Mass Cancel

Cancel multiple orders and quotes using the Starbase Binary API including MassCancelRequest, MassCancelResponse, MassCancelReject, and MassQuoteCancelRequest messages.

Mass Cancel Granularity

Mass cancels are scoped to an instrument or underlying currency pair and per side of the order book, using the fields in the MassCancelRequest below. There is no equivalent of a QuoteSetID for mass cancels.

Because Starbase applies a speed bump to aggressive orders, individual cancel requests can reach the matching engine ahead of incoming aggressor orders. This makes fine-grained cancellation with regular CancelOrderRequest messages practical without requiring a broader mass cancel.

Mass cancels are aligned with single cancels in their treatment of speed-bumped orders: both immediately cancel pending orders without converting them to IOC. A pending order that is mass-cancelled is removed before it enters the book and will not match. See Cancelling Pending Orders for full details.

MassCancelRequest (140)

Request to cancel all orders and quotes submitted via the binary SBE order gateway that meet the specified criteria.

Field	Name	Type	Length	Description
1	correlationId	int64	8	Client-assigned ID
2	indexId	int64	8	Underlying index ID. Omit to match all currency pairs. 0 matches no currency pair and results in zero cancellations.
3	instrumentId	int64	8	Instrument ID. To cancel orders for a specific instrument, pass that instrument’s ID. To cancel across all instruments, pass null (not 0). At least one of indexId or instrumentId must be specified.
4	productType	int8	1	0=ALL (ignore this filter) 1=Options 2=Futures (includes Perpetuals) 3=Combo Futures 4=Combo Options 5=Spot
5	side	int8	1	0=Both (ignore this filter) 1=BUY -1=SELL

MassQuoteCancelRequest (145)

Request to cancel all active quotes for the specified MMP group.

Field	Name	Type	Length	Description
1	correlationId	int64	8	Client-assigned ID
2	mmpGroupId	int64	8	Identifier of MMP group
3	side	int8	1	0=Both 1=BUY -1=SELL

MassCancelResponse (240)

Acknowledges the successful execution of a MassCancelRequest or MassQuoteCancelRequest.

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	correlationId	int64	8	Client-assigned ID
4	receiveTime	int64	8	Nanoseconds since epoch. Time of receipt of order on the gateway.
5	totalOrderCount	int32	4	Number of canceled orders included in the following repeating group

MassCancelReject (242)

Reject generated in case a MassCancelRequest or MassQuoteCancelRequest 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	correlationId	int64	8	Client-assigned ID
4	reason	uint8	1	Rejection reason code. See Rejection Reason Codes for possible values.
5	details	char	0-255	ASCII-encoded string