Order Mass Cancel Request

Cancels open orders in bulk, including orders resting in the book. MassCancelRequestType sets the scope. On US Perps every request must also carry AllAccounts (5034), which says whether the cancel reaches every account or only one. With AllAccounts=Y, types 1 and 7 are engine sweeps per instrument and Account, not per session: they cancel every order of that Account on each instrument where this SenderCompID has a cached open order, earlier connections included, whoever placed the order. With AllAccounts=N and Account (1), the cancel is narrowed to that one end-client account, for types 1, 6 and 7 alike. If nothing is cached for the scope, Kraken sends no request to the engine and sends no reply. Each cancellation is confirmed by its own Execution Report; there is no mass cancel report.

AllAccounts (5034) is required on every US Perps mass cancel. An OrderMassCancelRequest without it is refused with a Reject (35=3) before anything reaches the engine. Send AllAccounts=Y and no Account to keep the previous behaviour.

Mass cancel: venue differences

	US Perps	Spot	Futures
`AllAccounts (5034)` and `Account (1)`	`5034` required on every request; `N` with `Account` narrows the cancel to one account	Neither tag is accepted: either one is rejected with `35=3`, `SessionRejectReason (373)` `2`	Same as Spot
Type `1` (one symbol)	Engine sweep on that instrument and Account; also accepts InstrumentID (48)	As documented: orders created or replaced on this session	Same as Spot
Type `6` (this session)	Cancels this connection’s orders one by one	As documented	Same as Spot
Type `7`	Engine sweep per instrument and Account for every instrument with a cached open order; misses instruments with nothing cached	Sends a batch of the order ids cached for this SenderCompID, earlier connections included. There is no cancel-all call, so REST and WebSocket orders are not reached	Same as Spot

Direction: Client → Kraken

required

35=q

string

required

Client-assigned identifier of the mass cancel 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.

char

required

Scope of the mass cancel.Possible values:

1 : Cancel by instrument. Requires Symbol (55) or InstrumentID (48). Engine sweep: for each Account that has a cached open order of this SenderCompID on that instrument, every order of that Account on the instrument is cancelled, whoever placed it. With AllAccounts=N, the sweep goes out for the named Account only. Account (1) is mandatory unless AllAccounts=Y, in which case it must not be sent. Nothing cached for the instrument means no request and no reply.
6 : Cancel the orders created on this connection, one by one. With AllAccounts=N, only the named Account’s orders are cancelled. Account (1) is mandatory unless AllAccounts=Y, in which case it must not be sent.
7 : Cancel by SenderCompID. Engine sweep for every instrument where this SenderCompID has a cached open order, earlier connections included: for each such instrument and Account, every order of that Account is cancelled, whoever placed it. With AllAccounts=N, the sweep goes out for the named Account only. Account (1) is mandatory unless AllAccounts=Y, in which case it must not be sent. An instrument with nothing cached is not reached; nothing cached at all, or nothing cached for the named Account, means no request and no reply.

boolean

required

Kraken tag. Whether the mass cancel reaches every account or only one. Required on every US Perps OrderMassCancelRequest, whatever MassCancelRequestType (530) is.Possible values:

Y : Every account among the cached orders, as before. Account (1) must not be sent.
N : Only the account named in Account (1), which is then required.

A value other than Y is read as N, so a malformed value narrows the cancel rather than widening it.How invalid combinations are rejected. Each is refused with a Reject (35=3) that names the tag, before anything reaches the engine, so nothing is cancelled:

5034 missing: SessionRejectReason (373) 1, RefTagID (371) 5034.
AllAccounts=N without Account (1): 373 = 1, 371 = 1.
AllAccounts=Y with Account (1): 373 = 5, 371 = 1.
An Account (1) that is not numeric, is 0, or is 18446744073709551615: 373 = 5, 371 = 1.

string

Numeric end-client id the cancel is narrowed to. Required with AllAccounts=N and not allowed with AllAccounts=Y. Accounts compare as numbers, so 01934980 is 1934980. A cached order with no readable account is never reached by a narrowed request.Format: Non-zero numeric end-client id.Required: Conditional

string

Trading session the status applies to.

string

Perpetual futures contract, in the venue symbol form. Ten contracts are listed at launch. Required for type 1 unless InstrumentID is 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.
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.

string

Identification scheme that InstrumentID is expressed in.Possible values:

8 : Exchange symbol.

UTCTimestamp

required

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

required

Session

Order Entry

Execution & Rejects