The WebSocket API provides real-time order routing functionality, allowing clients to submit, revise, and pull orders efficiently. All order-related operations are sent within a ClientMessage envelope and responses are received within a ServerMessage envelope.

This section covers:

• Submitting Orders
• Revising Orders
• Pulling Orders
• Handling Order Updates

A C# helper tool is available to assist developers in constructing order messages. [Repository Placeholder - Add Link]

To submit an order, clients must send an OrderSubmit message. This includes key details such as the account ID, market ID, order type, price, and volume.

Example OrderSubmit message:

message ClientMessage {
  oneof payload {
    OrderSubmit order_submit = X;
  }
}

message OrderSubmit {
  string user_id = 1;
  string account_id = 2;
  string market_id = 3;
  repeated Order orders = 4;

  message Order {
    BuySell buy_sell = 1;
    PriceType price_type = 2;
    TimeType time_type = 3;
    int32 volume = 4;
    optional Price limit_price = 5;
  }
}

The OrderSubmit message allows submitting multiple orders at once, each with its own BuySell, PriceType, and TimeType.

To revise an existing order, clients must send an OrderRevise message. This allows modifying key parameters such as price, volume, and time type, but the market and buy/sell direction cannot be changed.

Example OrderRevise message:

message ClientMessage {
  oneof payload {
    OrderRevise order_revise = X;
  }
}

message OrderRevise {
  string order_id = 1;
  optional Price new_limit_price = 2;
  optional int32 new_volume = 3;
  optional TimeType new_time_type = 4;
}

Only fields that need to be changed should be included.

To cancel an order, clients must send an OrderPull message with the order ID.

Example OrderPull message:

message ClientMessage {
  oneof payload {
    OrderPull order_pull = X;
  }
}

message OrderPull {
  string order_id = 1;
}

Once an order is successfully canceled, an OrderUpdate message will be sent in the ServerMessage.

All order state changes, including new orders, fills, revisions, and cancellations, are communicated via the OrderUpdate message.

Example OrderUpdate message:

message ServerMessage {
  oneof payload {
    OrderUpdate order_update = X;
  }
}

message OrderUpdate {
  string order_id = 1;
  OrderStatus status = 2;
  optional Price filled_price = 3;
  optional int32 filled_volume = 4;
}

Developers should listen for OrderUpdate messages to track order execution status.

This structure ensures a consistent, efficient, and real-time approach to order routing.