:
type: string
address:
type: string
description: "Address to deposit to. If a tag or memo must be used, it is separated by a colon."
PriceEvent:
type: object
properties:
symbol:
$ref: '#/components/schemas/symbol'
price_24h:
type: number
format: double
example: "4998.0"
volume_24h:
type: number
format: double
example: "0.3015"
last_trade_price:
type: number
format: double
example: "5000.0"
PriceEventList:
type: object
properties:
orders:
type: array
items:
$ref: '#/components/schemas/PriceEvent'
SymbolStatus:
type: object
properties:
base_currency:
$ref: '#/components/schemas/symbol'
base_currency_scale:
type: integer
description: "The number of decimals the currency can be split in"
example: 8
counter_currency:
$ref: '#/components/schemas/symbol'
counter_currency_scale:
type: integer
description: "The number of decimals the currency can be split in"
example: 2
min_price_increment:
type: integer
format: int64
description: "The price of the instrument must be a multiple of min_price_increment * (10^-min_price_increment_scale)"
example: 10
min_price_increment_scale:
type: integer
example: 0
min_order_size:
type: integer
format: int64
description: "The minimum quantity for an order for this instrument must be min_order_size*(10^-min_order_size_scale)"
example: 10
min_order_size_scale:
type: integer
example: 2
max_order_size:
type: integer
format: int64
description: "The maximum quantity for an order for this instrument is max_order_size*(10^-max_order_size_scale). If this equal to zero, there is no limit"
example: 0
max_order_size_scale:
type: integer
example: 8
lot_size:
type: integer
format: int64
example: 5
lot_size_scale:
type: integer
example: 2
status:
type: string
enum:
- "open"
- "close"
- "suspend"
- "halt"
- "halt-freeze"
description: "Symbol status; open, close, suspend, halt, halt-freeze."
id:
type: integer
format: int64
example: 1
auction_price:
type: number
format: double
description: "If the symbol is halted and will open on an auction, this will be the opening price."
example: 0.0
auction_size:
type: number
format: double
description: "Opening size"
example: 0.0
auction_time:
type: string
description: "Opening time in HHMM format"
example: "1530"
imbalance:
type: number
format: double
description: "Auction imbalance. If > 0 then there will be buy orders left over at the auction price. If < 0 then there will be sell orders left over at the auction price."
example: 0.0
OrderBookEntry:
type: object
properties:
px:
type: number
format: double
example: "8723.45"
qty: