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Order

Order represents a single order belonging to a Subaccount for a particular ClobPair.

order_id: OrderId ⊕

  • The unique ID of this order
  • Meant to be unique across all orders

side: OrderSide

  • The direction of the order (buy or sell)

quantums: u64

  • The size of this order in base quantums
  • Must be a multiple of ClobPair.StepBaseQuantums (where ClobPair.Id = orderId.ClobPairId)

subticks: u64

  • The price level that this order will be placed at on the orderbook, in subticks
  • Must be a multiple of ClobPair.SubticksPerTick (where ClobPair.Id = orderId.ClobPairId)

time_in_force: i32

  • The time in force of this order

reduce_only: bool

  • Enforces that the order can only reduce the size of an existing position
  • If a ReduceOnly order would change the side of the existing position, its size is reduced to that of the remaining size of the position
  • If existing orders on the book with ReduceOnly would already close the position, the least aggressive (out-of-the-money) ReduceOnly orders are resized and canceled first

client_metadata: u32

  • Set of bit flags set arbitrarily by clients and ignored by the protocol
  • Used by indexer to infer information about a placed order

condition_type: i32

  • The type of condition for this order

conditional_order_trigger_subticks: u64

  • The price at which this order will be triggered, in subticks
  • If condition_type is CONDITION_TYPE_UNSPECIFIED, this value must be 0
  • If this value is nonzero, condition_type cannot be CONDITION_TYPE_UNSPECIFIED
  • Must be a multiple of ClobPair.SubticksPerTick (where ClobPair.Id = orderId.ClobPairId)

twap_parameters: TwapParameters ⊕

  • Configuration for a TWAP order
  • Must be set for TWAP orders
  • Ignored for all other order types

builder_code_parameters: BuilderCodeParameters ⊕

  • Metadata for the partner or builder of an order specifying the fees charged

good_til_oneof: GoodTilOneof ⊕

  • Information about when the order expires

order_router_address: string ⊕

  • Router address to share the revenue