NewOrderSingle

A NewOrderSingle message allows user to submit an order and receive execution reports over the same websocket session.
Currently MARKET and LIMIT order types are supported.

Example new order request:

{
  "messageType": "NewOrderSingle",
  "timestamp": "2023-03-12T22:22:09.925952Z",
  "payload": {
    "clOrderId": "47ce2580-5e57-45d8-b67f-71a5aa55d05f",
    "symbol": "BTC-USD",
    "side": "SELL",
    "currency": "USD",
    "quantity": "10000",
    "orderType": "LIMIT",
    "limitPrice": "21000",
    "timeInForce": "GTC",
    "accountId": "3fa8372d-b51d-44ab-a456-43e947e4be10"
  }
}

Example response:

{
  "messageType": "ExecutionReport",
  "timestamp": "2023-03-12T22:22:09.925952Z",
  "version": "1.0",
  "seqNum": 3,
  "payload": {
    "clOrderId": "47ce2580-5e57-45d8-b67f-71a5aa55d05f",
    "orderId": "99b60f12-a20c-4977-99ea-f9affdb8e5f2",
    "accountId": "3fa8372d-b51d-44ab-a456-43e947e4be10",
    "symbol": "BTC-USD",
    "orderQty": "1000",
    "side": "SELL",
    "currency": "USD",
    "orderType": "LIMIT",
    "limitPrice": "21000",
    "timeInForce": "GTC",
    "orderStatus": "FILLED",
    "execId": "58fd5afc-b85e-45d1-951e-d6429ea9cd54",
    "execType": "FILL",
    "avgPx": "21990.01",
    "avgPxAllIn": "21968.02",
    "cumQty": "10000",
    "fillPx": "21990.01",
    "fillQty": "10000",
    "leavesQty": "0",
    "cancelQty": "0",
    "fee": "0.00045521",
    "feeCurrency": "BTC",
    "submitTime": "2023-03-12T22:22:09.909251Z",
    "transactTime": "2023-03-12T22:22:09.925050Z"
  }
}

Example reject response:

{
  "messageType": "ExecutionReport",
  "timestamp": "2023-03-12T22:22:09.925952Z",
  "version": "1.0",
  "seqNum": 5,
  "payload": {
    "clOrderId": "47ce2580-5e57-45d8-b67f-71a5aa55d05f",
    "orderId": "99b60f12-a20c-4977-99ea-f9affdb8e5f2",
    "accountId": "3fa8372d-b51d-44ab-a456-43e947e4be10",
    "symbol": "BTC-USD",
    "orderQty": "1000",
    "side": "SELL",
    "currency": "USD",
    "orderType": "LIMIT",
    "limitPrice": "21000",
    "timeInForce": "GTC",
    "orderStatus": "REJECTED",
    "execId": "6a33f72c-ec2e-4c7a-b443-29de3f884145",
    "execType": "REJECT",
    "avgPx": "0",
    "avgPxAllIn": "0",
    "cumQty": "0",
    "fillPx": "0",
    "fillQty": "0",
    "leavesQty": "0",
    "cancelQty": "0",
    "rejectReason": "Invalid request",
    "rejectReasonText": "invalid price: 21500.0001, must be multiplication of 0.01",
    "fee": "0",
    "feeCurrency": "",
    "submitTime": "2023-03-12T22:22:09.909251Z",
    "transactTime": "2023-03-12T22:22:09.925050Z"
  }
}

Request parameters

Parameter	Type	Required	Description
messageType	string	Yes	NewOrderSingle
timestamp	string (date-time)	Yes	RFC3990 date-time string
clOrderId	string	Yes	Client order ID, must be unique, recommed UUID
accountId	string	Yes	Anchorage brokerage account ID
symbol	string	Yes	Trading symbol for the order, e.g. "BTC-USD"
side	["BUY", "SELL"]	Yes	Side for the order, BUY or SELL
orderQty	string	Yes	Order quantity
currency	string	Yes	Currency that the order quantity is specified in, can be either side of the symbol
orderType	["MARKET", "LIMIT"]	Yes	Order type, MARKET or LIMIT
limitPrice	string	No	Limit price, required if order type is LIMIT
timeInForce	["FOK", "GTC", "IOC"]	No	Time in force, FOK = Fill Or Kill, GTC = Good Till Cancel, IOC = Immediate Or Cancel

Response

Parameter	Type	Required	Description
messageType	string	Yes	ExecutionReport
timestamp	string (date-time)	Yes	RFC3990 date-time string
clOrderId	string	Yes	Client order ID as specified on the order request
orderId	string	Yes	Anchorage order ID
accountId	string	Yes	Anchorage brokerage account ID as specified on the order request
symbol	string	Yes	Trading symbol as specified on the order request, e.g. "BTC-USD"
side	["BUY", "SELL"]	Yes	Order side, BUY or SELL, as specified on the order request
orderQty	string	Yes	Order quantity as specified on the order request
currency	string	Yes	Currency that the order quantity is specified in, as specified on the order request
orderType	["MARKET", "LIMIT"]	Yes	Order type, MARKET or LIMIT, as specified on the order request
limitPrice	string	No	Limit price as specified on the order request
timeInForce	["FOK", "GTC", "IOC"]	No	Time in force as specified on the order request
orderStatus	["PENDING", "NEW", "REJECTED", "PENDING_CANCEL", "CANCELED", "FILLED", "PARTIALLY_FILLED"]["PENDING", "NEW", "REJECTED", "PENDING_CANCEL", "CANCELED", "FILLED", "PARTIALLY_FILLED"]	Yes	Order status
execId	string	No	Execution ID that can be used later to query for trades.
execType	["NEW", "FILL", "CANCEL", "REJECT", "CANCEL_REJECT"]["NEW", "FILL", "CANCEL", "REJECT", "CANCEL_REJECT"]	No	Type of the execution
avgPx	string	No	Average price of filled portion of the order
avgPxAllIn	string	No	Average price including fees of filled portion of the order
cumQty	string	Yes	Cumulative quantity filled for the order
fillPx	string	No	Fill quantity of this execution (execType="FILL")
fillQty	string	No	Fill price of this execution (excluding fees)
leavesQty	string	Yes	Leaves quantity of this order
cancelQty	string	No	Canceled quantity of this order
fee	string	No	Anchorage commission charged for this execution
feeCurrency	string	No	Currency that the commission is charged in
rejectReason	string	No	Reason for rejection
rejectReasonText	string	No	Additional description for reason of reject
submitTime	string (date-time)	Yes	Order submission time, date-time in RFC3990 format
transactTime	string (date-time)	No	Transaction time, date-time in RFC3990 format

CancelOrderRequest

Cancel an order, origClOrderId and accountId must matches the original order request. orderId must match the order id returned on the execution reports.

Cancel request on any completed order will be rejected.

Example cancel request:

{
  "messageType": "OrderCancelRequest",
  "timestamp": "2023-03-12T22:22:09.925952Z",
  "payload": {
    "origClOrderId": "3fa8372d-b51d-44ab-a456-43e947e4be10",
    "orderId": "0d479b19-1012-42d1-9558-ffb4d8db7153",
    "accountId": "3fa8372d-b51d-44ab-a456-43e947e4be10"
  }
}

Example response:

{
  "messageType": "ExecutionReport",
  "timestamp": "2023-03-13T13:44:05.244315Z",
  "version": "1.0",
  "seqNum": 9,
  "payload": {
    "clOrderId": "3fa8372d-b51d-44ab-a456-43e947e4be10",
    "orderId": "0d479b19-1012-42d1-9558-ffb4d8db7153",
    "accountId": "3fa8372d-b51d-44ab-a456-43e947e4be10",
    "symbol": "BTC-USD",
    "side": "SELL",
    "orderQty": "10000",
    "currency": "USD",
    "orderType": "LIMIT",
    "limitPrice": "23500",
    "timeInForce": "GTC",
    "orderStatus": "CANCELED",
    "cumQty": "0",
    "cancelQty": "10000",
    "leavesQty": "0",
    "execId": "7cfcbb67-76fa-46c3-8535-655fd8fe0eb8",
    "execType": "CANCEL",
    "submitTime": "2023-03-13T13:44:05.182005Z",
    "transactTime": "2023-03-13T13:44:05.185177Z"
  }
}

Example of cancel reject response:

{
  "messageType": "ExecutionReport",
  "timestamp": "2023-03-13T13:59:01.668938Z",
  "payload": {
    "clOrderId": "3fa8372d-b51d-44ab-a456-43e947e4be10",
    "orderId": "0d479b19-1012-42d1-9558-ffb4d8db7153",
    "accountId": "3fa8372d-b51d-44ab-a456-43e947e4be10",
    "symbol": "BTC-USD",
    "side": "SELL",
    "orderQty": "10000",
    "currency": "USD",
    "orderType": "LIMIT",
    "limitPrice": "23500",
    "timeInForce": "GTC",
    "orderStatus": "NEW",
    "execId": "16532303-8478-4a6e-82db-5920e6553525",
    "execType": "CANCEL_REJECT",
    "avgPx": "0",
    "avgPxAllIn": "0",
    "cancelQty": "0",
    "cumQty": "0",
    "leavesQty": "10000",
    "rejectReason": "Invalid account",
    "rejectReasonText": "Invalid account id for cancel request",
    "submitTime": "2023-03-13T13:59:00.151982Z",
    "transactTime": "2023-03-13T13:59:01.668610Z"
  }
}

Request parameters

Parameter	Type	Required	Description
messageType	string	Y	OrderCancelRequest
timestamp	string (date-time)	Y	RFC3990 date-time string
origClOrderId	string	Y	Client order ID as specified on the order request
orderId	string	Y	Anchorage order ID
accountId	string	Y	Anchorage brokerage account ID as specified on the order request

Response

See response for "NewOrderSingle" request.

ExecutionReportResendRequest

Resend execution reports for an order. This request allows client to request execution reports for a live or completed order.
If the order is completed, all previous execution reports are sent again. If the order is still alive, in addition to any previous execution reports, newer reports will be streamed on this websocket as they occur.

This request can be used to to synchronize order states after a websocket disconnect.

Example resend request:

{
  "messageType": "ExecutionReportResendRequest",
  "timestamp": "2023-03-12T22:22:09.925952Z",
  "payload": {
    "origClOrderId": "3fa8372d-b51d-44ab-a456-43e947e4be10",
    "orderId": "0d479b19-1012-42d1-9558-ffb4d8db7153",
    "accountId": "3fa8372d-b51d-44ab-a456-43e947e4be10"
  }
}

Request parameters

Parameter	Type	Required	Description
messageType	string	Y	ExecutionReportResendRequest
timestamp	string (date-time)	Y	RFC3990 date-time string
origClOrderId	string	Y	Client order ID as specified on the order request
orderId	string	Y	Anchorage order ID
accountId	string	Y	Anchorage brokerage account ID as specified on the order request

Response

A stream of execution reports. See response for "NewOrderSingle" request.