JM03172023

This commit is contained in:
jasonzm46
2023-03-17 07:38:12 -07:00
parent 0a2364edbd
commit f97da57764
3 changed files with 36 additions and 12 deletions

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@@ -8,7 +8,7 @@ toc_footers:
- <a href='https://prodigy.fi'>Prodigy Protocol</a>
includes:
- errors
search: true
@@ -67,7 +67,9 @@ A. Aside from confirmation of the connection being established, the initial dept
Gets depth data for a market.
## Subscribe Message
## Subscribe message
> Subscribe message
```plaintext
{
@@ -101,6 +103,8 @@ sell_levels | Array of sell orders by level (details for each below)
Example response:
>Example response
```plaintext
{
"data": {
@@ -143,7 +147,9 @@ updates | Array of updates to market depth (details for each below)
&nbsp;&nbsp;&nbsp;Qty | Quantity of securities that were updated
&nbsp;&nbsp;&nbsp;Side | Side of the market of this update (Buy / Sell)
Example message response:
Example subsequent message response:
> Example subsequent message response
```plaintext
{
@@ -178,6 +184,9 @@ Example message response:
Gets price data for a market.
### Subscribe Message
> Subscribe message
```plaintext
{
'user': 'g',
@@ -187,6 +196,7 @@ Gets price data for a market.
"token":"<provided by Prodigy>"
};
```
### Response
Data | Definition
@@ -203,6 +213,9 @@ Symbol | Symbol of market
Example message response:
> Example message response
```plaintext
{
"data": {
@@ -239,11 +252,15 @@ Below is a guide to using a dockerized stunnel implementation available to you f
`export STUNNEL_PORT=[THE_LOCAL_PORT_TO_OPEN]`
> NOTE: (Optional) If TCP port 36814 is in use, change the local tunnel port to an available one.
<aside class="notice">
NOTE: (Optional) If TCP port 36814 is in use, change the local tunnel port to an available one.
</aside>
Alternatively, these environment variables can be passed in on the command line (see below).
### Download Prodigy stunnel docker-compose.yml file
> Prodigy stunnel docker-compose.yml file
```plaintext
version: '3.9'
services:
@@ -319,7 +336,9 @@ The `Logon <A>` message can be used to specify the <code>MaxMessageSize <383></c
### Anatomy of a Logon Message
Payload Example
Payload example
> Logon payload example
```plaintext
8=FIX.4.4 | 9=94 | 35=A | 49=ACCOUNT_MNEMONIC | 56=order_router | 34=1 | 52=20221007-15:49:42.769 | 98=0 | 108=30 | 141=Y | 10=112 |
```
@@ -363,7 +382,8 @@ After sending the Logout message, the initiator should not send any messages unl
### Anatomy of a Logout Message
Payload Example
Logout payload example
> Logout payload example
```plaintext
8=FIX.4.4 | 9=66 | 35=5 | 49=ACCOUNT_MNEMONIC | 52=20221027-00:00:00.949 | 56=order_router | 10=027 |
```
@@ -398,7 +418,8 @@ To "take" an `IOI <6>` (or `Quote <S>`) from an ECN or exchange and not display
Anatomy of a NewOrderSingle Message
Payload Example
NewOrderSingle payload example
> NewOrderSingle payload example
```plaintext
8=FIX.4.4 | 9=66 | 35=5 | 49=ACCOUNT_MNEMONIC | 52=20221027-00:00:00.949 | 56=order_router | 10=027 |
```
@@ -429,7 +450,8 @@ A cancel request is assigned a `ClOrdID <11>` and is treated as a separate entit
### Anatomy of a OrderCancelRequest Message
Payload Example
OrderCancelRequest payload example
> OrderCancelRequest payload example
```plaintext
8=FIX.4.4 | 9=197 | 35=F | 49=EIB_TRADER1_EMAIL_COM | 56=order_router | 34=6 | 52=20221103-05:15:53.225 | 41=ACC_OO1-1567450006911 | 11=ACC_001_1667450006914 | 1=SCC_001 55=BTC-USD | 48=1000000189 | 54=1 | 60=20221103-04:33:27.139 | 38=69 | 10=238
```
@@ -459,7 +481,8 @@ Use the `MassStatusReqType <585>` field to specify the selection criteria for th
### Anatomy of a OrderMassStatus Message
Payload Example
OrderMassStatus payload example
> OrderMassStatus payload example
```plaintext
8=FIX.4.4 | 9=93 35=AF | 49=EIB_TRADER1_EMAIL_COM | 56=order_router | 34=5. | 52=20221103-05:15:40.884 | 584=4 | 585=7 | 1=* | 10=039
```
@@ -491,7 +514,8 @@ After looking at the `TradeCaptureReportRequest` in the example section below, n
### Anatomy of a `TradeCaptureReportRequest` Message
Payload Example
TradeCaptureReportRequest payload example
> TradeCaptureReportRequest payload example
```plaintext
8=FIX.4.4 | 9=117 | 35=AD | 34=3 | 49=EIB_TRADER1_EMAIL_COM | 52=20221103-05:15:40.884 | 56=order_router | 1=* | 58=* | 100=* | 568=T21666588915 | 569=0 | 10=137
```

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@@ -42,7 +42,7 @@ html, body {
#toc > ul > li > a > span {
float: right;
background-color: #2484FF;
background-color: #6A5EEE;
border-radius: 40px;
width: 20px;
}
@@ -226,7 +226,7 @@ html, body {
top: 0;
left: 0;
z-index: 100;
color: #000;
color: #0E0722;
text-decoration: none;
font-weight: bold;
opacity: 0.7;