New Order Single(D) — Upcoming FIX API - Deribit API Documentation

The NEW ORDER SINGLE(D) is used by the client to submit new orders to the exchange.

Spot instruments matched on Coinbase Exchange accept a narrower set of values for OrdType(40), TimeInForce(59), ExecInst(18), DisplayQty(1138) and DeribitConditionTriggerMethod(5127). See Spot trading venues.

Arguments

Tag	Name	Type	Required	Comments
11	`ClOrdID`	String	Yes	Unique identifier for the order, assigned by the client, max 64 grapheme clusters. This tag operates on grapheme clusters. A grapheme cluster is a user-perceived character, which can be represented by several unicode codepoints. Please refer to Unicode specification for more details about the grapheme clusters
54	`Side`	char	Yes	Side of order. Valid values: `1` = Buy, `2` = Sell
38	`OrderQty`	Qty	Yes	Order quantity. Depends on `QtyType`. When `QtyType` is set to `Units`, the `OrderQty` is specified in USD for perpetual and inverse futures, in the underlying base currency coin for linear futures, or in the amount of cryptocurrency contracts for options. The system will automatically convert `Units` to `Contracts` when the order is placed Please, note that Quantity is by default defined in Contract units corresponding to the ContractMultiplier in SecurityList
44	`Price`	Price	Yes	Price
55	`Symbol`	String	Yes	Instrument symbol, e.g., BTC-1JAN16. See instrument naming convention for more details
62	`ValidUntilTime`	UTCTimestamp	No	Indicates expiration time of indication message, in UTC
18	`ExecInst`	MultipleCharValue	No	Currently is used to mark POST ONLY orders and REDUCE ONLY orders. POST ONLY valid values: `6` = “Participate don’t initiate” `A` = “No cross” (only together with 6, “`6A`” — REJECT POST ONLY when the order is put to the order book unmodified or the request is rejected and order is cancelled), REDUCE ONLY valid values: `E` = “Do not increase - DNI”
40	`OrdType`	Char	No	Order type. Valid values: `1` = Market, `2` = Limit (by default), `K` = Market With Left Over as Limit (market limit), `4` = Stop limit (trailing stop), `J` = Market If Touched (stop limit, if `StopPx`(99) is set), `S` = Stop Limit on Bid or Offer (stop market, if `StopPx`(99) is set)
59	`TimeInForce`	char	No	Specifies how long the order remains in effect. Absence of this field is interpreted as “Good ‘Til Cancelled”. Valid values: `0` = Good ‘Til Day(`GTD`), `1` = Good ‘Til Cancelled(`GTC`), `3` = Immediate or Cancel(`IOC`), `4` = Fill or Kill(`FOK`)
99	`StopPx`	Price	No	Price per unit of quantity
1138	`DisplayQty`	Qty	No	The (max) quantity to be displayed in the orderbook. Setting the `DisplayQty (1138)` = 0 is interpreted as no hidden volume, i.e. the full order quantity is displayed to the market. Omitting the field gives the same result.
1088	`RefreshQty`	Qty	No	Defines the quantity used to refresh `DisplayQty`.
854	`QtyType`	Int	No	Type of quantity. Valid values: `0` = `Units`, `1` = `Contracts` Default is `Contracts`. When `QtyType` is `Units`, then for perpetual and inverse futures the `OrderQty` is in USD units, and for linear futures it is the underlying base currency coin, and for options it is the amount of corresponding cryptocurrency (e.g., BTC or ETH). The `Units` will be recalculated into the system’s `Contracts` on server automatically when the order is placed.
211	`PegOffsetValue`	Float	No	Amount (signed) added to the peg for a pegged order in the context of the `PegOffsetType`(836)
1094	`PegPriceType`	Int	No	Needs to be set for Trailing Stop order. Valid value: `8` = Trailing Stop Peg
100010	`DeribitLabel`	String	No	A custom label for your order, max 64 grapheme clusters. Can be used by `Order Cancel Request`(`F`) to amend the order later on
100012	`DeribitAdvOrderType`	char	No	Used to create advanced order for options. If it is present: `0` = Implied Volatility Order (price defines fixed implied volatility in %), `1` = USD Order (price defines fixed USD price of the option, advanced USD orders are not supported for linear options)
9008	`DeribitMMProtection`	Boolean	No	Order Market Maker Protection (MMP) flag, default is `N`. Important: manual admin action is necessary to activate Market Maker Protection (MMP) for an account
5127	`DeribitConditionTriggerMethod`	Int	No	Selects condition trigger method for algo orders. Valid values: `1` = mark price, `2` = trade, `3` = index

Response

Upon receiving a new order, the exchange responds with the Execution Report(8) message communicating whether the order was accepted or rejected.

Tag	Name	Type	Required	Comments
527	`SecondaryExecID`	String	No	ID of the last order change
37	`OrderId`	String	No	Unique identifier of the order, assigned by Deribit
11	`ClOrdID`	String	No	Deribit replaces this field with its own value assigned by the server (it is not the `ClOrdID`(`11`) from `New Order Single`(`D`))
41	`OrigClOrdId`	String	No	The original value assigned by the client in the `New Order Single`(`D`) message
39	`OrdStatus`	char	Yes	For trade – order status. Possible values: `0` = New, `1` = Partially filled, `2` = Filled, `4` = Cancelled `8` = Rejected
54	`Side`	char	Yes	Side of order. Possible values: `1` = Buy, `2` = Sell
60	`TransactTime`	UTCTimestamp	Yes	Timestamp when the transaction represented by this `Execution Report`(`8`) message occurred. Fix timestamp
12	`Commission`	float	No	Deprecated. Always `0`
151	`LeavesQty`	Qty	Yes	Order quantity open for further execution (`LeavesQty` = `OrderQty` - `CumQty`) in Contract units corresponding to the ContractMultiplier in SecurityList
14	`CumQty`	Qty	Yes	Total executed quantity or 0.0 in Contract units corresponding to the ContractMultiplier in SecurityList
38	`OrderQty`	Qty	Yes	Order quantity in Contract units corresponding to the ContractMultiplier in SecurityList
40	`OrdType`	Char	No	Order type. Valid values: `1` = Market, `2` = Limit, `K` = Market With Left Over as Limit (market limit), `4` = Stop limit (trailing stop), `J` = Market If Touched (stop limit, if `StopPx`(99) is set), `S` = Stop Limit on Bid or Offer (stop market, if `StopPx`(99) is set)
44	`Price`	Price	Yes	Price
150	`ExecType`	char	No	Describes the specific Execution Report. Possible values: `I` = equal to (Order Status), `7` = (Stopped) for triggered stop orders, `8` = Rejected, `3` = (Done for day) for GTD orders, `C` = (Expired) for the orders expired at delivery
18	`ExecInst`	MultipleValueString	No	Currently is used to mark POST ONLY orders and REDUCE ONLY orders. POST ONLY Possible values: `6` = “Participate don’t initiate” `A` = “No cross” (only together with 6, “`6A`” — REJECT POST ONLY when the order is put to the order book unmodified or the request is rejected and order is cancelled), REDUCE ONLY possible values: `E` = ” Do not increase - DNI”
103	`OrdRejReason`	int	Yes	Possible reasons: `0` = no reject (the request has been accepted) `1` = Unknown symbol `2` = Exchange closed `3` = Order exceeds limit `4` = Too late to enter `5` = Unknown order `6` = Duplicate Order (e.g. dupe `ClOrdID`(`11`)) `7` = Duplicate of a verbally communicated order `8` = Stale order `9` = Trade along required `10` = Invalid Investor ID `11` = Unsupported order characteristic `12` = Surveillance Option `13` = Incorrect quantity `14` = Incorrect allocated quantity `15` = Unknown account(s) `16` = Price exceeds current price band `18` = Invalid price increment `99` = Other Note: Values 3, 4, and 5 will be used when rejecting an order due to pre-allocation information errors.
58	`Text`	String	No	Free format text string, usually exceptions
207	`SecurityExchange`	String	No	”Deribit”
55	`Symbol`	String	Yes	Instrument symbol
99	`StopPx`	Price	No	Price per unit of quantity
854	`QtyType`	int	No	Type of quantity specified in a quantity. Currently only 1 - `Contracts`
211	`PegOffsetValue`	Float	No	Amount (signed) added to the peg for a pegged order in the context of the `PegOffsetType`(836)
1094	`PegPriceType`	Int	No	Needs to be set for Trailing Stop order. Valid value: `8` = Trailing Stop Peg
231	`ContractMultiplier`	float	No	Specifies a multiply factor to convert from contracts to total units
6	`AvgPx`	float	No	Average execution price or 0.0 if not executed yet or rejected
1138	`DisplayQty`	Qty	No	The (max) quantity to be displayed in the orderbook.
9008	`DeribitMMProtection`	Boolean	No	Order Market Maker Protection (MMP) flag. Important: manual admin action is necessary to activate Market Maker Protection (MMP) for an account
100012	`DeribitAdvOrderType`	int	No	If it is present then it denotes advanced order for options. Possible values: `0` = Implied Volatility Order (price defines fixed implied volatility in %), `1` = USD Order (price defines fixed USD price of the option, advanced USD orders are not supported for linear options)
1188	`Volatility`	float	No	Volatility for Implied Volatility Orders (options orders with fixed volatility)
839	`PeggedPrice`	Price	No	Value of fixed USD price for USD Orders (options orders with fixed USD price)
31	`LastPx`	Price	No	Price of this last fill
32	`LastQty`	Qty	No	Quantity bought/sold on this last fill
100010	`DeribitLabel`	String	No	A custom label for your order, max 64 grapheme clusters. Can be used by `Order Cancel Request`(`F`) to amend the order later on
9019	`MMPGroup`	String	No	A custom tag of MMP Group. This tag is present only for orders from Mass Quote.
9034	`IsLiquidation`	Boolean	No	A custom tag, `9034=Y` if the order was automatically created during liquidation.
9035	`IsRebalance`	Boolean	No	A custom tag, `9035=Y` if the order was automatically created during cross-collateral balance restoration.
9036	`IsRiskReducing`	Boolean	No	A custom tag, `9036=Y` if the order is marked by the platform as a risk reducing order (can apply only to orders placed by PM users).
302	QuoteSetID	String	No	identifier for the Quote Set. This tag is present only for orders from Mass Quote.
117	QuoteID	String	No	identifier for the Quote. This tag is present only for orders from Mass Quote.
299	QuoteEntryID	String	No	identifier for the Quote Entry. This tag is present only for orders from Mass Quote.
	Group `FillsGrp`
1362	`NoFills`	NumInGroup	No	Number of fill entries for the order
=>1363	`FillExecID`	String	No	Unique identifier of execution, concatenated via ’#’ symbol and trade sequence number, e.g., BTC-28SEP18#38
=>1364	`FillPx`	Price	No	Price of this partial fill
=>1365	`FillQty`	Qty	No	Quantity bought/sold on this partial fill
=>1443	`FillLiquidityInd`	int	No	Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Possible values: `1` = Added Liquidity, `2` = Removed Liquidity

Related topics

Order Cancel/Replace Request(G) — Upcoming FIX API Order Cancel Reject(9) — Upcoming FIX API Order Cancel Request(F) — Upcoming FIX API Order Mass Status Request(AF) — Upcoming FIX API Order Mass Cancel Report(r) — Upcoming FIX API