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| Tip | ||
|---|---|---|
| ||
New subscriptions: Will receive an initial image with only E - Executable orders (unmatched). Live subscriptions: Will receive a transient of the order to EC - Execution Complete as the order transits into that state (allowing you to remove the order from your cache). |
Example Output of Order Stream Message on Connection/Re-connection
Here's an example showing the data provided following a connection/re-connection to the Order Stream API. The example shows matched backs on two separate markets one of which has a size remaining of 0.25.
| Code Block | ||||
|---|---|---|---|---|
| ||||
{
"op": "ocm",
"id": 6,
"initialClk": "GpOH0JwBH762w50BHKKomJ0BGpzR5ZoBH5mWsJwB",
"clk": "AAAAAAAAAAAAAA==",
"conflateMs": 0,
"heartbeatMs": 5000,
"pt": 1468943673782,
"ct": "SUB_IMAGE",
"oc": [{
"id": "1.125657695",
"orc": [{
"fullImage": true,
"id": 48756,
"mb": [
[1.4, 2]
]
}]
}, {
"id": "1.125657760",
"orc": [{
"fullImage": true,
"id": 151478,
"uo": [{
"id": "71352090695",
"p": 12,
"s": 5,
"side": "B",
"status": "E",
"pt": "L",
"ot": "L",
"pd": 1468919099000,
"md": 1468933833000,
"avp": 12,
"sm": 4.75,
"sr": 0.25,
"sl": 0,
"sc": 0,
"sv": 0
}],
"mb": [
[12, 4.75]
]
}]
}]
} |
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