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Order Cancel Replace Request (Spot only)

The Order Cancel-Replace Request message (MsgType=G) is used by the Client to amend the replaceable fields of working orders which are Quantities and Prices. A successful order replacement request will result in an execution report with the OrdStatus.

MESSAGE BODY

header required
MsgType G
11 - ClOrdID string required

Unique identifier of the order. The ID can be one of the following formats:

  • Ever-Increasing Positive Numbers : Ever-increasing positive numbers, such as microseconds timestamps, to ensure the uniqueness and sequential nature of the identifiers.
    Example : Using the current microsecond timestamp as the ClOrdID, such as 1623448294234000 (Max 18 characters)
  • Timestamp-First v4 UUIDs : A timestamp-first v4 UUID might look like 1b4e28ba-2fa1-11d2-883f-0016d3cca427, where the initial part (1b4e28ba-2fa1) of the UUID represents the timestamp. The timestamp granularity to generate the first part need to be 10 microseconds maximum such as 162344829423400.
37 - OrderID string required
OrderID to be amended; needs to match the one received on the ExecutionReports.
41 - OrigClordid string required
Reference the Last ClordId used.
54 - Side integer required

Side of the order.

    Possible values:
  • 1 : Buy
  • 2 : Sell
55 - Symbol string required
Pair in the format BASE/QUOTE.
60 - TransactTime string required
Format: YYYYDD-HH:MM:SS.uuu
Time of order cancellation expressed in UTC.
38 - OrderQty float required
Size of the order.
1138 - DisplayQty float
Maximum qty shown in the market at any point in time for iceberg orders.
40 - OrderType char required

The execution model of the order.

    Possible values:
  • 1 : market
  • 2 : Limit
  • 3 : Stop-loss
  • 4 : Stop-loss-limit
  • R : Take-profit
  • T : Take-profit-limit
  • U : Trailing-stop
  • V : Trailing-stop-limit
59 - TimeInForce string required

Time-in-force specifies how long an order remains in effect before being expired.

    Possible values:
  • 1 : GTC (Good till canceled)
  • 3 : IOC (Immediate or Cancel)
  • 6 : GTD (Good till date)
44 - Price float conditional
Condition: OrderType=Limit/Stop-Loss-Limit/Take-Profit-Limit/Trailing-stop-limit

Limit Price of the order to be placed in the Order Book. This field is denominated in Quote Currency.

99 - StopPx float conditional
Condition: OrderType=Stop-Loss/Take-Profit/Stop-Loss-Limit/Trailing-stop/Trailing-stop-limit
Defines the trigger price of the order. This field is denominated in Quote Currency.
1138 - DisplayQty float
Iceberg qty. This will indicate the Qty to show on the book. Only possible on Limit order. The Minimum value is 1 / 15 of order_qty.
18 - ExecInst char

Enable clients to place order using the Post-Only safeguard.

    Possible values:
  • P : Post-Only - Cancels the order if it will take liquidity on arrival. Post only orders will always be posted passively in the book.
62 - ValidUntilTime string
Format: YYYYDD-HH:MM:SS.uuu

The engine will reject any order entered into the matching engine after this time. This provides extra protection against latency on time sensitive orders. The timestamp should be at least 2 seconds and at most 60 seconds in the future.

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