Submitting orders - Anchorage Digital

NewOrderSingle

A NewOrderSingle message allows a user to submit an order and receive execution reports over the same WebSocket session. Currently MARKET and LIMIT order types are supported. Example request:

{
  "messageType": "NewOrderSingle",
  "timestamp": "2023-03-12T22:22:09.925952Z",
  "payload": {
    "clOrderId": "47ce2580-5e57-45d8-b67f-71a5aa55d05f",
    "symbol": "BTC-USD",
    "side": "SELL",
    "currency": "USD",
    "quantity": "10000",
    "orderType": "LIMIT",
    "limitPrice": "21000",
    "timeInForce": "GTC",
    "accountId": "3fa8372d-b51d-44ab-a456-43e947e4be10"
  }
}

Example response:

{
  "messageType": "ExecutionReport",
  "timestamp": "2023-03-12T22:22:09.925952Z",
  "version": "1.0",
  "seqNum": 3,
  "payload": {
    "clOrderId": "47ce2580-5e57-45d8-b67f-71a5aa55d05f",
    "orderId": "99b60f12-a20c-4977-99ea-f9affdb8e5f2",
    "accountId": "3fa8372d-b51d-44ab-a456-43e947e4be10",
    "symbol": "BTC-USD",
    "orderQty": "1000",
    "side": "SELL",
    "currency": "USD",
    "orderType": "LIMIT",
    "limitPrice": "21000",
    "timeInForce": "GTC",
    "orderStatus": "FILLED",
    "execId": "58fd5afc-b85e-45d1-951e-d6429ea9cd54",
    "execType": "FILL",
    "avgPx": "21990.01",
    "avgPxAllIn": "21968.02",
    "cumQty": "10000",
    "fillPx": "21990.01",
    "fillQty": "10000",
    "leavesQty": "0",
    "cancelQty": "0",
    "fee": "0.00045521",
    "feeCurrency": "BTC",
    "submitTime": "2023-03-12T22:22:09.909251Z",
    "transactTime": "2023-03-12T22:22:09.925050Z"
  }
}

Example reject response:

{
  "messageType": "ExecutionReport",
  "timestamp": "2023-03-12T22:22:09.925952Z",
  "version": "1.0",
  "seqNum": 5,
  "payload": {
    "clOrderId": "47ce2580-5e57-45d8-b67f-71a5aa55d05f",
    "orderId": "99b60f12-a20c-4977-99ea-f9affdb8e5f2",
    "accountId": "3fa8372d-b51d-44ab-a456-43e947e4be10",
    "symbol": "BTC-USD",
    "orderQty": "1000",
    "side": "SELL",
    "currency": "USD",
    "orderType": "LIMIT",
    "limitPrice": "21000",
    "timeInForce": "GTC",
    "orderStatus": "REJECTED",
    "execId": "6a33f72c-ec2e-4c7a-b443-29de3f884145",
    "execType": "REJECT",
    "avgPx": "0",
    "avgPxAllIn": "0",
    "cumQty": "0",
    "fillPx": "0",
    "fillQty": "0",
    "leavesQty": "0",
    "cancelQty": "0",
    "rejectReason": "Invalid request",
    "rejectReasonText": "invalid price: 21500.0001, must be multiplication of 0.01",
    "fee": "0",
    "feeCurrency": "",
    "submitTime": "2023-03-12T22:22:09.909251Z",
    "transactTime": "2023-03-12T22:22:09.925050Z"
  }
}

Request parameters

Parameter	Type	Required	Description
`messageType`	string	Yes	`NewOrderSingle`
`timestamp`	string (date-time)	Yes	RFC3990 date-time string
`clOrderId`	string	Yes	Client order ID, must be unique; recommend UUID
`accountId`	string	Yes	Anchorage brokerage account ID
`symbol`	string	Yes	Trading symbol, e.g. `"BTC-USD"`
`side`	`"BUY"` \| `"SELL"`	Yes	Side for the order
`orderQty`	string	Yes	Order quantity
`currency`	string	Yes	Currency the order quantity is specified in; can be either side of the symbol
`orderType`	`"MARKET"` \| `"LIMIT"`	Yes	Order type
`limitPrice`	string	No	Limit price; required if `orderType` is `LIMIT`
`timeInForce`	`"FOK"` \| `"GTC"` \| `"IOC"`	No	FOK = Fill Or Kill, GTC = Good Till Cancel, IOC = Immediate Or Cancel

Response parameters

Parameter	Type	Required	Description
`messageType`	string	Yes	`ExecutionReport`
`timestamp`	string (date-time)	Yes	RFC3990 date-time string
`clOrderId`	string	Yes	Client order ID as specified on the order request
`orderId`	string	Yes	Anchorage order ID
`accountId`	string	Yes	Anchorage brokerage account ID
`symbol`	string	Yes	Trading symbol as specified on the order request
`side`	`"BUY"` \| `"SELL"`	Yes	Order side as specified on the order request
`orderQty`	string	Yes	Order quantity as specified on the order request
`currency`	string	Yes	Currency as specified on the order request
`orderType`	`"MARKET"` \| `"LIMIT"`	Yes	Order type as specified on the order request
`limitPrice`	string	No	Limit price as specified on the order request
`timeInForce`	`"FOK"` \| `"GTC"` \| `"IOC"`	No	Time in force as specified on the order request
`orderStatus`	string	Yes	`PENDING`, `NEW`, `REJECTED`, `PENDING_CANCEL`, `CANCELED`, `FILLED`, `PARTIALLY_FILLED`
`execId`	string	No	Execution ID, can be used to query for trades
`execType`	string	No	`NEW`, `FILL`, `CANCEL`, `REJECT`, `CANCEL_REJECT`
`avgPx`	string	No	Average price of filled portion of the order
`avgPxAllIn`	string	No	Average price including fees of filled portion
`cumQty`	string	Yes	Cumulative quantity filled
`fillPx`	string	No	Fill quantity of this execution (`execType="FILL"`)
`fillQty`	string	No	Fill price of this execution (excluding fees)
`leavesQty`	string	Yes	Leaves quantity of this order
`cancelQty`	string	No	Canceled quantity of this order
`fee`	string	No	Anchorage commission charged for this execution
`feeCurrency`	string	No	Currency that the commission is charged in
`rejectReason`	string	No	Reason for rejection
`rejectReasonText`	string	No	Additional description for reason of reject
`submitTime`	string (date-time)	Yes	Order submission time in RFC3990 format
`transactTime`	string (date-time)	No	Transaction time in RFC3990 format

CancelOrderRequest

Cancel an order. origClOrderId and accountId must match the original order request. orderId must match the order ID returned on execution reports. Cancel requests on any completed order will be rejected. Example cancel request:

{
  "messageType": "OrderCancelRequest",
  "timestamp": "2023-03-12T22:22:09.925952Z",
  "payload": {
    "origClOrderId": "3fa8372d-b51d-44ab-a456-43e947e4be10",
    "orderId": "0d479b19-1012-42d1-9558-ffb4d8db7153",
    "accountId": "3fa8372d-b51d-44ab-a456-43e947e4be10"
  }
}

Example response:

{
  "messageType": "ExecutionReport",
  "timestamp": "2023-03-13T13:44:05.244315Z",
  "version": "1.0",
  "seqNum": 9,
  "payload": {
    "clOrderId": "3fa8372d-b51d-44ab-a456-43e947e4be10",
    "orderId": "0d479b19-1012-42d1-9558-ffb4d8db7153",
    "accountId": "3fa8372d-b51d-44ab-a456-43e947e4be10",
    "symbol": "BTC-USD",
    "side": "SELL",
    "orderQty": "10000",
    "currency": "USD",
    "orderType": "LIMIT",
    "limitPrice": "23500",
    "timeInForce": "GTC",
    "orderStatus": "CANCELED",
    "cumQty": "0",
    "cancelQty": "10000",
    "leavesQty": "0",
    "execId": "7cfcbb67-76fa-46c3-8535-655fd8fe0eb8",
    "execType": "CANCEL",
    "submitTime": "2023-03-13T13:44:05.182005Z",
    "transactTime": "2023-03-13T13:44:05.185177Z"
  }
}

Example cancel reject response:

{
  "messageType": "ExecutionReport",
  "timestamp": "2023-03-13T13:59:01.668938Z",
  "payload": {
    "clOrderId": "3fa8372d-b51d-44ab-a456-43e947e4be10",
    "orderId": "0d479b19-1012-42d1-9558-ffb4d8db7153",
    "accountId": "3fa8372d-b51d-44ab-a456-43e947e4be10",
    "symbol": "BTC-USD",
    "side": "SELL",
    "orderQty": "10000",
    "currency": "USD",
    "orderType": "LIMIT",
    "limitPrice": "23500",
    "timeInForce": "GTC",
    "orderStatus": "NEW",
    "execId": "16532303-8478-4a6e-82db-5920e6553525",
    "execType": "CANCEL_REJECT",
    "avgPx": "0",
    "avgPxAllIn": "0",
    "cancelQty": "0",
    "cumQty": "0",
    "leavesQty": "10000",
    "rejectReason": "Invalid account",
    "rejectReasonText": "Invalid account id for cancel request",
    "submitTime": "2023-03-13T13:59:00.151982Z",
    "transactTime": "2023-03-13T13:59:01.668610Z"
  }
}

Request parameters

Parameter	Type	Required	Description
`messageType`	string	Yes	`OrderCancelRequest`
`timestamp`	string (date-time)	Yes	RFC3990 date-time string
`origClOrderId`	string	Yes	Client order ID as specified on the order request
`orderId`	string	Yes	Anchorage order ID
`accountId`	string	Yes	Anchorage brokerage account ID as specified on the order request

Response: See response parameters for NewOrderSingle.

ExecutionReportResendRequest

Resend execution reports for an order. Allows a client to request execution reports for a live or completed order. If the order is completed, all previous execution reports are sent again. If the order is still alive, in addition to any previous execution reports, newer reports will be streamed on this WebSocket as they occur. Use this to synchronize order states after a WebSocket disconnect. Example resend request:

{
  "messageType": "ExecutionReportResendRequest",
  "timestamp": "2023-03-12T22:22:09.925952Z",
  "payload": {
    "origClOrderId": "3fa8372d-b51d-44ab-a456-43e947e4be10",
    "orderId": "0d479b19-1012-42d1-9558-ffb4d8db7153",
    "accountId": "3fa8372d-b51d-44ab-a456-43e947e4be10"
  }
}

Request parameters

Parameter	Type	Required	Description
`messageType`	string	Yes	`ExecutionReportResendRequest`
`timestamp`	string (date-time)	Yes	RFC3990 date-time string
`origClOrderId`	string	Yes	Client order ID as specified on the order request
`orderId`	string	Yes	Anchorage order ID
`accountId`	string	Yes	Anchorage brokerage account ID as specified on the order request

Response: A stream of execution reports. See response parameters for NewOrderSingle.

​NewOrderSingle

​Request parameters

​Response parameters

​CancelOrderRequest

​Request parameters

​ExecutionReportResendRequest

​Request parameters

NewOrderSingle

Request parameters

Response parameters

CancelOrderRequest

Request parameters

ExecutionReportResendRequest

Request parameters