New Order Single(D) — Production FIX API

NewOrderSingle(D) submits new orders to the Deribit production FIX API — order types, parameters, and how to place limit, market, and advanced orders.

The NEW ORDER SINGLE(D) is used by the client to submit new orders to the exchange.

Arguments

Tag	Name	Type	Required	Comments
11	ClOrdID	String	Yes	Unique identifier for the order, assigned by the client, max 64 grapheme clusters. This tag operates on grapheme clusters. A grapheme cluster is a user-perceived character, which can be represented by several unicode codepoints. Please refer to Unicode specification for more details about the grapheme clusters
54	Side	char	Yes	Side of order. Valid values: 1 = Buy, 2 = Sell
38	OrderQty	Qty	Yes	Order quantity. Depends on QtyType. When QtyType is set to Units, the OrderQty is specified in USD for perpetual and inverse futures, in the underlying base currency coin for linear futures, or in the amount of cryptocurrency contracts for options. The system will automatically convert Units to Contracts when the order is placed Please, note that Quantity is by default defined in Contract units corresponding to the ContractMultiplier in SecurityList
44	Price	Price	Yes	Price
55	Symbol	String	Yes	Instrument symbol, e.g., BTC-1JAN16. See instrument naming convention for more details
62	ValidUntilTime	UTCTimestamp	No	Indicates expiration time of indication message, in UTC
18	ExecInst	MultipleCharValue	No	Currently is used to mark POST ONLY orders and REDUCE ONLY orders. POST ONLY valid values: 6 = “Participate don’t initiate” A = “No cross” (only together with 6, “6A” — REJECT POST ONLY when the order is put to order the book unmodified or the request is rejected and order is cancelled), REDUCE ONLY valid values: E = “Do not increase - DNI”
40	OrdType	Char	No	Order type. Valid values: 1 = Market, 2 = Limit (by default), K = Market With Left Over as Limit (market limit), 4 = Stop limit (trailing stop), J = Market If Touched (stop limit, if StopPx(99) is set), S = Stop Limit on Bid or Offer (stop market, if StopPx(99) is set)
59	TimeInForce	char	No	Specifies how long the order remains in effect. Absence of this field is interpreted as “Good ‘Til Cancelled”. Valid values: 0 = Good ‘Til Day(GTD), 1 = Good ‘Til Cancelled(GTC), 3 = Immediate or Cancel(IOC), 4 = Fill or Kill(FOK)
99	StopPx	Price	No	Price per unit of quantity
1138	DisplayQty	Qty	No	The (max) quantity to be displayed in the orderbook. Setting the DisplayQty (1138) = 0 is interpreted as no hidden volume, i.e. the full order quantity is displayed to the market. Omitting the field gives the same result.
1088	RefreshQty	Qty	No	Defines the quantity used to refresh DisplayQty.
854	QtyType	Int	No	Type of quantity. Valid values: 0 = Units, 1 = Contracts Default is Contracts. When QtyType is Units, then for perpetual and inverse futures the OrderQty is in USD units, and for linear futures it is the underlying base currency coin, and for options it is the amount of corresponding cryptocurrency (e.g., BTC or ETH). The Units will be recalculated into the system’s Contracts on server automatically when the order is placed.
211	PegOffsetValue	Float	No	Amount (signed) added to the peg for a pegged order in the context of the PegOffsetType(836)
1094	PegPriceType	Int	No	Needs to be set for Trailing Stop order. Valid value: 8 = Trailing Stop Peg
100010	DeribitLabel	String	No	A custom label for your order, max 64 grapheme clusters. Can be used by Order Cancel Request(F) to amend the order later on
100012	DeribitAdvOrderType	char	No	Used to create advanced order for options. If it is present: 0 = Implied Volatility Order (price defines fixed implied volatility in %), 1 = USD Order (price defines fixed USD price of the option, advanced USD orders are not supported for linear options)
9008	DeribitMMProtection	Boolean	No	Order Market Maker Protection (MMP) flag, default is N. Important: manual admin action is necessary to activate Market Maker Protection (MMP) for an account
5127	DeribitConditionTriggerMethod	Int	No	Selects condition trigger method for algo orders. Valid values: 1 = mark price, 2 = trade, 3 = index

Response

Upon receiving a new order, the exchange responds with the Execution Report(8) message communicating whether the order was accepted or rejected.

Tag	Name	Type	Required	Comments
527	SecondaryExecID	String	No	ID of the last order change
37	OrderId	String	No	Unique identifier of the order, assigned by the Deribit
11	ClOrdID	String	No	Deribit replaces this field with the own value assigned by the server (it is not the ClOrdID(11) from New Order Single(D))
41	OrigClOrdId	String	No	The original value assigned by the client in the New Order Single(D) message
39	OrdStatus	char	Yes	For trade – order status. Possible values: 0 = New, 1 = Partially filled, 2 = Filled, 4 = Cancelled 8 = Rejected
54	Side	char	Yes	Side of order. Possible values: 1 = Buy, 2 = Sell
60	TransactTime	UTCTimestamp	Yes	Timestamp when the transaction represented by this Execution Report(8) message occurred. Fix timestamp
12	Commission	float	No	Deprecated. Always 0
151	LeavesQty	Qty	Yes	Order quantity open for further execution (LeavesQty = OrderQty - CumQty) in Contract units corresponding to the ContractMultiplier in SecurityList
14	CumQty	Qty	Yes	Total executed quantity or 0.0 in Contract units corresponding to the ContractMultiplier in SecurityList
38	OrderQty	Qty	Yes	Order quantity in Contract units corresponding to the ContractMultiplier in SecurityList
40	OrdType	Char	No	Order type. Valid values: 1 = Market, 2 = Limit, K = Market With Left Over as Limit (market limit), 4 = Stop limit (trailing stop), J = Market If Touched (stop limit, if StopPx(99) is set), S = Stop Limit on Bid or Offer (stop market, if StopPx(99) is set)
44	Price	Price	Yes	Price
150	ExecType	char	No	Describes the specific Execution Report. Possible values: I = equal to (Order Status), 7 = (Stopped) for triggered stop orders, 8 = Rejected, 3 = (Done for day) for GTD orders, C = (Expired) for the orders expired at delivery
18	ExecInst	MultipleValueString	No	Currently is used to mark POST ONLY orders and REDUCE ONLY orders. POST ONLY Possible values: 6 = “Participate don’t initiate” A = “No cross” (only together with 6, “6A” — REJECT POST ONLY when the order is put to the order book unmodified or the request is rejected and order is cancelled), REDUCE ONLY possible values: E = ” Do not increase - DNI”
103	OrdRejReason	int	Yes	Possible reasons: 0 = no reject (the request has been accepted) 1 = Unknown symbol 2 = Exchange closed 3 = Order exceeds limit 4 = Too late to enter 5 = Unknown order 6 = Duplicate Order (e.g. dupe ClOrdID(11)) 7 = Duplicate of a verbally communicated order 8 = Stale order 9 = Trade along required 10 = Invalid Investor ID 11 = Unsupported order characteristic 12 = Surveillance Option 13 = Incorrect quantity 14 = Incorrect allocated quantity 15 = Unknown account(s) 16 = Price exceeds current price band 18 = Invalid price increment 99 = Other Note: Values 3, 4, and 5 will be used when rejecting an order due to pre-allocation information errors.
58	Text	String	No	Free format text string, usually exceptions
207	SecurityExchange	String	No	”Deribit”
55	Symbol	String	Yes	Instrument symbol
99	StopPx	Price	No	Price per unit of quantity
854	QtyType	int	No	Type of quantity specified in a quantity. Currently only 1 - Contracts
211	PegOffsetValue	Float	No	Amount (signed) added to the peg for a pegged order in the context of the PegOffsetType(836)
1094	PegPriceType	Int	No	Needs to be set for Trailing Stop order. Valid value: 8 = Trailing Stop Peg
231	ContractMultiplier	float	No	Specifies a multiply factor to convert from contracts to total units
6	AvgPx	float	No	Average execution price or 0.0 if not executed yet or rejected
1138	DisplayQty	Qty	No	The (max) quantity to be displayed in the orderbook.
9008	DeribitMMProtection	Boolean	No	Order Market Maker Protection (MMP) flag. Important: manual admin action is necessary to activate Market Maker Protection (MMP) for an account
100012	DeribitAdvOrderType	int	No	If it is present then it denotes advanced order for options. Possible values: 0 = Implied Volatility Order (price defines fixed implied volatility in %), 1 = USD Order (price defines fixed USD price of the option, advanced USD orders are not supported for linear options)
1188	Volatility	float	No	Volatility for Implied Volatility Orders (options orders with fixed volatility)
839	PeggedPrice	Price	No	Value of fixed USD price for USD Orders (options orders with fixed USD price)
31	LastPx	Price	No	Price of this last fill
32	LastQty	Qty	No	Quantity bought/sold on this last fill
100010	DeribitLabel	String	No	A custom label for your order, max 64 grapheme clusters. Can be used by Order Cancel Request(F) to amend the order later on
9019	MMPGroup	String	No	A custom tag of MMP Group. This tag is present only for orders from Mass Quote.
9034	IsLiquidation	Boolean	No	A custom tag, 9034=Y if the order was automatically created during liquidation.
9035	IsRebalance	Boolean	No	A custom tag, 9035=Y if the order was automatically created during cross-collateral balance restoration.
9036	IsRiskReducing	Boolean	No	A custom tag, 9036=Y if the order is marked by the platform as a risk reducing order (can apply only to orders placed by PM users).
302	QuoteSetID	String	No	identifier for the Quote Set. This tag is present only for orders from Mass Quote.
117	QuoteID	String	No	identifier for the Quote. This tag is present only for orders from Mass Quote.
299	QuoteEntryID	String	No	identifier for the Quote Entry. This tag is present only for orders from Mass Quote.
	Group FillsGrp
1362	NoFills	NumInGroup	No	Number of fill entries for the order
=>1363	FillExecID	String	No	Unique identifier of execution, concatenated via ’#’ symbol and trade sequence number, e.g., BTC-28SEP18#38
=>1364	FillPx	Price	No	Price of this partial fill
=>1365	FillQty	Qty	No	Quantity bought/sold on this partial fill
=>1443	FillLiquidityInd	int	No	Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Possible values: 1 = Added Liquidity, 2 = Removed Liquidity