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API Reference

(Wallet) Rfqs

Channel Name Schema

{wallet}.rfqs

Subscribe to RFQs directed to a given wallet.

Channel Parameters

wallet  string required
Account (wallet) of RFQ market maker

Notification Data

channel  string required
Subscribed channel name
data  array of objects required
data[]. cancel_reason  string required
Cancel reason, if any
enum user_request insufficient_margin signed_max_fee_too_low mmp_trigger cancel_on_disconnect session_key_deregistered subaccount_withdrawn rfq_no_longer_open compliance
data[]. creation_timestamp  integer required
Creation timestamp in ms since Unix epoch
data[]. fill_rate  string or null required
Average taker fill rate, from 0 to 1. Returns null for users with insufficient RFQ history.
data[]. filled_direction  string or null required
Direction at which the RFQ was filled (only if filled)
enum buy sell
data[]. filled_pct  string required
Percentage of the RFQ that has been filled, from 0 to 1.
data[]. last_update_timestamp  integer required
Last update timestamp in ms since Unix epoch
data[]. partial_fill_step  string required
Step size for partial fills (default: 1)
data[]. preferred_direction  string or null required
If disclosed, the direction the user is aiming to execute as.
enum buy sell
data[]. recent_fill_rate  string or null required
Taker fill rate, weighted towards the recent several days of activity, from 0 to 1. Returns null for users with insufficient recent RFQ history.
data[]. reducing_direction  string or null required
If applicable, the direction from user's perspective that would reduce their position in each leg.
enum buy sell
data[]. rfq_id  string required
RFQ ID
data[]. status  string required
Status
enum open filled cancelled expired
data[]. subaccount_id  integer required
Subaccount ID
data[]. total_cost  string or null required
Total cost for the RFQ (only if filled)
data[]. valid_until  integer required
RFQ expiry timestamp in ms since Unix epoch
data[]. wallet  string required
Wallet address of the RFQ sender
data[]. legs  array of objects required
RFQ legs
data[].legs[]. amount  string required
Amount in units of the base
data[].legs[]. direction  string required
Leg direction
enum buy sell
data[].legs[]. instrument_name  string required
Instrument name

Example

Subscriptions are only available via websockets.

{request_example_javascript}
{request_example_python}

Notification messages on this channel will look like this:

{response_example_json}