developers:websocket:orders [WIKI]

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

Submitting an Order

To submit an order, clients send an OrderSubmit message.

Note: You must subscribe to the Account before submitting an order into it. Orders will be rejected if the account is not subscribed.

Example OrderSubmit message:

OrderSubmit {
   UserId = "efda0709-af12-4b65-8971-5089edb4aaf0",
   AccountId = "448c9ddd-6a50-4852-85ea-aad3b6d60620",
   MarketId = "XCME_C ZC (H25)",
   Orders = [
      {
         BuySell = BuySell.Buy,
         PriceType = PriceType.Limit,
         TimeType = TimeType.Normal,
         Volume = 5,
         LimitPrice = "4200.50"
      }
   ]
}

Note: The OrderSubmit message allows submitting multiple orders at once.

Revising an Order

To revise an existing order, clients send an OrderRevise message.

Example OrderRevise message:

OrderRevise {
   UserId = "efda0709-af12-4b65-8971-5089edb4aaf0",
   AccountId = "448c9ddd-6a50-4852-85ea-aad3b6d60620",
   MarketId = "XCME_C ZC (H25)",
   Revisions = [
      {
         UniqueId = "a3b1c5f2-7d43-4f9b-88e2-1e2f75c6d9a1",
         Volume = 10,
         LimitPrice = "4250.00"
      }
   ]
}

Note: The OrderRevise message allows revising multiple orders at once.

Pulling (Cancelling) an Order

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

Example OrderPull message:

OrderPull {
   UserId = "efda0709-af12-4b65-8971-5089edb4aaf0",
   AccountId = "448c9ddd-6a50-4852-85ea-aad3b6d60620",
   MarketId = "XCME_C ZC (H25)",
   Pulls = [
      {
         UniqueId = "a3b1c5f2-7d43-4f9b-88e2-1e2f75c6d9a1"
      }
   ]
}

Note: The OrderPull message allows pulling multiple orders at once.

The WebSocket API supports a variety of order types to accommodate different trading strategies. Below are the supported order types, along with their corresponding OrderSubmit messages.

Market Order

A Market Order executes immediately at the best available price.

Example Market Order message:

OrderSubmit {
   UserId = "efda0709-af12-4b65-8971-5089edb4aaf0",
   AccountId = "448c9ddd-6a50-4852-85ea-aad3b6d60620",
   MarketId = "XCME_C ZC (H25)",
   Orders = [
      {
         BuySell = BuySell.Buy,
         PriceType = PriceType.Market,
         TimeType = TimeType.Normal,
         Volume = 1
      }
   ]
}

Limit Order

A Limit Order is submitted with a specific limit price. The order will only execute at the specified price or better.

Example Limit Order message:

OrderSubmit {
   UserId = "efda0709-af12-4b65-8971-5089edb4aaf0",
   AccountId = "448c9ddd-6a50-4852-85ea-aad3b6d60620",
   MarketId = "XCME_C ZC (H25)",
   Orders = [
      {
         BuySell = BuySell.Buy,
         PriceType = PriceType.Limit,
         TimeType = TimeType.Normal,
         Volume = 1,
         LimitPrice = "2376.50"
      }
   ]
}

Stop Order

A Stop Market Order becomes a Market Order when the stop price is reached.

Example Stop Order message:

OrderSubmit {
   UserId = "efda0709-af12-4b65-8971-5089edb4aaf0",
   AccountId = "448c9ddd-6a50-4852-85ea-aad3b6d60620",
   MarketId = "XCME_C ZC (H25)",
   Orders = [
      {
         BuySell = BuySell.Buy,
         PriceType = PriceType.StopMarket,
         TimeType = TimeType.Normal,
         Volume = 1,
         StopPrice = "2376.50"
      }
   ]
}

Stop Limit Order

A Stop Limit Order becomes a Limit Order when the stop price is reached.

Example Stop Limit Order message:

OrderSubmit {
   UserId = "efda0709-af12-4b65-8971-5089edb4aaf0",
   AccountId = "448c9ddd-6a50-4852-85ea-aad3b6d60620",
   MarketId = "XCME_C ZC (H25)",
   Orders = [
      {
         BuySell = BuySell.Buy,
         PriceType = PriceType.StopLimit,
         TimeType = TimeType.Normal,
         Volume = 1,
         StopPrice = "2375.00",
         LimitPrice = "2375.00"
      }
   ]
}

Trailing Stop Order

A Trailing Stop Order moves the stop price automatically based on price movement.

Example Trailing Stop Order message:

OrderSubmit {
   UserId = "efda0709-af12-4b65-8971-5089edb4aaf0",
   AccountId = "448c9ddd-6a50-4852-85ea-aad3b6d60620",
   MarketId = "XCME_C ZC (H25)",
   Orders = [
      {
         BuySell = BuySell.Buy,
         PriceType = PriceType.StopMarket,
         TimeType = TimeType.Normal,
         Volume = 1,
         StopPrice = "2375.00",
         TrailPrice = "50"
      }
   ]
}

Fill or Kill (FOK) Order

A Fill or Kill (FOK) Order must be executed immediately in full or it is canceled.

Example Fill or Kill (FOK) Order message:

OrderSubmit {
   UserId = "efda0709-af12-4b65-8971-5089edb4aaf0",
   AccountId = "448c9ddd-6a50-4852-85ea-aad3b6d60620",
   MarketId = "XCME_C ZC (H25)",
   Orders = [
      {
         BuySell = BuySell.Buy,
         PriceType = PriceType.Limit,
         TimeType = TimeType.CompleteVolume,
         Volume = 1,
         LimitPrice = "2375.00"
      }
   ]
}

Immediate or Cancel (IOC) Order

An Immediate or Cancel (IOC) Order executes immediately for the available quantity and cancels the rest.

Example Immediate or Cancel (IOC) Order message:

OrderSubmit {
   UserId = "efda0709-af12-4b65-8971-5089edb4aaf0",
   AccountId = "448c9ddd-6a50-4852-85ea-aad3b6d60620",
   MarketId = "XCME_C ZC (H25)",
   Orders = [
      {
         BuySell = BuySell.Buy,
         PriceType = PriceType.Limit,
         TimeType = TimeType.ImmediateAndCancel,
         Volume = 1,
         LimitPrice = "2375.00"
      }
   ]
}

Good Till Canceled (GTC) Order

A Good Till Canceled (GTC) Order remains open until it is filled or explicitly canceled.

Example Good Till Canceled (GTC) Order message:

OrderSubmit {
   UserId = "efda0709-af12-4b65-8971-5089edb4aaf0",
   AccountId = "448c9ddd-6a50-4852-85ea-aad3b6d60620",
   MarketId = "XCME_C ZC (H25)",
   Orders = [
      {
         BuySell = BuySell.Buy,
         PriceType = PriceType.Limit,
         TimeType = TimeType.GoodTillCancelled,
         Volume = 1,
         LimitPrice = "2375.00"
      }
   ]
}

Order Routing