Messages

{
  "data": {
    "state": "open",
    "combo_id": "BTC-18NOV24-82000-C",
    "legs": [
      {
        "direction": "buy",
        "instrument_name": "BTC-18NOV24-82000-C",
        "ratio": 1
      }
    ],
    "amount": 25,
    "role": "maker",
    "expiration_timestamp": 1731664976443,
    "block_rfq_id": 722,
    "creation_timestamp": 1731664676443,
    "taker_rating": "1-2",
    "disclosed": true,
    "taker": "TAKER1"
  }
}

Block Rfq

block_rfq.maker.(currency)

Real-time notifications for Block RFQs (Request for Quotes) that are available for the subscribed maker to respond to. This subscription notifies makers when new Block RFQs are created in the specified currency (or all currencies if any is used) that they can potentially quote on. Each notification includes:

RFQ identification: Unique Block RFQ ID, creation timestamp, and expiration timestamp
RFQ structure: Multi-leg trade structure with instrument names, directions (buy/sell), and ratios for each leg
Trade parameters: Total amount (multiplied by leg ratios determines trade size), minimum trade amount, and optional combo identifier
Hedge information: Optional hedge leg details including instrument, direction, amount, and price
RFQ state: Current state (open, filled, cancelled, or expired)
Counterparty information: Taker rating, taker alias (if disclosed), and disclosure status
Execution details: For filled RFQs, includes trade information with prices, amounts, directions, and maker aliases
Index prices: List of index prices for underlying instruments at trade execution time (for filled RFQs)
Rating information: Whether the RFQ is included in taker rating calculation (for closed RFQs) Makers can subscribe to specific currencies (BTC, ETH, USDC, USDT) or use any to receive notifications for all supported currencies. This enables makers to monitor incoming RFQ opportunities and respond with competitive quotes in a timely manner. Scope required: block_rfq:read

Messages

{
  "data": {
    "state": "open",
    "combo_id": "BTC-18NOV24-82000-C",
    "legs": [
      {
        "direction": "buy",
        "instrument_name": "BTC-18NOV24-82000-C",
        "ratio": 1
      }
    ],
    "amount": 25,
    "role": "maker",
    "expiration_timestamp": 1731664976443,
    "block_rfq_id": 722,
    "creation_timestamp": 1731664676443,
    "taker_rating": "1-2",
    "disclosed": true,
    "taker": "TAKER1"
  }
}

currency

type:string

required

Currency code

Subscription Request

type:object

Client sends subscription request to subscribe to notification channel. Please refer to Notification page for more information.

Subscription Notification Data

type:object

Server sends subscription notification data

user.lock block_rfq.taker.(currency)

⌘I

Introduction

Websockets

block_rfq.maker.(currency)