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Order Modification: Use the MultilegOrderCancelReplaceRequest message (a.k.a MultilegOrder Modification Request) (MsgType=AC) to modify Repo Orders.
Message format
Field Name | Format | Req'd | Comments |
|---|---|---|---|
MsgType | String | ✓ | AC = MultilegOrderCancelReplace |
MsgSeqNum | SeqNum | ✓ | User generated incremental number to allow receiver to identify possible message gaps |
SendingTime | UTCTimestamp | ✓ | Time of sending this message |
OrderID | String | Identifyer as provided by XCDE in most recent ExecReport | |
OrigClOrdID | String | User generated last ClOrdID representing this Order | |
ClOrdID | String | User generated Unique identifier of this replacement order | |
ClOrdLinkID | String | In case of grouping of Orders e.g. with OCAO | |
Account | String | XCDE defined account | |
ExecInst | Char | G = All-or-None. Only supported value | |
MinQty | Qty | Useful to avoid tiny partial fills, Instead of All or None | |
MatchIncrement | Qty | In combination to MinQty to avoid uneconomicaly small executions | |
Side | Char | ✓ | Identifies Near_Leg direction for Base currency. |
<Instrument> | |||
Symbol | String | Recommended to disambiguate Order | |
TransactTime | UTCTimestamp | ✓ | Time this request was initiated |
<OrderQtyData> | ✓ | ||
OrderQty | Qty | E.g. 125 effectively required… | |
OrdType | Char | ✓ | 2 = Limit, only supported value |
Price | Price | 1.76 effectively required | |
TimeInForce | Char | Supported values: | |
ExpireDate | LocalMktDate | Conditionally required if TimeInForce = GTD and ExpireTime is not specified. | |
ExpireTime | UTCTimestamp | Conditionally required if TimeInForce = GTD and ExpireDate is not specified. | |
Text | String | Unessential freeform field to post information | |
Example message:
| Code Block |
|---|
MsgType: AC
MsgSeqNum: 82367465
SendingTime: 20220906-22:29:43.729
OrderID: hdga5542-062j
OrigClOrdID: gsa62812043-873
ClOrdID: gsa62812043-878
Account: 42119
MinQty: 100
Side: F
Instrument
Symbol: BTC/USDT-1w-R
TransactTime: 20220906-22:29:43.122
OrderQtyData
OrderQty: 500
OrdType: 2
Price: 6.42
TimeInForce: 3
Text |