Order Cancel Replace Request

Amends a working order. Price, quantity and, on a good-till-date order, the expiry are the amendable terms; Side, OrdType and Symbol must match the original, and a change of TimeInForce is rejected because there is no field for it in the engine schema. Both OrderID (37) and OrigClOrdID (41) are required, and at least one of OrderQty (38) and Price (44) must be present. An amend that Kraken refuses is answered with a BusinessMessageReject (35=j) or, for a field-level error, a Reject (35=3). It is never answered with an OrderCancelReject (35=9).

Amend: venue differences

	US Perps	Spot	Futures
Rejected amend	`35=j` or `35=3`, never `35=9`	`35=j`	`35=j`
Availability	Available	Available	Off in production; on in UAT with the same rules
Order lookup	OrigClOrdID finds the order and OrderID must match it	Same rule	Same rule (UAT)

Direction: Client → Kraken

required

35=G

string

required

Exchange-assigned order identifier generated by Kraken; the value to quote back on cancels, amends and status requests. Required on an amend, together with OrigClOrdID: OrigClOrdID finds the order and OrderID must match it.Format: Assigned by Kraken; quote it back on cancels, amends and status requests.

string

required

ClOrdID of the previous action on the order. On an amend it finds the order, and OrderID (37) must match that order. Unlike on a cancel, OrderID does not take precedence over OrigClOrdID.

string

required

Client-assigned identifier of the amend request. On US Perps it must be a positive integer of at most 19 digits: use an ever-increasing number, for example a microsecond timestamp. See New Order Single for how invalid values are rejected.Format: Positive integer, up to 19 digits, e.g. a microsecond timestamp.

string

Numeric end-client id of the end client the order belongs to. Optional on this message and not used: the end client is taken from the original order.Format: Non-zero numeric end-client id.

MultipleStringValue

Execution instructions. The only value accepted on an amend is P (post-only). An amend restates post-only: leaving ExecInst out removes post-only from the resting order, so send 18=P on every amend of an order that should stay post-only. E or s is rejected with a Reject (35=3) and SessionRejectReason (373) = 5. Reduce-only is not supported on US Perps.Possible values:

P : Post-only. Limit orders only. An amend restates it: leaving 18=P out removes post-only from the resting order.

Amend ExecInst: venue differences

	US Perps	Spot	Futures
Values accepted on an amend	Only `P`	Only `P`	Only `P` (amend is off in production)
`P` left out	Post-only is cleared	No flags are sent on the ACG route, so post-only is probably kept; post-only is cleared on DirectTE (effect in the engine unconfirmed)	Same rule (UAT)
Reduce-only (`E`)	Not supported	Not accepted on amend	Not accepted on amend

string

Perpetual futures contract, in the venue symbol form. Ten contracts are listed at launch. Either Symbol or InstrumentID must be sent. Ignored when InstrumentID is also sent: the instrument is then recognised from InstrumentID.Format: Venue symbol.Required: Conditional

string

Identifier of the instrument within the identification scheme named by InstrumentIDSource. Either Symbol or InstrumentID must be sent.
Where both Symbol and InstrumentID are sent, InstrumentID is what the instrument is recognised from and Symbol is ignored.Format: Venue instrument identifier. Takes precedence over Symbol when both are sent.Required: Conditional

string

Identification scheme that InstrumentID is expressed in.Possible values:

8 : Exchange symbol.

char

required

Side of the order.Possible values:

1 : Buy.
2 : Sell.

UTCTimestamp

required

Time of the business event in UTC, formatted YYYYMMDD-HH:MM:SS.uuu.Format: UTC timestamp, YYYYMMDD-HH:MM:SS.uuu

Qty

New order quantity in contracts. Optional: if left out the resting quantity stands. At least one of OrderQty and Price must be present.Required: Conditional

char

required

Execution model of the order.Possible values:

1 : Market - fill the whole quantity immediately at the best available prices.
2 : Limit - rest in the book, trading only at the limit price or better.

Price

New limit price of the order, denominated in the quote currency. Optional: if left out the resting price stands. At least one of OrderQty and Price must be present. Not permitted on a market order.Format: Limit price, denominated in the quote currency.Required: Conditional

Qty

Not supported on US Perps. NewOrderSingle rejects iceberg orders (“Order type iceberg is not supported on this venue”), so there is no display quantity to amend.

DisplayQty: venue differences

	US Perps	Spot	Futures
DisplayQty (1138)	Not supported	Supported (iceberg orders)	Not read as a size; its presence turns the order into an iceberg order with no display size (back-end outcome unconfirmed)

UTCTimestamp

New expiry of a good-till-date order, in UTC. Only accepted on an order resting as GTD (TimeInForce 6). If left out the expiry is unchanged.Format: UTC timestamp, YYYYMMDD-HH:MM:SS.uuu

char

Optional. If sent it must equal the order’s resting TimeInForce: a change of TimeInForce on an amend is rejected.Possible values:

1 : GTC - good till cancelled. Rests indefinitely.
3 : IOC - fill what you can immediately, cancel the rest.
4 : FOK - fill the entire quantity immediately or cancel the whole order.
6 : GTD - good till date. The expiry is amended with ExpireTime (126).

UTCTimestamp

Not accepted on an amend: an amend that carries ValidUntilTime is rejected.Format: UTC timestamp, YYYYMMDD-HH:MM:SS.uuu

required

Session

Order Entry

Execution & Rejects