mirror of
https://github.com/placeholder-soft/prodigyapi.git
synced 2026-03-26 10:14:06 +08:00
JM03172023
This commit is contained in:
Binary file not shown.
|
Before Width: | Height: | Size: 22 KiB After Width: | Height: | Size: 66 KiB |
@@ -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)
|
||||
Qty | Quantity of securities that were updated
|
||||
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
|
||||
```
|
||||
|
||||
@@ -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;
|
||||
|
||||
Reference in New Issue
Block a user