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Rfq Get Best Quote

Method Name

private/rfq_get_best_quote

Performs a "dry run" on an RFQ, returning the estimated fee and whether the trade is expected to pass.

Should any exception be raised in the process of evaluating the trade, a standard RPC error will be returned
with the error details.
Required minimum session key permission level is read_only

Parameters

subaccount_idintegerrequired
Subaccount ID
legsarray of objectsrequired
RFQ legs
legs[].amountstringrequired
Amount in units of the base
legs[].directionstringrequired
Leg direction
enum buysell
legs[].instrument_namestringrequired
Instrument name
clientstring
Optional client that sent RFQ
counterpartiesarray of strings
Optional list of market maker account addresses to request quotes from. If not supplied, all market makers who are approved as RFQ makers will be notified.
directionstring
Planned execution direction (default buy)
enum buysell
extra_feestring
Extra fee in USDC added to the total final fee paid by user and directly sent to client / builder (must be between 0.000001 and 1000 USDC). The referral_code field must also be filled out. See Builder Fee page in docs for more info.
labelstring
Optional user-defined label for the RFQ
max_total_coststring
An optional max total cost for the RFQ. Only used when the RFQ sender executes as buyer. Polling endpoints and channels will ignore quotes where the total cost across all legs is above this value. Positive values mean the RFQ sender expects to pay $, negative mean the RFQ sender expects to receive $.This field is not disclosed to the market makers.
min_total_coststring
An optional min total cost for the RFQ. Only used when the RFQ sender executes as seller. Polling endpoints and channels will ignore quotes where the total cost across all legs is below this value. Positive values mean the RFQ sender expects to receive $, negative mean the RFQ sender expects to pay $.This field is not disclosed to the market makers.
partial_fill_stepstring
Optional step size for partial fills. If not supplied, the RFQ will not support partial fills.
preferred_directionstring
If disclosed, the direction the user is aiming to execute as. Default None.
enum buysell
referral_codestring
Optional referral code for the RFQ
rfq_idstring
RFQ ID to get best quote for. If not provided, will return estimates based on mark prices

Response

idstring or integerrequired
resultobjectrequired
result.best_quoteobject or nullrequired
Best quote for the RFQ (or null if RFQ is not created yet or quotes do not exist). This object should be used to sign a taker quote and call into execute_quote RPC.
result.best_quote.cancel_reasonstringrequired
Cancel reason, if any
enum user_requestinsufficient_marginsigned_max_fee_too_lowmmp_triggercancel_on_disconnectsession_key_deregisteredsubaccount_withdrawnrfq_no_longer_opencompliance
result.best_quote.creation_timestampintegerrequired
Creation timestamp in ms since Unix epoch
result.best_quote.directionstringrequired
Quote direction
enum buysell
result.best_quote.fill_pctstringrequired
Percentage of the RFQ that this quote would fill, from 0 to 1.
result.best_quote.last_update_timestampintegerrequired
Last update timestamp in ms since Unix epoch
result.best_quote.legs_hashstringrequired
Hash of the legs of the best quote to be signed by the taker.
result.best_quote.liquidity_rolestringrequired
Liquidity role
enum makertaker
result.best_quote.quote_idstringrequired
Quote ID
result.best_quote.rfq_idstringrequired
RFQ ID
result.best_quote.statusstringrequired
Status
enum openfilledcancelledexpired
result.best_quote.subaccount_idintegerrequired
Subaccount ID
result.best_quote.tx_hashstring or nullrequired
Blockchain transaction hash (only for executed quotes)
result.best_quote.tx_statusstring or nullrequired
Blockchain transaction status (only for executed quotes)
enum requestedpendingsettledrevertedignoredtimed_out
result.best_quote.walletstringrequired
Wallet address of the quote sender
result.best_quote.legsarray of objectsrequired
Quote legs
result.best_quote.legs[].amountstringrequired
Amount in units of the base
result.best_quote.legs[].directionstringrequired
Leg direction
enum buysell
result.best_quote.legs[].instrument_namestringrequired
Instrument name
result.best_quote.legs[].pricestringrequired
Leg price
result.directionstringrequired
RFQ direction.
enum buysell
result.down_liquidation_pricestring or nullrequired
Liquidation price if the trade were to be filled and the market moves down.
result.estimated_feestringrequired
An estimate for how much the user will pay in fees ($ for the whole trade).
result.estimated_realized_pnlstringrequired
An estimate for the realized PnL of the trade.
result.estimated_realized_pnl_excl_feesstringrequired
An estimate for the realized PnL of the trade. with cost basis calculated without considering fees.
result.estimated_total_coststringrequired
An estimate for the total $ cost of the trade.
result.filled_pctstringrequired
Percentage of the RFQ that has already been filled, from 0 to 1.
result.invalid_reasonstring or nullrequired
Reason for the RFQ being invalid, if any.
enum Account is currently under maintenance margin requirements, trading is frozen.This order would cause account to fall under maintenance margin requirements.Insufficient buying power, only a single risk-reducing open order is allowed.Insufficient buying power, consider reducing order size.Insufficient buying power, consider reducing order size or canceling other orders.Consider canceling other limit orders or using IOC, FOK, or market orders. This order is risk-reducing, but if filled with other open orders, buying power might be insufficient.Insufficient buying power.
result.is_validbooleanrequired
True if RFQ is expected to pass margin requirements.
result.orderbook_total_coststring or nullrequired
Total cost of the RFQ if it were to be filled at current orderbook prices (same direction as the RFQ). If lower than estimated_total_cost, the user may want to use the orderbook instead of RFQs for this order. Will return null if any of the legs do not have orderbook data or enough liquidity for the full fill.
result.post_initial_marginstringrequired
User's hypothetical margin balance if the trade were to get executed.
result.post_liquidation_pricestring or nullrequired
Liquidation price if the trade were to be filled. If both upside and downside liquidation prices exist, returns the closest one to the current index price.
result.pre_initial_marginstringrequired
User's initial margin balance before the trade.
result.suggested_max_feestringrequired
Recommended value for max_fee of the trade.
result.up_liquidation_pricestring or nullrequired
Liquidation price if the trade were to be filled and the market moves up.

Example

{request_example_shell}
{request_example_javascript}
{request_example_python}

The above command returns JSON structured like this:

{response_example_json}