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.Documentation Index
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This message is available for Spot only.
35=
GUnique identifier of the order. The ID can be one of the following formats:
- Ever-Increasing Positive Numbers: Ever-increasing positive numbers, such as microsecond 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 needs to be 10 microseconds maximum such as162344829423400.
OrderID to be amended; needs to match the one received on the ExecutionReports.
Reference the Last ClOrdID used.
Side of the order.Possible values:
1: Buy2: Sell
Pair in the format BASE/QUOTE.
Time of order cancellation expressed in UTC. Format:
YYYYMMDD-HH:MM:SS.uuuSize of the order.
Maximum qty shown in the market at any point in time for iceberg orders.
The execution model of the order.Possible values:
1: market2: Limit3: Stop-loss4: Stop-loss-limitR: Take-profitT: Take-profit-limitU: Trailing-stopV: Trailing-stop-limit
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)
Limit Price of the order to be placed in the Order Book. This field is denominated in Quote Currency.Condition: OrderType = Limit / Stop-Loss-Limit / Take-Profit-Limit / Trailing-stop-limit
Defines the trigger price of the order. This field is denominated in Quote Currency.Condition: OrderType = Stop-Loss / Take-Profit / Stop-Loss-Limit / Trailing-stop / Trailing-stop-limit
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.
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. Format:
YYYYMMDD-HH:MM:SS.uuu