OrderHitLift

Enter a new Order into the system that will Hit (Sell) or Lift (Buy) an Order that already exists in the system identified by the Order with the Id passed in the message.

The client must specify that the incoming transaction is "Fill Or Kill" or "Fill And Kill" by setting the appropriate bits in the Type field.

The client must specify the quantity that they would like to match by putting a value in the Quantity field. This is in Order to avoid circustances where the matched quantity is more than the client expected based on the information avaiable at the time of sending the message.

If the system requires an account for an incoming Order the client must provide a valid Account.

Metadata

  • Message Type: TransactionMessage
  • Message Number: 1046

Inherited fields

NameTypeSize (bytes)Description
MessageTypeInteger (unsigned)2The unique identifier of this message.
ClientIdInteger (unsigned)4The unique identifier of a session with the server, returned in a successful LoginReply message.
RequestIdInteger (unsigned)4Within each session each message must be uniquely identified by this field. It must be monotonically increasing for the duration of the session.

Fields

NameTypeSize (bytes)Description
IdForeign key to Order8
UserForeign key to User8
TypeSet of OrderType4
QuantityInteger (signed)8
PriceInteger (signed)8
AccountForeign key to Account8
AccountCodeString40The human readable identifier of the Account. It is a free text field, up to a maximum of 40 characters.
SettlementCurrencyForeign key to Instrument8

Permissions


Order Type Hit Lift

{
	id: 2,
	price: 100,
	quantity: 10000,
	accountcode: "test-account3",
	type: OrderType.Limit + OrderType.HitLift,
}

Permission Checks

PermissionActionTableScopeIndex
ViewInstrumentMarketInstance3
ViewMarketInstance0
EnterInstrumentMarketInstance3
ViewMarketInstance0
AllowBuyOrSellMarketInstance0

Test file: OrderHitLift