Orders

The open orders feed tracks updates to all of your users' open orders.

An update from this feed will include the user_id of the user to identify which user's account the update is for, as well as, the latest information for 1 or more open orders in the account.

Subscription Instructions

Feed Name
private.enterprise.users.open-orders

Order Object

Order updates received will include the following object per order:

Field	Type	Description
id	int	sFOX-generated order ID, assigned on order creation.
action	string	Order side. Possible values: buy (buy order), sell (sell order)
algorithm_id	int	Order type / algorithm ID. Possible values: Order Types & Algorithms.
type	string	Order type / algorithm name. Possible values: Order Types & Algorithms.
pair	string	Pair or product in the format basequote . e.g. btcusd, ethbtc, ethusdc
quantity	number	Order size in base currency quantity.
price	number	Order limit price.
amount	number	Amount (quote currency) to spend when buying.
net_market_amount	number	amount net fees for Market (100) orders.
filled	number	Unsigned, cumulative base currency quantity filled.
vwap	number	Cumulative volume-weighted average fill price of the order.
filled_amount	number	Unsigned, cumulative quote currency amount filled.
fees	number	Unsigned, cumulative quote currency fee amount accrued to this order.
net_proceeds	number	Signed, cumulative quote currency proceeds amount net fees.
status	string	Status name. Possible values: Order Statuses.
routing_option	string	Special order routing instructions.
routing_type	string	Order routing type.
time_in_force	string	Order time in force specified at order creation.
expires	datetime	Expiration date of the order (for time_in_force = GTD orders)
dateupdated	datetime	Date of the most recent update to this order.
date_added	datetime	Date the order was created.
client_order_id	string	User-specified ID for this order.
algorithm_options	string[]	Additional object specifying special order parameters.
destination	string	Order destination.

Order Statuses

Orders may have any of the following statuses.

Status	Status Code	Description
Started	100	The order is open and active Filled quantity may be >= 0 Filled quantity is < the order quantity
Cancel Pending	90	The order is in the process of being canceled but cancellation has not been completed The order may still receive fills
Canceled	10	The order was successfully canceled Order may have been partially filled prior to cancellation
Filled	210	The order has fully filled The order has not yet settled
Done	300	The order was is completed, no longer active, and settled successfully Filled quantity = order quantity The order will not receive new fills

Example Code

NodeJS

const WebSocket = require('ws')

const ws = new WebSocket('wss://ws.sfox.com/ws')

ws.on('open', function() {
  const authMessage = {
   type: 'authenticate',
   apiKey: `${process.env.ENTERPRISE_API_KEY}`,
   enterprise: 'true'
  }
  
  ws.send(JSON.stringify(authMessage))
})

// After successful authentication, subscribe to user open orders feed
const subscribeMsg = {
  type: 'subscribe',
  feeds: ['private.enterprise.users.open-orders']
}

ws.send(JSON.stringify(subscribeMsg))

Python

import asyncio
import json
import websockets
import os

async def main(uri):
    async with websockets.connect(uri) as ws:
        await ws.send(json.dumps({
            "type": "authenticate",
            "apiKey": f"{os.environ['ENTERPRISE_API_KEY']}",
            "enterprise": "true"
        }))

        # After successful authentication message, subscribe to the open orders feed
        await ws.send(json.dumps({
            "type": "subscribe",
            "feeds": ["private.enterprise.users.open-orders"]
        }))
        async for msg in ws:
            print(msg)


asyncio.run(main("wss://ws.sfox.com/ws"))

Example Message

{
    "sequence": 22,
    "recipient": "private.enterprise.users.open-orders",
    "timestamp": 1710367225302228171,
    "payload": {
        "user_id": "test3",                        //Unique shared ID you generated for the End User account
        "updates": [
            {
                    "id": 693291242,
                    "client_order_id": "577ab261-9dfc-415a-ba61-a54a18c1942c",
                    "date_added": "2023-11-14T22:08:53.000Z",
                    "status": "Started",
                    "filled": "0.00035333",
                    "filled_amount": "14.61628778",
                    "vwap": "41367.24246455",
                    "price": "37227.82",
                    "quantity": "0.05",
                    "pair": "btcusd",
                    "action": "Sell",
                    "type": "TWAP",
                    "algorithm_id": 307,
                    "fees": "0.02850176"
            }
        ]
    }
}