Amending an Order

Amend existing orders using the Starbase Binary API including AmendOrderRequest, AmendOrderResponse, and AmendOrderReject messages.

Amending an existing order

Cross-Session Amending: Orders can be amended from a different SBE session than the one that submitted them. For example, an order submitted on session A can be amended on session B.

Response Routing: AmendOrderResponse is sent to both the session that sent the AmendOrderRequest and the session that originally submitted the order. All subsequent events (fills, further amends, cancels) route to the original submit session.

Event Scoping: An SBE connection only receives events about orders submitted through that same connection.

AmendOrderRequest (110)

Request to change the modifiable fields of an existing order.

Null values: Some optional fields use NULL_LONG / NULL_QUANTITY (0x8000000000000000L) as a sentinel to indicate “not set”. For example, set displayAmount = NULL_QUANTITY to keep the order non-iceberg.

Field	Name	Type	Length	Description
1	clientOrderId	int64	8	Numeric client order ID
2	correlationId	int64	8	Client-assigned ID
3	instrumentId	int64	8	Numeric instrument ID
4	limitPrice	Price9	8	New price
5	quantity	Decimal72	9	New quantity
6	showQty	Decimal72	9	New visible amount for iceberg orders. Setting this field to any value (including equal to amount) marks the order as an iceberg order. To submit a non-iceberg order, omit this field or set it to NULL_QUANTITY. Iceberg orders are not supported for options and combo instruments.
7	flags	uint16	2	See the table below.

The table below outlines the content of field 7 (flags) of AmendOrderRequest.

Bit number (from last to first)	Name	Description
1	postOnly	Enables post-only that amends the order to the best bid/ask if the edit would make it immediately executable. The amended price is then validated against price limits. Mutually exclusive with postOnlyReject.
2	postOnlyReject	Enables post-only that rejects the edit if it would make the order immediately executable. The original order remains in the book unchanged. Mutually exclusive with postOnly .
3	Reserved for future use
4	Reserved for future use
5	Reserved for future use
6	Reserved for future use
7	Reserved for future use
8	Reserved for future use
9-16	Reserved for future use

AmendOrderResponse (210)

Response to confirm an AmendOrderRequest was successful, sent from the exchange to the client. Any immediate fills generated by the AmendOrderRequest will be included in the AmendOrderResponse and will NOT be sent additionally in an OrderUpdate.

If the amendment causes the order to aggress and it is speed bumped, the AmendOrderResponse is sent immediately with orderState = 4 (queued). Once the speed bump period expires, an unsolicited OrderPlaced message is sent. See Speed Bumps for details.

Field	Name	Type	Length	Description
1	transactTime	int64	8	Nanoseconds since epoch. Time of entry into the order book
2	execId	int64	8	Exchange-assigned event ID
3	clientOrderId	int64	8	Numeric client order ID
4	correlationId	int64	8	Client-assigned ID
5	orderId	int64	8	Numeric exchange assigned order ID
6	instrumentId	int64	8	Numeric instrument ID
7	limitPrice	Price9	8	Price. Can differ from submitted price when post-only (amend) is enabled
8	quantity	Decimal72	9	Quantity. Can differ from submitted quantity when reduce-only is enabled
9	totalFilled	Decimal72	9	Filled quantity
10	visibleQty	Decimal72	9	Currently visible in market data
9	totalFilled	Decimal72	9	Filled quantity
10	visibleQty	Decimal72	9	Currently visible in market data
11	receiveTime	int64	8	Nanoseconds since epoch. Time of receipt of order on the gateway.
12	status	int8	1	1=Active 2=filled 3=cancelled 4=queued (speed bumped)
13	cancelReason	int8	1	See Cancel Reason Codes
14	blockLengthOfFills	uint16	2	24 (bytes)
15	numberOfFills	uint16	2	Indicates the length of the following repeating group containing all immediate fills when the order was submitted
->16	matchId	int64	8	Transaction ID representing match, shared by all fills within match
->17	fillPrice	Price9	8	Price of fill
->18	fillQty	Decimal72	9	Quantity of fill
19	blockLengthOfLegs	uint16	2	33 (bytes)
20	numberOfLegs	uint16	2	Indicates the length of the following repeating group containing all combo leg quantities and prices. Non-zero for trades on combo instruments only.
->21	matchId	int64	8	Transaction ID representing match.
->22	instrumentId	int64	8	Numeric instrument ID.
->23	legPrice	Price9	8	Price9	8	Price of this leg in the combo instrument	Price of this leg in the combo instrument
->24	legQty	Decimal72	9	Quantity of this leg in the combo instrument
->25	legSide	int8	1	1=BUY -1=SELL

AmendOrderReject (212)

Reject generated in case an AmendOrderRequest is unsuccessful.

Field	Name	Type	Length	Description
1	transactTime	int64	8	Nanoseconds since epoch. Time of entry into the order book
2	execId	int64	8	Exchange-assigned event ID
3	clientOrderId	int64	8	Numeric client order ID
4	correlationId	int64	8	Client-assigned ID
5	orderId	int64	8	Numeric exchange assigned order ID
6	instrumentId	int64	8	Numeric instrument ID
7	reason	int8	1	Rejection reason code. See Rejection Reason Codes for possible values.
8	details	char	0-255	ASCII-encoded string