Change to Updates on the Order Feed for New and Triggered Orders

Starting 24 August 2020 at 17:00 UTC, new orders submitted to the exchange will result in a single update being generated and published on the WebSocket API order feed containing the final state of that order. Previously an additional intermediate state with ordStatus=New and workingIndicator=0b was also published on the order feed.

Order of messages on the order Websocket API feed for new order requests before this change (2 messages are sent):

  • ordStatus=New, workingIndicator=0b
  • ordStatus=New | Filled | PartiallyFilled | Canceled | Rejected, workingIndicator=1b | 0b

Order of messages on the order Websocket API feed for new orders after this change (1 message is sent):

  • ordStatus=New | Filled | PartiallyFilled | Canceled | Rejected, workingIndicator=1b | 0b

Similarly, when Stop, StopLimit, LimitIfTouched and MarketIfTouched orders are triggered the exchange will publish a single update on the order Websocket API feed containing the order’s final state after this date.

Order of messages on the order Websocket API feed for triggered orders before this change (2 messages are sent):

  • ordStatus=New, workingIndicator=0b, triggered=StopOrderTriggered
  • ordStatus=New | Filled | PartiallyFilled | Canceled | Rejected, workingIndicator=1b | 0b, triggered=StopOrderTriggered

Order of messages on the order Websocket API feed for triggered orders after this change (1 message is sent):

  • ordStatus=New | Filled | PartiallyFilled | Canceled | Rejected, workingIndicator=1b | 0b, triggered=StopOrderTriggered

Updates to the execution feed will remain unchanged. This functionality update is part of the ongoing simplification of our API and trading system architecture.

This change is now live in the Testnet environment.

If you have any further questions, please contact Support.