Starting 04:30 UTC on 14th April 2020, when processing aggressive order requests we will no longer publish a duplicate intermediate order state with an ordStatus=New on the Websocket API order feed before publishing the final update with ordStatus=Filled or ordStatus=PartiallyFilled. The total number of updates to the order feed for the processing of aggressive order requests will be reduced from three to two.
Order of messages for aggressive orders before this change:
ordStatus=NewordStatus=NewordStatus=Filled|PartiallyFilled
Order of messages for aggressive orders after this change:
ordStatus=NewordStatus=Filled|PartiallyFilled
This means for an aggressive order, you can expect to receive either a New followed by a PartiallyFilled, or a New followed by a Filled. Prior to this change, the behaviour is that two ordStatus=New updates are sent before the final Filled or PartiallyFilled update (the first New represents an internal intermediate state required for handling orders that don’t specify a limit price).
Updates to the execution feed will remain unchanged. This functionality update is part of the ongoing simplification of our API and trading system architecture.
If you have any further questions, please contact Support via our contact form.