Order Cancel/Replace Request(G) — Production FIX API

OrderCancelReplaceRequest(G) modifies the price or quantity of a working order on the Deribit production FIX API without cancelling and resubmitting it.

To change/edit the parameters of an existing order

From Release 1.3.10, it is possible to amend order by ClOrdID or DeribitLabel, and OrigClOrdId is not required anymore, however amending orders by OrigClOrdId is noticeably faster.

IMPORTANT:

• to change the order using ClOrdID or DeribitLabel, this must be the only existing order with such ClOrdID or DeribitLabel. Multiple orders with the same ClOrdID or DeribitLabel won’t be amended that way.
• when possible it is recommended to use faster OrigClOrdId

Arguments

Tag	Name	Type	Required	Comments
11	ClOrdID	String	Required if DeribitLabel, OrigClOrdId are absent	Original order identifier assigned by the user, 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
41	OrigClOrdId	String	Required if DeribitLabel, ClOrdID are absent	Order identifier assigned by Deribit over the user one
100010	DeribitLabel	String	Required if OrigClOrdId, ClOrdID are absent	A custom label for your order, max 64 grapheme clusters. Can be used by Order Cancel Request(F) to amend the order later on
55	Symbol	String	Yes	Instrument symbol, e.g., BTC-1JAN16
62	ValidUntilTime	UTCTimestamp	No	Indicates expiration time of indication message, in UTC
15	Currency	String	No	To speed up the search of the order by DeribitLabel or ClOrdID
54	Side	char	Yes	Should match the original order’s side. 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
40	OrdType	char	No	Currently 2 - ‘limit’
44	Price	Price	No	Order price (for advanced options orders it could be volatility or USD value if applicable)
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”
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.
1138	DisplayQty	Qty	No	The (max) quantity to be displayed in the orderbook.
9008	DeribitMMProtection	Boolean	No	Order Market Maker Protection (MMP) flag, if it is absent then the current MMP flag of the order is not changed. N removes the flag if it is set. Important: manual admin action is necessary to activate Market Maker Protection (MMP) for an account

Response

See New Order Single(D) response