{ "openapi": "3.1.0", "info": { "title": "Reactive Markets REST API documentation", "description": "Create, retrieve, and automate your workflows with the Reactive Markets REST API.", "version": "2.80.1", "contact": { "name": "Support", "url": "https://www.reactivemarkets.com/support", "email": "support@reactivemarkets.com" } }, "servers": [ { "url": "https://api.lp-int.switchboard.reactivemarkets.com/v1", "description": "LP Integration" }, { "url": "https://api.int.switchboard.reactivemarkets.com/v1", "description": "Client Integration" }, { "url": "https://api.switchboard.reactivemarkets.com/v1", "description": "Production" } ], "paths": { "/market_data/keep_alive": { "put": { "summary": "Keep Alive", "description": "Opens and keeps open one or more market data subscriptions. 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"/analytics/queries/spreads": { "post": { "summary": "Retrieve spreads", "description": "Retrieves spreads analytics.", "tags": [ "Analytics" ], "requestBody": { "content": { "application/json": { "schema": { "$ref": "#/components/schemas/AnalyticsSpreadsQuery" } } } }, "responses": { "200": { "description": "OK", "content": { "application/json": { "schema": { "type": "array", "items": { "$ref": "#/components/schemas/Spread" } } } } }, "400": { "description": "Bad Request: The request is invalid/validation failure.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/analytics/queries/spreads/matrix": { "post": { "summary": "Retrieve spreads matrix", "description": "Retrieves spreads matrix analytics.", "tags": [ "Analytics" ], "requestBody": { "content": { "application/json": { "schema": { "$ref": "#/components/schemas/AnalyticsSpreadsMatrixQuery" } } } }, "responses": { "200": { "description": "OK", "content": { "application/json": { "schema": { "type": "array", "items": { "$ref": "#/components/schemas/SpreadMatrix" } } } } }, "400": { "description": "Bad Request: The request is invalid/validation failure.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/analytics/queries/trends": { "post": { "summary": "Retrieve trends", "description": "Retrieves trend analytics.", "tags": [ "Analytics" ], "requestBody": { "content": { "application/json": { "schema": { "$ref": "#/components/schemas/AnalyticsTrendQuery" } } } }, "responses": { "200": { "description": "OK", "content": { "application/json": { "schema": { "type": "array", "items": { "$ref": "#/components/schemas/Trend" } } } } }, "400": { "description": "Bad Request: The request is invalid/validation failure.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/org/audit": { "get": { "summary": "List all audits", "description": "Lists all audit points for the organization.", "parameters": [ { "$ref": "#/components/parameters/EndingBeforeParameter" }, { "$ref": "#/components/parameters/StartingAfterParameter" }, { "$ref": "#/components/parameters/LimitParameter" } ], "tags": [ "Organization" ], "responses": { "200": { "description": "A JSON array of audit points", "content": { "application/json": { "schema": { "type": "array", "items": { "$ref": "#/components/schemas/Audit" } } } } }, "400": { "description": "Bad Request", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/org/venues": { "get": { "summary": "List all venues", "description": "Lists all venues available to the organization.", "tags": [ "Organization" ], "responses": { "200": { "description": "Ok", "content": { "application/json": { "schema": { "type": "array", "items": { "$ref": "#/components/schemas/Venue" } } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/org": { "get": { "summary": "Retrieve the organization", "description": "Retrieves the organization for the current authenticated user.", "parameters": [ { "$ref": "#/components/parameters/ExpandParameter" } ], "tags": [ "Organization" ], "responses": { "200": { "description": "Ok", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Organization" } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } }, "patch": { "summary": "Update the organization", "description": "Updates the organization for the current authenticated user.", "requestBody": { "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OrganizationUpdate" } } }, "required": true }, "tags": [ "Organization" ], "responses": { "200": { "description": "Ok", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Organization" } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": 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Show either esp, rfq, or algo markets.", "required": false, "schema": { "type": "string" } } ], "tags": [ "Reference" ], "responses": { "200": { "description": "Ok", "content": { "application/json": { "schema": { "type": "array", "items": { "$ref": "#/components/schemas/MarketAccounts" } } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/reference/strategies": { "get": { "summary": "List all strategies", "description": "List all strategies.", "parameters": [ { "$ref": "#/components/parameters/ExpandParameter" } ], "tags": [ "Reference" ], "responses": { "200": { "description": "Ok", "content": { "application/json": { "schema": { "type": "array", "items": { "$ref": "#/components/schemas/Strategy" } } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/reference/tenors": { "get": { "summary": "List all tenors", "description": "List all tenors by instrument type.", "tags": [ "Reference" ], "responses": { "200": { "description": "Ok", "content": { "application/json": { "schema": { "type": "array", "items": { "$ref": "#/components/schemas/InstrumentTypeTenors" } } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/reference/venues": { "get": { "summary": "List all venues", "description": "List all venues.", "tags": [ "Reference" ], "responses": { "200": { "description": "Ok", "content": { "application/json": { "schema": { "type": "array", "items": { "$ref": "#/components/schemas/Venue" } } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/reference/assets/{symbol}": { "get": { "summary": "Retrieve an asset", "description": "Retrieves an asset.", "parameters": [ { "name": "symbol", "in": "path", "description": "A valid asset symbol.", "required": true, "schema": { "type": "string" } }, { "$ref": "#/components/parameters/ExpandParameter" } ], "tags": [ "Reference" ], "responses": { "200": { "description": "Ok", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Asset" } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/reference/instruments/{symbol}/{instr_type}": { "get": { "summary": "Retrieve an instrument", "description": "Retrieves an instrument.", "parameters": [ { "name": "symbol", "in": "path", "description": "A valid instrument symbol.", "required": true, "schema": { "type": "string" } }, { "name": "instr_type", "in": "path", "description": "A valid instrument type.", "required": true, "schema": { "type": "string" } } ], "tags": [ "Reference" ], "responses": { "200": { "description": "Ok", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Instrument" } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/reference/markets/{symbol}": { "get": { "summary": "Retrieve a market", "description": "Retrieves a market.", "parameters": [ { "name": "symbol", "in": "path", "description": "A valid market symbol.", "required": true, "schema": { "type": "string" } }, { "$ref": "#/components/parameters/ExpandParameter" } ], "tags": [ "Reference" ], "responses": { "200": { "description": "Ok", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Market" } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/reference/strategies/{symbol}": { "get": { "summary": "Retrieve a strategy", "description": "Retrieves an strategy.", "parameters": [ { "name": "symbol", "in": "path", "description": "A valid strategy symbol.", "required": true, "schema": { "type": "string" } }, { "$ref": "#/components/parameters/ExpandParameter" } ], "tags": [ "Reference" ], "responses": { "200": { "description": "Ok", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Strategy" } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } }, "404": { "description": "Not Found: The strategy could not be found.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/reference/tenors/{symbol}": { "get": { "summary": "Retrieve a tenor", "description": "Retrieves a tenor.", "parameters": [ { "name": "symbol", "in": "path", "description": "A valid tenor symbol.", "required": true, "schema": { "type": "string" } }, { "$ref": "#/components/parameters/ExpandParameter" } ], "tags": [ "Reference" ], "responses": { "200": { "description": "Ok", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Tenor" } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/reference/venues/{symbol}": { "get": { "summary": "Retrieve a venue", "description": "Retrieves a venue.", "parameters": [ { "name": "symbol", "in": "path", "description": "A valid venue symbol.", "required": true, "schema": { "type": "string" } }, { "$ref": "#/components/parameters/ExpandParameter" } ], "tags": [ "Reference" ], "responses": { "200": { "description": "Ok", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Venue" } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/user/accounts/notes": { "get": { "summary": "List all account notes for the current user", "description": "Retrieves all notes for all accounts assigned to the current authenticated user.", "tags": [ "User" ], "responses": { "200": { "description": "Ok", "content": { "application/json": { "schema": { "type": "object" } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/user/accounts": { "get": { "summary": "List the user accounts", "description": "Lists all accounts for the current authenticated user.", "tags": [ "User" ], "parameters": [ { "name": "state", "in": "query", "description": "One of: active, archived, all. Show either active, archived, or all accounts.", "required": false, "schema": { "type": "string" } } ], "responses": { "200": { "description": "Ok", "content": { "application/json": { "schema": { "type": "array", "items": { "$ref": "#/components/schemas/Account" } } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/user/activity": { "get": { "summary": "List the user activity", "description": "List all activity for the current authenticated user.", "parameters": [ { "$ref": "#/components/parameters/EndingBeforeParameter" }, { "$ref": "#/components/parameters/StartingAfterParameter" }, { "$ref": "#/components/parameters/LimitParameter" } ], "tags": [ "User" ], "responses": { "200": { "description": "Ok", "content": { "application/json": { "schema": { "type": "array", "items": { "$ref": "#/components/schemas/UserActivity" } } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/user/allocations": { "get": { "summary": "List user account allocations", "description": "List all allocations on accounts assigned to user.", "tags": [ "User" ], "responses": { "200": { "description": "Ok", "content": { "application/json": { "schema": { "type": "array", "items": { "$ref": "#/components/schemas/UserAllocation" } } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } }, "404": { "description": "Not Found: No allocations could be found.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/user/reporting/executions": { "get": { "summary": "List user trade executions", "description": "Lists all trade executions which match the given filters filtered to user accounts.", "parameters": [ { "name": "accounts", "in": "query", "description": "A comma separated list of accounts.", "required": false, "schema": { "type": "string" } }, { "name": "asset_types", "in": "query", "description": "A comma separated list of asset types.", "required": false, "schema": { "type": "string" } }, { "name": "instruments", "in": "query", "description": "A comma separated list of instruments.", "required": false, "schema": { "type": "string" } }, { "name": "locations", "in": "query", "description": "A comma separated list of locations.", "required": false, "schema": { "type": "string" } }, { "name": "products", "in": "query", "description": "A comma separated list of products.", "required": false, "schema": { "type": "string" } }, { "name": "protocols", "in": "query", "description": "A comma separated list of protocols.", "required": false, "schema": { "type": "string" } }, { "name": "venues", "in": "query", "description": "A comma separated list of venues.", "required": false, "schema": { "type": "string" } }, { "name": "users", "in": "query", "description": "A comma separated list of users.", "required": false, "schema": { "type": "string" } }, { "name": "timezone", "in": "query", "description": "An IANA timezone string.", "required": false, "schema": { "type": "string" } }, { "$ref": "#/components/parameters/StartingAfterParameter" }, { "$ref": "#/components/parameters/EndingBeforeParameter" }, { "$ref": "#/components/parameters/LimitParameter" }, { "$ref": "#/components/parameters/OffsetParameter" } ], "tags": [ "Reporting" ], "responses": { "200": { "description": "Ok", "content": { "application/json": { "schema": { "type": "array", "items": { "$ref": "#/components/schemas/ExecutionReport" } } } } }, "400": { "description": "Bad Request", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/user/reporting/order_totals": { "get": { "summary": "List user order totals", "description": "Lists totals for orders by given grouping filtered to users accounts.", "parameters": [ { "name": "accounts", "in": "query", "description": "A comma separated list of accounts.", "required": false, "schema": { "type": "string" } }, { "name": "asset_types", "in": "query", "description": "A comma separated list of asset types.", "required": false, "schema": { "type": "string" } }, { "name": "instruments", "in": "query", "description": "A comma separated list of instruments.", "required": false, "schema": { "type": "string" } }, { "name": "locations", "in": "query", "description": "A comma separated list of locations.", "required": false, "schema": { "type": "string" } }, { "name": "products", "in": "query", "description": "A comma separated list of products.", "required": false, "schema": { "type": "string" } }, { "name": "protocols", "in": "query", "description": "A comma separated list of protocols.", "required": false, "schema": { "type": "string" } }, { "name": "timezone", "in": "query", "description": "An IANA timezone string.", "required": false, "schema": { "type": "string" } }, { "$ref": "#/components/parameters/ReportGroupingsParameter" }, { "$ref": "#/components/parameters/StartingAfterParameter" }, { "$ref": "#/components/parameters/EndingBeforeParameter" }, { "$ref": "#/components/parameters/LimitParameter" }, { "$ref": "#/components/parameters/OffsetParameter" }, { "$ref": "#/components/parameters/VolumeMaxParameter" }, { "$ref": "#/components/parameters/VolumeMinParameter" } ], "tags": [ "Reporting" ], "responses": { "200": { "description": "Ok", "content": { "application/json": { "schema": { "type": "array", "items": { "$ref": "#/components/schemas/OrderTotals" } } } } }, "400": { "description": "Bad Request", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/user/reporting/orders": { "get": { "summary": "List all user orders", "description": "Lists all orders which match the given filters filtered to user accounts.", "parameters": [ { "name": "accounts", "in": "query", "description": "A comma separated list of accounts.", "required": false, "schema": { "type": "string" } }, { "name": "asset_types", "in": "query", "description": "A comma separated list of asset types.", "required": false, "schema": { "type": "string" } }, { "name": "instruments", "in": "query", "description": "A comma separated list of instruments.", "required": false, "schema": { "type": "string" } }, { "name": "locations", "in": "query", "description": "A comma separated list of locations.", "required": false, "schema": { "type": "string" } }, { "name": "products", "in": "query", "description": "A comma separated list of products.", "required": false, "schema": { "type": "string" } }, { "name": "protocols", "in": "query", "description": "A comma separated list of protocols.", "required": false, "schema": { "type": "string" } }, { "name": "venues", "in": "query", "description": "A comma separated list of venues.", "required": false, "schema": { "type": "string" } }, { "name": "users", "in": "query", "description": "A comma separated list of users.", "required": false, "schema": { "type": "string" } }, { "name": "timezone", "in": "query", "description": "An IANA timezone string.", "required": false, "schema": { "type": "string" } }, { "$ref": "#/components/parameters/StartingAfterParameter" }, { "$ref": "#/components/parameters/EndingBeforeParameter" }, { "$ref": "#/components/parameters/LimitParameter" }, { "$ref": "#/components/parameters/OffsetParameter" } ], "tags": [ "Reporting" ], "responses": { "200": { "description": "Ok", "content": { "application/json": { "schema": { "type": "array", "items": { "$ref": "#/components/schemas/OrderReport" } } } } }, "400": { "description": "Bad Request", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/user/reporting/rfq_totals": { "get": { "summary": "List user rfq totals", "description": "Lists totals for RFQ by given grouping filtered to users accounts.", "parameters": [ { "name": "accounts", "in": "query", "description": "A comma separated list of accounts.", "required": false, "schema": { "type": "string" } }, { "name": "instruments", "in": "query", "description": "A comma separated list of instruments.", "required": false, "schema": { "type": "string" } }, { "name": "products", "in": "query", "description": "A comma separated list of products.", "required": false, "schema": { "type": "string" } }, { "name": "timezone", "in": "query", "description": "An IANA timezone string.", "required": false, "schema": { "type": "string" } }, { "$ref": "#/components/parameters/ReportGroupingsParameter" }, { "$ref": "#/components/parameters/StartingAfterParameter" }, { "$ref": "#/components/parameters/EndingBeforeParameter" }, { "$ref": "#/components/parameters/LimitParameter" }, { "$ref": "#/components/parameters/OffsetParameter" } ], "tags": [ "Reporting" ], "responses": { "200": { "description": "Ok", "content": { "application/json": { "schema": { "type": "array", "items": { "$ref": "#/components/schemas/RfqTotals" } } } } }, "400": { "description": "Bad Request", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/user/roles": { "get": { "summary": "List the user roles", "description": "Lists all roles for the current authenticated user.", "tags": [ "User" ], "responses": { "200": { "description": "Ok", "content": { "application/json": { "schema": { "type": "array", "items": { "$ref": "#/components/schemas/Role" } } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/user/settings": { "get": { "summary": "List the user settings", "description": "Lists all settings for the current authenticated user.", "parameters": [ { "$ref": "#/components/parameters/EndingBeforeParameter" }, { "$ref": "#/components/parameters/StartingAfterParameter" }, { "$ref": "#/components/parameters/LimitParameter" }, { "$ref": "#/components/parameters/OffsetParameter" }, { "$ref": "#/components/parameters/ReverseParameter" } ], "tags": [ "User" ], "responses": { "200": { "description": "Ok", "content": { "application/json": { "schema": { "type": "array", "items": { "$ref": "#/components/schemas/Setting" } } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/user": { "get": { "summary": "Retrieve the user", "description": "Retrieves the current authenticated user.", "parameters": [ { "$ref": "#/components/parameters/ExpandParameter" } ], "tags": [ "User" ], "responses": { "200": { "description": "Ok", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/User" } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } }, "patch": { "summary": "Update the user", "description": "Updates the current authenticated user.", "requestBody": { "content": { "application/json": { "schema": { "$ref": "#/components/schemas/UserUpdate" } } }, "required": true }, "tags": [ "User" ], "responses": { "200": { "description": "Ok", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/User" } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/user/limits": { "get": { "summary": "Retrieve user limits", "description": "Retrieves trading limits for the user in USD.", "tags": [ "User" ], "responses": { "200": { "description": "Ok", "content": { "application/json": { "schema": { "type": "array", "items": { "$ref": "#/components/schemas/UserProductLimit" } } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } }, "patch": { "summary": "Update user limits", "description": "Updates trading limits for the user in USD.", "requestBody": { "content": { "application/json": { "schema": { "type": "array", "items": { "$ref": "#/components/schemas/ProductLimit" } } } }, "required": true }, "tags": [ "User" ], "responses": { "200": { "description": "Ok", "content": { "application/json": { "schema": { "type": "array", "items": { "$ref": "#/components/schemas/ProductLimit" } } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/user/settings/{settings_key}": { "get": { "summary": "Retrieve a user setting", "description": "Retrieves a user setting for the given key.", "parameters": [ { "name": "settings_key", "in": "path", "description": "The settings key.", "required": true, "schema": { "type": "string" } } ], "tags": [ "User" ], "responses": { "200": { "description": "Ok", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Setting" } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } }, "put": { "summary": "Update a user setting", "description": "Updates a user setting for the given settings key.", "requestBody": { "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Setting" } } }, "required": true }, "parameters": [ { "name": "settings_key", "in": "path", "description": "The settings key.", "required": true, "schema": { "type": "string" } } ], "tags": [ "User" ], "responses": { "200": { "description": "Ok", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Setting" } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/user/reporting/trends": { "get": { "summary": "List user trends", "description": "Retrieve user trend data for a given interval, grouping, and metric.", "parameters": [ { "name": "accounts", "in": "query", "description": "A comma separated list of accounts.", "required": false, "schema": { "type": "string" } }, { "name": "asset_types", "in": "query", "description": "A comma separated list of asset types.", "required": false, "schema": { "type": "string" } }, { "name": "instruments", "in": "query", "description": "A comma separated list of instruments.", "required": false, "schema": { "type": "string" } }, { "name": "locations", "in": "query", "description": "A comma separated list of locations.", "required": false, "schema": { "type": "string" } }, { "name": "products", "in": "query", "description": "A comma separated list of products.", "required": false, "schema": { "type": "string" } }, { "name": "protocols", "in": "query", "description": "A comma separated list of protocols.", "required": false, "schema": { "type": "string" } }, { "name": "users", "in": "query", "description": "A comma separated list of users.", "required": false, "schema": { "type": "string" } }, { "name": "timezone", "in": "query", "description": "An IANA timezone string.", "required": false, "schema": { "type": "string" } }, { "$ref": "#/components/parameters/ReportIntervalParameter" }, { "$ref": "#/components/parameters/ReportTrendGroupingParameter" }, { "$ref": "#/components/parameters/ReportMetricParameter" }, { "$ref": "#/components/parameters/StartingAfterParameter" }, { "$ref": "#/components/parameters/EndingBeforeParameter" }, { "$ref": "#/components/parameters/VolumeMaxParameter" }, { "$ref": "#/components/parameters/VolumeMinParameter" } ], "tags": [ "Reporting" ], "responses": { "200": { "description": "Ok", "content": { "application/json": { "schema": { "type": "array", "items": { "$ref": "#/components/schemas/Trend" } } } } }, "400": { "description": "Bad Request", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/order_staging": { "post": { "summary": "Create staged orders", "description": "Creates staged orders in Order Staging from an array of parameters.", "requestBody": { "content": { "application/json": { "schema": { "$ref": "#/components/schemas/StagedOrderCreate" } } }, "required": true }, "tags": [ "Trading" ], "responses": { "204": { "description": "No Content" }, "400": { "description": "Bad Request: Invalid body parameters.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } }, "500": { "description": "Internal Server Error: An unexpected error occurred.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } }, "get": { "summary": "List staged orders", "description": "Lists all staged orders for the given input parameters.", "parameters": [ { "name": "accounts", "in": "query", "description": "A comma separated list of accounts to filter by.", "required": false, "schema": { "type": "string" } }, { "name": "ending_before", "in": "query", "description": "The timestamp of the end time of the date range to list staged orders for.", "required": false, "schema": { "type": "string" } }, { "name": "expand", "in": "query", "description": "The fields to expand in the response.", "required": false, "schema": { "type": "string" } }, { "name": "limit", "in": "query", "description": "The maximum number of staged orders to return.", "required": false, "schema": { "type": "string" } }, { "name": "offset", "in": "query", "description": "The number of staged orders to skip.", "required": false, "schema": { "type": "string" } }, { "name": "starting_after", "in": "query", "description": "The timestamp of the start time of the date range to list staged orders for.", "required": false, "schema": { "type": "string" } } ], "tags": [ "Trading" ], "responses": { "200": { "description": "Ok", "content": { "application/json": { "schema": { "type": "array", "items": { "$ref": "#/components/schemas/StagedOrder" } } } } }, "400": { "description": "Bad Request: Invalid query parameters.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } }, "500": { "description": "Internal Server Error: An unexpected error occurred.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/order_staging/{staging_id}": { "delete": { "summary": "Delete staged order", "description": "Deletes a staged order with the given staging_id from Order Staging.", "parameters": [ { "name": "staging_id", "in": "path", "description": "The id of the staged order to delete.", "required": true, "schema": { "type": "string" } } ], "tags": [ "Trading" ], "responses": { "204": { "description": "No Content" }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } }, "404": { "description": "Not Found: Staged order could not be found.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } }, "500": { "description": "Internal Server Error: An unexpected error occurred.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } }, "get": { "summary": "Retrieve staged order", "description": "Retrieves details of a singular staged order by staging_id.", "parameters": [ { "name": "staging_id", "in": "path", "description": "The id of the staged order to retrieve.", "required": true, "schema": { "type": "string" } } ], "tags": [ "Trading" ], "responses": { "200": { "description": "Ok", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/StagedOrder" } } } }, "400": { "description": "Bad Request: Invalid query parameters.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } }, "404": { "description": "Not Found: Staged order could not be found.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } }, "500": { "description": "Internal Server Error: An unexpected error occurred.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } }, "patch": { "summary": "Update staged order", "description": "Updates a staged order with the given staging_id with new parameters.", "parameters": [ { "name": "staging_id", "in": "path", "description": "The id of the staged order to update.", "required": true, "schema": { "type": "string" } } ], "requestBody": { "content": { "application/json": { "schema": { "$ref": "#/components/schemas/StagedOrderUpdate" } } }, "required": true }, "tags": [ "Trading" ], "responses": { "204": { "description": "No Content" }, "400": { "description": "Bad Request: Invalid body parameters.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } }, "403": { "description": "Forbidden: Staged order is locked or not accessible.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } }, "404": { "description": "Not Found: Staged order could not be found.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } }, "500": { "description": "Internal Server Error: An unexpected error occurred.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/order_staging/{staging_id}/lock": { "put": { "summary": "Lock staged order", "description": "Locks a shared staged order with the given staging_id for editing or trading.", "parameters": [ { "name": "staging_id", "in": "path", "description": "The id of the staged order to lock.", "required": true, "schema": { "type": "string" } } ], "requestBody": { "content": { "application/json": { "schema": { "$ref": "#/components/schemas/StagedOrderLock" } } }, "required": true }, "tags": [ "Trading" ], "responses": { "204": { "description": "No Content" }, "400": { "description": "Bad Request: Invalid body parameters.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } }, "403": { "description": "Forbidden: Staged order is already locked.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } }, "404": { "description": "Not Found: Staged order could not be found.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } }, "500": { "description": "Internal Server Error: An unexpected error occurred.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } }, "delete": { "summary": "Unlock staged order", "description": "Unlocks a locked staged order with the given staging_id so that it is free to be locked by another user.", "parameters": [ { "name": "staging_id", "in": "path", "description": "The id of the staged order to unlock.", "required": true, "schema": { "type": "string" } } ], "requestBody": { "content": { "application/json": { "schema": { "$ref": "#/components/schemas/StagedOrderLock" } } }, "required": true }, "tags": [ "Trading" ], "responses": { "204": { "description": "No Content" }, "400": { "description": "Bad Request: Invalid body parameters.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } }, "404": { "description": "Not Found: Staged order could not be found.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } }, "500": { "description": "Internal Server Error: An unexpected error occurred.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/order_staging/{staging_id}/reload": { "put": { "summary": "Reload staged order", "description": "Reloads a completed staged order with the given staging_id for additional trading or editing.", "parameters": [ { "name": "staging_id", "in": "path", "description": "The id of the staged order to reload.", "required": true, "schema": { "type": "string" } } ], "tags": [ "Trading" ], "responses": { "204": { "description": "No Content" }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } }, "404": { "description": "Not Found: Staged order could not be found.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } }, "500": { "description": "Internal Server Error: An unexpected error occurred.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/order_staging/{staging_id}/share": { "put": { "summary": "Share staged order", "description": "Shares a staged order with the given staging_id to all users with access to the account of the staged order.", "parameters": [ { "name": "staging_id", "in": "path", "description": "The id of the staged order to share.", "required": true, "schema": { "type": "string" } } ], "tags": [ "Trading" ], "responses": { "204": { "description": "No Content" }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } }, "404": { "description": "Not Found: Staged order could not be found.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } }, "500": { "description": "Internal Server Error: An unexpected error occurred.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } }, "delete": { "summary": "Unshare staged order", "description": "Unshares a shared staged order with the given staging_id from all users other than the creator.", "parameters": [ { "name": "staging_id", "in": "path", "description": "The id of the staged order to unshare.", "required": true, "schema": { "type": "string" } } ], "tags": [ "Trading" ], "responses": { "204": { "description": "No Content" }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } }, "500": { "description": "Internal Server Error: An unexpected error occurred.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/orders": { "delete": { "summary": "Cancel all orders", "description": "Cancels all orders for the existing user.", "tags": [ "Trading" ], "responses": { "204": { "description": "No Content" }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } }, "post": { "summary": "Create a new order", "description": "Creates a new order.", "requestBody": { "content": { "application/json": { "schema": { "$ref": "#/components/schemas/NewOrder" } } }, "required": true }, "tags": [ "Trading" ], "responses": { "200": { "description": "Ok", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/NewOrderResponse" } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } }, "get": { "summary": "List all orders", "description": "Lists all orders for the current user or accounts. This endpoint is restricted to the last 30 days of trading.", "parameters": [ { "name": "accounts", "in": "query", "description": "A comma separated list of accounts.", "required": false, "schema": { "type": "string" } }, { "name": "type", "in": "query", "description": "One of: active.", "required": false, "schema": { "type": "string" } }, { "$ref": "#/components/parameters/EndingBeforeParameter" }, { "$ref": "#/components/parameters/StartingAfterParameter" }, { "$ref": "#/components/parameters/LimitParameter" }, { "$ref": "#/components/parameters/ReverseParameter" }, { "$ref": "#/components/parameters/ExpandParameter" } ], "tags": [ "Trading" ], "responses": { "200": { "description": "Ok", "content": { "application/json": { "schema": { "type": "array", "items": { "$ref": "#/components/schemas/Order" } } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/orders/{market}/{order_id}": { "delete": { "summary": "Cancel an order", "description": "Cancels an order for the existing user.", "requestBody": { "content": { "application/json": { "schema": { "$ref": "#/components/schemas/CancelOrder" } } }, "required": true }, "parameters": [ { "name": "market", "in": "path", "description": "The market symbol.", "required": true, "schema": { "type": "string" } }, { "name": "order_id", "in": "path", "description": "The order id.", "required": true, "schema": { "type": "string" } } ], "tags": [ "Trading" ], "responses": { "204": { "description": "No Content" }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } }, "get": { "summary": "Retrieve an order", "description": "Retrieves an order for the given market, order id for the current date.", "parameters": [ { "name": "market", "in": "path", "description": "The market.", "required": true, "schema": { "type": "string" } }, { "name": "order_id", "in": "path", "description": "The order id.", "required": true, "schema": { "type": "string" } }, { "$ref": "#/components/parameters/EndingBeforeParameter" }, { "$ref": "#/components/parameters/StartingAfterParameter" }, { "$ref": "#/components/parameters/LimitParameter" }, { "$ref": "#/components/parameters/ReverseParameter" }, { "$ref": "#/components/parameters/ExpandParameter" } ], "tags": [ "Trading" ], "responses": { "200": { "description": "Ok", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Order" } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } }, "patch": { "summary": "Revise an order", "description": "Revise a previously placed order.", "parameters": [ { "name": "market", "in": "path", "description": "The market symbol.", "required": true, "schema": { "type": "string" } }, { "name": "order_id", "in": "path", "description": "The order id.", "required": true, "schema": { "type": "string" } } ], "requestBody": { "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OrderUpdate" } } }, "required": true }, "tags": [ "Trading" ], "responses": { "204": { "description": "No Content" }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/orders/{date}/{market}/{order_id}": { "get": { "summary": "Retrieve an order by date", "description": "Retrieves an order for the given market, order id, and creation date.", "parameters": [ { "name": "date", "in": "path", "description": "The order creation date in YYYYMMDD format.", "required": true, "schema": { "type": "string" } }, { "name": "market", "in": "path", "description": "The market.", "required": true, "schema": { "type": "string" } }, { "name": "order_id", "in": "path", "description": "The order id.", "required": true, "schema": { "type": "string" } }, { "$ref": "#/components/parameters/EndingBeforeParameter" }, { "$ref": "#/components/parameters/StartingAfterParameter" }, { "$ref": "#/components/parameters/LimitParameter" }, { "$ref": "#/components/parameters/ReverseParameter" }, { "$ref": "#/components/parameters/ExpandParameter" } ], "tags": [ "Trading" ], "responses": { "200": { "description": "Ok", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Order" } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/trades": { "get": { "summary": "List all trades", "description": "Lists all trades for the current user or accounts. This endpoint is restricted to the last 30 days of trading.", "parameters": [ { "name": "accounts", "in": "query", "description": "A comma separated list of accounts", "required": false, "schema": { "type": "string" } }, { "$ref": "#/components/parameters/EndingBeforeParameter" }, { "$ref": "#/components/parameters/StartingAfterParameter" }, { "$ref": "#/components/parameters/LimitParameter" }, { "$ref": "#/components/parameters/ReverseParameter" }, { "$ref": "#/components/parameters/ExpandParameter" } ], "tags": [ "Trading" ], "responses": { "200": { "description": "Ok", "content": { "application/json": { "schema": { "type": "array", "items": { "$ref": "#/components/schemas/Trade" } } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/org/client_accounts/{account}": { "delete": { "summary": "Drop client account", "description": "Drops a client account as a maker.", "parameters": [ { "name": "account", "in": "path", "description": "The account symbol.", "required": true, "schema": { "type": "string" } } ], "tags": [ "Accounts" ], "responses": { "204": { "description": "No Content" }, "401": { "description": "Unauthorized: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } }, "get": { "summary": "Retrieve a client account", "description": "Retrieves a client account as a maker.", "parameters": [ { "name": "account", "in": "path", "description": "The account symbol.", "required": true, "schema": { "type": "string" } } ], "tags": [ "Accounts" ], "responses": { "200": { "description": "Ok", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/ClientAccountDetails" } } } }, "401": { "description": "Unauthorized: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/org/accounts": { "get": { "summary": "List all accounts", "description": "Lists all accounts in the organization, in the order that they were created.", "tags": [ "Accounts" ], "parameters": [ { "name": "state", "in": "query", "description": "One of: active, archived, all. Show either active, archived, or all accounts.", "required": false, "schema": { "type": "string" } } ], "responses": { "200": { "description": "Ok", "content": { "application/json": { "schema": { "type": "array", "items": { "$ref": "#/components/schemas/Account" } } } } }, "401": { "description": "Unauthorized: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/org/accounts/positions": { "get": { "summary": "List NOP for all accounts", "description": "Lists the Net Open Positions for all accounts.", "tags": [ "Organization" ], "responses": { "200": { "description": "Ok", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/AccountsPositions" } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/org/client_accounts": { "get": { "summary": "List all client accounts", "description": "Lists all client accounts as a maker.", "tags": [ "Accounts" ], "responses": { "200": { "description": "Ok", "content": { "application/json": { "schema": { "type": "array", "items": { "$ref": "#/components/schemas/ClientAccount" } } } } }, "401": { "description": "Unauthorized: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/org/accounts/{account}": { "get": { "summary": "Retrieve an account", "description": "Retrieves an account in the organization.", "parameters": [ { "name": "account", "in": "path", "description": "The account symbol.", "required": true, "schema": { "type": "string" } } ], "tags": [ "Accounts" ], "responses": { "200": { "description": "Ok", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Account" } } } }, "401": { "description": "Unauthorized: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/org/client_accounts/{account}/allocations": { "get": { "summary": "Retrieve client account allocations", "description": "Retrieves allocations for the account as a maker.", "parameters": [ { "name": "account", "in": "path", "description": "The account symbol.", "required": true, "schema": { "type": "string" } } ], "tags": [ "Accounts" ], "responses": { "200": { "description": "Ok", "content": { "application/json": { "schema": { "type": "array", "items": { "$ref": "#/components/schemas/VenueAllocation" } } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } }, "404": { "description": "Not Found: No allocations found for this account.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } }, "put": { "summary": "Updates client account allocation tags", "description": "Updates allocation tags for the account as a maker.", "parameters": [ { "name": "account", "in": "path", "description": "The account symbol.", "required": true, "schema": { "type": "string" } } ], "requestBody": { "content": { "application/json": { "schema": { "type": "array", "items": { "$ref": "#/components/schemas/AllocationTags" } } } }, "required": true }, "tags": [ "Accounts" ], "responses": { "200": { "description": "Ok", "content": { "application/json": { "schema": { "type": "array", "items": { "$ref": "#/components/schemas/AllocationTags" } } } } }, "400": { "description": "Bad Request", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } }, "404": { "description": "Not Found: Account allocations not found.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/org/client_accounts/{account}/tags": { "get": { "summary": "Retrieve client account tags", "description": "Retrieves account tags used on orders received as a maker.", "parameters": [ { "name": "account", "in": "path", "description": "The account symbol.", "required": true, "schema": { "type": "string" } } ], "tags": [ "Accounts" ], "responses": { "200": { "description": "Ok", "content": { "application/json": { "schema": { "type": "array", "items": { "$ref": "#/components/schemas/AccountTag" } } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } }, "patch": { "summary": "Update client account tags", "description": "Updates account tags used on orders received as a maker.", "parameters": [ { "name": "account", "in": "path", "description": "The account symbol.", "required": true, "schema": { "type": "string" } } ], "requestBody": { "content": { "application/json": { "schema": { "type": "array", "items": { "$ref": "#/components/schemas/AccountTag" } } } }, "required": true }, "tags": [ "Accounts" ], "responses": { "204": { "description": "No Content" }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/org/client_accounts/{account}/algo_tags": { "get": { "summary": "Retrieve client account algo tags", "description": "Retrieves account tags used on algo orders received as a maker.", "parameters": [ { "name": "account", "in": "path", "description": "The account symbol.", "required": true, "schema": { "type": "string" } } ], "tags": [ "Accounts" ], "responses": { "200": { "description": "Ok", "content": { "application/json": { "schema": { "type": "array", "items": { "$ref": "#/components/schemas/AccountTag" } } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } }, "patch": { "summary": "Update client account algo tags", "description": "Updates account tags used on algo orders received as a maker.", "parameters": [ { "name": "account", "in": "path", "description": "The account symbol.", "required": true, "schema": { "type": "string" } } ], "requestBody": { "content": { "application/json": { "schema": { "type": "array", "items": { "$ref": "#/components/schemas/AccountTag" } } } }, "required": true }, "tags": [ "Accounts" ], "responses": { "204": { "description": "No Content" }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/org/client_accounts/{account}/rfq": { "get": { "summary": "Retrieve client account RFQ products", "description": "Retrieves products enabled for RFQ as a maker.", "parameters": [ { "name": "account", "in": "path", "description": "The account symbol.", "required": true, "schema": { "type": "string" } } ], "tags": [ "Accounts" ], "responses": { "200": { "description": "Ok", "content": { "application/json": { "schema": { "type": "array", "items": { "type": "string" } } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } }, "patch": { "summary": "Update client account rfq products", "description": "Updates client account rfq products as a maker.", "parameters": [ { "name": "account", "in": "path", "description": "The account symbol.", "required": true, "schema": { "type": "string" } } ], "requestBody": { "content": { "application/json": { "schema": { "type": "array", "items": { "type": "string" } } } }, "required": true }, "tags": [ "Accounts" ], "responses": { "204": { "description": "No Content" }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/org/client_accounts/{account}/strategies": { "get": { "summary": "Retrieve client account strategies", "description": "Retrieves algo strategies for the account as a maker.", "parameters": [ { "name": "account", "in": "path", "description": "The account symbol.", "required": true, "schema": { "type": "string" } } ], "tags": [ "Accounts" ], "responses": { "200": { "description": "Ok", "content": { "application/json": { "schema": { "type": "array", "items": { "type": "string" } } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } }, "patch": { "summary": "Update client account strategies", "description": "Updates client account algo strategies as a maker.", "parameters": [ { "name": "account", "in": "path", "description": "The account symbol.", "required": true, "schema": { "type": "string" } } ], "requestBody": { "content": { "application/json": { "schema": { "type": "array", "items": { "type": "string" } } } }, "required": true }, "tags": [ "Accounts" ], "responses": { "204": { "description": "No Content" }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/org/client_accounts/{account}/protocols": { "patch": { "summary": "Update client account protocols", "description": "Updates enabled protocols on an account as a maker", "parameters": [ { "name": "account", "in": "path", "description": "The account symbol.", "required": true, "schema": { "type": "string" } } ], "requestBody": { "content": { "application/json": { "schema": { "type": "array", "items": { "type": "string" } } } }, "required": true }, "tags": [ "Accounts" ], "responses": { "204": { "description": "No Content" }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/org/analytics/access": { "get": { "summary": "List analytics access", "description": "List venue access to your analytics", "tags": [ "Mappings" ], "responses": { "200": { "description": "Ok", "content": { "application/json": { "schema": { "type": "array", "items": { "$ref": "#/components/schemas/AnalyticsAccess" } } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } }, "patch": { "summary": "Update analytics access", "description": "Updates venue access to your analytics", "requestBody": { "content": { "application/json": { "schema": { "$ref": "#/components/schemas/AnalyticsAccessUpdate" } } }, "required": true }, "tags": [ "Mappings" ], "responses": { "204": { "description": "No Content" }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/org/analytics/access/history": { "get": { "summary": "List analytics access history", "description": "List history of venue access to your analytics", "tags": [ "Mappings" ], "responses": { "200": { "description": "Ok", "content": { "application/json": { "schema": { "type": "array", "items": { "$ref": "#/components/schemas/AnalyticsAccessHistory" } } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/org/prime_broker_clients/{client_id}/trading": { "delete": { "summary": "Disable prime broker client trading", "description": "Disables trading for the client as a prime broker.", "parameters": [ { "name": "client_id", "in": "path", "description": "The clients id.", "required": true, "schema": { "type": "string" } } ], "tags": [ "Organization" ], "responses": { "204": { "description": "No Content" }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } }, "put": { "summary": "Enable prime broker client trading", "description": "Enables trading for the client as a prime broker.", "parameters": [ { "name": "client_id", "in": "path", "description": "The clients id.", "required": true, "schema": { "type": "string" } } ], "tags": [ "Organization" ], "responses": { "204": { "description": "No Content" }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/org/prime_broker_clients": { "get": { "summary": "List prime broker clients", "description": "Lists all clients as a prime broker.", "tags": [ "Organization" ], "responses": { "200": { "description": "Ok", "content": { "application/json": { "schema": { "type": "array", "items": { "$ref": "#/components/schemas/PrimeBrokerClient" } } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/org/instrument_groups": { "post": { "summary": "Create instrument group", "description": "Creates an instrument group", "requestBody": { "content": { "application/json": { "schema": { "$ref": "#/components/schemas/InstrumentGroupCreate" } } }, "required": true }, "tags": [ "Mappings" ], "responses": { "200": { "description": "OK", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/InstrumentGroup" } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } }, "get": { "summary": "List instrument groups", "description": "Lists all instrument groups", "tags": [ "Mappings" ], "responses": { "200": { "description": "Ok", "content": { "application/json": { "schema": { "type": "array", "items": { "$ref": "#/components/schemas/InstrumentGroup" } } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/org/instrument_groups/{id}": { "delete": { "summary": "Delete instrument group", "description": "Deletes an instrument group", "parameters": [ { "name": "id", "in": "path", "description": "The instrument group id.", "required": true, "schema": { "type": "string" } } ], "tags": [ "Mappings" ], "responses": { "204": { "description": "No Content" }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } }, "get": { "summary": "Retrieve instrument group", "description": "Retrieves an instrument group", "parameters": [ { "name": "id", "in": "path", "description": "The instrument group id.", "required": true, "schema": { "type": "string" } } ], "tags": [ "Mappings" ], "responses": { "200": { "description": "Ok", "content": { "application/json": { "schema": { "type": "array", "items": { "type": "string" } } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } }, "patch": { "summary": "Update instrument group", "description": "Updates an instrument group", "parameters": [ { "name": "id", "in": "path", "description": "The instrument group id.", "required": true, "schema": { "type": "string" } } ], "requestBody": { "content": { "application/json": { "schema": { "$ref": "#/components/schemas/InstrumentGroupUpdate" } } }, "required": true }, "tags": [ "Mappings" ], "responses": { "200": { "description": "OK", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/InstrumentGroup" } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/org/instrument_groups/history": { "get": { "summary": "List instrument groups history", "description": "List history for all instrument groups", "tags": [ "Mappings" ], "responses": { "200": { "description": "Ok", "content": { "application/json": { "schema": { "type": "array", "items": { "$ref": "#/components/schemas/InstrumentGroupHistory" } } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/org/liquidity/disablement": { "get": { "summary": "List liquidity disablement", "description": "List disablement for all accounts and venues as a taker.", "tags": [ "Mappings" ], "responses": { "200": { "description": "Ok", "content": { "application/json": { "schema": { "type": "array", "items": { "$ref": "#/components/schemas/InstrumentGroupDisablement" } } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } }, "patch": { "summary": "Update disablement by instrument group", "description": "Updates disablement for all instrument groups", "requestBody": { "content": { "application/json": { "schema": { "$ref": "#/components/schemas/InstrumentGroupDisablementUpdate" } } }, "required": true }, "tags": [ "Mappings" ], "responses": { "204": { "description": "No Content" }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/org/liquidity/disablement/history": { "get": { "summary": "List liquidity disablement history", "description": "List history of disablement for all accounts and venues as a taker.", "tags": [ "Mappings" ], "responses": { "200": { "description": "Ok", "content": { "application/json": { "schema": { "type": "array", "items": { "$ref": "#/components/schemas/InstrumentGroupDisablementHistory" } } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/org/mappings": { "get": { "summary": "List all stream mappings", "description": "Lists all stream mappings across all accounts as a maker", "parameters": [ { "name": "limit", "in": "query", "description": "The maximum number of mappings to return.", "required": false, "schema": { "type": "string" } }, { "name": "offset", "in": "query", "description": "The number of mappings to skip.", "required": false, "schema": { "type": "string" } } ], "tags": [ "Mappings" ], "responses": { "200": { "description": "Ok", "content": { "application/json": { "schema": { "type": "array", "items": { "$ref": "#/components/schemas/StreamMapping" } } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/org/mappings/{account}": { "get": { "summary": "List stream mappings by account", "description": "Lists stream mappings for an account as a maker", "parameters": [ { "name": "account", "in": "path", "description": "The account symbol.", "required": true, "schema": { "type": "string" } } ], "tags": [ "Mappings" ], "responses": { "200": { "description": "Ok", "content": { "application/json": { "schema": { "type": "array", "items": { "$ref": "#/components/schemas/StreamMapping" } } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } }, "patch": { "summary": "Update stream mappings", "description": "Updates all stream mappings for an account as a maker.", "parameters": [ { "name": "account", "in": "path", "description": "The account symbol.", "required": true, "schema": { "type": "string" } } ], "requestBody": { "content": { "application/json": { "schema": { "type": "array", "items": { "$ref": "#/components/schemas/StreamMappingUpdate" } } } }, "required": true }, "tags": [ "Mappings" ], "responses": { "204": { "description": "No Content" }, "400": { "description": "Bad Request", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/org/mappings/{account}/{history_id}": { "get": { "summary": "List stream mappings by history id", "description": "Lists stream mappings for an account at a given history id as a maker", "parameters": [ { "name": "account", "in": "path", "description": "The account symbol.", "required": true, "schema": { "type": "string" } }, { "name": "history_id", "in": "path", "description": "The history id.", "required": true, "schema": { "type": "string" } } ], "tags": [ "Mappings" ], "responses": { "200": { "description": "Ok", "content": { "application/json": { "schema": { "type": "array", "items": { "$ref": "#/components/schemas/StreamMapping" } } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/org/mappings/history": { "get": { "summary": "List stream mappings history", "description": "Lists history of stream mappings as a maker", "parameters": [ { "name": "type", "in": "query", "description": "One of: algo, esp or rfq. Defaults to esp.", "required": false, "schema": { "type": "string" } } ], "tags": [ "Mappings" ], "responses": { "200": { "description": "Ok", "content": { "application/json": { "schema": { "type": "array", "items": { "$ref": "#/components/schemas/StreamMappingRevision" } } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/org/members": { "post": { "summary": "Create member", "description": "Create a member in your organization.", "requestBody": { "content": { "application/json": { "schema": { "$ref": "#/components/schemas/NewMember" } } }, "required": true }, "tags": [ "Organization" ], "responses": { "200": { "description": "Ok", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/User" } } } }, "401": { "description": "Unauthorized: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } }, "404": { "description": "Not Found: The organization member could not be found.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } }, "get": { "summary": "List all members", "description": "Lists all members in the organization, in the order that they were added.", "tags": [ "Organization" ], "responses": { "200": { "description": "Ok", "content": { "application/json": { "schema": { "type": "array", "items": { "$ref": "#/components/schemas/User" } } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/org/members/{member_id}": { "delete": { "summary": "Delete a member", "description": "Deletes the user account of a member of your organization.", "parameters": [ { "name": "member_id", "in": "path", "description": "The id of the member.", "required": true, "schema": { "type": "string" } } ], "tags": [ "Organization" ], "responses": { "204": { "description": "No Content" }, "401": { "description": "Unauthorized: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } }, "404": { "description": "Not Found: The organization member could not be found.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } }, "get": { "summary": "Retrieve a member", "description": "Retrieve a member of your organization.", "parameters": [ { "name": "member_id", "in": "path", "description": "The id of the member.", "required": true, "schema": { "type": "string" } } ], "tags": [ "Organization" ], "responses": { "204": { "description": "No Content" }, "401": { "description": "Unauthorized: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } }, "404": { "description": "Not Found: The organization member could not be found.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } }, "patch": { "summary": "Update a member", "description": "Update a member of your organization.", "parameters": [ { "name": "member_id", "in": "path", "description": "The id of the member.", "required": true, "schema": { "type": "string" } } ], "requestBody": { "content": { "application/json": { "schema": { "$ref": "#/components/schemas/UserUpdate" } } }, "required": true }, "tags": [ "Organization" ], "responses": { "204": { "description": "No Content" }, "401": { "description": "Unauthorized: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } }, "404": { "description": "Not Found: The organization member could not be found.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/org/members/{member_id}/accounts": { "get": { "summary": "List member accounts", "description": "List the accounts of a member in your organization.", "parameters": [ { "name": "member_id", "in": "path", "description": "The id of the member.", "required": true, "schema": { "type": "string" } } ], "tags": [ "Organization" ], "responses": { "204": { "description": "No Content" }, "401": { "description": "Unauthorized: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } }, "404": { "description": "Not Found: The organization member could not be found.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } }, "put": { "summary": "Update member accounts", "description": "Updates the accounts of a member in your organization.", "parameters": [ { "name": "member_id", "in": "path", "description": "The id of the member.", "required": true, "schema": { "type": "string" } } ], "requestBody": { "content": { "application/json": { "schema": { "type": "array", "items": { "type": "string" } } } }, "required": true }, "tags": [ "Organization" ], "responses": { "204": { "description": "No Content" }, "401": { "description": "Unauthorized: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } }, "404": { "description": "Not Found: The organization member could not be found.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/org/members/{member_id}/roles": { "get": { "summary": "List member roles", "description": "List the roles of a member in your organization.", "parameters": [ { "name": "member_id", "in": "path", "description": "The id of the member.", "required": true, "schema": { "type": "string" } } ], "tags": [ "Organization" ], "responses": { "204": { "description": "No Content" }, "401": { "description": "Unauthorized: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } }, "404": { "description": "Not Found: The organization member could not be found.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } }, "put": { "summary": "Update member roles", "description": "Updates the roles of a member in your organization.", "parameters": [ { "name": "member_id", "in": "path", "description": "The id of the member.", "required": true, "schema": { "type": "string" } } ], "requestBody": { "content": { "application/json": { "schema": { "type": "array", "items": { "type": "string" } } } }, "required": true }, "tags": [ "Organization" ], "responses": { "204": { "description": "No Content" }, "401": { "description": "Unauthorized: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } }, "404": { "description": "Not Found: The organization member could not be found.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/org/members/{member_id}/logoff": { "put": { "summary": "Logout a member", "description": "Logout a member of your organization.", "parameters": [ { "name": "member_id", "in": "path", "description": "The id of the member.", "required": true, "schema": { "type": "string" } } ], "tags": [ "Organization" ], "responses": { "204": { "description": "No Content" }, "401": { "description": "Unauthorized: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } }, "404": { "description": "Not Found: The organization member could not be found.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/org/members/{user_id}/suspended": { "put": { "summary": "Suspend a member", "description": "Suspend the user account of a member of your organization.", "parameters": [ { "name": "user_id", "in": "path", "description": "The user id of the member.", "required": true, "schema": { "type": "string" } } ], "tags": [ "Organization" ], "responses": { "204": { "description": "No Content" }, "401": { "description": "Unauthorized: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } }, "404": { "description": "Not Found: The organization member could not be found.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } }, "delete": { "summary": "Unsuspend a member", "description": "Unsuspend the user account of a member of your organization.", "parameters": [ { "name": "user_id", "in": "path", "description": "The user id of the member.", "required": true, "schema": { "type": "string" } } ], "tags": [ "Organization" ], "responses": { "204": { "description": "No Content" }, "401": { "description": "Unauthorized: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } }, "404": { "description": "Not Found: The organization member could not be found.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/org/onboarding/requests/{request_id}": { "put": { "summary": "Accept onboarding request", "description": "Accepts an onboarding request and applies the provided mappings", "parameters": [ { "name": "request_id", "in": "path", "description": "The onboarding request id.", "required": true, "schema": { "type": "string" } } ], "requestBody": { "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OnboardingRequestAcceptMappings" } } }, "required": true }, "tags": [ "Mappings" ], "responses": { "204": { "description": "No Content" }, "400": { "description": "Bad Request", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } }, "delete": { "summary": "Decline onboarding request", "description": "Delines an onboarding request", "parameters": [ { "name": "request_id", "in": "path", "description": "The onboarding request id.", "required": true, "schema": { "type": "string" } } ], "tags": [ "Mappings" ], "responses": { "204": { "description": "No Content" }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } }, "get": { "summary": "Retrieve onboarding request", "description": "Retrieves the onboading request with given id", "parameters": [ { "name": "request_id", "in": "path", "description": "The onboarding request id.", "required": true, "schema": { "type": "string" } } ], "tags": [ "Mappings" ], "responses": { "200": { "description": "Ok", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OnboardingRequest" } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/org/onboarding/requests": { "get": { "summary": "List onboarding requests", "description": "Lists all account onboarding requests as a maker", "tags": [ "Mappings" ], "responses": { "200": { "description": "Ok", "content": { "application/json": { "schema": { "type": "array", "items": { "$ref": "#/components/schemas/OnboardingRequest" } } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/org/reference/client/markets": { "get": { "summary": "List all client markets as a maker", "description": "List all client markets as a maker.", "parameters": [ { "name": "limit", "in": "query", "description": "The maximum number of markets to return.", "required": false, "schema": { "type": "string" } }, { "name": "offset", "in": "query", "description": "The number of markets to skip.", "required": false, "schema": { "type": "string" } } ], "tags": [ "Reference" ], "responses": { "200": { "description": "Ok", "content": { "application/json": { "schema": { "type": "array", "items": { "$ref": "#/components/schemas/Market" } } } } }, "204": { "description": "No Content: Organization is not a maker." }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/org/reference/strategies": { "get": { "summary": "List all strategies as a maker", "description": "List all client markets as a maker.", "tags": [ "Reference" ], "responses": { "200": { "description": "Ok", "content": { "application/json": { "schema": { "type": "array", "items": { "$ref": "#/components/schemas/Strategy" } } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/org/reference/underlying/metadata": { "get": { "summary": "List all underlying market metadata as a maker", "description": "List all underlying market metadata as a maker.", "tags": [ "Reference" ], "responses": { "200": { "description": "Ok", "content": { "application/json": { "schema": { "type": "array", "items": { "$ref": "#/components/schemas/UnderlyingMetadata" } } } } }, "204": { "description": "No Content: Organization is not a maker." }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/org/reference/underlying/markets": { "get": { "summary": "List all underlying markets as a maker", "description": "List all underlying markets as a maker.", "parameters": [ { "name": "limit", "in": "query", "description": "The maximum number of underlyings to return.", "required": false, "schema": { "type": "string" } }, { "name": "offset", "in": "query", "description": "The number of underlyings to skip.", "required": false, "schema": { "type": "string" } } ], "tags": [ "Reference" ], "responses": { "200": { "description": "Ok", "content": { "application/json": { "schema": { "type": "array", "items": { "$ref": "#/components/schemas/Underlying" } } } } }, "204": { "description": "No Content: Organization is not a maker." }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/org/reference/markets": { "get": { "summary": "List all taker markets", "description": "List all taker markets.", "tags": [ "Reference" ], "responses": { "200": { "description": "Ok", "content": { "application/json": { "schema": { "type": "array", "items": { "$ref": "#/components/schemas/Market" } } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/org/reporting/executions": { "post": { "summary": "List trade executions", "description": "Lists all trade executions which match the given filters.", "tags": [ "Reporting" ], "requestBody": { "content": { "application/json": { "schema": { "$ref": "#/components/schemas/AnalyticsExecutionsQuery" } } } }, "responses": { "200": { "description": "Ok", "content": { "application/json": { "schema": { "type": "array", "items": { "$ref": "#/components/schemas/ExecutionReport" } } } } }, "400": { "description": "Bad Request", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/org/reporting/maker_execution_totals": { "post": { "summary": "List totals for maker trade executions", "description": "Lists totals for trades by the given grouping.", "tags": [ "Reporting" ], "requestBody": { "content": { "application/json": { "schema": { "$ref": "#/components/schemas/AnalyticsMakerExecutionTotalsQuery" } } } }, "responses": { "200": { "description": "Ok", "content": { "application/json": { "schema": { "type": "array", "items": { "$ref": "#/components/schemas/ExecutionTotal" } } } } }, "400": { "description": "Bad Request", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/org/reporting/maker_executions": { "post": { "summary": "List maker trade executions", "description": "Lists all trades which match the given filters.", "tags": [ "Reporting" ], "requestBody": { "content": { "application/json": { "schema": { "$ref": "#/components/schemas/AnalyticsMakerExecutionsQuery" } } } }, "responses": { "200": { "description": "Ok", "content": { "application/json": { "schema": { "type": "array", "items": { "$ref": "#/components/schemas/ExecutionReport" } } } } }, "400": { "description": "Bad Request", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/org/reporting/maker_order_totals": { "post": { "summary": "List totals for maker orders", "description": "Lists totals for orders by the given grouping.", "tags": [ "Reporting" ], "requestBody": { "content": { "application/json": { "schema": { "$ref": "#/components/schemas/AnalyticsMakerOrderTotalsQuery" } } } }, "responses": { "200": { "description": "Ok", "content": { "application/json": { "schema": { "type": "array", "items": { "$ref": "#/components/schemas/OrderTotals" } } } } }, "400": { "description": "Bad Request", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/org/reporting/maker_performance": { "post": { "summary": "List maker performance", "description": "Lists performance of your organization as a maker. Only includes accounts and metrics which have been granted by the taker.", "tags": [ "Reporting" ], "requestBody": { "content": { "application/json": { "schema": { "$ref": "#/components/schemas/AnalyticsMakerPerformanceQuery" } } } }, "responses": { "200": { "description": "OK", "content": { "application/json": { "schema": { "type": "array", "items": { "$ref": "#/components/schemas/MakerPerformance" } } } } }, "400": { "description": "Bad Request: The request is invalid/validation failure.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/org/reporting/maker_rejects": { "post": { "summary": "List maker trade rejections", "description": "Lists all rejections which match the given filters.", "tags": [ "Reporting" ], "requestBody": { "content": { "application/json": { "schema": { "$ref": "#/components/schemas/AnalyticsMakerRejectsQuery" } } } }, "responses": { "200": { "description": "Ok", "content": { "application/json": { "schema": { "type": "array", "items": { "$ref": "#/components/schemas/ExecutionReport" } } } } }, "400": { "description": "Bad Request", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/org/reporting/order_totals": { "post": { "summary": "List order totals", "description": "Lists totals for orders by given grouping.", "tags": [ "Reporting" ], "requestBody": { "content": { "application/json": { "schema": { "$ref": "#/components/schemas/AnalyticsOrderTotalsQuery" } } } }, "responses": { "200": { "description": "OK", "content": { "application/json": { "schema": { "type": "array", "items": { "$ref": "#/components/schemas/OrderTotals" } } } } }, "400": { "description": "Bad Request: The request is invalid/validation failure.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/org/reporting/orders": { "post": { "summary": "List all orders", "description": "Lists all orders which match the given filters.", "tags": [ "Reporting" ], "requestBody": { "content": { "application/json": { "schema": { "$ref": "#/components/schemas/AnalyticsOrdersQuery" } } } }, "responses": { "200": { "description": "Ok", "content": { "application/json": { "schema": { "type": "array", "items": { "$ref": "#/components/schemas/OrderReport" } } } } }, "400": { "description": "Bad Request", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/org/reporting/rfq_totals": { "post": { "summary": "List RFQ totals", "description": "Lists totals for RFQ requests by given grouping.", "tags": [ "Reporting" ], "requestBody": { "content": { "application/json": { "schema": { "$ref": "#/components/schemas/AnalyticsRfqTotalsQuery" } } } }, "responses": { "200": { "description": "OK", "content": { "application/json": { "schema": { "type": "array", "items": { "$ref": "#/components/schemas/RfqTotals" } } } } }, "400": { "description": "Bad Request: The request is invalid/validation failure.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/org/reporting/trends": { "post": { "summary": "Retrieve trend", "description": "Retrieve trend data for a given interval, grouping, and metric.", "tags": [ "Reporting" ], "requestBody": { "content": { "application/json": { "schema": { "$ref": "#/components/schemas/AnalyticsTrendQuery" } } } }, "responses": { "200": { "description": "OK", "content": { "application/json": { "schema": { "type": "array", "items": { "$ref": "#/components/schemas/Trend" } } } } }, "400": { "description": "Bad Request: The request is invalid/validation failure.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/org/settings/credit_limits": { "get": { "summary": "Retrieve NOS credit limits", "description": "Retrieves the NOS credit limits for all accounts.", "tags": [ "Organization" ], "responses": { "200": { "description": "Ok", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OrganizationCreditLimits" } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } }, "put": { "summary": "Update NOS credit limits", "description": "Updates the NOS credit limits for all accounts.", "requestBody": { "content": { "application/json": { "schema": { "$ref": "#/components/schemas/OrganizationCreditLimits" } } }, "required": true }, "tags": [ "Organization" ], "responses": { "204": { "description": "No Content" }, "400": { "description": "Bad Request: Invalid body parameters.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/org/settings/notification_emails": { "get": { "summary": "Retrieve notification emails", "description": "Retrieves the notification email addresses.", "tags": [ "Organization" ], "responses": { "200": { "description": "Ok", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/NotificationEmails" } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } }, "patch": { "summary": "Update email notifications", "description": "Updates the notification emails.", "requestBody": { "content": { "application/json": { "schema": { "$ref": "#/components/schemas/NotificationEmails" } } }, "required": true }, "tags": [ "Organization" ], "responses": { "200": { "description": "Ok", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/NotificationEmails" } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/org/settings/limits": { "get": { "summary": "Retrieve organization limits", "description": "Retrieves the default hard trading limits for the organization.", "tags": [ "Organization" ], "responses": { "200": { "description": "Ok", "content": { "application/json": { "schema": { "type": "array", "items": { "$ref": "#/components/schemas/ProductLimit" } } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } }, "patch": { "summary": "Update organization limits", "description": "Updates the default hard trading limits for the organization.", "requestBody": { "content": { "application/json": { "schema": { "type": "array", "items": { "$ref": "#/components/schemas/ProductLimit" } } } }, "required": true }, "tags": [ "Organization" ], "responses": { "200": { "description": "Ok", "content": { "application/json": { "schema": { "type": "array", "items": { "$ref": "#/components/schemas/ProductLimit" } } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/org/settings/member_limits": { "get": { "summary": "Retrieve organization member limits", "description": "Retrieves the hard trading limits for members of the organization.", "tags": [ "Organization" ], "responses": { "200": { "description": "Ok", "content": { "application/json": { "schema": { "type": "array", "items": { "$ref": "#/components/schemas/OrganizationMemberLimits" } } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } }, "patch": { "summary": "Update organization member limits", "description": "Updates the hard trading limits for members of the organization.", "requestBody": { "content": { "application/json": { "schema": { "type": "array", "items": { "$ref": "#/components/schemas/OrganizationMemberLimits" } } } }, "required": true }, "tags": [ "Organization" ], "responses": { "200": { "description": "Ok", "content": { "application/json": { "schema": { "type": "array", "items": { "$ref": "#/components/schemas/OrganizationMemberLimits" } } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/org/settings/prime_broker_fees": { "get": { "summary": "Retrieve prime broker fees", "description": "Retrieves the prime broker fees for all accounts in $ per million as a taker.", "tags": [ "Organization" ], "responses": { "200": { "description": "Ok", "content": { "application/json": { "schema": { "type": "array", "items": { "$ref": "#/components/schemas/OrganizationPrimeBrokerFee" } } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } }, "patch": { "summary": "Update prime broker fees", "description": "Updates the prime broker fees for all accounts in $ per million as a taker.", "requestBody": { "content": { "application/json": { "schema": { "type": "array", "items": { "$ref": "#/components/schemas/OrganizationPrimeBrokerFee" } } } }, "required": true }, "tags": [ "Organization" ], "responses": { "200": { "description": "Ok", "content": { "application/json": { "schema": { "type": "array", "items": { "$ref": "#/components/schemas/OrganizationPrimeBrokerFee" } } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/org/security/allowed_ips": { "get": { "summary": "Retrieve allowed IP addresses", "description": "Retrieves the IP address ranges which are allowed access for the organization.", "tags": [ "Security" ], "responses": { "200": { "description": "Ok", "content": { "application/json": { "schema": { "type": "array", "items": { "$ref": "#/components/schemas/AllowedIP" } } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } }, "patch": { "summary": "Update allowed IP addresses", "description": "Updates the IP address ranges which are allowed access for the organization.", "requestBody": { "content": { "application/json": { "schema": { "type": "array", "items": { "$ref": "#/components/schemas/AllowedIPUpdate" } } } }, "required": true }, "tags": [ "Security" ], "responses": { "200": { "description": "Ok", "content": { "application/json": { "schema": { "type": "array", "items": { "$ref": "#/components/schemas/AllowedIP" } } } } }, "400": { "description": "Bad Request: CIDR blocks are invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/org/security/domain_slug": { "delete": { "summary": "Remove organization domain slug", "description": "Removes the custom domain slug for the organization.", "tags": [ "Security" ], "responses": { "204": { "description": "No Content" }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } }, "put": { "summary": "Update organization domain slug", "description": "Sets a unique, lowercase custom domain slug for the organization used to identify it on inbound requests.", "requestBody": { "content": { "application/json": { "schema": { "$ref": "#/components/schemas/UpdateDomainSlug" } } }, "required": true }, "tags": [ "Security" ], "responses": { "204": { "description": "No Content" }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } }, "409": { "description": "Conflict: The domain slug is already in use.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/org/security/require_mfa": { "put": { "summary": "Require MFA", "description": "Requires all users in the organization have MFA enabled.", "tags": [ "Security" ], "responses": { "204": { "description": "No Content" }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } }, "delete": { "summary": "Unrequire MFA", "description": "Removes the MFA enforcement from the organization.", "tags": [ "Security" ], "responses": { "204": { "description": "No Content" }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/org/roles": { "get": { "summary": "List all roles", "description": "Lists all roles available to your organization.", "tags": [ "Roles" ], "responses": { "200": { "description": "Ok", "content": { "application/json": { "schema": { "type": "array", "items": { "$ref": "#/components/schemas/Role" } } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/org/roles/{role}": { "get": { "summary": "Retrieve a role", "description": "Returns a role in the organization.", "parameters": [ { "name": "role", "in": "path", "description": "The role symbol.", "required": true, "schema": { "type": "string" } } ], "tags": [ "Roles" ], "responses": { "200": { "description": "Ok", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Role" } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/org/security/require_saml": { "put": { "summary": "Require SAML", "description": "Requires all users in the organization sign in with SAML.", "tags": [ "Security" ], "responses": { "204": { "description": "No Content" }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } }, "delete": { "summary": "Unrequire SAML", "description": "Removes the SAML enforcement from the organization.", "tags": [ "Security" ], "responses": { "204": { "description": "No Content" }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } }, "/org/security/saml": { "get": { "summary": "Retrieve SAML configuration", "description": "Returns the SAML configuration for the organization.", "tags": [ "Security" ], "responses": { "200": { "description": "Ok", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/SamlConfig" } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } }, "patch": { "summary": "Update SAML cofiguration", "description": "Updates the SAML configuration for the organization.", "requestBody": { "content": { "application/json": { "schema": { "$ref": "#/components/schemas/SamlConfig" } } }, "required": true }, "tags": [ "Security" ], "responses": { "200": { "description": "Ok", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/SamlConfig" } } } }, "401": { "description": "Unauthorised: Authorization information is missing or invalid.", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/Error" } } } } } } } }, "components": { "parameters": { "EndingBeforeParameter": { "in": "query", "name": "ending_before", "schema": { "type": "integer", "minimum": 0 }, "required": false, "description": "The time in unix milliseconds." }, "ExpandParameter": { "in": "query", "name": "expand", "schema": { "type": "string" }, "required": false, "description": "A comma separated list of properties to expand." }, "LimitParameter": { "in": "query", "name": "limit", "schema": { "type": "integer", "minimum": 0, "default": 10 }, "required": false, "description": "A limit on the number of objects to be returned. Default is 10." }, "MakerPerformanceReportGrouping": { "in": "query", "name": "groupings", "schema": { "type": "string", "enum": [ "account", "asset_type", "client", "date", "instrument", "location", "product", "protocol", "user" ] }, "required": false, "description": "A comma separated list of fields to group by. Defaults to 'account' and 'product' which are required groupings." }, "OffsetParameter": { "in": "query", "name": "offset", "schema": { "type": "integer", "minimum": 0, "default": 0 }, "required": false, "description": "An offset on the objects to be returned." }, "ReportGroupingsParameter": { "in": "query", "name": "groupings", "schema": { "type": "string", "enum": [ "account", "date", "hour", "instrument", "product", "side", "venue" ] }, "required": true, "description": "A comma separated list of fields to group by." }, "ReportIntervalParameter": { "in": "query", "name": "interval", "schema": { "type": "string", "enum": [ "day", "hour", "month", "quarter", "week", "year" ] }, "required": true, "description": "The time interval to be applied to the trend data." }, "ReportMetricParameter": { "in": "query", "name": "metric", "schema": { "type": "string", "enum": [ "filled", "rejected", "fill_rate", "reject_rate", "order_volume", "filled_volume", "market_share", "venue_rtt_max", "venue_rtt_mean", "venue_rtt_median" ] }, "required": true, "description": "The metric to query a trend for." }, "ReportTrendGroupingParameter": { "in": "query", "name": "grouping", "schema": { "type": "string", "enum": [ "account", "asset_type", "client", "intrument", "location", "product", "protocol", "user", "venue" ] }, "required": true, "description": "The grouping required for the trend." }, "VolumeMaxParameter": { "in": "query", "name": "volume_max", "schema": { "type": "integer", "minimum": 1 }, "required": false, "description": "The maximum volume (USD) of orders to show." }, "VolumeMinParameter": { "in": "query", "name": "volume_min", "schema": { "type": "integer", "minimum": 0 }, "required": false, "description": "The minimum volume (USD) of orders to show." }, "ReverseParameter": { "in": "query", "name": "reverse", "schema": { "type": "boolean" }, "required": false, "description": "Reverses the results." }, "StartingAfterParameter": { "in": "query", "name": "starting_after", "schema": { "type": "integer", "minimum": 0 }, "required": false, "description": "The time in unix milliseconds." } }, "schemas": { "Account": { "properties": { "created_ts": { "description": "Created time in unix nanoseconds.", "type": "number" }, "description": { "description": "Human readable long description.", "type": "string" }, "display": { "description": "Human readable description.", "type": "string" }, "imid": { "description": "FINRA CAT IMID (US Equities). Must be one of the parent organization's IMIDs.", "type": "string" }, "liquidity_type": { "description": "Liquidity types.", "type": "array", "items": { "type": "string", "enum": [ "FullAmountLadder", "FullAmountStack", "SweepableStack" ] } }, "liquidity_location": { "description": "Liquidity location.", "type": "string", "enum": [ "london", "mixed", "newyork", "singapore" ] }, "parent_account": { "description": "Parent account symbol.", "type": "string" }, "prime_broker": { "description": "Prime broker venue symbol.", "type": "string" }, "symbol": { "description": "Machine readable identifier.", "type": "string" }, "uid": { "description": "Unique 16-character identifier assigned to the account.", "type": "string", "minLength": 16, "maxLength": 16, "readOnly": true }, "updated_ts": { "description": "Updated time in unix nanoseconds.", "type": "number" } }, "required": [ "created_ts", "symbol" ] }, "AccountMarket": { "properties": { "market": { "type": "string", "description": "Market symbol." }, "underlying": { "type": "string", "description": "Underlying market symbol." } }, "required": [ "market", "underlying" ] }, "AccountTag": { "properties": { "field": { "description": "The account tag field", "type": "string" }, "value": { "description": "The account tag value", "type": "string" } }, "required": [ "field", "value" ] }, "AccountUpdate": { "properties": { "display": { "description": "Human readable description.", "type": "string" }, "description": { "description": "Human readable long description.", "type": "string" }, "prime_broker": { "description": "Prime broker venue symbol.", "type": "string" } } }, "AccountVenue": { "properties": { "account": { "description": "Account symbol.", "type": "string" }, "enabled": { "description": "Whether the venue is enabled for the account.", "type": "boolean" }, "venue": { "description": "Venue symbol.", "type": "string" } }, "required": [ "account", "enabled", "venue" ] }, "AccountVenues": { "properties": { "account": { "description": "Account symbol.", "type": "string" }, "venues": { "description": "Venues for the account.", "type": "array", "items": { "type": "string" } } }, "required": [ "account", "venues" ] }, "AccountsPositions": { "properties": { "accounts": { "type": "array", "items": { "type": "object", "properties": { "account": { "type": "string" }, "nop": { "type": "number" } } } }, "venues": { "type": "array", "items": { "type": "object", "properties": { "account": { "type": "string" }, "nop": { "type": "number" }, "venue": { "type": "string" } } } } } }, "AllocationTags": { "properties": { "id": { "description": "The allocation id", "type": "string" }, "tag": { "description": "The allocation tag", "type": "string" } }, "required": [ "id", "tag" ] }, "AllowedIP": { "properties": { "ip_address": { "description": "IP address or CIDR range from which access is allowed.", "type": "string" } }, "required": [ "ip_address" ] }, "AllowedIPUpdate": { "properties": { "ip_address": { "description": "IP address or CIDR range from which access is allowed.", "type": "string" } }, "required": [ "ip_address" ] }, "AnalyticsAccess": { "properties": { "access": { "description": "The allowed analytics access to grant.", "type": "string", "enum": [ "market_share_bucketed", "market_share_explicit", "markouts", "min_data_granularity_monthly", "min_data_granularity_weekly", "ranking_explicit", "ranking_quartile", "reject_rate", "rtt" ] }, "account": { "description": "The account to enable analytics access for.", "type": "string" }, "product": { "description": "The product to enable analytics access for.", "type": "string" }, "venue": { "description": "The venue to enable analytics access for.", "type": "string" } }, "required": [ "access", "account", "product", "venue" ] }, "AnalyticsAccessHistory": { "properties": { "added": { "$ref": "#/components/schemas/AnalyticsAccess" }, "removed": { "$ref": "#/components/schemas/AnalyticsAccess" }, "timestamp": { "description": "The timestamp of the history entry.", "type": "number" }, "user": { "description": "The user which made the change.", "type": "string" } }, "additionalProperties": false, "required": [ "timestamp", "user" ] }, "AnalyticsAccessUpdate": { "type": "object", "properties": { "analytics_access": { "type": "array", "items": { "$ref": "#/components/schemas/AnalyticsAccess" } } }, "required": [ "analytics_access" ] }, "AnalyticsExecutionsQuery": { "title": "Executions Query", "type": "object", "properties": { "accounts": { "type": "array", "items": { "type": "string" }, "description": "List of trading accounts to filter by." }, "asset_types": { "type": "array", "items": { "type": "string", "enum": [ "Ccy", "Crypto", "Eqty" ] }, "description": "List of asset types to filter by." }, "ending_before": { "type": "number", "description": "Timestamp (ms) to end the query range." }, "expand": { "type": "array", "items": { "type": "string" }, "description": "List of fields to expand in the response (e.g. account, user)." }, "instrument_groups": { "type": "array", "items": { "type": "string" }, "description": "List of instrument groups to filter by." }, "instruments": { "type": "array", "items": { "type": "string" }, "description": "List of instruments to filter by." }, "limit": { "type": "number", "description": "Maximum number of results to return." }, "locations": { "type": "array", "items": { "type": "string" }, "description": "List of locations to filter by." }, "offset": { "type": "number", "description": "Number of results to skip." }, "products": { "type": "array", "items": { "type": "string", "enum": [ "Spot", "Forward", "NDF", "Swap", "NDFSwap" ] }, "description": "List of products to filter by." }, "protocols": { "type": "array", "items": { "type": "string", "enum": [ "ESP", "RFQ", "ALGO" ] }, "description": "List of protocols to filter by." }, "starting_after": { "type": "number", "description": "Timestamp (ms) to start the query range." }, "timezone": { "type": "string", "description": "IANA timezone string (default Etc/UTC)." }, "users": { "type": "array", "items": { "type": "string" }, "description": "List of users to filter by." }, "venues": { "type": "array", "items": { "type": "string" }, "description": "List of venues to filter by." } }, "required": [ "ending_before", "starting_after", "timezone" ] }, "AnalyticsInstrumentLadder": { "type": "object", "properties": { "instr": { "type": "string" }, "quantities": { "type": "array", "items": "number" } }, "required": [ "instr", "quantities" ] }, "AnalyticsMakerExecutionTotalsQuery": { "title": "Maker Execution Totals Query", "type": "object", "properties": { "accounts": { "type": "array", "items": { "type": "string" }, "description": "List of accounts to filter by." }, "asset_types": { "type": "array", "items": { "type": "string", "enum": [ "Ccy", "Crypto", "Eqty" ] }, "description": "List of asset types to filter by." }, "ending_before": { "type": "number", "description": "Timestamp (ms) to end the query range." }, "groupings": { "type": "array", "items": { "type": "string", "enum": [ "account", "asset_type", "client", "date", "hour", "instrument", "location", "product", "protocol", "side" ] }, "description": "Dimensions to group the results by." }, "instruments": { "type": "array", "items": { "type": "string" }, "description": "List of instruments to filter by." }, "limit": { "type": "number", "description": "Maximum number of results to return." }, "locations": { "type": "array", "items": { "type": "string" }, "description": "List of locations to filter by." }, "offset": { "type": "number", "description": "Number of results to skip." }, "products": { "type": "array", "items": { "type": "string", "enum": [ "Spot", "Forward", "NDF", "Swap", "NDFSwap" ] }, "description": "List of products to filter by." }, "protocols": { "type": "array", "items": { "type": "string", "enum": [ "ESP", "RFQ", "ALGO" ] }, "description": "List of protocols to filter by." }, "starting_after": { "type": "number", "description": "Timestamp (ms) to start the query range." }, "timezone": { "type": "string", "description": "IANA timezone string (default Etc/UTC)." }, "users": { "type": "array", "items": { "type": "string" }, "description": "List of users to filter by." } }, "required": [ "ending_before", "starting_after", "timezone" ] }, "AnalyticsMakerExecutionsQuery": { "title": "Maker Executions Query", "type": "object", "properties": { "accounts": { "type": "array", "items": { "type": "string" }, "description": "List of accounts to filter by." }, "asset_types": { "type": "array", "items": { "type": "string", "enum": [ "Ccy", "Crypto", "Eqty" ] }, "description": "List of asset types to filter by." }, "clients": { "type": "array", "items": { "type": "string" }, "description": "List of clients to filter by." }, "ending_before": { "type": "number", "description": "Timestamp (ms) to end the query range." }, "expand": { "type": "array", "items": { "type": "string" }, "description": "List of fields to expand in the response (e.g. user)." }, "instruments": { "type": "array", "items": { "type": "string" }, "description": "List of instruments to filter by." }, "limit": { "type": "number", "description": "Maximum number of results to return." }, "locations": { "type": "array", "items": { "type": "string" }, "description": "List of locations to filter by." }, "offset": { "type": "number", "description": "Number of results to skip." }, "products": { "type": "array", "items": { "type": "string", "enum": [ "Spot", "Forward", "NDF", "Swap", "NDFSwap" ] }, "description": "List of products to filter by." }, "protocols": { "type": "array", "items": { "type": "string", "enum": [ "ESP", "RFQ", "ALGO" ] }, "description": "List of protocols to filter by." }, "starting_after": { "type": "number", "description": "Timestamp (ms) to start the query range." }, "timezone": { "type": "string", "description": "IANA timezone string (default Etc/UTC)." }, "users": { "type": "array", "items": { "type": "string" }, "description": "List of users to filter by." }, "venue": { "type": "string", "description": "Venue to filter by." } }, "required": [ "ending_before", "starting_after", "timezone" ] }, "AnalyticsMakerOrderTotalsQuery": { "title": "Maker Order Totals Query", "type": "object", "properties": { "accounts": { "type": "array", "items": { "type": "string" }, "description": "List of accounts to filter by." }, "asset_types": { "type": "array", "items": { "type": "string", "enum": [ "Ccy", "Crypto", "Eqty" ] }, "description": "List of asset types to filter by." }, "ending_before": { "type": "number", "description": "Timestamp (ms) to end the query range." }, "groupings": { "type": "array", "items": { "type": "string", "enum": [ "account", "asset_type", "client", "date", "hour", "instrument", "location", "product", "protocol", "venue" ] }, "description": "Dimensions to group the results by." }, "instruments": { "type": "array", "items": { "type": "string" }, "description": "List of instruments to filter by." }, "limit": { "type": "number", "description": "Maximum number of results to return." }, "locations": { "type": "array", "items": { "type": "string" }, "description": "List of locations to filter by." }, "offset": { "type": "number", "description": "Number of results to skip." }, "products": { "type": "array", "items": { "type": "string", "enum": [ "Spot", "Forward", "NDF", "Swap", "NDFSwap" ] }, "description": "List of products to filter by." }, "protocols": { "type": "array", "items": { "type": "string", "enum": [ "ESP", "RFQ", "ALGO" ] }, "description": "List of protocols to filter by." }, "starting_after": { "type": "number", "description": "Timestamp (ms) to start the query range." }, "timezone": { "type": "string", "description": "IANA timezone string (default Etc/UTC)." }, "users": { "type": "array", "items": { "type": "string" }, "description": "List of users to filter by." } }, "required": [ "ending_before", "starting_after", "timezone" ] }, "AnalyticsMakerPerformanceQuery": { "title": "Maker Performance Query", "type": "object", "properties": { "accounts": { "type": "array", "items": { "type": "string" }, "description": "List of trading accounts to filter by." }, "asset_types": { "type": "array", "items": { "type": "string", "enum": [ "Ccy", "Crypto", "Eqty" ] }, "description": "List of asset types to filter by." }, "clients": { "type": "array", "items": { "type": "string" }, "description": "List of clients to filter by." }, "ending_before": { "type": "number", "description": "Timestamp (ms) to end the query range." }, "expand": { "type": "array", "items": { "type": "string" }, "description": "Fields to expand in the response." }, "groupings": { "type": "array", "items": { "type": "string", "enum": [ "account", "asset_type", "client", "date", "instrument", "location", "product", "protocol", "user" ] }, "description": "Dimensions to group the results by." }, "instruments": { "type": "array", "items": { "type": "string" }, "description": "List of instruments to filter by." }, "limit": { "type": "number", "description": "Maximum number of results to return." }, "locations": { "type": "array", "items": { "type": "string" }, "description": "List of locations to filter by." }, "offset": { "type": "number", "description": "Number of results to skip." }, "products": { "type": "array", "items": { "type": "string", "enum": [ "Spot", "Forward", "NDF", "Swap", "NDFSwap" ] }, "description": "List of products to filter by." }, "protocols": { "type": "array", "items": { "type": "string", "enum": [ "ESP", "RFQ", "ALGO" ] }, "description": "List of protocols to filter by." }, "starting_after": { "type": "number", "description": "Timestamp (ms) to start the query range." }, "timezone": { "type": "string", "description": "Timezone to use for time-based groupings (e.g., 'UTC', 'America/New_York')." }, "users": { "type": "array", "items": { "type": "string" }, "description": "List of users to filter by." }, "venues": { "type": "array", "items": { "type": "string" }, "description": "List of venues to filter by." } }, "required": [ "ending_before", "starting_after", "timezone" ] }, "AnalyticsMakerRejectsQuery": { "title": "Maker Rejects Query", "type": "object", "properties": { "asset_types": { "type": "array", "items": { "type": "string", "enum": [ "Ccy", "Crypto", "Eqty" ] }, "description": "List of asset types to filter by." }, "ending_before": { "type": "number", "description": "Timestamp (ms) to end the query range." }, "instruments": { "type": "array", "items": { "type": "string" }, "description": "List of instruments to filter by." }, "limit": { "type": "number", "description": "Maximum number of results to return." }, "locations": { "type": "array", "items": { "type": "string" }, "description": "List of locations to filter by." }, "offset": { "type": "number", "description": "Number of results to skip." }, "products": { "type": "array", "items": { "type": "string", "enum": [ "Spot", "Forward", "NDF", "Swap", "NDFSwap" ] }, "description": "List of products to filter by." }, "protocols": { "type": "array", "items": { "type": "string", "enum": [ "ESP", "RFQ", "ALGO" ] }, "description": "List of protocols to filter by." }, "starting_after": { "type": "number", "description": "Timestamp (ms) to start the query range." }, "timezone": { "type": "string", "description": "IANA timezone string (default Etc/UTC)." }, "users": { "type": "array", "items": { "type": "string" }, "description": "List of users to filter by." } }, "required": [ "ending_before", "starting_after", "timezone" ] }, "AnalyticsMarkoutsQuery": { "title": "Markouts Query", "type": "object", "properties": { "accounts": { "type": "array", "items": { "type": "string" }, "description": "List of trading accounts to filter by." }, "ending_before": { "type": "number", "minimum": 1, "description": "Timestamp (ms) to end the query range. Range must be 31 days or less (inclusive)." }, "groupings": { "type": "array", "minItems": 1, "items": { "type": "string", "enum": [ "account", "instrument", "trader_id", "user", "venue" ] }, "description": "Dimensions to group the results by." }, "instruments": { "type": "array", "items": { "type": "string" }, "description": "List of instruments to filter by." }, "limit": { "type": "number", "minimum": 1, "description": "Maximum number of results to return." }, "offset": { "type": "number", "minimum": 0, "description": "Number of results to skip." }, "starting_after": { "type": "number", "minimum": 1, "description": "Timestamp (ms) to start the query range. Range must be 31 days or less (inclusive)." }, "timezone": { "type": "string", "description": "Timezone used by the query." }, "users": { "type": "array", "items": { "type": "string" }, "description": "List of users to filter by." }, "venues": { "type": "array", "items": { "type": "string" }, "description": "List of venues to filter by." } }, "required": [ "ending_before", "groupings", "starting_after" ] }, "AnalyticsOrderTotalsQuery": { "title": "Order Totals Query", "type": "object", "properties": { "accounts": { "type": "array", "items": { "type": "string" }, "description": "List of trading accounts to filter by." }, "asset_types": { "type": "array", "items": { "type": "string", "enum": [ "Ccy", "Crypto", "Eqty" ] }, "description": "List of asset types to filter by." }, "clients": { "type": "array", "items": { "type": "string" }, "description": "List of clients to filter by." }, "ending_before": { "type": "number", "description": "Timestamp (ms) to end the query range." }, "expand": { "type": "array", "items": { "type": "string" }, "description": "Fields to expand in the response." }, "groupings": { "type": "array", "items": { "type": "string", "enum": [ "account", "asset_type", "client", "date", "hour", "instrument", "location", "product", "protocol", "user", "venue" ] }, "description": "Dimensions to group the results by." }, "instruments": { "type": "array", "items": { "type": "string" }, "description": "List of instruments to filter by." }, "limit": { "type": "number", "description": "Maximum number of results to return." }, "locations": { "type": "array", "items": { "type": "string" }, "description": "List of locations to filter by." }, "offset": { "type": "number", "description": "Number of results to skip." }, "products": { "type": "array", "items": { "type": "string", "enum": [ "Spot", "Forward", "NDF", "Swap", "NDFSwap" ] }, "description": "List of products to filter by." }, "protocols": { "type": "array", "items": { "type": "string", "enum": [ "ESP", "RFQ", "ALGO" ] }, "description": "List of protocols to filter by." }, "starting_after": { "type": "number", "description": "Timestamp (ms) to start the query range." }, "timezone": { "type": "string", "description": "Timezone to use for time-based groupings (e.g., 'UTC', 'America/New_York')." }, "users": { "type": "array", "items": { "type": "string" }, "description": "List of users to filter by." }, "venues": { "type": "array", "items": { "type": "string" }, "description": "List of venues to filter by." } }, "required": [ "ending_before", "starting_after", "timezone" ] }, "AnalyticsOrdersQuery": { "title": "Orders Query", "type": "object", "properties": { "accounts": { "type": "array", "items": { "type": "string" }, "description": "List of trading accounts to filter by." }, "asset_types": { "type": "array", "items": { "type": "string", "enum": [ "Ccy", "Crypto", "Eqty" ] }, "description": "List of asset types to filter by." }, "ending_before": { "type": "number", "description": "Timestamp (ms) to end the query range." }, "expand": { "type": "array", "items": { "type": "string" }, "description": "List of fields to expand in the response (e.g. account, user)." }, "instrument_groups": { "type": "array", "items": { "type": "string" }, "description": "List of instrument groups to filter by." }, "instruments": { "type": "array", "items": { "type": "string" }, "description": "List of instruments to filter by." }, "limit": { "type": "number", "description": "Maximum number of results to return." }, "locations": { "type": "array", "items": { "type": "string" }, "description": "List of locations to filter by." }, "offset": { "type": "number", "description": "Number of results to skip." }, "products": { "type": "array", "items": { "type": "string", "enum": [ "Spot", "Forward", "NDF", "Swap", "NDFSwap" ] }, "description": "List of products to filter by." }, "protocols": { "type": "array", "items": { "type": "string", "enum": [ "ESP", "RFQ", "ALGO" ] }, "description": "List of protocols to filter by." }, "starting_after": { "type": "number", "description": "Timestamp (ms) to start the query range." }, "timezone": { "type": "string", "description": "IANA timezone string (default Etc/UTC)." }, "users": { "type": "array", "items": { "type": "string" }, "description": "List of users to filter by." }, "venues": { "type": "array", "items": { "type": "string" }, "description": "List of venues to filter by." } }, "required": [ "ending_before", "starting_after", "timezone" ] }, "AnalyticsRfqTotalsQuery": { "title": "RFQ Totals Query", "type": "object", "properties": { "accounts": { "type": "array", "items": { "type": "string" }, "description": "List of trading accounts to filter by." }, "asset_types": { "type": "array", "items": { "type": "string", "enum": [ "Ccy", "Crypto", "Eqty" ] }, "description": "List of asset types to filter by." }, "clients": { "type": "array", "items": { "type": "string" }, "description": "List of clients to filter by." }, "ending_before": { "type": "number", "description": "Timestamp (ms) to end the query range." }, "expand": { "type": "array", "items": { "type": "string" }, "description": "Fields to expand in the response." }, "groupings": { "type": "array", "items": { "type": "string", "enum": [ "account", "client", "date", "hour", "instrument", "product", "user", "venue" ] }, "description": "Dimensions to group the results by." }, "instruments": { "type": "array", "items": { "type": "string" }, "description": "List of instruments to filter by." }, "limit": { "type": "number", "description": "Maximum number of results to return." }, "locations": { "type": "array", "items": { "type": "string" }, "description": "List of locations to filter by." }, "offset": { "type": "number", "description": "Number of results to skip." }, "products": { "type": "array", "items": { "type": "string", "enum": [ "Spot", "Forward", "NDF", "Swap", "NDFSwap" ] }, "description": "List of products to filter by." }, "protocols": { "type": "array", "items": { "type": "string" }, "description": "List of protocols to filter by." }, "starting_after": { "type": "number", "description": "Timestamp (ms) to start the query range." }, "timezone": { "type": "string", "description": "Timezone to use for time-based groupings (e.g., 'UTC', 'America/New_York')." }, "users": { "type": "array", "items": { "type": "string" }, "description": "List of users to filter by." }, "venues": { "type": "array", "items": { "type": "string" }, "description": "List of venues to filter by." } }, "required": [ "ending_before", "starting_after", "timezone" ] }, "AnalyticsSpreadsMatrixQuery": { "title": "Analytics Spreads Matrix Query", "type": "object", "properties": { "account": { "type": "string", "description": "Trading account to filter by." }, "ending_before": { "type": "number", "description": "Timestamp (ms) to end the query range." }, "instruments": { "type": "array", "items": { "type": "string" }, "minItems": 1, "description": "List of instruments to include in the matrix. Required if pivot_by is NOT 'instrument'. Cannot be provided if pivot_by IS 'instrument'." }, "pivot_by": { "type": "string", "enum": [ "instrument", "quantity", "venue" ], "description": "Dimension to pivot the matrix by. (instrument | quantity | venue)" }, "quantities": { "type": "array", "items": { "type": "number", "minimum": 1 }, "minItems": 1, "description": "List of quantities to include in the matrix. Cannot be provided if pivot_by IS 'quantity'." }, "starting_after": { "type": "number", "description": "Timestamp (ms) to start the query range." }, "timezone": { "type": "string", "description": "Timezone to use for the query." }, "value": { "oneOf": [ { "type": "string" }, { "type": "number", "minimum": 1 } ], "description": "Fixed value for the non-pivoted dimension." }, "venues": { "type": "array", "items": { "type": "string" }, "minItems": 1, "description": "List of venues to include in the matrix. Cannot be provided if pivot_by IS 'venue'." } }, "required": [ "account", "ending_before", "pivot_by", "starting_after", "timezone", "value" ] }, "AnalyticsSpreadsQuery": { "title": "Analytics Spreads Query", "type": "object", "properties": { "account": { "type": "string", "description": "Trading account to filter by." }, "ending_before": { "type": "number", "description": "Timestamp (ms) to end the query range." }, "instrument": { "type": "string", "description": "Instrument to filter by." }, "quantity": { "type": "number", "minimum": 1, "description": "Quantity to filter by." }, "starting_after": { "type": "number", "description": "Timestamp (ms) to start the query range." }, "timezone": { "type": "string", "description": "Timezone to use for the query." }, "venues": { "type": "array", "items": { "type": "string" }, "description": "List of venues to filter by." } }, "required": [ "account", "ending_before", "instrument", "starting_after", "timezone" ] }, "AnalyticsTrendQuery": { "title": "Analytics Trend Query", "type": "object", "properties": { "accounts": { "type": "array", "items": { "type": "string" }, "description": "List of trading accounts to filter by." }, "asset_types": { "type": "array", "items": { "type": "string", "enum": [ "Ccy", "Crypto", "Eqty" ] }, "description": "List of asset types to filter by." }, "clients": { "type": "array", "items": { "type": "string" }, "description": "List of clients to filter by." }, "ending_before": { "type": "number", "description": "Timestamp (ms) to end the query range." }, "expand": { "type": "string", "description": "Fields to expand in the response." }, "grouping": { "type": "string", "enum": [ "account", "asset_type", "client", "instrument", "location", "product", "protocol", "user", "venue" ], "description": "Dimension to group the results by." }, "instruments": { "type": "array", "items": { "type": "string" }, "description": "List of instruments to filter by." }, "interval": { "type": "string", "enum": [ "day", "hour", "month", "quarter", "week", "year" ], "description": "Time interval for the trend data (e.g., 'day', 'hour')." }, "limit": { "type": "number", "description": "Maximum number of results to return." }, "locations": { "type": "array", "items": { "type": "string" }, "description": "List of locations to filter by." }, "metric": { "type": "string", "enum": [ "filled", "filled_volume_usd", "fill_rate", "market_share", "order_volume_usd", "reject_rate", "rejected", "venue_rtt_max", "venue_rtt_mean", "venue_rtt_median" ], "description": "The metric to analyze (e.g., 'filled_volume_usd')." }, "offset": { "type": "number", "description": "Number of results to skip." }, "products": { "type": "array", "items": { "type": "string", "enum": [ "Spot", "Forward", "NDF", "Swap", "NDFSwap" ] }, "description": "List of products to filter by." }, "protocols": { "type": "array", "items": { "type": "string", "enum": [ "ESP", "RFQ", "ALGO" ] }, "description": "List of protocols to filter by." }, "starting_after": { "type": "number", "description": "Timestamp (ms) to start the query range." }, "timezone": { "type": "string", "description": "Timezone to use for time-based groupings." }, "users": { "type": "array", "items": { "type": "string" }, "description": "List of users to filter by." }, "venues": { "type": "array", "items": { "type": "string" }, "description": "List of venues to filter by." } }, "required": [ "ending_before", "starting_after", "timezone" ] }, "Asset": { "properties": { "asset_type": { "description": "The asset type. One of Cmdty, Corp, Ccy, Eqty, Govt, Index, Crypto.", "type": "string" }, "display": { "description": "Human readable description.", "type": "string" }, "id": { "description": "Unique identifer for the object. ISO 4217 number for currencies.", "type": "number" }, "symbol": { "description": "Machine readable identifier.", "type": "string" } }, "required": [ "id", "symbol" ] }, "Audit": { "properties": { "id": { "type": "string" }, "location": { "type": "string" }, "method": { "type": "string" }, "remote_address": { "type": "string" }, "url": { "type": "string" }, "user": { "type": "string" }, "ts": { "type": "number" } }, "required": [ "id", "ts", "url", "user" ] }, "CancelOrder": { "properties": { "cl_order_id": { "description": "Request identifier assigned by the client (Max 48 characters).", "type": "string" }, "account": { "description": "Trading account.", "type": "string" } }, "required": [ "cl_order_id", "account" ] }, "ClientAccount": { "properties": { "client": { "description": "The client.", "type": "object", "properties": { "display": { "description": "The client display.", "type": "string" }, "symbol": { "description": "The client symbol.", "type": "string" } } }, "display": { "description": "The account display.", "type": "string" }, "liquidity_location": { "description": "The account liquidity location.", "type": "string", "enum": [ "london", "mixed", "newyork", "singapore" ] }, "liquidity_type": { "description": "The account liquidity types.", "type": "array", "items": { "type": "string", "enum": [ "FullAmountLadder", "FullAmountStack", "SweepableStack" ] } }, "parent_account": { "description": "The parent account symbol.", "type": "string" }, "protocols": { "descrption": "Mappings for each protocol for this account.", "type": "object", "properties": { "ALGO": { "type": "object", "properties": { "enabled": { "description": "Whether Algos are enabled on this account.", "type": "boolean" }, "mappings": { "type": "array", "description": "The algos configured for this account.", "items": { "type": "object", "properties": { "enabled": { "description": "Whether the algo is enabled.", "type": "boolean" }, "mapping": { "description": "The algo.", "type": "string" } }, "required": [ "enabled", "mapping" ] } } } }, "ESP": { "type": "object", "properties": { "enabled": { "description": "Whether ESP is enabled on this account.", "type": "boolean" }, "mappings": { "type": "array", "description": "The mapped streams.", "items": { "type": "object", "properties": { "enabled": { "description": "Whether the stream is enabled.", "type": "boolean" }, "mapping": { "description": "The stream.", "type": "string" } }, "required": [ "enabled", "mapping" ] } } } }, "RFQ": { "type": "object", "properties": { "enabled": { "description": "Whether RFQ is enabled on this account.", "type": "boolean" }, "mappings": { "type": "array", "description": "The RFQ products configured for this account.", "items": { "type": "object", "properties": { "enabled": { "description": "Whether the product is enabled.", "type": "boolean" }, "mapping": { "description": "The product.", "type": "string" } }, "required": [ "enabled", "mapping" ] } } } } } }, "symbol": { "description": "The account symbol.", "type": "string" }, "tags": { "description": "The account tags.", "type": "object", "properties": { "account": { "description": "Account tags used on ESP/RFQ orders.", "type": "array", "items": { "type": "string" } }, "algo_account": { "description": "Account tags used on Algo orders.", "type": "array", "items": { "type": "string" } } } }, "traders": { "description": "The traders with this account.", "type": "array", "items": { "type": "object", "properties": { "id": { "description": "The trader id.", "type": "string" }, "name": { "description": "The trader name.", "type": "string" } } } } }, "required": [ "client", "display", "protocols", "symbol", "tags", "traders" ] }, "ClientAccountDetails": { "properties": { "child_accounts": { "description": "The child accounts of this account.", "type": "array", "items": { "type": "object", "properties": { "description": { "description": "The account description.", "type": "string" }, "display": { "description": "The account display.", "type": "string" }, "prime_broker": { "description": "The account prime broker.", "type": "string" }, "symbol": { "description": "The account symbol.", "type": "string" } } } }, "client": { "description": "The client.", "type": "object", "properties": { "display": { "description": "The client display.", "type": "string" }, "symbol": { "description": "The client symbol.", "type": "string" } } }, "description": { "description": "The account description.", "type": "string" }, "display": { "description": "The account display.", "type": "string" }, "liquidity_location": { "description": "The account liquidity location.", "type": "string", "enum": [ "london", "mixed", "newyork", "singapore" ] }, "liquidity_type": { "description": "The account liquidity types.", "type": "array", "items": { "type": "string", "enum": [ "FullAmountLadder", "FullAmountStack", "SweepableStack" ] } }, "parent_account": { "description": "The parent account symbol.", "type": "string" }, "protocols": { "description": "The account protocols available for this account.", "type": "object", "properties": { "ALGO": { "description": "Whether Algo trading is enabled for this account.", "type": "boolean" }, "ESP": { "description": "Whether ESP trading is enabled for this account.", "type": "boolean" }, "RFQ": { "description": "Whether RFQ trading is enabled for this account.", "type": "boolean" } } }, "symbol": { "description": "The account symbol.", "type": "string" }, "traders": { "description": "The traders with this account.", "type": "array", "items": { "type": "object", "properties": { "id": { "description": "The trader id.", "type": "string" }, "name": { "description": "The trader name.", "type": "string" }, "tags": { "description": "The trader tags.", "type": "array", "items": { "type": "object", "properties": { "field": { "description": "The tag field.", "type": "string" }, "value": { "description": "The tag value.", "type": "string" } } } } } } } }, "required": [ "client", "display", "protocols", "symbol", "traders" ] }, "ConnectivityRequest": { "type": "object", "required": [ "created_by", "created_ts", "id", "region", "request_type", "session_type", "status" ], "properties": { "additional_info": { "type": "string" }, "created_by": { "type": "string" }, "created_ts": { "type": "number" }, "id": { "type": "string" }, "marketdata_session": { "type": "object", "properties": { "endpoint": { "type": "string" }, "fields": { "type": "object", "additionalProperties": { "type": "string" }, "minProperties": 1 }, "password": { "type": "string" }, "sender_comp_id": { "type": "string" }, "target_comp_id": { "type": "string" }, "username": { "type": "string" } } }, "order_session": { "type": "object", "properties": { "endpoint": { "type": "string" }, "fields": { "type": "object", "additionalProperties": { "type": "string" }, "minProperties": 1 }, "password": { "type": "string" }, "sender_comp_id": { "type": "string" }, "target_comp_id": { "type": "string" }, "username": { "type": "string" } } }, "products": { "type": "array", "items": { "type": "string", "enum": [ "Spot", "Forward", "NDF" ] } }, "quote_type": { "type": "string", "enum": [ "FullAmountLadder", "FullAmountStack", "SweepableStack" ] }, "region": { "type": "string", "enum": [ "london", "newyork", "singapore" ] }, "request_type": { "type": "string", "enum": [ "decommission", "provision" ] }, "session_type": { "type": "string", "enum": [ "FIX", "ITCH" ] }, "status": { "type": "string", "enum": [ "cancelled", "completed", "pending" ] } } }, "ConnectivityRequestUpdate": { "type": "object", "required": [ "region", "request_type", "session_type" ], "properties": { "additional_info": { "type": "string" }, "marketdata_session": { "type": "object", "properties": { "endpoint": { "type": "string" }, "fields": { "type": "object", "additionalProperties": { "type": "string" }, "minProperties": 1 }, "password": { "type": "string" }, "sender_comp_id": { "type": "string" }, "target_comp_id": { "type": "string" }, "username": { "type": "string" } } }, "order_session": { "type": "object", "properties": { "endpoint": { "type": "string" }, "fields": { "type": "object", "additionalProperties": { "type": "string" }, "minProperties": 1 }, "password": { "type": "string" }, "sender_comp_id": { "type": "string" }, "target_comp_id": { "type": "string" }, "username": { "type": "string" } } }, "products": { "type": "array", "items": { "type": "string", "enum": [ "Spot", "Forward", "NDF" ] } }, "quote_type": { "type": "string", "enum": [ "FullAmountLadder", "FullAmountStack", "SweepableStack" ] }, "request_type": { "type": "string", "enum": [ "decommission", "provision" ] }, "region": { "type": "string", "enum": [ "london", "newyork", "singapore" ] }, "session_type": { "type": "string", "enum": [ "FIX", "ITCH" ] } } }, "ConnectivitySession": { "properties": { "accounts": { "type": "array", "items": { "type": "string" } }, "conn_type": { "type": "string" }, "in_session": { "type": "string" }, "last_logon_ts": { "type": "string" }, "last_updated": { "type": "string" }, "logged_on": { "type": "string" }, "msg_rcvd_rate": { "type": "string" }, "msg_sent_rate": { "type": "string" }, "quote_type": { "type": "string" }, "region": { "type": "string" }, "reliability": { "type": "string" }, "session_enabled": { "type": "string" }, "session_id": { "type": "string" }, "stream": { "type": "string" }, "subs_num": { "type": "string" }, "workflow": { "type": "string" } }, "required": [ "in_session", "last_logon_ts", "last_updated", "logged_on", "msg_rcvd_rate", "msg_sent_rate", "region", "reliability", "session_enabled", "session_id", "subs_num", "workflow" ] }, "Device": { "properties": { "id": { "description": "Device id.", "type": "string" }, "brand": { "description": "Device brand.", "type": "string" }, "device_type": { "description": "Type of device.", "type": "string" }, "manufacturer": { "description": "Device manufacturer.", "type": "string" }, "model": { "description": "Device model.", "type": "string" }, "created_ts": { "description": "Created time in unix nanoseconds.", "type": "string" }, "updated_ts": { "description": "Updated time in unix nanoseconds.", "type": "number" } }, "required": [ "brand", "device_type", "manufacturer", "model", "created_ts" ] }, "Error": { "properties": { "message": { "description": "Human readable description of the error.", "type": "string" }, "errors": { "type": "array", "items": { "type": "object", "properties": { "field": { "description": "The field the error corresponds to.", "type": "string" }, "code": { "description": "One of additional_field, missing_field, missing_body, invalid.", "type": "string" }, "message": { "description": "Human readable description.", "type": "string" } }, "required": [ "code" ] } } }, "required": [ "message" ] }, "ExecutionReport": { "properties": { "account": { "type": "string", "description": "Trading account." }, "ccy": { "type": "string", "description": "Ccy of quantity specified in qty field." }, "cl_order_id": { "type": "string", "description": "Request identifier assigned by the client (Max 48 characters)." }, "cost_usd": { "type": "number", "description": "Volume of execution in USD." }, "counterparty": { "type": "string", "description": "Counterparty" }, "effective_time": { "type": "string", "description": "Receive time from the system. ISO-8601 format." }, "exec_id": { "type": "string", "description": "Execution ID." }, "far_price": { "type": "number", "description": "Far price of this fill." }, "far_qty": { "type": "number", "description": "Far quantity traded on this fill." }, "far_settl_date": { "type": "string", "description": "The far settlement date. YYYY-MM-DD format." }, "far_tenor": { "type": "string", "description": "Far tenor symbol." }, "instr": { "type": "string", "description": "Underlying instrument." }, "instr_type": { "type": "string", "description": "Underlying instrument type." }, "liq_ind": { "type": "string", "description": "Liquidity indicator.", "enum": [ "None", "Maker", "Taker" ] }, "order_id": { "type": "string", "description": "Order ID." }, "order_type": { "type": "string", "description": "Order type. e.g. Limit, Market.", "enum": [ "None", "Limit", "Market", "Stop", "Quoted" ] }, "price": { "type": "number", "description": "Price of this fill." }, "protocol": { "type": "string", "description": "Underlying protocol." }, "qty": { "type": "number", "description": "Quantity traded on this fill." }, "quote_id": { "type": "string", "description": "Quote ID." }, "sec_cl_order_id": { "type": "string", "description": "Request identifier sent to the LP." }, "sec_exec_id": { "type": "string", "description": "LP Execution ID." }, "sec_order_id": { "type": "string", "description": "LP Order ID." }, "sending_time": { "type": "string", "description": "Created time. ISO-8601 format." }, "settl_date": { "type": "string", "description": "The settlement date. YYYY-MM-DD format." }, "side": { "type": "string", "description": "Trade side.", "enum": [ "None", "Buy", "Sell" ] }, "strat_type": { "type": "string", "description": "Strategy type of the trade." }, "tenor": { "type": "string", "description": "Tenor symbol." }, "text": { "type": "string", "description": "Free text field. Max 128 characters." }, "time_type": { "type": "string", "description": "Time in force.", "enum": [ "None", "GTC", "IOC", "FOK", "GFD", "GFW" ] }, "trade_date": { "type": "string", "description": "The date of the trade. YYYY-MM-DD format." }, "transact_time": { "type": "string", "description": "Transmit time from the system. ISO-8601 format." }, "user": { "type": "string", "description": "User who created the trade." }, "venue": { "type": "string", "description": "Underlying execution venue." } }, "required": [ "account", "effective_time", "instr", "instr_type", "price", "qty", "sending_time", "side", "tenor", "transact_time", "user", "venue" ] }, "ExecutionSnapshot": { "properties": { "account": { "type": "string" }, "bids": { "type": "array", "items": { "type": "object", "properties": { "all_in": { "type": "number" }, "fwd_points": { "type": "number" }, "indicative": { "type": "boolean" }, "price": { "type": "number" }, "spot": { "type": "number" }, "traded": { "type": "boolean" }, "usd_diff": { "type": "number" }, "venue": { "type": "string" } } } }, "ccy": { "type": "string" }, "instr": { "type": "string" }, "offers": { "type": "array", "items": { "type": "object", "properties": { "all_in": { "type": "number" }, "fwd_points": { "type": "number" }, "indicative": { "type": "boolean" }, "price": { "type": "number" }, "spot": { "type": "number" }, "traded": { "type": "boolean" }, "usd_diff": { "type": "number" }, "venue": { "type": "string" } } } }, "pb_venue": { "type": "string" }, "price": { "type": "number" }, "product": { "type": "string" }, "protocol": { "type": "string" }, "qty": { "type": "number" }, "sending_time": { "type": "string" }, "side": { "type": "string" }, "tenor": { "type": "string" }, "user": { "type": "string" }, "venue": { "type": "string" } } }, "ExecutionTotal": { "properties": { "account": { "type": "string", "description": "Trading account." }, "cost_usd": { "type": "number", "description": "Volume of execution in USD." }, "date": { "type": "string", "description": "Date of the trade. ISO-8601 format." }, "hour": { "type": "string", "description": "Hour of the trade. ISO-8601 format." }, "instrument": { "type": "string", "description": "Underlying instrument." }, "product": { "type": "string", "description": "Underlying product." }, "protocol": { "type": "string", "description": "Underlying protocol." }, "side": { "type": "string", "description": "Trade side.", "enum": [ "None", "Buy", "Sell" ] }, "venue": { "type": "string", "description": "Routing venue." }, "count": { "type": "number", "description": "Count of executions." } }, "required": [ "count" ] }, "Grant": { "properties": { "action": { "description": "CRUD:possession action.", "type": "string" }, "attributes": { "description": "ABAC properties.", "type": "string" }, "resource": { "description": "Associated resource symbol.", "type": "string" }, "role": { "description": "Associated role symbol.", "type": "string" } }, "required": [ "action", "attributes", "resource", "role" ] }, "Instrument": { "properties": { "asset_type": { "description": "The asset type. One of Cmdty, Corp, Ccy, Eqty, Govt, Index, Crypto.", "type": "string" }, "base_asset": { "description": "The base asset.", "type": "string" }, "display": { "description": "Human readable description.", "type": "string" }, "id": { "description": "Unique identifer for the object.", "type": "number" }, "pip_dp": { "description": "Conventional pip decimal places.", "type": "number" }, "pip_digits": { "description": "Conventional pip digits.", "type": "number" }, "price_dp": { "description": "Price display decimal places.", "type": "number" }, "settl_type": { "description": "Cash or Physical delivery.", "type": "string" }, "symbol": { "description": "Machine readable identifier.", "type": "string" }, "tenor": { "description": "The tenor or delivery month.", "type": "string" }, "term_asset": { "description": "The term asset.", "type": "string" } }, "required": [ "id", "symbol" ] }, "InstrumentGroup": { "properties": { "created_by": { "description": "The user that created the instrument group.", "type": "string" }, "created_ts": { "description": "The timestamp the instrument group was created.", "type": "number" }, "display": { "description": "Instrument group display name.", "type": "string" }, "description": { "description": "Instrument group description.", "type": "string" }, "id": { "description": "The instrument group id.", "type": "string" }, "updated_by": { "description": "The user that updated the instrument group.", "type": "string" }, "updated_ts": { "description": "The timestamp the instrument group was updated.", "type": "number" } }, "required": [ "created_by", "created_ts", "display", "id" ] }, "InstrumentGroupCreate": { "properties": { "display": { "description": "Instrument group display name.", "type": "string" }, "description": { "description": "Instrument group description.", "type": "string" }, "instruments": { "description": "Instruments in the group.", "type": "array", "items": { "type": "string" } } }, "required": [ "display" ] }, "InstrumentGroupHistory": { "properties": { "added": { "description": "The instruments which were added.", "type": "array", "items": { "type": "string" } }, "display": { "description": "The instrument group display.", "type": "string" }, "id": { "description": "The instrument group id.", "type": "string" }, "removed": { "description": "The instruments which were removed.", "type": "array", "items": { "type": "string" } }, "timestamp": { "description": "The timestamp of the history entry.", "type": "number" }, "user": { "description": "The user which made the change.", "type": "string" } }, "additionalProperties": false, "required": [ "display", "id", "timestamp", "user" ] }, "InstrumentGroupUpdate": { "properties": { "display": { "description": "Instrument group display name.", "type": "string" }, "description": { "description": "Instrument group description.", "type": "string" }, "instruments": { "description": "Instruments in the group.", "type": "array", "items": { "type": "string" } } }, "required": [ "instruments" ] }, "InstrumentTypeTenors": { "properties": { "instr_type": { "description": "Machine readable identifier.", "type": "string" }, "tenors": { "type": "array", "items": { "type": "object", "properties": { "id": { "description": "Unique identifer for the object.", "type": "number" }, "priority": { "description": "Display order for the tenor.", "type": "number" }, "symbol": { "description": "Machine readable identifier.", "type": "string" } } } } }, "required": [ "instr_type", "tenors" ] }, "LiquidityDisablement": { "properties": { "account": { "description": "The account the instrument group is disabled for.", "type": "string" }, "instrument_group": { "description": "The instrument group.", "type": "string" }, "product": { "description": "The product the instrument group is disabled for.", "type": "string" }, "protocol": { "description": "The protocol the instrument group is disabled for.", "type": "string" }, "venue": { "description": "The venue the instrument group is disabled for.", "type": "string" } }, "required": [ "account", "protocol", "venue" ] }, "LiquidityDisablementHistory": { "properties": { "added": { "$ref": "#/components/schemas/LiquidityDisablement" }, "removed": { "$ref": "#/components/schemas/LiquidityDisablement" }, "timestamp": { "description": "The timestamp of the history entry.", "type": "number" }, "user": { "description": "The user which made the change.", "type": "string" } }, "additionalProperties": false, "required": [ "timestamp", "user" ] }, "LiquidityDisablementUpdate": { "type": "object", "properties": { "disablement": { "type": "array", "items": { "$ref": "#/components/schemas/LiquidityDisablement" } } }, "required": [ "disablement" ] }, "MakerPerformance": { "description": "Performance of your organization as a maker at the requested groupings.", "properties": { "account": { "oneOf": [ { "type": "string" }, { "type": "object", "properties": { "display": { "type": "string" }, "symbol": { "type": "string" } } } ], "description": "Trading account." }, "asset_type": { "type": "string", "description": "Underlying asset type. Only present if included in grouping." }, "client": { "oneOf": [ { "type": "string" }, { "type": "object", "properties": { "display": { "type": "string" }, "symbol": { "type": "string" } } } ], "description": "Trading client organization. Only present if included in grouping." }, "date": { "type": "string", "description": "Date of the trade. ISO-8601 format. Only present if included in grouping." }, "hour": { "type": "string", "description": "Hour of the trade. ISO-8601 format. Only present if included in grouping." }, "instrument": { "type": "string", "description": "Underlying instrument. Only present if included in grouping." }, "location": { "type": "string", "description": "The location the trade was routed. Only present if included in grouping." }, "market_share": { "type": "object", "description": "Market share of the filled volume as a %. Only present if the taker has granted access.", "properties": { "bucket": { "type": "string", "description": "Market share range of your organization.", "enum": [ "0-5%", "5-10%", "10-20%", ">20%" ] }, "value": { "type": "number", "description": "Market share of your organization." } } }, "product": { "type": "string", "description": "Underlying product." }, "protocol": { "type": "string", "description": "Underlying protocol. Only present if included in grouping." }, "ranking": { "type": "object", "description": "Rank of the filled volume compared to others.", "properties": { "quartile": { "type": "number", "description": "Quartile of the filled volume compared to others.", "enum": [ 1, 2, 3, 4 ] }, "value": { "type": "number", "description": "Rank of your organization." } } }, "reject_rate": { "type": "object", "description": "Reject rate of orders.", "properties": { "average": { "type": "number", "description": "Average reject rate across all LPs. Only present if the taker has granted access." }, "value": { "type": "number", "description": "Reject rate of your organization." } } }, "rtt_max": { "type": "object", "description": "The max rtt in ms.", "properties": { "value": { "type": "number", "description": "The max rtt of your organization in ms." } } }, "rtt_mean": { "type": "object", "description": "The mean rtt in ms.", "properties": { "average": { "type": "number", "description": "The average of all LPs in ms. Only present if the taker has granted access." }, "value": { "type": "number", "description": "The mean rtt of your organization in ms." } } }, "rtt_median": { "type": "object", "description": "The median rtt in ms.", "properties": { "average": { "type": "number", "description": "The average of all LPs in ms. Only present if the taker has granted access." }, "value": { "type": "number", "description": "The median rtt of your organization in ms." } } }, "user": { "oneOf": [ { "type": "string" }, { "type": "object", "properties": { "id": { "type": "string" }, "name": { "type": "string" } } } ], "description": "User who placed order(s). Only present if included in grouping." }, "volume": { "type": "number", "description": "The filled volume in USD." } }, "required": [ "account", "product", "volume" ] }, "Market": { "properties": { "base_dp": { "type": "number" }, "base_default_lots": { "type": "number" }, "base_denom": { "type": "number" }, "base_numer": { "type": "number" }, "display": { "type": "string" }, "id": { "type": "number" }, "instr": { "type": "string" }, "price_denom": { "type": "number" }, "price_dp": { "type": "number" }, "price_numer": { "type": "number" }, "symbol": { "type": "string" }, "tenor": { "type": "string" }, "term_default_lots": { "type": "number" }, "term_denom": { "type": "number" }, "term_dp": { "type": "number" }, "term_numer": { "type": "number" }, "venue": { "type": "string" }, "venue_symbol": { "type": "string" } }, "required": [ "id", "symbol" ] }, "MarketAccounts": { "properties": { "accounts": { "type": "array", "items": { "type": "string" } }, "market": { "description": "Machine readable identifier.", "type": "string" } }, "required": [ "accounts", "market" ] }, "MarketDataKeepAlive": { "properties": { "markets": { "type": "array", "items": { "properties": { "account": { "description": "Trading account.", "type": "string" }, "security_type": { "description": "Security Type.", "enum": [ "Spot", "Future", "CFD", "Swap", "Perp", "NDF", "Forward", "NDFSwap" ], "type": "string" }, "symbol": { "description": "The symbol the request is for.", "type": "string" }, "tenor": { "description": "Tenor symbol. Defaults to SP.", "type": "string" }, "venue": { "description": "The venue to subscribe to.", "type": "string" } }, "required": [ "account", "symbol" ] } } }, "required": [ "markets" ] }, "MarketParameters": { "properties": { "product": { "type": "string" }, "symbol": { "type": "string" }, "venue": { "type": "string" } }, "required": [ "product", "symbol", "venue" ] }, "Markout": { "properties": { "account": { "description": "Optional account when grouped.", "type": "string" }, "delta_time": { "description": "Delta time.", "type": "array", "items": { "type": "number" } }, "instrument": { "description": "Optional instrument when grouped.", "type": "string" }, "pnl": { "description": "PnL in bps.", "type": "array", "items": { "type": "number" } }, "order_id": { "description": "Order id.", "type": "string" }, "trade_count": { "description": "Number of trades in the group.", "type": "integer", "format": "int64" }, "traded_usd": { "description": "Traded volume in USD for the group.", "type": "number", "format": "double" }, "trader_id": { "description": "Optional trader id when grouped.", "type": "string" }, "user": { "description": "Optional user when grouped.", "type": "string" }, "venue": { "description": "Optional venue when grouped.", "type": "string" } }, "required": [ "delta_time", "pnl" ] }, "NewAccount": { "properties": { "display": { "description": "Human readable description.", "type": "string" }, "description": { "description": "Human readable long description.", "type": "string" }, "prime_broker": { "description": "Prime broker venue symbol.", "type": "string" } }, "required": [ "display" ] }, "NewMember": { "properties": { "country": { "type": "string" }, "email": { "type": "string" }, "name": { "type": "string" }, "password": { "type": "string" }, "picture": { "type": "string" }, "require_mfa": { "type": "boolean" }, "require_reset": { "type": "boolean" } }, "required": [ "email", "name", "password" ] }, "NewOrder": { "properties": { "account": { "description": "Trading account.", "type": "string" }, "allocations": { "description": "The allocations for the order.", "type": "array", "items": { "type": "object", "properties": { "amount": { "type": "number", "description": "The amount allocated to the fund." }, "fund": { "type": "string", "description": "The fund name." } }, "required": [ "amount", "fund" ], "additionalProperties": false } }, "ccy": { "description": "Currency of the order quantity.", "type": "string" }, "cl_order_id": { "description": "Request identifier assigned by the client (Max 48 characters).", "type": "string" }, "exec_venues": { "description": "A list of order execution venues. Igmored if the venue is not AGG.", "type": "array", "items": { "type": "string" } }, "far_price": { "description": "Swap only, far leg all-in price.", "type": "number" }, "far_qty": { "description": "Swap only, far leg quantity.", "type": "number" }, "far_tenor": { "description": "Swap only, far leg tenor.", "type": "string" }, "order_type": { "description": "Order type.", "enum": [ "Limit", "Market", "PreviouslyQuoted" ], "type": "string" }, "price": { "description": "Order price.", "type": "number" }, "price_tolerance": { "description": "Order price tolerance in absolute terms.", "type": "number" }, "qty": { "description": "Order quantity. MUST be greater than zero.", "type": "number" }, "quote_id": { "description": "Quote Identifier.", "type": "string" }, "security_type": { "description": "Security Type.", "enum": [ "Spot", "Future", "CFD", "Swap", "Perp", "NDF", "Forward", "NDFSwap" ], "type": "string" }, "side": { "description": "The order side. Buy or Sell.", "type": "string" }, "strategy": { "description": "Strategy type to execute.", "type": "string" }, "strategy_parameters": { "description": "Strategy parameters for this strategy.", "type": "object" }, "symbol": { "description": "The symbol the order is for.", "type": "string" }, "tenor": { "description": "Tenor symbol. Defaults to SP.", "type": "string" }, "text": { "description": "Free text field for customer use. Max 128 characters.", "type": "string" }, "time_in_force": { "description": "The time in force for the order.", "type": "string", "enum": [ "GFD", "GTC", "IOC", "FOK", "GFW" ] }, "venue": { "description": "The venue to send the order to.", "type": "string" } }, "required": [ "account", "cl_order_id", "qty", "side", "symbol", "venue" ] }, "NewOrderResponse": { "properties": { "account": { "description": "Trading account.", "type": "string" }, "ccy": { "description": "Currency of the order quantity.", "type": "string" }, "cl_order_id": { "description": "Request identifier assigned by the client (Max 48 characters).", "type": "string" }, "exec_venues": { "description": "A list of order execution venues. Igmored if the venue is not AGG.", "type": "string" }, "far_price": { "description": "Swap only, far leg all-in price.", "type": "number" }, "far_qty": { "description": "Swap only, far leg quantity.", "type": "number" }, "far_tenor": { "description": "Swap only, far leg tenor.", "type": "string" }, "flags": { "description": "Flags for the order.", "type": "number" }, "order_type": { "description": "Order type.", "enum": [ "Limit", "Market", "PreviouslyQuoted" ], "type": "string" }, "price": { "description": "Order price.", "type": "number" }, "price_tolerance": { "description": "Order price tolerance in absolute terms.", "type": "number" }, "qty": { "description": "Order quantity. MUST be greater than zero.", "type": "number" }, "quote_id": { "description": "Quote Identifier.", "type": "string" }, "security_type": { "description": "Security Type.", "enum": [ "Spot", "Future", "CFD", "Swap", "Perp", "NDF", "Forward", "NDFSwap" ], "type": "string" }, "side": { "description": "The order side. Buy or Sell.", "type": "string" }, "strategy": { "description": "Strategy type to execute.", "type": "string" }, "strategy_parameters": { "description": "Strategy parameters for this strategy.", "type": "object" }, "symbol": { "description": "The symbol the order is for.", "type": "string" }, "rts": { "description": "Receive time from the system.", "type": "number" }, "tenor": { "description": "Tenor symbol. Defaults to SP.", "type": "string" }, "time_in_force": { "description": "The time in force for the order.", "type": "string", "enum": [ "GFD", "GTC", "IOC", "FOK", "GFW" ] }, "tts": { "description": "Transmit time from the system.", "type": "number" }, "venue": { "description": "The venue to send the order to.", "type": "string" } } }, "NewOrganization": { "properties": { "description": { "description": "Human readable long description.", "type": "string" }, "email": { "description": "Email of the organization.", "type": "string" }, "display": { "description": "Organization display name.", "type": "string" }, "phone_number": { "description": "Contact number.", "type": "string" }, "require_mfa": { "description": "Enforce MFA logins across the organization.", "type": "boolean" } } }, "NewStream": { "properties": { "display": { "type": "string" }, "description": { "type": "string" } }, "required": [ "display" ] }, "NewUser": { "properties": { "country": { "type": "string" }, "email": { "type": "string" }, "name": { "type": "string" }, "organization": { "type": "string" }, "password": { "type": "string" }, "picture": { "type": "string" }, "require_mfa": { "type": "boolean" }, "require_reset": { "type": "boolean" } }, "required": [ "email", "password" ] }, "NewsArticle": { "properties": { "creator": { "type": "string" }, "id": { "type": "string" }, "image": { "type": "string" }, "link": { "type": "string" }, "pub_ts": { "type": "number" }, "source": { "type": "string" }, "summary": { "type": "string" }, "title": { "type": "string" } }, "required": [ "id" ] }, "NewsCategory": { "properties": { "description": { "type": "string" }, "display": { "type": "string" }, "symbol": { "type": "string" } }, "required": [ "symbol" ] }, "NewsFeed": { "properties": { "description": { "type": "string" }, "display": { "type": "string" }, "symbol": { "type": "string" } }, "required": [ "symbol" ] }, "NotificationEmails": { "properties": { "connectivity_liquidity_provider_email": { "description": "Emails to receive connectivity service notifications as a liquidity provider.", "type": "array", "items": { "type": "string" } }, "crossrate_liquidity_provider_email": { "description": "Emails to receive crossrate service notifications as a liquidity provider.", "type": "array", "items": { "type": "string" } }, "mappings_liquidity_provider_email": { "description": "Emails to receive mapping update notifications as a liquidity provider.", "type": "array", "items": { "type": "string" } }, "mappings_taker_email": { "description": "Emails to receive mapping update notifications as a taker.", "type": "array", "items": { "type": "string" } }, "onboarding_liquidity_provider_email": { "description": "Emails to receive account onboarding requests as a liquidity provider.", "type": "array", "items": { "type": "string" } }, "timeouts_taker_email": { "description": "Emails to receive non-response notifications as a taker", "type": "array", "items": { "type": "string" } }, "timeouts_liquidity_provider_email": { "description": "Emails to receive non-response notifications as a liquidity provider.", "type": "array", "items": { "type": "string" } } } }, "Ohlc": { "properties": { "close": { "type": "number" }, "given": { "type": "number" }, "high": { "type": "number" }, "low": { "type": "number" }, "open": { "type": "number" }, "paid": { "type": "number" }, "tts": { "type": "number" } }, "required": [ "tts" ] }, "OnboardingRequest": { "properties": { "account": { "type": "string" }, "algo_strategies": { "type": "array", "items": { "type": "string" } }, "created_ts": { "type": "number" }, "emails": { "type": "array", "items": { "type": "string" } }, "email_fields": { "type": "array", "items": { "type": "object", "properties": { "key": { "type": "string" }, "value": { "type": "string" } } } }, "esp_instruments": { "type": "array", "items": { "type": "string" } }, "organization": { "type": "string" }, "protocols": { "type": "array", "items": { "type": "string" } }, "rfq_products": { "type": "array", "items": { "type": "string", "enum": [ "ESP", "RFQ", "ALGO" ] } }, "status": { "type": "string", "enum": [ "pending", "accepted", "rejected" ] }, "user": { "type": "string" } }, "required": [ "account", "created_ts", "emails", "organization", "protocols", "status", "user" ] }, "OnboardingRequestAcceptMappings": { "properties": { "account_tags": { "type": "array", "items": { "type": "string" } }, "account_algo_tags": { "type": "array", "items": { "type": "string" } }, "algo_strategies": { "type": "array", "items": { "type": "string" } }, "allocation_tags": { "type": "array", "items": { "type": "object", "properties": { "id": { "description": "The allocation id", "type": "string" }, "tag": { "description": "The allocation tag", "type": "string" } }, "required": [ "id", "tag" ] } }, "esp_mappings": { "type": "array", "items": { "type": "object", "properties": { "market": { "type": "string" }, "underlying": { "type": "string" }, "enabled": { "type": "boolean" } } } }, "rfq_products": { "type": "array", "items": { "type": "string" } } } }, "Order": { "properties": { "accnt": { "type": "string" }, "active": { "type": "string" }, "avg_price": { "type": "number" }, "cl_order_id": { "type": "string" }, "created_ts": { "type": "number" }, "cum_qty": { "type": "number" }, "exec_id": { "type": "string" }, "exec_type": { "type": "string" }, "exec_venue": { "type": "string" }, "last_price": { "type": "number" }, "last_qty": { "type": "number" }, "liq_ind": { "type": "string" }, "market": { "type": "string" }, "min_qty": { "type": "number" }, "order_id": { "type": "string" }, "order_state": { "type": "string" }, "order_type": { "type": "string" }, "prev_qty": { "type": "number" }, "price": { "type": "number" }, "qty": { "type": "number" }, "qty_type": { "type": "string" }, "quote_id": { "type": "string" }, "resd_qty": { "type": "number" }, "rts": { "type": "number" }, "side": { "type": "string" }, "slippage": { "type": "number" }, "strat_type": { "type": "string" }, "tenor": { "type": "string" }, "time_type": { "type": "string" }, "trans_ts": { "type": "number" }, "tts": { "type": "string" } } }, "OrderExecution": { "properties": { "marketData": { "type": "array", "items": { "type": "object", "properties": { "price": { "type": "string" }, "quote_id": { "type": "string" }, "tts": { "type": "string" } } } }, "orders": { "type": "array", "items": { "type": "object", "properties": { "exec_type": { "type": "number" }, "instr": { "type": "string" }, "market": { "type": "string" }, "order_id": { "type": "string" }, "price": { "type": "number" }, "qty": { "type": "number" }, "side": { "type": "number" }, "tts": { "type": "string" }, "venue": { "type": "string" } } } }, "quote_id": { "type": "string" } } }, "OrderReport": { "properties": { "account": { "type": "string", "description": "Trading account." }, "avg_price": { "type": "number", "description": "Filled price of the order." }, "ccy": { "type": "string", "description": "Ccy of quantity specified in qty field." }, "cl_order_id": { "type": "string", "description": "Request identifier assigned by the client (Max 48 characters)." }, "counterparty": { "type": "string", "description": "Counterparty" }, "cum_qty": { "type": "number", "description": "Filled quantity of the order." }, "effective_time": { "type": "string", "description": "Receive time from the system. ISO-8601 format." }, "exec_id": { "type": "string", "description": "Execution ID." }, "exec_venue": { "type": "string", "description": "Underlying execution venue." }, "far_avg_price": { "type": "number", "description": "Filled far price of the order." }, "far_cum_qty": { "type": "number", "description": "Filled far quantity of the order." }, "far_qty": { "type": "number", "description": "Total far quantity." }, "far_price": { "type": "number", "description": "Order far price." }, "far_settl_date": { "type": "string", "description": "The far settlement date. YYYY-MM-DD format." }, "far_tenor": { "type": "string", "description": "Far tenor symbol." }, "filled_volume_usd": { "type": "number", "description": "Filled volume in USD of order." }, "instr": { "type": "string", "description": "Underlying instrument." }, "instr_type": { "type": "string", "description": "Underlying instrument type." }, "liq_ind": { "type": "string", "description": "Liquidity indicator.", "enum": [ "None", "Maker", "Taker" ] }, "order_id": { "type": "string", "description": "Order ID." }, "order_status": { "type": "string", "description": "Status of the order.", "enum": [ "Cancelled", "Filled", "Rejected" ] }, "order_type": { "type": "string", "description": "Order type. e.g. Limit, Market.", "enum": [ "None", "Limit", "Market", "Stop", "Quoted" ] }, "order_volume_usd": { "type": "number", "description": "Total volume in USD of order." }, "price": { "type": "number", "description": "Order price." }, "protocol": { "type": "string", "description": "Underlying protocol." }, "qty": { "type": "number", "description": "Total quantity." }, "quote_id": { "type": "string", "description": "Quote ID." }, "sec_cl_order_id": { "type": "string", "description": "Request identifier sent to the LP." }, "sec_exec_id": { "type": "string", "description": "LP Execution ID." }, "sec_order_id": { "type": "string", "description": "LP Order ID." }, "sending_time": { "type": "string", "description": "Created time. ISO-8601 format." }, "settl_date": { "type": "string", "description": "The settlement date. YYYY-MM-DD format." }, "side": { "type": "string", "description": "Trade side.", "enum": [ "None", "Buy", "Sell" ] }, "strat_type": { "type": "string", "description": "Strategy type of the order." }, "tenor": { "type": "string", "description": "Tenor symbol." }, "text": { "type": "string", "description": "Free text field. Max 128 characters." }, "time_type": { "type": "string", "description": "Time in force.", "enum": [ "None", "GTC", "IOC", "FOK", "GFD", "GFW" ] }, "trade_date": { "type": "string", "description": "The date of the trade. YYYY-MM-DD format." }, "transact_time": { "type": "string", "description": "Transmit time from the system. ISO-8601 format." }, "user": { "type": "string", "description": "User who created the trade." }, "venue": { "type": "string", "description": "Routing venue." } }, "required": [ "account", "effective_time", "instr", "instr_type", "order_status", "price", "qty", "sending_time", "side", "tenor", "transact_time", "user", "venue" ] }, "OrderTotals": { "properties": { "account": { "oneOf": [ { "type": "string" }, { "type": "object", "properties": { "display": { "type": "string" }, "symbol": { "type": "string" } } } ], "description": "Trading account." }, "asset_type": { "type": "string", "description": "Underlying asset type." }, "client": { "oneOf": [ { "type": "string" }, { "type": "object", "properties": { "display": { "type": "string" }, "symbol": { "type": "string" } } } ], "description": "Trading client organization." }, "date": { "type": "string", "description": "Date of the trade. ISO-8601 format." }, "filled": { "type": "number", "description": "Count of filled orders." }, "filled_volume_usd": { "type": "number", "description": "Total filled volume in USD of orders." }, "hour": { "type": "string", "description": "Hour of the trade. ISO-8601 format." }, "instrument": { "type": "string", "description": "Underlying instrument." }, "location": { "type": "string", "description": "The location the trade was routed." }, "market_share": { "type": "number", "description": "Market share of the filled volume as a %." }, "order_volume_usd": { "type": "number", "description": "Total volume in USD of orders." }, "product": { "type": "string", "description": "Underlying product." }, "protocol": { "type": "string", "description": "Underlying protocol." }, "ranking": { "type": "number", "description": "Rank of the filled volume compared to others." }, "rejected": { "type": "number", "description": "Count of rejected orders." }, "user": { "oneOf": [ { "type": "string" }, { "type": "object", "properties": { "id": { "type": "string" }, "name": { "type": "string" } } } ], "description": "User who placed order(s)." }, "venue": { "type": "string", "description": "Routing venue." }, "venue_rtt": { "type": "object", "properties": { "max": { "type": "number", "description": "The max rtt in ms." }, "mean": { "type": "number", "description": "The mean rtt in ms." }, "median": { "type": "number", "description": "The median rtt in ms." } }, "required": [ "max", "mean", "median" ] } }, "required": [ "filled", "rejected" ] }, "OrderUpdate": { "properties": { "account": { "description": "Trading account.", "type": "string" }, "cl_order_id": { "description": "Request identifier assigned by the client (Max 48 characters).", "type": "string" }, "price": { "description": "Order price.", "type": "number" }, "qty": { "description": "Order quantity. MUST be greater than zero.", "type": "number" } }, "required": [ "account", "cl_order_id" ] }, "OrderUpdateResponse": { "properties": { "account": { "description": "Trading account.", "type": "string" }, "cl_order_id": { "description": "Request identifier assigned by the client (Max 48 characters).", "type": "string" }, "price": { "description": "Order price.", "type": "number" }, "qty": { "description": "Order quantity. MUST be greater than zero.", "type": "number" } } }, "Organization": { "properties": { "address": { "description": "Company address.", "type": "string" }, "billing_address": { "description": "Billing address.", "type": "string" }, "created_ts": { "description": "Created time in unix nanoseconds.", "type": "number" }, "description": { "description": "Human readable long description.", "type": "string" }, "display": { "description": "Organization display name.", "type": "string" }, "domain_slug": { "description": "Unique, lowercase custom domain slug used to identify the organization on inbound requests.", "type": "string" }, "email": { "description": "Email of the organization.", "type": "string" }, "imids": { "description": "FINRA CAT IMIDs (US Equities).", "type": "array", "items": { "type": "string" } }, "picture": { "description": "Url of the organization picture.", "type": "string" }, "phone_number": { "description": "Contact number.", "type": "string" }, "require_mfa": { "description": "Enforce MFA logins across the organization.", "type": "boolean" }, "require_saml": { "description": "Enforce SAML logins across the organization.", "type": "boolean" }, "symbol": { "description": "Machine readable identifier.", "type": "string" }, "updated_ts": { "description": "Updated time in unix nanoseconds.", "type": "number" }, "venue": { "description": "Linked venue symbol.", "type": "string" }, "website": { "description": "Url of the organization website.", "type": "string" } }, "required": [ "created_ts", "symbol" ] }, "OrganizationCreditLimits": { "properties": { "accounts": { "type": "array", "items": { "type": "object", "properties": { "account": { "type": "string" }, "alert_emails": { "type": "array", "items": { "type": "string", "format": "idn-email" } }, "enable_cls": { "type": "boolean" }, "hard_limit": { "type": "number" }, "soft_limits": { "type": "array", "items": { "type": "number" } } } } }, "venues": { "type": "array", "items": { "type": "object", "properties": { "account": { "type": "string" }, "venue": { "type": "string" }, "hard_limit": { "type": "number" } } } } } }, "OrganizationMemberLimits": { "properties": { "member": { "type": "string" }, "product": { "type": "string", "enum": [ "Spot", "Forward", "Swap", "NDF", "NDFSwap" ] }, "limit": { "type": "number", "minimum": 0 } } }, "OrganizationPrimeBrokerFee": { "properties": { "account": { "type": "string" }, "product": { "type": "string", "enum": [ "Spot", "Forward", "NDF", "NDFSwap", "Swap" ] }, "value": { "type": "number", "minimum": 0 } } }, "OrganizationUpdate": { "properties": { "address": { "description": "Company address.", "type": "string" }, "billing_address": { "description": "Billing address.", "type": "string" }, "description": { "description": "Human readable long description.", "type": "string" }, "display": { "description": "Organization display name.", "type": "string" }, "email": { "description": "Email of the organization.", "type": "string" }, "picture": { "description": "Url of the organization picture.", "type": "string" }, "phone_number": { "description": "Contact number.", "type": "string" }, "website": { "description": "Url of the organization website.", "type": "string" } } }, "PrimeBrokerClient": { "properties": { "accounts": { "description": "Number of accounts.", "type": "integer" }, "client": { "description": "Client symbol.", "type": "string" }, "enabled": { "description": "Trading state.", "type": "boolean" } } }, "ProductLimit": { "properties": { "product": { "type": "string", "enum": [ "Spot", "Forward", "Swap", "NDF", "NDFSwap" ] }, "limit": { "type": "number", "minimum": 0 } } }, "ReferenceRates": { "properties": { "base_asset": { "type": "string" }, "term_asset": { "type": "string" }, "rate": { "type": "number" } } }, "Resource": { "properties": { "display": { "description": "Human readable description.", "type": "string" }, "description": { "description": "Human readable long description.", "type": "string" }, "symbol": { "description": "Machine readable identifier.", "type": "string" } }, "required": [ "symbol" ] }, "RfqTotals": { "properties": { "account": { "oneOf": [ { "type": "string" }, { "type": "object", "properties": { "display": { "type": "string" }, "symbol": { "type": "string" } } } ], "description": "Trading account" }, "client": { "type": "string", "description": "Trading client organization." }, "date": { "type": "string", "description": "Date of the trade. ISO-8601 format." }, "hour": { "type": "string", "description": "Hour of the trade. ISO-8601 format." }, "instrument": { "type": "string", "description": "Underlying instrument." }, "order_filled": { "type": "number", "description": "Count of RFQ requests which were then filled as an order." }, "order_sent": { "type": "number", "description": "Count of RFQ requests which were then sent as an order." }, "product": { "type": "string", "description": "Underlying product." }, "rfq_priced": { "type": "number", "description": "Count of RFQ requests which were priced." }, "rfq_sent": { "type": "number", "description": "Count of RFQ requests." }, "user": { "type": "string", "description": "User who placed RFQ(s)." }, "venue": { "type": "string", "description": "Routing venue." }, "venue_rtt": { "type": "object", "properties": { "max": { "type": "number", "description": "The max rtt in ms." }, "mean": { "type": "number", "description": "The mean rtt in ms." }, "median": { "type": "number", "description": "The median rtt in ms." } }, "required": [ "max", "mean", "median" ] } }, "required": [ "order_filled", "order_sent", "rfq_priced", "rfq_sent" ] }, "Role": { "properties": { "description": { "description": "Human readable long description.", "type": "string" }, "display": { "description": "Human readable description.", "type": "string" }, "symbol": { "description": "Machine readable identifier.", "type": "string" } }, "required": [ "symbol" ] }, "RoleUpdate": { "properties": { "description": { "description": "Human readable long description.", "type": "string" }, "display": { "description": "Human readable description.", "type": "string" } } }, "SamlConfig": { "properties": { "audience": { "description": "The expected SAML response Audience. Optional.", "type": "string" }, "cert": { "description": "The IDP's public signing certificate used to validate the signatures of the incoming SAML responses.", "type": "string" }, "entrypoint": { "description": "The IDP's entrypoint to initiate SAML authentication.", "type": "string" }, "issuer": { "description": "Issuer string to supply to IDP.", "type": "string" } }, "required": [ "cert", "entrypoint", "issuer" ] }, "SamlSpConfig": { "properties": { "acs_url": { "type": "string" }, "cert": { "type": "string" }, "display_name": { "type": "string" }, "entity_id": { "type": "string" }, "slo_url": { "type": "string" } }, "required": [ "acs_url", "entity_id" ] }, "SamlSpConfigUpdate": { "properties": { "acs_url": { "type": "string" }, "cert": { "type": "string" }, "display_name": { "type": "string" }, "entity_id": { "type": "string" }, "slo_url": { "type": "string" } } }, "Setting": { "properties": { "data": { "type": "string" }, "deleted": { "type": "boolean" }, "key": { "type": "string" } }, "required": [ "data", "deleted", "key" ] }, "Spread": { "type": "object", "properties": { "account": { "type": "string", "description": "Account grouping." }, "asset_type": { "type": "string", "description": "Asset type grouping." }, "client": { "type": "string", "description": "Client grouping." }, "group": { "type": "string", "description": "Group grouping." }, "instrument": { "type": "string", "description": "Instrument grouping." }, "location": { "type": "string", "description": "Location grouping." }, "product": { "type": "string", "description": "Product grouping." }, "protocol": { "type": "string", "description": "Protocol grouping." }, "user": { "type": "string", "description": "User grouping." }, "timestamp": { "type": "string", "nullable": true, "description": "Timestamp of the interval." }, "venue": { "type": "string", "description": "Venue of the trade." }, "mean": { "type": "array", "items": { "type": "number", "nullable": true }, "description": "Mean spread value for each quantity." }, "median": { "type": "array", "items": { "type": "number", "nullable": true }, "description": "Median spread value for each quantity." }, "min": { "type": "array", "items": { "type": "number", "nullable": true }, "description": "Minimum spread value for each quantity." }, "max": { "type": "array", "items": { "type": "number", "nullable": true }, "description": "Maximum spread value for each quantity." }, "quantile_25": { "type": "array", "items": { "type": "number", "nullable": true }, "description": "25th percentile spread value for each quantity." }, "quantile_75": { "type": "array", "items": { "type": "number", "nullable": true }, "description": "75th percentile spread value for each quantity." }, "tob_percent": { "type": "array", "items": { "type": "number", "nullable": true }, "description": "Top of book percentage for each quantity." } } }, "SpreadMatrix": { "type": "object", "properties": { "venue": { "type": "string", "description": "Venue grouping (if pivoted)." }, "instrument": { "type": "string", "description": "Instrument grouping (if pivoted)." }, "quantity": { "type": "number", "description": "Quantity grouping (if pivoted)." }, "data": { "type": "array", "items": { "type": "object", "properties": { "venue": { "type": "string", "description": "Venue grouping." }, "instrument": { "type": "string", "description": "Instrument grouping." }, "quantity": { "type": "number", "description": "Quantity grouping." }, "spread": { "type": "object", "properties": { "mean": { "type": "number", "description": "Mean spread value." }, "median": { "type": "number", "description": "Median spread value." }, "min": { "type": "number", "description": "Minimum spread value." }, "max": { "type": "number", "description": "Maximum spread value." }, "quantile_25": { "type": "number", "description": "25th percentile spread value." }, "quantile_75": { "type": "number", "description": "75th percentile spread value." } } } } } } } }, "StagedOrder": { "type": "object", "properties": { "account": { "type": "string" }, "allocations": { "type": "array", "items": { "type": "object", "properties": { "amount": { "type": "number" }, "fund": { "type": "string" } } } }, "ccy": { "type": "string" }, "cl_order_id": { "type": "string" }, "correlation_id": { "type": "string" }, "created_by": { "type": "string" }, "created_ts": { "type": "number" }, "far_fixing_date": { "type": "string" }, "far_quantity": { "type": "number" }, "far_tenor": { "type": "string" }, "fixing_date": { "type": "string" }, "id": { "type": "string" }, "include_venues": { "type": "array", "items": { "type": "string" } }, "market": { "type": "string" }, "note": { "type": "string" }, "price": { "type": "number" }, "pricing_mode": { "type": "string", "enum": [ "ESP", "RFQ" ] }, "product": { "type": "string", "enum": [ "CFD", "Forward", "Future", "NDF", "NDFSwap", "Perp", "Spot", "Swap" ] }, "quantity": { "type": "number" }, "remarks": { "type": "string" }, "shared": { "type": "boolean" }, "side": { "type": "string", "enum": [ "Buy", "Buy/Sell", "Sell", "Sell/Buy" ] }, "source_sys": { "type": "string" }, "state": { "type": "string" }, "strategy_parameters": { "type": "object" }, "strategy_type": { "type": "string" }, "symbol": { "type": "string" }, "tenor": { "type": "string" }, "updated_by": { "type": "string" }, "updated_ts": { "type": "number" }, "venue": { "type": "string" } }, "required": [ "account", "created_by", "created_ts", "id", "market", "pricing_mode", "product", "quantity", "shared", "side", "source_sys", "state", "symbol", "tenor", "venue" ] }, "StagedOrderCreate": { "type": "object", "properties": { "shared": { "type": "boolean", "default": true }, "orders": { "type": "array", "items": { "type": "object", "properties": { "account": { "type": "string" }, "ccy": { "type": "string" }, "exclude_venues": { "type": "array", "items": { "type": "string" } }, "far_fixing_date": { "type": "string" }, "far_quantity": { "type": "number" }, "far_tenor": { "type": "string" }, "fixing_date": { "type": "string" }, "include_venues": { "type": "array", "items": { "type": "string" } }, "note": { "type": "string" }, "price": { "type": "number" }, "pricing_mode": { "type": "string", "enum": [ "ESP", "RFQ" ] }, "product": { "type": "string", "enum": [ "Spot", "Future", "CFD", "Swap", "Perp", "NDF", "Forward", "NDFSwap" ] }, "quantity": { "type": "number" }, "remarks": { "type": "string" }, "side": { "type": "string", "enum": [ "Buy", "Sell", "Buy/Sell", "Sell/Buy" ] }, "strategy_type": { "type": "string" }, "strategy_parameters": { "type": "object" }, "symbol": { "type": "string" }, "tenor": { "type": "string" }, "venue": { "type": "string" }, "venue_group": { "type": "string" } }, "required": [ "account", "product", "quantity", "side", "symbol" ] } } }, "required": [ "orders" ] }, "StagedOrderLock": { "type": "object", "properties": { "correlation_id": { "type": "string" } }, "required": [ "correlation_id" ] }, "StagedOrderUpdate": { "type": "object", "properties": { "account": { "type": "string" }, "ccy": { "type": "string" }, "correlation_id": { "type": "string" }, "far_fixing_date": { "type": "string" }, "far_quantity": { "type": "number" }, "far_tenor": { "type": "string" }, "fixing_date": { "type": "string" }, "id": { "type": "string" }, "include_venues": { "type": "array", "items": { "type": "string" } }, "market": { "type": "string" }, "note": { "type": "string" }, "price": { "type": "number" }, "pricing_mode": { "type": "string", "enum": [ "ESP", "RFQ" ] }, "product": { "type": "string", "enum": [ "CFD", "Forward", "Future", "NDF", "NDFSwap", "Perp", "Spot", "Swap" ] }, "quantity": { "type": "number" }, "remarks": { "type": "string" }, "shared": { "type": "boolean" }, "side": { "type": "string", "enum": [ "Buy", "Buy/Sell", "Sell", "Sell/Buy" ] }, "state": { "type": "string" }, "strategy_parameters": { "type": "object" }, "strategy_type": { "type": "string" }, "symbol": { "type": "string" }, "tenor": { "type": "string" }, "venue": { "type": "string" } }, "required": [ "correlation_id" ] }, "Strategy": { "properties": { "description": { "description": "Human readable long description.", "type": "string" }, "display": { "description": "Human readable description.", "type": "string" }, "flags": { "description": "Flags to indicate the capabilities of the strategy.", "type": "number" }, "id": { "description": "Unique identifer for the object.", "type": "number" }, "order_type": { "description": "Order type for the strategy. e.g. Limit, Market", "type": "string" }, "parameters": { "description": "Parameters for the strategy.", "type": "array", "items": { "type": "object", "properties": { "default_value": { "description": "Default value for the parameter if not provided.", "type": "string" }, "description": { "description": "Human readable long description.", "type": "string" }, "display": { "description": "Human readable description.", "type": "string" }, "name": { "description": "Name of the parameter.", "type": "string" }, "options": { "description": "Possible values of the parameter.", "type": "array", "items": { "type": "string" } }, "priority": { "description": "Display order for the parameter.", "type": "number" }, "required": { "description": "Whether the parameter is required.", "type": "boolean" }, "value_type": { "description": "Data type of the parameter.", "type": "string" } } } }, "priority": { "description": "Display order for the strategies.", "type": "number" }, "symbol": { "description": "Machine readable identifier.", "type": "string" }, "time_type": { "description": "Time in force for the strategy.", "type": "string" }, "venue": { "description": "The venue the strategy can be used with.", "type": "string" } }, "required": [ "id", "symbol" ] }, "Stream": { "properties": { "created_ts": { "type": "number" }, "description": { "type": "string" }, "display": { "type": "string" }, "symbol": { "type": "string" }, "updated_ts": { "type": "number" } }, "required": [ "created_ts", "display", "symbol" ] }, "StreamMapping": { "properties": { "account": { "type": "object", "properties": { "display": { "type": "string" }, "liquidity_location": { "type": "string", "enum": [ "london", "mixed", "newyork", "singapore" ] }, "liquidity_type": { "type": "array", "items": { "type": "string", "enum": [ "FullAmountLadder", "FullAmountStack", "SweepableStack" ] } }, "symbol": { "type": "string" } } }, "account_override": { "type": "array", "items": { "type": "string" } }, "enabled": { "type": "boolean" }, "market": { "type": "string" }, "organization": { "type": "object", "properties": { "display": { "type": "string" }, "symbol": { "type": "string" } } }, "underlying": { "type": "string" }, "users": { "type": "array", "items": { "type": "string" } } }, "required": [ "account", "enabled", "market", "underlying" ] }, "StreamMappingRevision": { "properties": { "account": { "description": "The account for this revision.", "type": "string" }, "id": { "description": "The ID of this revision.", "type": "string" }, "snapshot": { "description": "Whether this revision has a snapshot.", "type": "boolean" }, "timestamp": { "description": "Created time in unix milliseconds.", "type": "number" }, "user": { "description": "The user who created this revision.", "type": "string" }, "venue": { "description": "The venue for this revision.", "type": "string" } }, "required": [ "account", "id", "timestamp", "user", "venue" ] }, "StreamMappingUpdate": { "properties": { "account": { "type": "string" }, "enabled": { "type": "boolean" }, "market": { "type": "string" }, "underlying": { "type": "string" } }, "required": [ "account", "enabled", "market", "underlying" ] }, "StreamUpdate": { "properties": { "display": { "type": "string" }, "description": { "type": "string" } } }, "Tenor": { "properties": { "display": { "description": "Human readable description.", "type": "string" }, "id": { "description": "Unique identifer for the object.", "type": "number" }, "priority": { "description": "Display order for the tenor.", "type": "number" }, "symbol": { "description": "Machine readable identifier.", "type": "string" } }, "required": [ "id", "symbol" ] }, "TokenTimestamps": { "properties": { "created_ts": { "description": "Created time in unix nanoseconds.", "type": "number" }, "updated_ts": { "description": "Updated time in unix nanoseconds.", "type": "number" } }, "required": [ "created_ts", "updated_ts" ] }, "Trade": { "properties": { "accnt": { "type": "string" }, "cost": { "type": "number" }, "exec_id": { "type": "string" }, "exec_venue": { "type": "string" }, "instr": { "type": "string" }, "liq_ind": { "type": "string" }, "market": { "type": "string" }, "order_id": { "type": "string" }, "price": { "type": "number" }, "qty": { "type": "number" }, "qty_type": { "type": "string" }, "quote_id": { "type": "string" }, "settl_date": { "type": "string" }, "side": { "type": "string" }, "tenor": { "type": "string" }, "trans_ts": { "type": "number" }, "user": { "type": "string" } } }, "Trend": { "type": "object", "properties": { "hour": { "type": "string", "description": "Hour interval key." }, "day": { "type": "string", "description": "Day interval key." }, "week": { "type": "string", "description": "Week interval key." }, "month": { "type": "string", "description": "Month interval key." }, "quarter": { "type": "string", "description": "Quarter interval key." }, "year": { "type": "string", "description": "Year interval key." }, "data": { "type": "array", "items": { "type": "object", "properties": { "account": { "oneOf": [ { "type": "string" }, { "type": "object", "properties": { "display": { "type": "string" }, "symbol": { "type": "string" } } } ], "description": "Account grouping." }, "asset_type": { "type": "string", "description": "Asset type grouping." }, "client": { "oneOf": [ { "type": "string" }, { "type": "object", "properties": { "display": { "type": "string" }, "symbol": { "type": "string" } } } ], "description": "Client grouping." }, "instrument": { "type": "string", "description": "Instrument grouping." }, "location": { "type": "string", "description": "Location grouping." }, "product": { "type": "string", "description": "Product grouping." }, "protocol": { "type": "string", "description": "Protocol grouping." }, "user": { "oneOf": [ { "type": "string" }, { "type": "object", "properties": { "id": { "type": "string" }, "name": { "type": "string" } } } ], "description": "User grouping." }, "venue": { "type": "string", "description": "Venue grouping." }, "filled": { "type": "number", "description": "Number of filled orders." }, "filled_volume_usd": { "type": "number", "description": "Volume of filled orders in USD." }, "fill_rate": { "type": "number", "description": "Fill rate." }, "market_share": { "type": "number", "description": "Market share." }, "order_volume_usd": { "type": "number", "description": "Order volume in USD." }, "reject_rate": { "type": "number", "description": "Reject rate." }, "rejected": { "type": "number", "description": "Number of rejected orders." }, "venue_rtt_max": { "type": "number", "description": "Maximum round-trip time." }, "venue_rtt_mean": { "type": "number", "description": "Mean round-trip time." }, "venue_rtt_median": { "type": "number", "description": "Median round-trip time." } } } } }, "additionalProperties": false }, "Underlying": { "properties": { "display": { "type": "string" }, "instr": { "type": "string" }, "instr_type": { "type": "string" }, "pool": { "type": "number" }, "symbol": { "type": "string" }, "venue_symbol": { "type": "string" } }, "required": [ "display", "instr", "instr_type", "pool", "symbol" ] }, "UnderlyingMetadata": { "properties": { "comp_id": { "type": "string" }, "display": { "type": "string" }, "pool": { "type": "number" }, "quote_type": { "type": "string" }, "region": { "type": "string" }, "venue": { "type": "string" } }, "required": [ "display", "pool", "quote_type", "region", "venue" ] }, "UpdateDomainSlug": { "properties": { "domain_slug": { "description": "Unique, lowercase custom domain slug used to identify the organization on inbound requests.", "type": "string" } }, "required": [ "domain_slug" ] }, "User": { "properties": { "active_ts": { "type": "number" }, "country": { "type": "string" }, "created_ts": { "type": "number" }, "email": { "type": "string" }, "id": { "type": "string" }, "name": { "type": "string" }, "mfa": { "type": "string" }, "password_ts": { "type": "number" }, "picture": { "type": "string" }, "require_mfa": { "type": "boolean" }, "require_reset": { "type": "boolean" }, "suspended": { "type": "boolean" }, "updated_ts": { "type": "number" } }, "required": [ "created_ts", "email", "id", "name" ] }, "UserActivity": { "properties": { "ip": { "type": "string" }, "provider": { "type": "string" }, "reason": { "type": "string" }, "success": { "type": "string" }, "ts": { "type": "string" }, "type": { "type": "string" }, "browser": { "type": "string" }, "browserVersion": { "type": "string" }, "city": { "type": "string" }, "location": { "type": "string" }, "os": { "type": "string" }, "platform": { "type": "string" }, "region": { "type": "string" } }, "required": [ "ip", "provider", "reason", "success", "ts", "type", "browser", "browserVersion", "city", "location", "os", "platform", "region" ] }, "UserAllocation": { "properties": { "account": { "type": "string" }, "allocations": { "type": "array", "items": { "type": "object", "properties": { "amount": { "type": "string" }, "description": { "type": "string" }, "id": { "type": "string" }, "fund": { "type": "string" } } } } } }, "UserLimit": { "properties": { "user": { "type": "string" }, "instr": { "type": "string" }, "instr_type": { "type": "string" }, "limit": { "type": "number" } } }, "UserLimitUpdate": { "properties": { "user": { "type": "string" }, "instr": { "type": "string" }, "instr_type": { "type": "string" }, "limit": { "type": "number" } }, "required": [ "user", "instr", "instr_type", "limit" ] }, "UserProductLimit": { "properties": { "product": { "type": "string", "enum": [ "Spot", "Forward", "Swap", "NDF", "NDFSwap" ] }, "soft_limit": { "type": "number", "minimum": 0 }, "hard_limit": { "type": "number", "minimum": 0 } } }, "UserUpdate": { "properties": { "email": { "description": "The users email address.", "type": "string" }, "name": { "description": "The full name of the user.", "type": "string" }, "picture": { "description": "A https link to the users picture.", "type": "string" } } }, "UserUpdateAdmin": { "properties": { "email": { "description": "The users email address.", "type": "string" }, "name": { "description": "The full name of the user.", "type": "string" }, "organization": { "description": "The users organization.", "type": "string" }, "picture": { "description": "A https link to the users picture.", "type": "string" }, "username": { "description": "A default username for the user.", "type": "string" } } }, "Venue": { "properties": { "display": { "description": "Human readable description.", "type": "string" }, "flags": { "description": "Flags to indicate the capabilities of the venue.", "type": "number" }, "id": { "description": "Unique identifer for the object.", "type": "number" }, "symbol": { "description": "Machine readable identifier.", "type": "string" } }, "required": [ "symbol" ] }, "VenueAllocation": { "properties": { "amount": { "description": "The allocation amount", "type": "string" }, "fund": { "description": "The allocation fund", "type": "string" }, "id": { "description": "The allocation id", "type": "string" }, "tag": { "description": "The allocation tag", "type": "string" } }, "required": [ "amount", "fund", "id", "tag" ] } }, "securitySchemes": { "bearer": { "type": "http", "scheme": "bearer", "bearerFormat": "JWT" } } }, "security": [ { "bearer": [] } ], "externalDocs": { "url": "https://developer.reactivemarkets.com" } }