Starbase Unsolicited Events

Server-initiated Starbase Binary API events including OrderFilled fills, MMPTrigger notifications, and liquidation cancels delivered on the originating gateway.

Unsolicited events

Unsolicited events are sent by the exchange when activity occurs on your resting orders or quotes without you directly requesting it. Examples include fills as a maker, system cancellations, or MMP triggers.

Maker vs. taker fills: OrderFilled unsolicited events are only sent to the maker. If your order or quote was the aggressor (taker), all fill information is returned directly on the acknowledgement message (NewOrderResponse, AmendOrderResponse, or MassQuoteResponse). You will not receive a separate OrderFilled event for taker fills.

OrderFilled (300)

Event generated when one or more resting orders are filled by a taker order. This may include orders from different instruments if the taker order was for a combo instrument and matched an implied order.

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	blockLengthOfFills	uint16	2	60 (bytes)
4	numberOfFills	uint16	2	Indicates the length of the following repeating group containing all immediate fills when the order was submitted
->5	clientOrderId	int64	8	Numeric client order ID. Set to the quoteId if the order was submitted as part of a MassQuote
->6	orderId	int64	8	Numeric exchange assigned order ID
->7	instrumentId	int64	8	Numeric instrument ID
->8	matchId	int64	8	Transaction ID representing match, shared by all fills within match
->9	fillPrice	Price9	8	Price of fill
->10	fillQty	Decimal72	9	Quantity of fill
->11	totalFilled	Decimal72	9	Cumulative amount filled
->12	side	int8	1	1=BUY -1=SELL
->13	flags	uint8	1	Defined in following table
14	blockLengthOfLegs	uint16	2	34 (bytes)
15	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.
->16	matchId	int64	8	Transaction ID representing match.
->17	instrumentId	int64	8	Numeric instrument ID.
->18	legPrice	Price9	8	Price of this leg in the combo instrument
->19	legQuantity	Decimal72	9	Quantity of this leg in the combo instrument
->20	legSide	int8	1	1=BUY -1=SELL

The table below outlines the content of field 13 (flags).

Bit number (from last to first)	Name	Description
1	isQuote	0=False (order) 1=True (quote)
2	isFullyFilled	0=PartiallyFilled 1=FullyFilled
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

OrdersCanceled (310)

Event generated when one or more orders and/or quotes submitted via this binary API session are canceled for some reason other than in direct response to a request on this same session (NewOrderRequest, AmendOrderRequest, CancelOrderRequest, MassQuoteRequest). For example, end-of-day expiries, liquidation, admin action, a mass cancel, an MMP trigger, or a cancel sent from a different session.

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	flags	uint8	1	0=isLastMessage
4	blockLengthOfOrders	uint16	2	35 (bytes)
5	numberOfOrders	uint16	2	Length of the following repeating group of canceled orders
->6	clientOrderId	int64	8	Numeric client order ID
->7	orderId	int64	8	Numeric exchange assigned order ID
->8	instrumentId	int64	8	Numeric instrument ID
->9	totalFilled	Decimal72	9	Filled quantity of canceled order
->10	cancelReason	int8	1	See Cancel Reason Codes
->11	flags	uint8	1	1=isQuote

Cross-session cancels (schema version 17): When another session cancels an order this session submitted, this session receives OrdersCanceled if it negotiated schema version 17 or later. The cancelling session receives CancelOrderResponse (220). The message layout is unchanged from schema version 16 (additive, backward-compatible). Sessions negotiated below 17 still receive CancelOrderResponse on the submitting session. See Cancelling an Order.

Liquidation cancels: Orders cancelled by liquidation arrive on the gateway where the order was originally placed. Consistent with event scoping, they are not broadcast to your other sessions. Monitor OrdersCanceled with cancelReason = 5 (LIQUIDATION) on every order-entry session to detect them.

OrderPlaced (312)

Unsolicited event sent when a speed-bumped order completes the speed bump period and is entered into the book. Sent to the session that originally submitted the order. When the order matches immediately upon book entry, numberOfFills is greater than 0 and the fills repeating group is populated.

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	orderId	int64	8	Numeric exchange assigned order ID
5	instrumentId	int64	8	Numeric instrument ID
6	limitPrice	Price9	8	Price at which the order was placed in the book
7	quantity	Decimal72	9	Quantity
8	totalFilled	Decimal72	9	Total quantity filled upon book entry. 0 if no immediate fills
9	visibleQty	Decimal72	9	Amount currently visible in market data
10	status	int8	1	1=Active 2=Filled 3=Cancelled (if cancelled during the speed bump period)
11	cancelReason	int8	1	See Cancel Reason Codes
12	correlationId	int64	8	correlationId from the originating NewOrderRequest
13	blockLengthOfFills	uint16	2	25 (bytes)
14	numberOfFills	uint16	2	Number of fills. 0 if the order entered the book without immediately matching
->15	matchId	int64	8	Transaction ID representing match
->16	fillPrice	Price9	8	Price of fill
->17	fillQty	Decimal72	9	Quantity of fill
18	blockLengthOfLegs	uint16	2	34 (bytes)
19	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.
->20	matchId	int64	8	Transaction ID representing match.
->21	instrumentId	int64	8	Numeric instrument ID
->22	legPrice	Price9	8	Price of this leg in the combo instrument
->23	legQty	Decimal72	9	Quantity of this leg in the combo instrument
->24	legSide	int8	1	1=BUY -1=SELL

correlationId (field 12) and the 3-byte alignment padding preceding it were added in schema version 8; earlier versions of this message did not carry a correlationId.

MassQuoteOrdersPlaced (314)

Unsolicited event sent when one or more speed-bumped quote sides complete the speed bump period and are entered into the book. Sent to the session that originally submitted the MassQuoteRequest. Each placed side is reported as an entry in the orders repeating group (with status and cancelReason). When a side was converted to IOC during the bump, infer that from status / cancelReason. There is no separate timeInForce field. See Mass quote message flow.

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	mmpGroupId	int64	8	Identifier of MMP group
4	blockLengthOfOrders	uint16	2	Bytes per entry in the orders repeating group
5	numberOfOrders	uint16	2	Number of placed quote-side orders in this message
->6	clientOrderId	int64	8	Numeric client order ID
->7	orderId	int64	8	Numeric exchange assigned order ID
->8	instrumentId	int64	8	Numeric instrument ID
->9	price	Price9	8	Limit price
->10	quantity	Decimal72	9	Quantity
->11	totalFilled	Decimal72	9	Total quantity filled upon book entry. 0 if no immediate fills
->12	visibleQty	Decimal72	9	Amount currently visible in market data
->13	side	int8	1	1=BUY -1=SELL
->14	status	int8	1	1=Active 2=Filled 3=Cancelled 4=Queued
->15	cancelReason	int8	1	See Cancel Reason Codes
16	blockLengthOfFills	uint16	2	Bytes per entry in the fills repeating group
17	numberOfFills	uint16	2	Number of fills. 0 if no immediate fills
->18	matchId	int64	8	Transaction ID representing match
->19	orderId	int64	8	Order ID that received the fill
->20	fillPrice	Price9	8	Price of fill
->21	fillQty	Decimal72	9	Quantity of fill
22	blockLengthOfLegs	uint16	2	Bytes per entry in the legs repeating group
23	numberOfLegs	uint16	2	Non-zero for trades on combo instruments only
->24	matchId	int64	8	Transaction ID representing match
->25	instrumentId	int64	8	Numeric instrument ID
->26	legPrice	Price9	8	Price of this leg in the combo instrument
->27	legQty	Decimal72	9	Quantity of this leg in the combo instrument
->28	legSide	int8	1	1=BUY -1=SELL

MassQuoteMmpTriggered (320)

Event generated when a mass quote Market Maker Protection limit is triggered. Followed by one or more OrdersCanceled messages.

Field	Name	Type	Length	Description
1	transactTime	int64	8	Nanoseconds since epoch. Time of trigger in the order book
2	execId	int64	8	Exchange-assigned event ID
3	mmpGroupId	int64	8	Identifier of MMP group
4	frozenUntil	int64	8	Nanoseconds since epoch
5	quantityLevel	double	8	The total traded quantity, within a given interval, at the time of the trigger
6	vegaLevel	double	8	The change in vega exposure within a given interval, at the time of the trigger
7	deltaLevel	double	8	The change in delta within a given interval, at the time of the trigger
8	trigger	int8	1	0=quantity 1=delta 2=vega

OrdersMmpTriggered (322)

Event generated when an orders Market Maker Protection limit is triggered. Followed by one or more OrdersCanceled messages.

Field	Name	Type	Length	Description
1	transactTime	int64	8	Nanoseconds since epoch. Time of trigger in the order book
2	execId	int64	8	Exchange-assigned event ID
3	indexId	int64	8	Underlying index ID, same as index_id on public/get_instruments and currencyPairId in the SBE schema
4	frozenUntil	int64	8	Nanoseconds since epoch
5	quantityLevel	double	8	The total traded quantity, within a given interval, at the time of the trigger
6	vegaLevel	double	8	The change in vega exposure within a given interval, at the time of the trigger
7	deltaLevel	double	8	The change in delta within a given interval
8	trigger	int8	1	0=quantity 1=delta 2=vega

MassQuoteMmpUnfrozen (324)

Event generated when a mass quote Market Maker Protection group is unfrozen, either in response to a reset request or because the frozenUntil timer elapsed.

Field	Name	Type	Length	Description
1	transactTime	int64	8	Nanoseconds since epoch. Time of trigger in the order book
2	execId	int64	8	Exchange-assigned event ID
3	mmpGroupId	int64	8	Identifier of MMP group
4	correlationId	int64	8	Client-assigned ID, or 0x8000000000000000 if unsolicited (timer elapsed)

OrdersMmpUnfrozen (326)

Event generated when an orders Market Maker Protection group is unfrozen, either in response to a reset request or because the frozenUntil timer elapsed.

Field	Name	Type	Length	Description
1	transactTime	int64	8	Nanoseconds since epoch. Time of trigger in the order book
2	execId	int64	8	Exchange-assigned event ID
3	indexId	int64	8	Underlying index ID, same as index_id on public/get_instruments and currencyPairId in the SBE schema
4	correlationId	int64	8	Client-assigned ID, or 0x8000000000000000 if unsolicited (timer elapsed)