FIX - Order Management

Overview

Symbol <55>

FIX client retrieves the list of supported currency pairs from the exchange. (Note that exchange does not support Security Definition Request <c> message). Every order request message has to specify the instrument in Symbol <55>. e.g. 55=BTCUSD, the exchange instrument shortname.

OrdType <40>

The exchange supports the following order types specify in OrdType <40> field:

1 - Market Order
2 - Limit Order

TimeInForce <59>

The exchange supports the following types TimeInForce <59> field:

0 - Day
1 - Good Till Cancel (GTC)
3 - Immediate or Cancel (IOC)
4 - Fill or Kill (FOK)
6 - Good Till Date (GTD)

Date cycle is defined by UTC.

• A Day order will expire after 23:59:59 UTC of the same day it was posted on.
• A Good Till Date (GTD) order at a specific date will expire after 23:59:59 UTC of the said date. For example, an order with FIX tags 59=6 and 432=20220927 will expire after 23:59:59 UTC on 27th Sep 2022.

OrdStatus <39>

The exchange supports the following order status for OrdStatus <39> field:

0 - New
1 - Partially filled
2 - Filled
4 - Cancelled
5 - Replaced
8 - Rejected
9 - Suspended
C - Expired

Note that the exchange does not support Pending OrdStatus (e.g. Pending Cancel <6>, Pending New <A> and Pending Replace <E>), the order status will contain the final result immediately. For example, in the event of receiving an Order Cancel Request, the system will respond with Cancelled <4> immediately.

ExecType <150>

The exchange supports the following execution type for ExecType <150> field:

0 - New
4 - Cancelled
5 - Replaced
8 - Rejected
9 - Suspended
C - Expired
D - Restated
F - Trade (partial fill or fill)