Mass Quote(i) — Upcoming FIX API - Deribit API Documentation

Place buy and/or sell orders on one or more instruments. This endpoint can only be used after approval from the administrators. The repeating group structure follows the standard FIX specification, as follows:

Tag	Name	Type	Required	Comments
117	`QuoteID`	String	Yes	Identifier of a mass quote message. Can be used to match trades to requests. We recommend using an incrementing counter.
9019	`MMPGroup`	String	Yes	Custom tag of the MMP group. An MMP group has to be used and only one quote can exist per instrument per side per MMP group.
62	`ValidUntilTime`	UTCTimestamp	No	Indicates expiration time of indication for the request, in UTC.
296	`NoQuoteSets`	NumInGroup	Yes	The number of QuoteSets in the repeating group.
=> 302	`QuoteSetID`	String	Yes	Identifier for the QuoteSet. Can be used in `Quote Cancel` (`Z`).
=> 304	`TotNoQuoteEntries`	int	No	Total number of quotes for the quote set. IMPORTANT: For now, splitting QuoteSets over several messages is not supported.
=> 295	`NoQuoteEntries`	NumInGroup	Yes	Number of quotes in the QuoteSet repeating group.
=> => 299	`QuoteEntryID`	String	Yes	Identifier of the quote. It is echoed in the `Mass Quote Acknowledgement` (`b`).
=> => 55	`Symbol`	String	Yes	Common, “human understood” representation of the security, e.g., BTC-28JUL17, see instrument naming convention for more details.
=> => 132	`BidPx`	Price	No	Bid price. If no price is supplied, only the quantity is amended.
=> => 133	`OfferPx`	Price	No	Offer price. If no price is supplied, only the quantity is amended.
=> => 134	`BidSize`	Qty	No	Bid quantity in contracts. If no quantity is supplied, only the price is amended.
=> => 135	`OfferSize`	Qty	No	Offer quantity in contracts. If no quantity is supplied, only the price is amended.
=> => 18	`ExecInst`	MultipleCharValue	No	Supports post-only and post-only-reject, see `NewOrderSingle` (`D`).

Mass Quote (i) requires Cancel On Disconnect enabled and MMP. Request example:

MassQuote
 QuoteID="MyQuote1"
 9019="default"
   NoQuote_sets=1
     QuoteSetID=1
     TotNoQuoteEntries=2
     NoQuoteEntries=2
	 QuoteEntry_id=1
     Symbol="BTC-PERPETUAL"
     BidPx=41000.0
     OfferPx=42000.0
     BidSize=10.0
     OfferSize=10.0
	 QuoteEntryID=2
     Symbol="BTC-29DEC23"
     BidPx=41500.0
     BidSize=5.0

In reply to Mass Quote (i), the server sends Mass Quote Acknowledgement (b) message as well as corresponding Execution Report-s (8). The reports and acknowledgement are sent asynchronously and via different queues, so the precedence of acknowledgement message is not guaranteed.

Overview

Session Management

Market Data

Order Management

Position Management

User Management

Market Maker Protection

Mass Quoting

Trade Capture

Security Definition

Mass Quote(i) — Upcoming FIX API