Order Mass Status Request(AF) — Production FIX API

OrderMassStatusRequest(AF) requests the current status of many open orders in a single call on the Deribit production FIX API for efficient reconciliation.

Order Mass Status Request(AF) message requests the status of currently open orders. The exchange should respond with a series of Execution Reports(8) messages detailing orders.

Arguments

Tag	Name	Type	Required	Comments
584	MassStatusReqID	String	Yes	Client-assigned unique ID of this request
585	MassStatusReqType	String	Yes	Specifies the scope of the mass status request. (see below)
9014	MassStatusReqIDType	int	No	For MassStatusReqType=7, it defines which ID or label represents the MassStatusReqID: 0 = OrigClOrdID, 1 = ClOrdId, 2 = DeribitLabel. Default is 0
11	Currency	String	Required if MassStatusReqIDType is 1 or 2 and Symbol is missing	To search the order by DeribitLabel or ClOrdID
55	Symbol	String	Required if MassStatusReqIDType is 1 or 2 and Currency is missing	If Currency is not specified, to search the order by DeribitLabel or ClOrdID

This message can be used in two ways: to request status of all your open orders, or to request the status of a single order(This also applies to closed orders).

To request the status of all orders, choose a random MassStatusRequestId, and set MassStatusReqType=7. The server will respond with a series of Execution Reports(8) messages, where the first message contains MassStatusReqType=7

To request the status of a specific order: set MassStatusReqType=1, and set MassStatusReqId to the order ID. Please keep in mind this message also applies to closed orders.

It is allowed to request status for an order (or several orders) by ClOrdID or DeribitLabel for example when connection is broken and server-side generated ID-s are not received. In that case set MassStatusReqType=7 and set MassStatusReqIDType=1 for the search by ClOrdID or use MassStatusReqIDType=2 for the search by DeribitLabel. In both cases Currency or Symbol are required for such a search.

Response

When the client requests the status of current orders, the exchange should reply with a series of special Execution Reports(8), one for every order requested.

Tag	Name	Type	Required	Comments
37	OrderId	String	No	Unique identifier for Order as assigned by the Deribit
11	ClOrdID	String	No	Deribit replaces this field with the own value assigned by the server (it is not the client id 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 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	Yes	Order type. Possible values: 1 = Market, 2 = Limit (by default), 4 = Stop Limit, S = Stop Market
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	MultipleCharValue	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
854	QtyType	String	No	Type of quantity specified in a quantity. Currently only 1 - Contracts
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. Contract units corresponding to the ContractMultiplier in SecurityList
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	char	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. 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
9019	MMPGroup	String	No	A custom tag of MMP Group. This tag is present only for orders from Mass Quote
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

When responding to a MassStatusReqType=7 request, the server precedes the Execution Reports(8) messages with a special Execution Reports(8) message:

Tag	Name	Type	Required	Comments
584	MassStatusReqID	String	Yes	The MassStatusReqID from the request. (Only for the first message response to a MassStatusReqType=7 request.)
585	MassStatusReqType	int	Yes	The MassStatusReqType from the request. (Only for the first message response to a MassStatusReqType=7 request.)
911	TotNumReports	int	Yes	The total number of reports following this initial report