FIX - sFOX API

FIX API
For information on how to implement the FIX protocol please contact [email protected].
Field
Value
Description
HeartBtInt
<=30
Heart beat interval
BeginString
FIX.4.4
Only FIX 4.4 is supported
SenderCompID
Anything
You can provide your own sender comp id and have any number of FIX sessions
TargetCompID
SFOX
​
ResetOnLogon
Y
​
Endpoints
Environment
Value
Description
Production
fix.sfox.com:5001
SSL Required
Staging
fix.staging.sfox.com:5001
SSL Required
Logon – A
Tag
Name
Required
Description
554
Password
SSL Required
Your API Key (generate one here)
NewOrderSingle – D
Tag
Name
Required
Default
Description
11
ClOrdID
Y
​
Client provided order ID, must be unique per-account
55
Symbol
Y
​
Trading pair (see: List Asset Pairs)
54
Side
Y
​
1: Buy
2: Sell
40
OrdType
Y
​
1: Market
2: Limit
3: Stop
or one of our Algoritm IDs
44
Price
Y (except market orders)
​
Limit Price
38
OrderQty
Y
​
For limit orders, this is the quantity to trade in the base currency. For Market Sell orders, this is the amount in the base currency.
152
CashOrderQty
Y (OrdType = 1 AND Side = 1 or OrdType = 3 (stop) AND Side = 1 (buy))
​
For market buy orders, this is the amount to spend in the quote currency
21
HandleInst (custom usage)
N
2
How to execute the order:
1: Smart
2: NetPrice (default)
3: Enterprise
59
TimeInForce
N
1
The lifetime of the order:
1: good till cancel
3: immediate or cancel
​
Tag
Name
Algorithm
Required
Default
Description
20000
StopAmount
308: Trailing Stop
N
​
The fixed amount to trail the market price by
20001
StopPercent
308: Trailing Stop
N
​
The percentage to trail the market price by (given as a decimal: 10% = 0.1)
20010
Interval
307: TWAP
Y
​
The frequency at which TWAP trades are executed (in seconds)
20011
TotalTime
307: TWAP
Y
​
The maximimum time a TWAP order will stay active (in seconds). Must be >= 15 minutes (900 seconds) and the interval (tag 20010)
20020
RoutingOption
301: Gorilla
303: Hare
Y
​
How SFOX will trade your order, BestPrice or Fast
OrderStatusRequest – H
Tag
Name
Required
Description
11
ClOrdID
Y
Original ClOrdID when creating the order
790
OrdStatusReqID
N
Optionally provided value that will be echoed in the response
OrderCancelRequest – F
Tag
Name
Required
Description
11
ClOrdID
Y
Unique ID of the cancel request
41
OrigClOrdID
Y
Original ClOrdID provided when creating the order
ExecutionReport – 8
Tag
Name
Description
37
OrderID
SFOX Assigned Order ID, when rejected this will be 0.
17
ExecID
SFOX Assigned Trade ID, when rejected this will be 0.
11
ClOrdID
Client provided order ID
31
LastPx
Last fill price
32
LastQty
Last fill quantity
60
TransactTime
​
55
Symbol
Trading pair
54
Side
1: Buy
2: Sell
40
OrdType
1: Market
2: Limit
44
Price
Client provided limit price, only if OrdType = 2
150
ExecType
Execution type:
0: New
4: Canceled
8: Rejected
F: Trade
I: Order Status Request
39
OrdStatus
Current status of the order:
0: New
1: Partially Filled
2: Filled
3 Done
4: Canceled
8: Rejected
151
LeavesQty
Amount remaining of the order
14
CumQty
Amount filled so far of the order
6
AvgPx
VWAP
OrderCancelReject – 9
Tag
Name
Description
37
OrderID
SFOX Order ID, unless the order is unknown (CxlRejReason = Unknown Order)
11
ClOrdID
Client provided order ID of the cancel request
41
OrigClOrdID
Client provided order ID of the original order (echoed back from the request)
39
OrdStatus
Existing status of the order that could not be canceled
102
CxlRejReason
0: Too Late To Cancel
1: Unknown Order
99: Other (already canceled)

Market Data Request – V
Tag
Name
Required
Default
Description
262
MDReqID
Y
​
Market data request id, this will be included in all Market Data Snapshot Full Refresh updates.
263
SubscriptionRequestType
Y
​
1: Snapshot Plus Updates
2: Disable Previous Snapshot Plus Updates
146
NoRelatedSym
Y
​
Number of symbols in this request
-> 55
Symbol
Y
​
Pair to subscribe to
-> 20030
FeedType (custom)
Y
​
Which marketdata feed:
"" – smart (default)
"net" – net price
"compact" – compact/enterprise
264
MarketDepth
N
1,000
Depth of the orderbook (per-side). The orderbook may be depth limited to a number smaller than the requested depth.
Market Data Snapshot Full Refresh – W
Tag
Name
Description
262
MDReqID
Market data request id that this is refresh was created by
55
Symbol
Pair
106
Issuer (custom usage)
The full feed recipient, e.g. orderbook.net.btcusd
268
NoMDEntries
Market data request id that this is refresh was created by
-> 269
MDEntryType
0: Bid
1: Ask/Offer
-> 270
MDEntryPx
Price
-> 271
MDEntrySize
Size/Quantity
-> 275
MDMkt
Market of the entry, not applicable to the compacted feed
Security List Request - x
Tag
Name
Required
Description
320
SecurityReqID
Y
​
559
SecurityListRequestType
Y
Must be 4 - All Securities
Security List - y
Tag
Name
Description
320
SecurityReqID
SecurityReqID from the SecurityListRequest
322
SecurityResponseID
Unique identifier of the response
560
SecurityRequestResult
This will always be 0 - Valid Request
146
NoRelatedSym
​
-> 55
Symbol
Underlying asset symbol
​

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Contents

OrderStatusRequest – H

OrderCancelRequest – F

ExecutionReport – 8

OrderCancelReject – 9

Market Data Request – V

Market Data Snapshot Full Refresh – W

Security List Request - x

Security List - y