Mass Cancel Granularity
Mass cancels are scoped to an instrument or underlying currency pair and per side of the order book, using the fields in theMassCancelRequest below. There is no equivalent of a QuoteSetID for mass cancels.
Because Starbase applies a speed bump to aggressive orders, individual cancel requests can reach the matching engine ahead of incoming aggressor orders. This makes fine-grained cancellation with regular CancelOrderRequest messages practical without requiring a broader mass cancel.
Mass cancels are aligned with single cancels in their treatment of speed-bumped orders: both immediately cancel pending orders without converting them to IOC. A pending order that is mass-cancelled is removed before it enters the book and will not match. See Cancelling Pending Orders for full details.
MassCancelRequest (140)
Request to cancel all orders and quotes submitted via the binary SBE order gateway that meet the specified criteria.| Field | Name | Type | Length | Description |
|---|---|---|---|---|
| 1 | correlationId | int64 | 8 | Client-assigned ID |
| 2 | indexId | int64 | 8 | Underlying index ID. Required. |
| 3 | instrumentId | int64 | 8 | Instrument ID. 0 → ignore this filter |
| 4 | productType | int8 | 1 | 0=ALL (ignore this filter)1=Options2=Futures (includes Perpetuals)3=Combo Futures4=Combo Options5=Spot |
| 5 | side | int8 | 1 | 0=Both (ignore this filter)1=BUY-1=SELL |
MassQuoteCancelRequest (145)
Request to cancel all active quotes for the specified MMP group.| Field | Name | Type | Length | Description |
|---|---|---|---|---|
| 1 | correlationId | int64 | 8 | Client-assigned ID |
| 2 | mmpGroupId | int64 | 8 | Identifier of MMP group |
| 3 | side | int8 | 1 | 0=Both1=BUY-1=SELL |
MassCancelResponse (240)
Acknowledges the successful execution of aMassCancelRequest or MassQuoteCancelRequest.
| Field | Name | Type | Length | Description |
|---|---|---|---|---|
| 1 | transactTime | int64 | 8 | Nanoseconds since epoch. Time of entry into the order book |
| 2 | execId | int64 | 8 | Exchange-assigned event ID |
| 3 | correlationId | int64 | 8 | Client-assigned ID |
| 4 | receiveTime | int64 | 8 | Nanoseconds since epoch. Time of receipt of order on the gateway. |
| 5 | totalOrderCount | int32 | 4 | Number of canceled orders included in the following repeating group |
MassCancelReject (242)
Reject generated in case aMassCancelRequest or MassQuoteCancelRequest is unsuccessful.
| Field | Name | Type | Length | Description |
|---|---|---|---|---|
| 1 | transactTime | int64 | 8 | Nanoseconds since epoch. Time of entry into the order book |
| 2 | execId | int64 | 8 | Exchange-assigned event ID |
| 3 | correlationId | int64 | 8 | Client-assigned ID |
| 4 | reason | uint8 | 1 | Rejection reason code. See Rejection Reason Codes for possible values. |
| 5 | details | char | 0-255 | ASCII-encoded string |