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ENUM Definitions

This will apply for both Rest API and WebSocket API.

ENUM definitions

Symbol status (status):

  • PRE_TRADING
  • TRADING
  • POST_TRADING
  • END_OF_DAY
  • HALT
  • AUCTION_MATCH
  • BREAK

Account and Symbol Permissions (permissions):

  • SPOT

Order status (status):

Status Description
NEW The order has been accepted by the engine.
PENDING_NEW The order is in a pending phase until the working order of an order list has been fully filled.
PARTIALLY_FILLED A part of the order has been filled.
FILLED The order has been completed.
CANCELED The order has been canceled by the user.
PENDING_CANCEL Currently unused
REJECTED The order was not accepted by the engine and not processed.
EXPIRED The order was canceled according to the order type's rules (e.g. LIMIT FOK orders with no fill, LIMIT IOC or MARKET orders that partially fill)
or by the exchange, (e.g. orders canceled during liquidation, orders canceled during maintenance)
EXPIRED_IN_MATCH The order was expired by the exchange due to STP. (e.g. an order with EXPIRE_TAKER will match with existing orders on the book with the same account or same tradeGroupId)

Order List Status (listStatusType):

Status Description
RESPONSE This is used when the ListStatus is responding to a failed action. (E.g. order list placement or cancellation)
EXEC_STARTED The order list has been placed or there is an update to the order list status.
ALL_DONE The order list has finished executing and thus is no longer active.

Order List Order Status (listOrderStatus):

Status Description
EXECUTING Either an order list has been placed or there is an update to the status of the list.
ALL_DONE An order list has completed execution and thus no longer active.
REJECT The List Status is responding to a failed action either during order placement or order canceled.

ContingencyType:

  • OCO
  • OTO

AllocationType:

  • SOR

Order types (orderTypes, type):

  • LIMIT
  • MARKET
  • STOP_LOSS
  • STOP_LOSS_LIMIT
  • TAKE_PROFIT
  • TAKE_PROFIT_LIMIT
  • LIMIT_MAKER

Order Response Type (newOrderRespType):

  • ACK
  • RESULT
  • FULL

Working Floor:

  • EXCHANGE
  • SOR

Order side (side):

  • BUY
  • SELL

Time in force (timeInForce):

This sets how long an order will be active before expiration.

Status Description
GTC Good Til Canceled
An order will be on the book unless the order is canceled.
IOC Immediate Or Cancel
An order will try to fill the order as much as it can before the order expires.
FOK Fill or Kill
An order will expire if the full order cannot be filled upon execution.

Rate limiters (rateLimitType):

  • REQUEST_WEIGHT
    {
      "rateLimitType": "REQUEST_WEIGHT",
      "interval": "MINUTE",
      "intervalNum": 1,
      "limit": 6000
    }
  • ORDERS
    {
      "rateLimitType": "ORDERS",
      "interval": "SECOND",
      "intervalNum": 1,
      "limit": 10
    }
  • RAW_REQUESTS
    {
      "rateLimitType": "RAW_REQUESTS",
      "interval": "MINUTE",
      "intervalNum": 5,
      "limit": 61000
    }

Rate limit intervals (interval):

  • SECOND
  • MINUTE
  • DAY

STP Modes:

  • NONE
  • EXPIRE_MAKER
  • EXPIRE_TAKER
  • EXPIRE_BOTH