Overview

Welcome to the OSL API reference documentation. Here you will find a single, consolidated library for all application programming interfaces (API) offered by OSL’s platform.

REST

REST API’s are available for our OSL Exchange users and OSL Brokerage users. Both APIs are expressive and offer a variety of functionality in line with the crypto industry standards that exist today.

WebSocket

Websocket API offers stream market data for our OSL Exchange users and OSL Brokerage users. Market data is streamed in an easy to process JSON format.

FIX

OSL supports order entry, market data and drop copy using the FIX 4.4 protocol for OSL Exchange users. Connectivity options to our FIX gateway is described in more detail in the FIX section of this library.

URL’s

Sandbox

The OSL Sandbox environment provides full exchange and brokerage functionality using test funds.

Please contact us at [email protected] and request your sandbox account.

REST API v3 base URL: https://trade-sg.oslsandbox.com/api/3

REST API v4 base URL: https://trade-sg.oslsandbox.com/api/v4

Websocket API v4 base URL: wss://trade-am.oslsandbox.com/ws/v4

Example subscription : wss://trade-am.oslsandbox.com/ws/v4?subscribe=orderBook:BTCUSD

Production

Website

Please visit https://osl.com and based on your location you will be directed to one of the below:

REST API v3 base URL: https://trade-sg.osl.com/api/3

REST API v4 base URL: https://trade-sg.osl.com/api/v4

Websocket API v4 base URL: wss://trade-sg.osl.com/ws/v4

Example subscription : wss://trade-sg.osl.com/ws/v4?subscribe=orderBook:BTCUSD

REST

Authentication

Both REST API v3 and v4 authentication is based on hash-based message authentication code HMAC-512.

The code (or signature) is generated in the same way, but different data is required to be sent between REST API v3 and v4.

Getting API Key and Secret

In order to use the REST API users must generate a key and secret.

This can be done through the OSL website, or via the REST API v3 endpoint.

Via the Website

Then click SETTINGS on the drop-down menu:

Then click API:

Finally click CREATE. If two-factor authentication is enabled, enter a one time password (OTP):

The REST API key and secret will be displayed. You can toggle now the Move Funds and Place and Manage Orders permissions. After clicking SAVE the secret will no longer be visible:

If you forget/lose the REST API secret, you can click the RESET SECRET button to re-generate a new REST API secret.

Please note that old REST API secrets will be disabled automatically once the secret is reset.

Multiple REST API keys can be created as per the user requirements.

Via the REST API v3

A REST API key and secret can be generated using the /api/3/apiKey v3 endpoint.

A valid username, password, and one-time-password (OTP) if two-factor authentication is enabled are required.

REST API key and secret generated by the /api/3/apiKey endpoint by default cannot place and manage orders. You can control the permissions assigned to the generated key via the website as per above.

Calculating the Signature

import time
import json
import base64
import hashlib
import hmac
import requests
import pprint

base_url = 'https://trade-sg.oslsandbox.com'
key = '<key>'
secret = '<secret>'

def gen_sig_helper(secret, data):
  secret_bytes = base64.b64decode(secret.encode('utf8'))
  return base64.b64encode(hmac.new(secret_bytes, data.encode('utf8'), digestmod = hashlib.sha512).digest()).decode('utf8')

def v4_gen_sig(secret, method, path, expires, body_str = None):
  data = method + path + str(expires)
  if body_str != None:
    data = data + body_str
  return gen_sig_helper(secret, data)

def v4_mk_request(method, path, body = None):
  print('=> ' + method + ' ' + path)
  tonce = int(time.time()) + 10
  body_str = None
  if body:
    body_str = json.dumps(body)
  headers = {
    'api-key': key,
    'api-signature': v4_gen_sig(secret, method, path, tonce, body_str),
    'api-expires': str(tonce),
    'Content-Type': 'application/json'
  }
  response = requests.request(method, base_url + path, headers = headers, data = body_str)
  response_json = response.json()
  pprint.pprint(response_json)
  response.raise_for_status()
  return response_json

def v3_gen_sig(secret, path, body_str = None):
  data = path
  if body_str != None:
    data = data + chr(0) + body_str
  return gen_sig_helper(secret, data)

def v3_mk_request(method, path, body = {}):
  print('=> ' + method + ' ' + path)
  tonce = int(time.time() * 1000 * 1000)
  body['tonce'] = tonce
  body_str = json.dumps(body)
  headers = {
    'Rest-Key': key,
    'Rest-Sign': v3_gen_sig(secret, path, body_str),
    'Content-Type': 'application/json'
  }
  response = requests.request(method, base_url + '/' + path, headers = headers, data = body_str)
  response_json = response.json()
  pprint.pprint(response_json)
  response.raise_for_status()
  return response_json

order_id_v4 = v4_mk_request('POST', '/api/v4/order', {
  'ordType': 'Limit',
  'symbol': 'BTCUSD',
  'orderQty': '0.01',
  'price': '39000',
  'side': 'Buy'
})['orderID']
v4_mk_request('GET', '/api/v4/order?orderID=' + order_id_v4)
v4_mk_request('DELETE', '/api/v4/order', {'orderID': [order_id_v4]})

order_id_v3 = v3_mk_request('POST', 'api/3/order/new', {
  'order': {
    'orderType': 'LIMIT',
    'tradedCurrency': 'BTC',
    'settlementCurrency': 'USD',
    'buyTradedCurrency': True,
    'tradedCurrencyAmount': '0.01',
    'limitPriceInSettlementCurrency': '39000'
  }
})['orderId']
v3_mk_request('POST', 'api/3/order/info', {'orderId': order_id_v3})
v3_mk_request('POST', 'api/3/order/cancel', {'orderIds': [order_id_v3]})

const https = require('https');
const crypto = require('crypto');

const host = 'trade-sg.oslsandbox.com';
const key = '<key>';
const secret = '<secret>';

function response_as_json(resolve, reject) {
  return function(res) {
    let str = '';
    res.on('data', function (chunk) { str += chunk; });
    res.on('end', function (arg) {
      console.log(JSON.parse(str));
      ((res.statusCode >= 200 && res.statusCode < 300) ? resolve : reject)(str ? JSON.parse(str) : '');
    });
  }
}

function gen_sig_helper(secret, data) {
  const secret_bytes = Buffer.from(secret, 'base64');
  return crypto.createHmac('sha512', secret_bytes).update(data).digest('base64');
}

function v4_gen_sig(secret, method, path, expires, body_str) {
  let data = method + path + expires;
  if (body_str) {
    data = data + body_str;
  }
  return gen_sig_helper(secret, data);
}

function v4_mk_request(method, path, body) {
  console.log(`=> ${method} ${path}`);
  return new Promise((resolve, reject) => {
    const tonce = Math.floor(Date.now() / 1000) + 10;
    const body_str = JSON.stringify(body);
    const headers = {
      'api-key': key,
      'api-signature': v4_gen_sig(secret, method, path, tonce, body_str),
      'api-expires': tonce,
      'Content-Type': 'application/json'
    }
    if (body) {
      headers['Content-Length'] = Buffer.byteLength(body_str);
    }
    const opt = { host, method, path, headers };
    const req = https.request(opt, response_as_json(resolve, reject));
    if (body) {
      req.write(body_str);
    }
    req.end();
  });
}

function v3_gen_sig(secret, path, body_str) {
  let data = path;
  if (body_str) {
    data = data + '\0' + body_str;
  }
  return gen_sig_helper(secret, data);
}

function v3_mk_request(method, path, body) {
  console.log(`=> ${method} ${path}`);
  return new Promise((resolve, reject) => {
    const tonce = Math.floor(Date.now() * 1000);
    body['tonce'] = tonce;
    const body_str = JSON.stringify(body);
    const headers = {
      'Rest-Key': key,
      'Rest-Sign': v3_gen_sig(secret, path, body_str),
      'Content-Type': 'application/json'
    }
    const opt = { host, method, path: '/' + path, headers };
    const req = https.request(opt, response_as_json(resolve, reject));
    req.write(body_str);
    req.end();
  });
}

async function run() {
  const order_id_v4 = (await v4_mk_request('POST', '/api/v4/order', {
    'ordType': 'Limit',
    'symbol': 'BTCUSD',
    'orderQty': '0.01',
    'price': '39000',
    'side': 'Buy'
  }))['orderID'];
  await v4_mk_request('GET', '/api/v4/order?orderID=' + order_id_v4);
  await v4_mk_request('DELETE', '/api/v4/order', {'orderID': [order_id_v4]});

  const order_id_v3 = (await v3_mk_request('POST', 'api/3/order/new', {
    'order': {
      'orderType': 'LIMIT',
      'tradedCurrency': 'BTC',
      'settlementCurrency': 'USD',
      'buyTradedCurrency': true,
      'tradedCurrencyAmount': '0.01',
      'limitPriceInSettlementCurrency': '39000'
    }
  }))['orderId'];
  await v3_mk_request('POST', 'api/3/order/info', {'orderId': order_id_v3});
  await v3_mk_request('POST', 'api/3/order/cancel', {'orderIds': [order_id_v3]});
}

run();

As mentioned above REST API v3 and v4 use the same HMAC algorithm, but there are some differences in terms of required data to authenticate between those two versions.

To authenticate a REST API v4 call the following data is required:

HTTP headers:
- api-key - Needs to contain the generated API key.
- api-signature - Needs to contain the calculated API signature.
- api-expires - The number of seconds that have elapsed since January 1, 1970 (midnight UTC/GMT). On the server we check if this time is smaller than current server timestamp + 120s.

To authenticate a REST API v3 call the following data is required:

HTTP headers:
- Rest-Key - Needs to contain the generated API key.
- Rest-Sign - Needs to contain the calculated API signature.
Request body:
- tonce - The number of microseconds that have elapsed since January 1, 1970 (midnight UTC/GMT). On the server we check if this time is within current server timestamp +/- 120s.

The details of signature calculation are best presented in the code itself hence please refer to code samples provided. The code samples calculate signatures and authenticate for both API versions. These also present how requests can be executed against the APIs.

Rate Limits

To prevent abuse the OSL Exchange imposes rate limits on incoming requests.

For API entry points, we limit requests to 30 requests per second for each account. For trading API entry points, we limit requests to 100 requests per second for each IP.

Brokerage

v3

Introduction

The OSL Brokerage API v3 provides a JSON brokerage interface for OSL Brokerage users.

Supported currency and currency pair

`GET` /api/3/currencyStatic

Obtain supported currency and currency pair

This endpoint returns a list of supported currencies and currency pairs of the platform.

No Rest-Key and Rest-Sign in HTTP Header.

e.g OSL supported settlement currencies

USD, USDT

e.g. OSL supported crypto currencies

BTC, ETH, BCH, LTC

e.g OSL supported currency pairs

BTCUSD,ETHUSD, BCHUSD, LTCUSD, BTCUSDT

Request Definition

Fields	Description	Example

Response Definition

Fields	Description	Example
timestamp	UNIX timestamp in milliseconds	1632390252603
resultCode	Result code reflecting the success status of the operation.	OK
currencyStatic	Currency Static	see Currency Static

Currency Static

Fields	Description	Example
currencies	map of ccy and currency settings	e.g. BTC
currencyPairs	map of CcyPair and Currency Pair Settings	e.g BTCUSD

Currency Settings

Fields	Description	Example
decimals	decimal place used for trading	8
minOrderSize	minimum order size	0.00020000
maxOrderSize	maximum order size	100000.00000000
minOrderValue	minimum order value	1.0E-7
maxOrderValue	minimum order value	100000000.00000000
maxMarketOrderValue	maximum market order value	10.00000000
maxMarketOrderSize	maximum market order size	10.00000000
displayDenominator	display denominator	1000
summaryDecimals	decimals place used to display summary	e.g. 0
display Unit	currency unit	e.g. BTC
symbol	symbol of the currency	e.g. Ɖ for BTC
type	CRYPTO or FIAT	CRYPTO
confirmationThresholds
networkFee	standard network fee	0.00010000
engineSettings	Fund Engine Settings	see Fund Engine Settings
urlPrefix	url prefix to handle the related coin address	bitcoin:
digitalCurrencyType	SATOSHI, COLORED_COIN_OPEN_ASSETS, MULTICHAIN, MULTICHAIN_NATIVE, RIPPLE, RIPPLE_IOU, ETHEREUM, ETHEREUM_TOKEN	SATOSHI
assetId	(CRYPTO type only)	e.g.
assetName	(CRYPTO type only)	e.g. BTC
assetDivisibility	(CRYPTO type only) asset divisibility	e.g. 2
assetIcon	(CRYPTO type only) asset icon	/images/currencies/crypto/AAVE.svg
assetIssueQuantity	(CRYPTO type only) asset issue quantity	e.g. 10000

Fund Engine Settings

Fields	Description	Example
depositsEnabled	If true deposits are enabled	true or false
withdrawalsEnabled	If true withdrawals are enabled	true or false
displayEnabled	If true the currency is visible on the platform. If false the user should also reflect this in their application and hide the currency.	true or false
mobileAccessEnabled	true always from API v3	true or false

Currency Pair Settings

Fields	Description	Example
priceDecimals	decimals place of price for trading	5
engineSettings	Order Engine Settings	see Order Engine Settings
minOrderRate	minimum order rate	10.00000000
maxOrderRate	maximum order rate	40000.00000000
displayPriceDecimals	decimals place of price for display	5
tradedCcy	traded Ccy	e.g BTC for BTCUSD
settlementCcy	settlement Ccy	e.g USD for BTCUSD
preferredMarket	Preferred market	ANX

Order Engine Settings

Fields	Description	Example
tradingEnabled	true if trading enabled	true or false
displayEnabled	If true the currency is visible on the platform. If false the user should also reflect this in their application and hide the currency.	true or false
cancelOnly	cancel	true or false
verifyRequired	true if verification required for trading	true or false
restrictedBuy	true if user cannot buy the currency pair	true or false
restrictedSell	true if user cannot sell the currency pair	true or false

Account

`POST` /api/3/account

Get account information

User has two accounts - primary and exchange.

Primary is for deposit, withdrawal and iRFQ.

Exchange is for Spot Orderbook Exchange.

Request Definition

Fields	Description	Example
nonce/tonce	ever increasing integer/current timestamp in microseconds	1632398764302000/1368892862123456

Response Definition

Fields	Description	Example
timestamp	UNIX timestamp in milliseconds	1632390252603
resultCode	Result code reflecting the success status of the operation.	OK
data	info result	See Info Result
userUuid	user's uuid	d34ea17d-2b30-fg93-bd62-eaf1d43f7a20

Info Result

Fields	Description	Example
Created	created date in format (yyyy-MM-dd HH:mm:ss)	2020-09-18 11:44:19
Language	user's preferred language	e.g. en_US
Login	username	[email protected]
Trade_Fee	ordering fee	0.2000
Rights	list of access right	["trade", "withdraw", "get_info" ]
Wallets	map of ccy and wallet	See Wallet

Wallet

Fields	Description	Example
Balance	balance (Amount)	See Amount
Available_Balance	available balance for primary + exchange(Amount)	See Amount
Primary_Available_Balance	primary available balance(Amount)	See Amount
Exchange_Available_Balance	exchange available balance(Amount)	See Amount
Brokerage_Available_Balance	brokerage available balance(Amount)	See Amount

Amount

Fields	Description	Example
displayShort	Display in short	199.99 BTC
valueInt	Value in Integer	19999400000
currency	currency	BTC
display	display in full	199.99400000 BTC
value	value	199.99400000

Activities

`POST` /api/3/transaction/list

By querying this endpoint, it will return your transactions (max result: 200). Specify a date range and/or offset so that transactions returned are paginated.

Request Definition

Fields	Description	Example
nonce/tonce	ever increasing integer/current timestamp in microseconds	1632398764302000/1368892862123456
ccy	currency	BTC (optional)
transactionState	TransactionState	e.g.PROCESSED (optional)
from	start time(inclusive) of queries transaction, format should be a number (UNIX timestamp in milliseconds) (optional)	1464675012000
to	end time(inclusive) of queries transaction, format is same as 'from' (optional)	1464679992000
max	Max results you want the endpoint to return. Note that it can be no greater than 200. Default value is 50 if not provided. (optional)	50
offset	if there is more than 'max' results between the date range specified, this field is useful to get the next 'max' results (optional)	if max is 200, and there are actually 407 results in the date range, offset=400 will get you the last 7 results
lang	displayTitle and displayDescription for each transaction returned will be in the language specified. Default is "en-US". (optional)	en-US

TransactionState

Fields	Description
SUBMITTED	Transaction submitted
PROCESSED	Transaction has been processed
SUSPENDED	Transaction has been suspended
REVERSED	Reversed
LIMIT_OVERRIDE_APPROVED	Limit overridden
CANCELLED_INSUFFICIENT_FUNDS	Cancelled insufficient funds
CANCELLED_LIMIT_BREACH	Cancelled - limit breach
PENDING_CONFIRM	Pending confirmation
PENDING_SUFFICIENT_CONFIRMATIONS	Pending confirmation
PENDING_REVERSE	Pending to reverse
PENDING_LIMIT_APPROVAL	Pending limit approval

TransactionState

Fields	Description
zh-CN	Simplified Chinese
zh-HK	Traditional Chinese
en-US	English (US)

Response Definition

Fields	Description	Example
resultCode	Result code reflecting the success status of the operation.	OK
timestamp	UNIX timestamp in milliseconds	1632390252603
transactions	list of transactions	See Transaction
count	number of transactions returned	100

Transaction

Fields	Description	Example
transactionClass	FILL, COUPON and etc	FILL
uuid	uuid of the transaction	6d568392-ce9f-42b9-bfe6-074cffa78d6b
userUuid	uuid belong to the user	67271c1d -2f9b-48e2- a5bb-01c8a8ce11a4
amount	total amount of the transaction	e.g -1.00345678
fee	fee included in the transaction	0.0
balanceBefore	balance before the transaction	105337.05233524
balanceAfter	balance after the transaction	105336.04887846,
ccy	account currency	BTC
transactionState	transaction state	e.g. PROCESSED
transactionType	transaction type	FILL_DEBIT
received	received timestamp	1431004151000
processed	processed timestamp	1431004151000
timestampMillis	created timestamp	1464677126478
displayTitle	Order Fill	Order Filled
displayDescription	description	Buy XRP @ 1.00000 USD/XRP

TransactionClass:

Transaction Class	Description
FILL	Spot Orderbook Trade
COIN	Digital Asset Transfer via blockchain
CASH	Cash Transfer
COUPON	Fund Transfer
MERCHANT	iRFQ Trade
OTCTRADE	OTC Trade
NONCUSTODIAL	Non Custodial

TransactionType:

TransactionType	Description
DEPOSIT	Deposit
DEPOSIT_REVERSAL	Deposit Reversal
WITHDRAWAL	Withdrawal
WITHDRAWAL_REVERSAL	Withdrawal Reversal
FILL_DEBIT	Orderbook Trade debit
FILL_CREDIT	Orderbook Trade credit
TRADE_DEBIT	iRFQ/OTC trade debit
TRADE_DEBIT_REVERSAL	iRFQ/OTC trade debit reversal
TRADE_CREDIT	iRFQ/OTC trade credit
TRADE_CREDIT_REVERSAL	iRFQ/OTC trade credit reversal
FLOAT_DEBIT	collateral account debit
FLOAT_DEBIT_REVERSAL	collateral account debit reversal
FLOAT_CREDIT	collateral account credit
FLOAT_CREDIT_REVERSAL	collateral account credit reversal
FEE_CREDIT	transaction fee credit
FEE_CREDIT_REVERSAL	transaction fee credit reversal
FEE_DEBIT	transaction fee debit
FEE_DEBIT_REVERSAL	transaction fee debit reversal

TransactionState:

TransactionState	Description
SUBMITTED	transaction submitted
PROCESSED	transaction being processed
SUSPENDED	transaction is suspended
CANCELLED_INSUFFICIENT_FUNDS	transaction cancelled due to insufficient fund
CANCELLED_INSUFFICIENT_FUNDS_IN_FLOAT	transaction cancelled due to insufficient fund in collateral account
CANCELLED_INSUFFICIENT_FUNDS_IN_SITE_OWNER	transaction cancelled due to insufficient fund in site owner account
CANCELLED_LIMIT_BREACH	transaction is cancelled due to the amount over the limit
PENDING_CONFIRM	transaction is pending confirmation from user
PENDING_REVERSE	transaction is pending to be reversed
REVERSED	transaction is reversed
PENDING_SUFFICIENT_CONFIRMATIONS	transaction is pending confirmations in blockchain to be processed.
PENDING_LIMIT_APPROVAL	transaction is pending limit override approval
LIMIT_OVERRIDE_APPROVED	transaction is being approval for limit

`POST` /api/3/transfer/list

Obtain transfer list for the account

Request Definition

Fields	Description	Example
nonce	Ever increasing integer	1632398764302000
ccy	optional - default is all the ccy	USD
date processed from	optional - default is past 7 days	1368892862123456
date processed to	optional - default is past 7 days	1368892862123456

Response Definition

Fields	Description	Example
date	UNIX timestamp in milliseconds	1368892862123456
state	state will be Processed/Reversed/Sent	Sent
ccy	currency	USD
amount	amount details
From Account	Transfer from primary/exchange/brokerage	primary
To Account	Transfer to primary/exchange/brokerage	exchange

Funds

`POST` /api/3/send

Send Crypto Coin

This service allows users to withdraw funds. The API Key must have "move funds" permissioned, via the web platform.

A confirmation email is sent to confirm the withdrawal. If the link within the email is not clicked within 10minutes the withdrawal request will be cancelled

Request Definition

Fields	Description	Example
nonce/tonce	ever increasing integer/current timestamp in microseconds	1632398764302000/1368892862123456
ccy	currency (currently one of BTC, ETH, BCH and LTC)	BTC
address	valid address in the selected ccy	2MucnhthMEQSy6kqx765pwGwb27DzAeZEnb
otp	One time password key for two factor authentication	12345
amount	amount to send (must be less than the available balance)	0.0054
destinationTag	(This parameter is only used for crypto currencies that require a destinationTag such as Ripple) Destination tag identifies the purpose of payment allowing a single address to be utilized by multiple users. Additionally, these tags enable the return of payments.

Response Definition

Fields	Description	Example
timestamp	UNIX timestamp in milliseconds	1632390252603
resultCode	Result code reflecting the success status of the operation.	OK
transactionId	internal transaction id of the transaction. Note this is not the coin txid in blockchain. At the time this method is invoked, the blockchain TXID is not available. This identifier, however, can be used to reconcile the transaction updates sent when requesting the status of a fund movement.

`POST` /api/3/receive

Obtain a current receive address for the given token

Use this service to obtain a valid address to receive crypto funds.

Request Definition

Fields	Description	Example
nonce/tonce	ever increasing integer/current timestamp in microseconds	1632398764302000/1368892862123456
ccy	traded currency (currently one of BTC, ETH, BCH and LTC)	BTC

Response Definition

Fields	Description	Example
resultCode	Result code reflecting the success status of the operation.	OK
timestamp	UNIX timestamp in milliseconds	1632390252603
address	Valid crypto address, currently for any one of BTC, ETH, BCH and LTC)	2MucnhthMEQSy6kqx765pwGwb27DzAeZEnb
subAccount	UUID of the subAccount of which the coin address is tied to	622bcf3c-46e1-4dc5-bda4-4c9asdrf4dad

`POST` /api/3/receive/create

Create a new deposit address for a specific token

Use this service to create a new address to receive crypto funds. New address will be created only when the old address has transactions.

Request Definition

Fields	Description	Example
nonce/tonce	ever increasing integer/current timestamp in microseconds	1632398764302000/1368892862123456
ccy	traded currency (currently one of BTC, ETH, BCH and LTC	BTC

Response Definition

Fields	Description	Example
resultCode	Result code reflecting the success status of the operation.	OK
timestamp	UNIX timestamp in milliseconds	1632390252603
address	Valid new crypto address, currently for any one of BTC, ETH, BCH and LTC))	2MucnhthMEQSy6kqx765pwGwb27DzAeZEnb
subAccount	UUID of the sub account that the coin address is tied to.	622bcf3c-46e1-4dc5-bda4-4c9asdrf4dad

`POST` /api/3/transfer

Move funds in-between platform accounts

Use this service to move funds between different accounts that allows for spot order book trading/withdrawal/deposit.

Request Definition

Fields	Description	Example
nonce/tonce	ever increasing integer/current timestamp in microseconds	1632398764302000/1368892862123456
from	"From" account. See AccountType	e.g. AVAILABLE, EXCHANGE
to	"To" account. See AccountType	e.g. EXCHANGE, AVAILABLE
amount	This is the amount to move	0.01
ccy	Currency selected to move currency	e.g. BTC, ETH, LTC, BCH, USD

Account Type:

Account Type	Description
AVAILABLE	primary account. Used for payment-in, payment-out, iRFQ
EXCHANGE	Exchange account. Used for Spot Order Book trading

Response Definition

Fields	Description	Example
timestamp	UNIX timestamp in milliseconds	1632390252603
UUID	Returns the transfer fund transaction uuid	622bcf3c-jhkl-rte4-bda4-4c9asdrf4dad
status	If transfer fund is successful, “OK” is returned	OK
resultCode	Result Code	See Result Code

Result Code:

Result code reflects the status of the operation.

Result Code	Description
OK	the fund is being transferred
INVALID_PARAMETERS	Too many decimals or Exchange product not available
INSUFFICIENT_AVAILABLE_BALANCE	account has insufficient funds to move
NO_PERMISSION	Do not have permission
SYSTEM_ERROR	system error

iRFQ

`POST` /api/3/retail/quote

This endpoint returns a quote for a currency pair. The API Key must have the “Place and Manage Orders” permission enabled.

Request Definition

Fields	Description	Example
nonce/tonce	ever increasing integer/current timestamp in microseconds	1632398764302000/1368892862123456
quoteRequest	Quote Request	see Quote Request

Quote Request

Fields	Description	Example
tradedCurrency	traded currency	BTC
settlementCurrency	settlement currency	USD
tradedCurrencyAmount	traded currency amount	0.1
settlementCurrencyAmount	settlement currency amount	10
buyTradedCurrency	true for buy currency	false for sell
isIndicativeQuote	true for retail quote	false
customRef	customer reference in uuid format

Response Definition

Fields	Description	Example
resultCode	result code	See Quote Result Code
timestamp	unix timestamp	1632404454196
quoteResponse	Quote Response	see Quote Response

Quote Response

Fields	Description	Example
responseCode	see Quote Response Code	FULL_QUOTE
errorCode	a set of error codes separated by period. see Quote Error Code	p200021
buyTradedCurrency	true for buy or false for sell	true or false
tradedCurrency	tradedCurrency currency	e.g. BTC
settlementCurrency	settlement currency	e.g. USD
quotedSettlementCurrencyAmount	quoted settlement currency amount
quotedTradedCurrencyAmount	quoted traded currency amount
quotedAmountToDeliver	quoted amount to deliver
wholesaleRateInSettlementCurrency	wholesale rate in settlement currency
retailRateInSettlementCurrency	retail rate in settlement currency
customRef	custom reference
quoteId	quote id
quoteExpiresAt	timestamp which the quote is expired at
quoteCreatedAt	timestamp which the quote is created at
maxAmount	max amount the brokerage support	100

Quote Result Code

Fields	Description
USER_ACTIVITY_RESTRICTED	User had been restricted from iRFQ
SYSTEM_ERROR	General error. see Response code
INVALID_PARAMETERS	invalid parameters
SIMPLE_TRADE_DISABLED	iRFQ disabled for the account

Quote Response Code

Fields	Description
CANNOT_PRICE	A quote is not available for the requested instrument. For exact result, please check the field errorCode
EXCHANGE_RATES_CONVERSION_ERROR
PER_TXN_LIMIT_EXCEEDED
USER_DAILY_LIMIT_EXCEEDED
DEALER_DAILY_LIMIT_EXCEEDED
FULL_QUOTE

Quote Error Code

A set of error codes separated by period.

Fields	Description
p200021	No fallback pricing
p500005	Requested quantity is invalid
p500019	Requested quantity is invalid
s200003	Traded ccy not support
s200004	Settlement ccy not supported
s200015	Merchant configuration cannot be found
s300019	Exchange Rates Not Available
s500018	Requested quantity is invalid
s500024	Requested quantity is invalid
s500025	Requested quantity is invalid

`POST` /api/3/retail/trade

This endpoint is used to accept the quote and execute the trade.

Request Definition

Fields	Description	Example
nonce/tonce	ever increasing integer/current timestamp in microseconds	1632398764302000/1368892862123456
tradeRequest	Trade Request	see Trade Request

Trade Request

Fields	Description	Example
quoteId	quote Id
customRef	custom reference

Response Definition

Fields	Description	Example
resultCode	result Code. See Trade Result Code	EXECUTED
timestamp	unix timestamp	1632390252603
tradeResponse	Trade Response	see Trade Response

Trade Response

Fields	Description	Example
responseCode	see Trade Response Code	EXECUTED
tradeId	trade id
quoteId	quote Id
errorCode	errorCode	s200003

Trade Result Code

Fields	Description
USER_ACTIVITY_RESTRICTED	User had been restricted from iRFQ
SYSTEM_ERROR	General error. see Response code
INVALID_PARAMETERS	invalid parameters
SIMPLE_TRADE_DISABLED	iRFQ disabled for the account

Trade Response Code

Fields	Description
INVALID_QUOTE_ID	Invalid quote ID. No trade.
QUOTE_EXPIRED	The quote has expired. No trade.
EXECUTED	Trade Execution
INSUFFICIENT_FUND	Insufficient funds. No trade.
ENGINE_NOT_AVAILABLE	The quoting engine is currently unavailable. No trade.
INSUFFICIENT_LIQUIDITY	There was insufficient liquidity available to complete the order. No trade.

Trade Error Code

Fields	Description
s200003	Traded currency is not supported
s200004	Settlement currency is not supported
s300001	Invalid exchange rates
s100002	Invalid quote id
s100005	Trade Already Exists for the Quote ID
s100006	Quote Expired
s100026	Quote Expired
s400010	Requested quantity is invalid
s400011	Requested quantity is invalid
s400012	Debit account not found
s400013	Debit account have insufficient fund
s400024	Requested quantity is invalid
s400025	Requested quantity is invalid

`POST` /api/3/retail/basketQuote

This endpoint allows a user to request a quote for a basket of currencies crypto per settlement amount. The API Key must have the “Place and Manage Orders” permission enabled.

Request Definition

Fields	Description	Example
nonce/tonce	ever increasing integer/current timestamp in microseconds	1632398764302000/1368892862123456
basketQuoteRequest	Basket Quote Request	see Basket Quote Request

Basket Quote Request

Fields	Description	Example
basketSettlementCurrency	settlement currency	USD
basketSettlementCurrencyAmount	settlement currency amount	1.55
buyTradedCurrency	true for buy currency	false or true

Response Definition

Fields	Description	Example
resultCode	result code. See Basket Quote Result Code
timestamp	unix timestamp	1632390252603
basketQuoteResponse	see Basket Quote Response

Basket Quote Response

Fields	Description	Example
responseCode	Basket Quote Response Code	see Basket Quote Response Code
errorCode	a set of error codes separated by period. see Quote Error Code
quoteExpiresAt	Time at which the quote expires
isPtsSufficient	Is Pre-Trade Settlement amounts sufficient
quoteResponses	list of Quote Responses

Basket Quote Response

Fields	Description	Example
responseCode	Basket Quote Response Code	see Basket Quote Response Code, FULL_QUOTE
buyTradedCurrency	true for buy or false for sell	true or false
tradedCurrency	Traded Currency	e.g. BTC
settlementCurrency	Settlement Currency	e.g. USD
quotedSettlementCurrencyAmount	Quoted settlement currency amount
quotedTradedCurrencyAmount	Quoted traded currency amount
wholesaleRateInSettlementCurrency	Wholesale rate in settlement currency
retailRateInSettlementCurrency	Retail rate in settlement currency
quoteExpiresAt	Time at which the quote expires
quoteCreatedAt	Time at which the quote was created
quoteId	quote id
isPtsSufficient	is Pre Trade Settlement amounts sufficient

Basket Quote Result Code

Fields	Description
USER_ACTIVITY_RESTRICTED	User had been restricted from using iRFQ
SYSTEM_ERROR	General error. see Response code
INVALID_PARAMETERS	invalid parameters
SIMPLE_TRADE_DISABLED	iRFQ disabled for the account

Basket Quote Response Code

Fields	Description
CANNOT_PRICE	A quote is not available for the requested instrument. For exact result, please check the field errorCode
EXCHANGE_RATES_CONVERSION_ERROR
PER_TXN_LIMIT_EXCEEDED
USER_DAILY_LIMIT_EXCEEDED
DEALER_DAILY_LIMIT_EXCEEDED
FULL_QUOTE

Quote Error Code

A set of error code separated by period.

Fields	Description
p200021	No fallback pricing
p500005	Requested quantity is invalid
p500019	Requested quantity is invalid
s200003	Traded ccy not support
s200004	Settlement ccy not supported
s200015	Merchant configuration cannot be found
s300019	Exchange Rates Not Available
s500018	Requested quantity is invalid
s500024	Requested quantity is invalid
s500025	Requested quantity is invalid

`POST` /api/3/retail/basketTrade

This endpoint to trade order previously quote

Request Definition

Fields	Description	Example
nonce/tonce	ever increasing integer/current timestamp in microseconds	1632398764302000/1368892862123456
basketTradeRequest	Basket Trade Request	see Basket Trade Request

Basket Trade Request

Fields	Description	Example
basketRequests	list of Basket Request	see Basket Request

Basket Request

Fields	Description	Example
quoteId	uuid

Response Definition

Fields	Description	Example
timestamp	unix timestamp	1632390252603
basketTradeResponse	Basket Trade Response	see Basket Trade Response

Basket Trade Response

Fields	Description	Example
responseCode	Basket Trade Response Code	see Basket Trade Response Code
tradeId	trade id
quoteId	quote Id
errorCode	errorCode	s100005

Basket Trade Result Code

Fields	Description
USER_ACTIVITY_RESTRICTED	User had been restricted from iRFQ
SYSTEM_ERROR	General error. see Response code
INVALID_PARAMETERS	invalid parameters
SIMPLE_TRADE_DISABLED	iRFQ disabled for the account

Basket Trade Response Code

Fields	Description
INVALID_QUOTE_ID	Invalid quote Id. Trade failed
QUOTE_EXPIRED	quote has already expired. Trade failed
EXECUTED	trade executed
INSUFFICIENT_FUND	User doesn't have enough funds. Trade failed
ENGINE_NOT_AVAILABLE	iRFQ engine is off. Trade failed
INSUFFICIENT_LIQUIDITY	Exchange stopped the trade. Trade failed

Basket Trade Error Code

Fields	Description
s200003	Traded ccy not supported
s200004	Settlement ccy not supported
s300001	Invalid exchange rates
s100002	Invalid quote id
s100005	Trade Already Exists for the Quote ID
s100006	Quote Expired
s100026	Quote Expired
s400010	Requested quantity is invalid
s400011	Requested quantity is invalid
s400012	Debit account not found
s400013	Debit account have insufficient fund
s400024	Requested quantity is invalid
s400025	Requested quantity is invalid

Exchange

v4

Introduction

OSL provides a simple and powerful REST API v4 currently for order management.

Instrument

Get instruments

GET /api/v4/instrument

Parameters

Name	In	Type	Required	Description
symbol	query	string	false	One (e.g. BTCUSD) or many symbols (e.g. BTCUSD,ETHUSD). If empty all symbols are returned.

Example responses

200 Response

[
  {
    "symbol": "BTCUSD",
    "currency": "BTC",
    "settlCurrency": "USD",
    "highPrice": "69999.00000",
    "lowPrice": "1000.00000",
    "bidPrice": "37000.00000",
    "askPrice": null,
    "lastPrice": "39000.00000",
    "minPrice": "1000.00000",
    "maxPrice": "70000.00000",
    "minOrderQty": null,
    "maxOrderQty": "210.00000000",
    "minValue": null,
    "maxValue": "10000000.00000",
    "prevClosePrice": null,
    "volume": null,
    "tickSize": null,
    "stepSize": "0.00010000",
    "priceDecimals": "5",
    "quantityDecimals": "8",
    "updateTime": "2021-06-17T06:11:06.727Z"
  },
  {
    "symbol": "ETHUSD",
    "currency": "ETH",
    "settlCurrency": "USD",
    "highPrice": "2800.00000",
    "lowPrice": "1200.00500",
    "bidPrice": "2500.00000",
    "askPrice": null,
    "lastPrice": "2480.00000",
    "minPrice": "1612.00000",
    "maxPrice": "2994.00000",
    "minOrderQty": "0.00100000",
    "maxOrderQty": "3340.00000000",
    "minValue": null,
    "maxValue": "10000000.00000",
    "prevClosePrice": null,
    "volume": null,
    "tickSize": null,
    "stepSize": "0.00100000",
    "priceDecimals": "5",
    "quantityDecimals": "8",
    "updateTime": "2021-06-16T17:04:13.308Z"
  }
]

Responses

Status	Meaning	Description	Schema
200	OK	Success.	Instruments
400	Bad Request	Error.	Error
401	Unauthorized	Unable to auth.	Error
403	Forbidden	Access denied.	Error
404	Not Found	Not found.	Error
500	Internal Server Error	Server error.	Error

User

Get exchange wallets

GET /api/v4/user/wallet

Parameters

Name	In	Type	Required	Description
currency	query	string	false	One (e.g. BTC) or many currencies (e.g. BTC,USD). If empty all symbols are returned.

Example responses

200 Response

[
  {
    "currency": "ETH",
    "exchangeBalance": "191.58700000",
    "exchangeAvailableBalance": "191.58700000"
  },
  {
    "currency": "BTC",
    "exchangeBalance": "2.00000000",
    "exchangeAvailableBalance": "1.50000000"
  }
]

Responses

Status	Meaning	Description	Schema
200	OK	Success.	Wallets
400	Bad Request	Error.	Error
401	Unauthorized	Unable to auth.	Error
403	Forbidden	Access denied.	Error
404	Not Found	Not found.	Error
500	Internal Server Error	Server error.	Error

OrderBook

Get L2 order book

GET /api/v4/orderBook/L2

Parameters

Name	In	Type	Required	Description
symbol	query	string	true	One symbol e.g. BTCUSD.
depth	query	number	false	Order book depth per side. Send 0 for full depth. Default: 25.

Example responses

200 Response

{
  "symbol": "BTCUSD",
  "asks": [
    [
      "50000",
      "0.1"
    ],
    [
      "60000",
      "0.2"
    ]
  ],
  "bids": [
    [
      "40000",
      "0.1"
    ],
    [
      "30000",
      "0.2"
    ]
  ],
  "updateTime": "2000-01-01 00:00:00.000000000Z"
}

Responses

Status	Meaning	Description	Schema
200	OK	Success.	OrderBookL2

Order

Get orders

GET /api/v4/order

Orders are returned from oldest to newest. By default only open orders are returned. Inactive orders are retrievable only for a limited period of time.

Parameters

Name	In	Type	Required	Description
symbol	query	string	false	One (e.g. BTCUSD) or many symbols (e.g. BTCUSD,ETHUSD). If empty all symbols are returned.
open	query	boolean	false	When true return active/open orders only. Default: true.
orderID	query	string	false	Order ID.
clOrdID	query	string	false	Client order ID.
start	query	number	false	Start point for results. Default: 0.
count	query	number	false	Number of results to fetch. Must be a positive integer. Default: 500.
reverse	query	boolean	false	From newest to oldest. Default: false.
startTime	query	string(date-time)	false	Start date time filter for results.
endTime	query	string(date-time)	false	End date time filter for results.

Example responses

200 Response

[
  {
    "orderID": "338697858",
    "clOrdID": "my-order-1",
    "symbol": "BTCUSD",
    "side": "Buy",
    "orderQty": "0.01000000",
    "price": "30000.00000",
    "currency": "BTC",
    "settlCurrency": "USD",
    "ordType": "Limit",
    "timeInForce": "GoodTillCancel",
    "ordStatus": "New",
    "leavesQty": "0.01000000",
    "cumQty": "0",
    "transactTime": "2021-06-11T03:49:20.521Z"
  },
  {
    "orderID": "338697888",
    "clOrdID": "my-order-2",
    "symbol": "BTCUSD",
    "side": "Sell",
    "orderQty": "0.01000000",
    "price": "60000.00000",
    "currency": "BTC",
    "settlCurrency": "USD",
    "ordType": "Limit",
    "timeInForce": "GoodTillCancel",
    "ordStatus": "New",
    "leavesQty": "0.01000000",
    "cumQty": "0",
    "transactTime": "2021-06-11T04:30:25.364Z"
  }
]

Responses

Status	Meaning	Description	Schema
200	OK	Success.	Orders
400	Bad Request	Error.	Error
401	Unauthorized	Unable to auth.	Error
403	Forbidden	Access denied.	Error
404	Not Found	Not found.	Error
500	Internal Server Error	Server error.	Error

Create a new order

POST /api/v4/order

Body parameter

{
  "symbol": "BTCUSD",
  "orderQty": "0.01",
  "side": "Sell",
  "price": "40000",
  "ordType": "Limit",
  "timeInForce": "GoodTillCancel",
  "clOrdID": "my-order-3",
  "sendingTime": "2021-06-11T00:10:00.123Z"
}

Parameters

Name	In	Type	Required	Description
» symbol	body	string	true	One symbol e.g. BTCUSD.
» orderQty	body	string	true	Order quantity.
» side	body	string	true	Side. Valid values: Buy Sell
» ordType	body	string	true	Order type. Valid values: Limit: Execute at a specified price or better. Market: Execute at the current market price.
» price	body	string	true	Price.
» timeInForce	body	string	false	Time in force specifies how long the order remains in effect. Valid values: GoodTillCancel: The order will remain in the order book until fully filled or cancelled by the user. ImmediateOrCancel: The order will execute in full or partially and then cancelled. It does not rest on the order book. FillOrKill: Execute all, or none and immediately cancel. Default: GoodTillCancel
» execInst	body	string	false	Execution instruction. Valid values: PostOnly: Ensures that your Limit order is always a maker order, if not gets withdrawn.
» clOrdID	body	string	false	Client order ID. There is no clOrdID duplicate check. It is the client's responsibility to keep them unique. If not unique for a given user some reporting endpoints might have unexpected behaviour.

Example responses

200 Response

{
  "orderID": "339210744",
  "clOrdID": "my-order-1",
  "symbol": "BTCUSD",
  "side": "Sell",
  "orderQty": "4.00000000",
  "price": "38000.00000",
  "currency": "BTC",
  "settlCurrency": "USD",
  "ordType": "Limit",
  "timeInForce": "GoodTillCancel",
  "ordStatus": "New",
  "leavesQty": "4.00000000",
  "cumQty": "0",
  "transactTime": "2021-06-17T09:47:52.280Z"
}

Responses

Status	Meaning	Description	Schema
200	OK	Success.	Order
400	Bad Request	Error.	Error
401	Unauthorized	Unable to auth.	Error
403	Forbidden	Access denied.	Error
404	Not Found	Not found.	Error
500	Internal Server Error	Server error.	Error

Cancel orders

DELETE /api/v4/order

Orders can be cancelled by orderID or clOrdID.

IMPORTANTNOTE: Either orderID OR clOrdID array needs to be present in the request, but not both.

The API supports bulk cancelling however users should take into consideration that the cancel request may fail on some orders due to timing whereby cancels or fills are processed ahead of the cancel being processed by the matching engine.

If all cancels succeed the HTTP status returned will be 200. If an order(s) fails the cancel request the HTTP status will be 400. The response will specify orders that were successfully cancelled and the reason for those that were not.

Example: HTTP 400 status code even though orderID=338697858 cancel succeeded (no error field for 338697858): [ { "orderID": "338697862", "error": { "name": "ALREADY_CANCELLED", "message": "order already cancelled" } }, { "orderID": "338697858" } ]

If the response is neither HTTP status 200 or 400 a normal error object response of: { "error": { "name": "string", "message": "string" } } is returned.

Body parameter

{
  "orderID": [
    "338697858"
  ]
}

Parameters

Name	In	Type	Required	Description
» orderID	body	[string]	false	Order ID(s).
» clOrdID	body	[string]	false	Client order ID(s).

Example responses

200 Response

[
  {
    "orderID": "338697858"
  },
  {
    "orderID": "338697862",
    "error": {
      "name": "ALREADY_CANCELLED",
      "message": "order already cancelled"
    }
  },
  {
    "orderID": "338697865",
    "error": {
      "name": "ORDER_NOT_FOUND",
      "message": "order not found"
    }
  }
]

Responses

Status	Meaning	Description	Schema
200	OK	Success.	OrdersCancelled
400	Bad Request	Error.	Error
401	Unauthorized	Unable to auth.	Error
403	Forbidden	Access denied.	Error
404	Not Found	Not found.	Error
500	Internal Server Error	Server error.	Error

Cancel all orders

DELETE /api/v4/order/all

Cancels all open orders owned by the user. The difference between DELETE /order and this endpoint is that this is executed as one transaction by the engine. The DELETE /order is multiple transactions when bulk cancelling more than one order.

Body parameter

{
  "symbol": "BTCUSD"
}

Parameters

Name	In	Type	Required	Description
» symbol	body	string	false	One symbol e.g. BTCUSD. Will cancel orders only for that symbol.

Example responses

200 Response

{}

Responses

Status	Meaning	Description	Schema
200	OK	Success.	Empty object.
400	Bad Request	Error.	Error
401	Unauthorized	Unable to auth.	Error
403	Forbidden	Access denied.	Error
404	Not Found	Not found.	Error
500	Internal Server Error	Server error.	Error

Response Schema

Execution

Get executions

GET /api/v4/execution

From oldest to newest.

Parameters

Name	In	Type	Required	Description
symbol	query	string	false	One (e.g. BTCUSD) or many symbols (e.g. BTCUSD,ETHUSD). If empty all symbols are returned.
orderID	query	string	false	Order ID.
clOrdID	query	string	false	Client order ID.
start	query	number	false	Start point for results. Default: 0.
count	query	number	false	Number of results to fetch. Must be a positive integer. Default: 500.
reverse	query	boolean	false	From newest to oldest. Default: false.
startTime	query	string(date-time)	false	Start date time filter for results.
endTime	query	string(date-time)	false	End date time filter for results.

Example responses

200 Response

[
  {
    "execID": "1628126",
    "trdMatchID": "16P1B",
    "orderID": "339210495",
    "clOrdID": "my-order-1",
    "lastQty": "1.00000000",
    "lastPx": "39000.00000000",
    "grossValue": "39000.00000000",
    "fee": "136.50000000",
    "execType": "Trade",
    "account": "1abd7b0e-edf3-444e-95b3-95de59b7e209",
    "symbol": "BTCUSD",
    "side": "Sell",
    "currency": "BTC",
    "settlCurrency": "USD",
    "transactTime": "2021-06-17T06:11:06.000Z"
  },
  {
    "execID": "1628127",
    "trdMatchID": "16NNF",
    "orderID": "339209709",
    "clOrdID": "my-order-2",
    "lastQty": "0.01000000",
    "lastPx": "33000.00000000",
    "grossValue": "330.00000000",
    "fee": "1.15500000",
    "execType": "Trade",
    "account": "1abd7b0e-edf3-444e-95b3-95de59b7e209",
    "symbol": "BTCUSD",
    "side": "Buy",
    "currency": "BTC",
    "settlCurrency": "USD",
    "transactTime": "2021-06-16T14:34:36.000Z"
  }
]

Responses

Status	Meaning	Description	Schema
200	OK	Success.	Executions
400	Bad Request	Error.	Error
401	Unauthorized	Unable to auth.	Error
403	Forbidden	Access denied.	Error
404	Not Found	Not found.	Error
500	Internal Server Error	Server error.	Error

Get executions of order

GET /api/v4/execution/order

One of (exclusively) orderID or clOrdID needs to be present.

Parameters

Name	In	Type	Required	Description
orderID	query	string	false	Order ID.
clOrdID	query	string	false	Client order ID.

Example responses

200 Response

{
  "order": {
    "orderID": "339210744",
    "clOrdID": "my-order-1",
    "symbol": "BTCUSD",
    "side": "Sell",
    "orderQty": "4.00000000",
    "price": "38000.00000",
    "currency": "BTC",
    "settlCurrency": "USD",
    "ordType": "Limit",
    "timeInForce": "GoodTillCancel",
    "ordStatus": "New",
    "leavesQty": "4.00000000",
    "cumQty": "0",
    "transactTime": "2021-06-17T09:47:52.280Z"
  },
  "execution": [
    {
      "execID": "1628128",
      "trdMatchID": "16P1B",
      "orderID": "339210744",
      "clOrdID": "my-order-1",
      "lastQty": "1.00000000",
      "lastPx": "39000.00000000",
      "grossValue": "39000.00000000",
      "fee": "136.50000000",
      "execType": "Trade",
      "account": "1abd7b0e-edf3-444e-95b3-95de59b7e209",
      "symbol": "BTCUSD",
      "side": "Sell",
      "currency": "BTC",
      "settlCurrency": "USD",
      "transactTime": "2021-06-17T06:11:06.000Z"
    },
    {
      "execID": "808e37f0-2b67-492b-ac84-9417524eca2a",
      "trdMatchID": "16NNF",
      "orderID": "339210744",
      "clOrdID": "my-order-1",
      "lastQty": "0.01000000",
      "lastPx": "33000.00000000",
      "grossValue": "330.00000000",
      "fee": "1.15500000",
      "execType": "Trade",
      "account": "1abd7b0e-edf3-444e-95b3-95de59b7e209",
      "symbol": "BTCUSD",
      "side": "Buy",
      "currency": "BTC",
      "settlCurrency": "USD",
      "transactTime": "2021-06-16T14:34:36.000Z"
    }
  ]
}

Responses

Status	Meaning	Description	Schema
200	OK	Success.	ExecutionOrder
400	Bad Request	Error.	Error
401	Unauthorized	Unable to auth.	Error
403	Forbidden	Access denied.	Error
404	Not Found	Not found.	Error
500	Internal Server Error	Server error.	Error

Schemas

Error

{
  "error": {
    "name": "string",
    "message": "string"
  }
}

Properties

Name	Type	Required	Description
error	object	false	none
» name	string	false	Error key.
» message	string	false	Error description/details.

Instrument

{
  "symbol": "BTCUSD",
  "currency": "BTC",
  "settlCurrency": "USD",
  "highPrice": "69999.00000",
  "lowPrice": "1000.00000",
  "bidPrice": "37000.00000",
  "askPrice": null,
  "lastPrice": "39000.00000",
  "minPrice": "1000.00000",
  "maxPrice": "70000.00000",
  "minOrderQty": null,
  "maxOrderQty": "210.00000000",
  "minValue": null,
  "maxValue": "10000000.00000",
  "prevClosePrice": null,
  "volume": null,
  "tickSize": null,
  "stepSize": "0.00010000",
  "priceDecimals": "5",
  "quantityDecimals": "8",
  "updateTime": "2021-06-17T06:11:06.727Z"
}

Instrument.

Properties

Name	Type	Required	Description
symbol	string	false	Symbol.
currency	string	false	Base currency.
settlCurrency	string	false	Settlement currency.
highPrice	string	false	24h high.
lowPrice	string	false	24h low.
bidPrice	string	false	Best buy price.
askPrice	string	false	Best sell price.
lastPrice	string	false	Last trade price.
minPrice	string	false	Min price limit.
maxPrice	string	false	Max price limit.
minOrderQty	string	false	Min order qty limit.
maxOrderQty	string	false	Max order qty limit.
minValue	string	false	Min order notional limit.
maxValue	string	false	Max order notional limit.
prevClosePrice	string	false	24h ago close.
volume	string	false	24h volume.
tickSize	string	false	Price step.
stepSize	string	false	Quantity step.
priceDecimals	string	false	Max price decimals limit.
quantityDecimals	string	false	Max qty decimals limit.
updateTime	string(date-time)	false	Last change time.

Instruments

[
  {
    "symbol": "BTCUSD",
    "currency": "BTC",
    "settlCurrency": "USD",
    "highPrice": "69999.00000",
    "lowPrice": "1000.00000",
    "bidPrice": "37000.00000",
    "askPrice": null,
    "lastPrice": "39000.00000",
    "minPrice": "1000.00000",
    "maxPrice": "70000.00000",
    "minOrderQty": null,
    "maxOrderQty": "210.00000000",
    "minValue": null,
    "maxValue": "10000000.00000",
    "prevClosePrice": null,
    "volume": null,
    "tickSize": null,
    "stepSize": "0.00010000",
    "priceDecimals": "5",
    "quantityDecimals": "8",
    "updateTime": "2021-06-17T06:11:06.727Z"
  },
  {
    "symbol": "ETHUSD",
    "currency": "ETH",
    "settlCurrency": "USD",
    "highPrice": "2800.00000",
    "lowPrice": "1200.00500",
    "bidPrice": "2500.00000",
    "askPrice": null,
    "lastPrice": "2480.00000",
    "minPrice": "1612.00000",
    "maxPrice": "2994.00000",
    "minOrderQty": "0.00100000",
    "maxOrderQty": "3340.00000000",
    "minValue": null,
    "maxValue": "10000000.00000",
    "prevClosePrice": null,
    "volume": null,
    "tickSize": null,
    "stepSize": "0.00100000",
    "priceDecimals": "5",
    "quantityDecimals": "8",
    "updateTime": "2021-06-16T17:04:13.308Z"
  }
]

Instruments.

Properties

Name	Type	Required	Description
Instruments.	[Instrument]	false	Instruments.

Wallet

{
  "exchangeBalance": "191.58700000",
  "exchangeAvailableBalance": "191.58700000",
  "currency": "ETH"
}

Wallet.

Properties

Name	Type	Required	Description
currency	string	false	Account currency.
exchangeBalance	string	false	Total exchange balance.
exchangeAvailableBalance	string	false	Total available balance - always <= total exchange balance.

Wallets

[
  {
    "currency": "ETH",
    "exchangeBalance": "191.58700000",
    "exchangeAvailableBalance": "191.58700000"
  },
  {
    "currency": "BTC",
    "exchangeBalance": "2.00000000",
    "exchangeAvailableBalance": "1.50000000"
  }
]

Wallets.

Properties

Name	Type	Required	Description
Wallets.	[Wallet]	false	Wallets.

OrderBookL2AsksBidsEntry

[
  "50000", // price
  "0.1" // quantity
]

OrderBookL2AsksBidsEntry.

Properties

[ <price>, <quantity> ]

OrderBookL2

[
  {
    "symbol": "BTCUSD",
    "asks": [
      [
        "50000",
        "0.1"
      ],
      [
        "60000",
        "0.2"
      ]
    ],
    "bids": [
      [
        "40000",
        "0.1"
      ],
      [
        "30000",
        "0.2"
      ]
    ],
    "updateTime": "2000-01-01 00:00:00.000000000Z"
  }
]

OrderBookL2.

Properties

Name	Type	Required	Description
symbol	string	false	Symbol.
asks	[OrderBookL2AsksBidsEntry]	false	Sell side of orderbook.
bids	[OrderBookL2AsksBidsEntry]	false	Buy side of orderbook.
updateTime	string	false	Last update time of orderbook.

Order

{
  "orderID": "339210744",
  "clOrdID": "my-order-1",
  "symbol": "BTCUSD",
  "side": "Sell",
  "orderQty": "4.00000000",
  "price": "38000.00000",
  "currency": "BTC",
  "settlCurrency": "USD",
  "ordType": "Limit",
  "timeInForce": "GoodTillCancel",
  "ordStatus": "New",
  "leavesQty": "4.00000000",
  "cumQty": "0",
  "transactTime": "2021-06-17T09:47:52.280Z"
}

Order.

Properties

Name	Type	Required	Description
orderID	string	false	Unique ID for order as assigned by the exchange.
clOrdID	string	false	Unique ID for order as assigned by the client.
symbol	string	false	Symbol.
side	string	false	Order side.
orderQty	string	false	Order quantity.
price	string	false	Order price.
currency	string	false	Base currency.
settlCurrency	string	false	Settlement currency.
ordType	string	false	Order type.
timeInForce	string	false	Specifies how long the order remains in effect.
ordStatus	string	false	Order status
leavesQty	string	false	Quantity open for further execution.
cumQty	string	false	Total quantity filled so far.
transactTime	string	false	Execution time.
error	object	false	Error.
» name	string	false	Error key.
» message	string	false	Error description/details.

Enumerated Values

Property	Value
side	Buy
side	Sell
ordStatus	New
ordStatus	PartiallyFilled
ordStatus	Filled
ordStatus	Cancelled
ordStatus	Withdrawn
ordStatus	Rejected
ordStatus	Suspended

Orders

[
  {
    "orderID": "338697858",
    "clOrdID": "my-order-1",
    "symbol": "BTCUSD",
    "side": "Buy",
    "orderQty": "0.01000000",
    "price": "30000.00000",
    "currency": "BTC",
    "settlCurrency": "USD",
    "ordType": "Limit",
    "timeInForce": "GoodTillCancel",
    "ordStatus": "New",
    "leavesQty": "0.01000000",
    "cumQty": "0",
    "transactTime": "2021-06-11T03:49:20.521Z"
  },
  {
    "orderID": "338697888",
    "clOrdID": "my-order-2",
    "symbol": "BTCUSD",
    "side": "Sell",
    "orderQty": "0.01000000",
    "price": "60000.00000",
    "currency": "BTC",
    "settlCurrency": "USD",
    "ordType": "Limit",
    "timeInForce": "GoodTillCancel",
    "ordStatus": "New",
    "leavesQty": "0.01000000",
    "cumQty": "0",
    "transactTime": "2021-06-11T04:30:25.364Z"
  }
]

Orders.

Properties

Name	Type	Required	Description
Orders.	[Order]	false	Orders.

OrderCancelled

{
  "orderID": "338697858"
}

Order cancelled.

Properties

Name	Type	Required	Description
orderID	string	false	Unique ID for order as assigned by the exchange.
clOrdID	string	false	Unique ID for order as assigned by the client.
error	object	false	Error.
» name	string	false	Error key.
» message	string	false	Error description/details.

OrdersCancelled

[
  {
    "orderID": "338697858"
  },
  {
    "orderID": "338697862",
    "error": {
      "name": "ALREADY_CANCELLED",
      "message": "order already cancelled"
    }
  },
  {
    "orderID": "338697865",
    "error": {
      "name": "ORDER_NOT_FOUND",
      "message": "order not found"
    }
  }
]

Orders cancelled.

Properties

Name	Type	Required	Description
OrdersCancelled.	[OrderCancelled]	false	OrdersCancelled.

Execution

{
  "execID": "1628126",
  "trdMatchID": "16P1B",
  "orderID": "339210495",
  "clOrdID": "my-order-1",
  "lastQty": "1.00000000",
  "lastPx": "39000.00000000",
  "grossValue": "39000.00000000",
  "fee": "136.50000000",
  "execType": "Trade",
  "account": "1abd7b0e-edf3-444e-95b3-95de59b7e209",
  "symbol": "BTCUSD",
  "side": "Sell",
  "currency": "BTC",
  "settlCurrency": "USD",
  "transactTime": "2021-06-17T06:11:06.000Z"
}

Execution.

Properties

Name	Type	Required	Description
execID	string	false	Execution ID.
trdMatchID	string	false	Trade match ID.
orderID	string	false	Unique ID for order as assigned by the exchange.
clOrdID	string	false	Unique ID for order as assigned by the client.
lastQty	string	false	Quantity bought/sold on this (last) fill.
lastPx	string	false	Price of this (last) fill.
grossValue	string	false	Total value traded.
fee	string	false	Fee.
execType	string	false	Execution type.
account	string	false	Account ID.
symbol	string	false	Symbol.
side	string	false	Order side.
currency	string	false	Base currency.
settlCurrency	string	false	Settlement currency.
leavesQty	string	false	Quantity open for further execution.
cumQty	string	false	Total quantity filled so far.
avgPx	string	false	Average execution price.
transactTime	string	false	Execution time.

Enumerated Values

Property	Value
execType	Trade
side	Buy
side	Sell

Executions

[
  {
    "execID": "1628126",
    "trdMatchID": "16P1B",
    "orderID": "339210495",
    "clOrdID": "my-order-1",
    "lastQty": "1.00000000",
    "lastPx": "39000.00000000",
    "grossValue": "39000.00000000",
    "fee": "136.50000000",
    "execType": "Trade",
    "account": "1abd7b0e-edf3-444e-95b3-95de59b7e209",
    "symbol": "BTCUSD",
    "side": "Sell",
    "currency": "BTC",
    "settlCurrency": "USD",
    "transactTime": "2021-06-17T06:11:06.000Z"
  },
  {
    "execID": "1628127",
    "trdMatchID": "16NNF",
    "orderID": "339209709",
    "clOrdID": "my-order-2",
    "lastQty": "0.01000000",
    "lastPx": "33000.00000000",
    "grossValue": "330.00000000",
    "fee": "1.15500000",
    "execType": "Trade",
    "account": "1abd7b0e-edf3-444e-95b3-95de59b7e209",
    "symbol": "BTCUSD",
    "side": "Buy",
    "currency": "BTC",
    "settlCurrency": "USD",
    "transactTime": "2021-06-16T14:34:36.000Z"
  }
]

Executions.

Properties

Name	Type	Required	Description
Executions.	[Execution]	false	Executions.

ExecutionOrder

{
  "order": {
    "orderID": "339210495",
    "clOrdID": "my-order-1",
    "symbol": "BTCUSD",
    "side": "Sell",
    "orderQty": "4.00000000",
    "price": "38000.00000",
    "currency": "BTC",
    "settlCurrency": "USD",
    "ordType": "Limit",
    "timeInForce": "GoodTillCancel",
    "ordStatus": "New",
    "leavesQty": "4.00000000",
    "cumQty": "0",
    "transactTime": "2021-06-17T09:47:52.280Z"
  },
  "execution": [
    {
      "execID": "1628128",
      "trdMatchID": "16P1C",
      "orderID": "339210744",
      "clOrdID": "my-order-1",
      "lastQty": "1.00000000",
      "lastPx": "39000.00000000",
      "grossValue": "39000.00000000",
      "fee": "136.50000000",
      "execType": "Trade",
      "account": "1abd7b0e-edf3-444e-95b3-95de59b7e209",
      "symbol": "BTCUSD",
      "side": "Sell",
      "currency": "BTC",
      "settlCurrency": "USD",
      "transactTime": "2021-06-17T06:11:06.000Z"
    },
    {
      "execID": "1628129",
      "trdMatchID": "16NNG",
      "orderID": "3339210744",
      "clOrdID": "my-order-1",
      "lastQty": "0.01000000",
      "lastPx": "33000.00000000",
      "grossValue": "330.00000000",
      "fee": "1.15500000",
      "execType": "Trade",
      "account": "1abd7b0e-edf3-444e-95b3-95de59b7e209",
      "symbol": "BTCUSD",
      "side": "Buy",
      "currency": "BTC",
      "settlCurrency": "USD",
      "transactTime": "2021-06-16T14:34:36.000Z"
    }
  ]
}

Execution of order.

Properties

Name	Type	Required	Description
order	Order	false	Order.
execution	Executions	false	Executions.

v3

Introduction

The OSL Exchange offers both public and private REST APIs for OSL Exchange users.

Public REST APIs provide market data:

current supported currency and trading pairs
current order book
latest ticker

Private REST APIs allow one to manage both orders and funds:

place and cancel orders
see active orders
see trading history and transactions
get available balances

Public APIs

`GET` /api/3/currencyStatic

Obtain supported currency and currency pair

This endpoint returns a list of supported currencies and currency pairs.

e.g OSL supported settlement currencies

USD, USDT, BTC

e.g. OSL supported crypto currencies

BTC, ETH, BCH, LTC

e.g OSL supported currency pairs

BTCUSD,ETHUSD, BCHUSD, BTCUSDT, LTCUSD, USDTUSD

Response Definition

Fields	Description	Example
timestamp	UNIX timestamp in milliseconds	1632390252603
resultCode	Result code reflecting the success status of the operation.	OK
currencyStatic	Currency Static	see Currency Static

Currency Static

Fields	Description	Example
currencies	map of ccy and currency settings	e.g. BTC
currencyPairs	map of CcyPair and Currency Pair Settings	e.g BTCUSD

Currency Settings

Fields	Description	Example
decimals	decimal place used for trading	8
minOrderSize	minimum order size	0.00020000
maxOrderSize	maximum order size	100000.00000000
minOrderValue	minimum order value	1.0E-7
maxOrderValue	minimum order value	100000000.00000000
maxMarketOrderValue	maximum market order value	10.00000000
maxMarketOrderSize	maximum market order size	10.00000000
displayDenominator	display denominator	1000
summaryDecimals	decimals place used to display summary	e.g. 0
display Unit	currency unit	e.g. BTC
symbol	symbol of the currency	e.g. Ɖ for BTC
type	CRYPTO or FIAT	CRYPTO
confirmationThresholds
networkFee	standard network fee	0.00010000
engineSettings	Fund Engine Settings	see Fund Engine Settings
urlPrefix	url prefix to handle the corresponding coin address	bitcoin:
digitalCurrencyType	SATOSHI, RIPPLE, RIPPLE_IOU, ETHEREUM, ETHEREUM_TOKEN
assetId	(CRYPTO type only)	e.g. SATOSHI
assetName	(CRYPTO type only)	e.g. BTC
assetDivisibility	(CRYPTO type only) asset divisibility	e.g. 2
assetIcon	(CRYPTO type only) asset icon	/images/currencies/crypto/AAVE.svg
assetIssueQuantity	(CRYPTO type only) asset issue quantity	e.g. 10000

Fund Engine Settings

Fields	Description	Example
depositsEnabled	If true deposits are enabled	true
withdrawalsEnabled	If true withdrawals are enabled	true
displayEnabled	If true the currency is visible on the platform. If false the user should also reflect this in their application and hide the currency.	true
mobileAccessEnabled	true always from API v3	true

Currency Pair Settings

Fields	Description	Example
priceDecimals	decimals place of price for trading	5
engineSettings	Order Engine Settings	see Order Engine Settings
minOrderRate	minimum order rate	10.00000000
maxOrderRate	maximum order rate	40000.00000000
displayPriceDecimals	decimals place of price for display	5
tradedCcy	traded Ccy	e.g BTC for BTCUSD
settlementCcy	settlement Ccy	e.g USD for BTCUSD
preferredMarket	The market where the currency is tradeable

Order Engine Settings

Fields	Description	Example
tradingEnabled	true if trading enabled	true
displayEnabled	If true the currency is visible on the platform. If false the user should also reflect this in their application and hide the currency.
cancelOnly	cancel	true
verifyRequired	true if verification required for trading	true
restrictedBuy	true if user cannot buy the currency pair	true
restrictedSell	true if user cannot sell the currency pair	true

`GET` /api/2/currency_pair/money/ticker

Get the most recent ticker

Get the most recent ticker for a currency pair

Request parameters

Fields	Description	Example

Response Definition

Fields	Description	Example
result	result	success
data	Ticker	see Ticker

Ticker

Fields	Description	Example
high	24 hrs high	See Ticker Field
low	24 hrs low	See Ticker Field
last	last price	See Ticker Field
now	unix timestamp, in microsecond	1632411887944000
dataUpdateTime	unix timestamp, in microsecond	1632411887227000

Ticker Field

Fields	Description	Example
display_short	Display in short form i.e. in 2 decimal place	43,000.00 USD
value_int	value x 10000	4300000000
currency	currency	USD
display	Display in short form i.e. in 5 decimal place	43,000.00000 USD
value	value in decimal	43000.00000

`GET` /api/2/currency_pair/money/depth/full

Order Book Full Depth

Get a complete copy the order book for a currency pair.

In the example below, the order book of BTCUSD is requested. There are 4 bids and 3 asks. The highest bid is 2,000 USD for 3 BTC, the lowest ask is 3,260.4 USD for 16 BTC.

Request parameters

Fields	Description	Example

Response Definition

Fields	Description	Example
result	result	success
data	Order Depth	see Order Depth

Order Depth

Fields	Description	Example
now	unix timestamp, in microsecond	1632412125425000
dataUpdateTime	unix timestamp, in microsecond	1632412125425000
asks	order ladders of asks side. (lower price to higher price)	see Order Ladder
bids	order ladders of bids side (higher price to lower price)	see Order Ladder

Order Ladder

Fields	Description	Example
price	price of the ladder	1.05000
price_int	price of the ladder in integer (price x 10000)	105000
amount	amount of the ladder	30000.0
amount_int	amount of the ladder in integer (amount x10000)	3000000000000

Fund Management APIs

`POST` /api/3/account

Get account information

The platform has a few unique accounts for each user and a defined as below.

Available_Balance is updated with deposits/withdrawals and is defined as Primary_Available_Balance + Exchange_Available_Balance
Exchange_Available_Balance is the balance available to be traded on the exchange. Funds must be moved from Available_Balance to Exchange_Available_Balance prior to trading on the exchange.
Primary_Available_Balance is the balance available in the Primary Wallet (i.e. funds that are not tradable).
Open_Orders_Amount is the amount that represents the cumulative value of open orders in the exchange that have not been matched yet. This is a field that needs to be derived by calculation i.e. Balance - Exchange_Available_Balance if it needs to be viewed externally
Balance is the sum of Primary_Available_Balance & Exchange_Available_Balance & Open_Orders_Amount & Brokerage_Available_Balance

Request Definition

Fields	Description	Example
tonce/nonce	current timestamp in microseconds/ever increasing integer	1368892862123456/1632398764302000

Response Definition

Fields	Description	Example
timestamp	UNIX timestamp in milliseconds	1632390252603
resultCode	Result code reflecting the success status of the operation.	OK
data	info result	Info Result
userUuid	user's uuid	d34ea17d-2b30-fg93-bd62-eaf1d43f7a20

Info Result

Fields	Description	Example
Created	created date in format (yyyy-MM-dd HH:mm:ss)	2020-09-18 11:44:19
Language	user's preferred language	e.g. en_US
Login	username	[email protected]
Trade_Fee	ordering fee	0.2000
Rights	list of access right	["trade", "withdraw", "get_info" ]
Wallets	map of ccy and wallet	See Wallet

Wallet

Fields	Description	Example
Balance	Sum of Primary_Available_Balance + Exchange_Available_Balance (Amount)	See Amount
Primary_Available_Balance	Primary account's available balance (Amount)	See Amount
Exchange_Available_Balance	Exchange account's available balance (Amount)	See Amount

Amount

Fields	Description	Example
displayShort	Display in short	199.99 BTC
valueInt	Value in Integer	19999400000
currency	currency	BTC
display	display in full	199.99400000 BTC
value	value	199.99400000

`POST` /api/3/send

Withdraw Crypto Funds

This service allows users to withdraw funds. The API Key must have "move funds" permissioned, via the web platform

A confirmation email is sent to confirm the withdrawal. If the link within the email is not clicked within 10 minutes the withdrawal request will be cancelled.

Request parameters

Fields	Description	Example
nonce/tonce	ever increasing integer/current timestamp in microseconds	1632398764302000/1368892862123456
ccy	currency (e.g. BTC, LTC, and ETH)	BTC
address	valid address in the selected ccy	2MucnhthMEQSy6kqx765pwGwb27DzAeZEnb
otp	otp key for security reason
amount	amount to send (must be less than the available balance)	0.0054
destinationTag	(This parameter is only used for crypto currencies that require a destinationTag such as Ripple). Destination tags identifies the purpose of payments allowing a singleaddress to be utilized by multiple users. Additionally, these tags enable the return of payments.

Request parameters

Fields	Description	Example
timestamp	UNIX timestamp in milliseconds	1632390252603
resultCode	Result code reflecting the success status of the operation.	OK
transactionId	internal transaction id of the transaction. Note this is not the coin txid in blockchain. At the time this method is invoked, the blockchain TXID is not available. This identifier, however, can be used to reconcile the transaction updates sent when requesting the status of a fund movement.

`POST` /api/3/receive

Obtain a current receive address for the given token

Use this service to obtain a valid address to receive crypto funds.

Request Definition

Fields	Description	Example
nonce/tonce	ever increasing integer/current timestamp in microseconds	1632398764302000/1368892862123456
ccy	traded currency	e.g. BTC, LTC, ETH, BCH
subAccount	Optional. Uuid of the subAccount of which you want to get coin address. If not specified, this will be your default subAccount.	622bcf3c-46e1-4dc5-bda4-4c9asdrf4dad

Response Definition

Fields	Description	Example
resultCode	Result code reflecting the success status of the operation.	OK
timestamp	UNIX timestamp in milliseconds	1632390252603
address	Valid crypto address	e.g. BTC, LTC, ETH, BCH
subAccount	UUID of the subAccount of which the coin address is tied to	622bcf3c-46e1-4dc5-bda4-4c9asdrf4dad

`POST` /api/3/receive/create

Create a new deposit address for a specific token

Use this service to create a new address to receive crypto funds. New address will be created only if old address has transactions.

Request Definition

Fields	Description	Example
nonce/tonce	ever increasing integer/current timestamp in microseconds	1632398764302000/1368892862123456
ccy	traded currency	e.g. BTC, LTC, ETH, BCH
subAccount	Optional. Uuid of subAccount for which you want to create a new coin address. If not specified, this will be your default subAccount.	622bcf3c-46e1-4dc5-bda4-4c9asdrf4dad

Response Definition

Fields	Description	Example
resultCode	Result code reflecting the success status of the operation.	OK
timestamp	UNIX timestamp in milliseconds	1632390252603
address	Valid new crypto address	e.g. BTC, LTC, ETH, BCH
subAccount	UUID of the sub account that the coin address is tied to.	622bcf3c-46e1-4dc5-bda4-4c9asdrf4dad

`POST` /api/3/transfer

Move funds in-between platform accounts

Use this service to move funds in-between different accounts that allows for spot order book trading/withdrawal/deposit.

Request Definition

Fields	Description	Example
nonce/tonce	ever increasing integer/current timestamp in microseconds	1632398764302000/1368892862123456
from	"From" account. See AccountType	e.g. AVAILABLE, EXCHANGE
to	"To" account. See AccountType	e.g. EXCHANGE, AVAILABLE
amount	This is the amount to move	1.5
ccy	Currency selected to move currency	e.g. BTC, ETH, LTC, BCH, USD

Account Type:

Fields	Description	Example
AVAILABLE	primary account. Used for payment-in, payment-out, iRFQ
EXCHANGE	Exchange account. Used for Spot Order book trading

Response Definition

Fields	Description	Example
timestamp	UNIX timestamp in milliseconds	1632390252603
UUID	Returns the transfer fund transaction uuid
status	If transfer fund is successful, “OK” is returned	OK
resultCode	Result Code	See Result Code

Result Code:

Result code reflects the status of the operation.

Fields	Description
OK	the fund is being transferred
INVALID_PARAMETERS	Too many decimals or Exchange product not available
INSUFFICIENT_AVAILABLE_BALANCE	account has insufficient funds to move
NO_PERMISSION	Do not have permission
SYSTEM_ERROR	system error

`POST` /api/3/transfer/list

Obtain transfer list for the account

Request Definition

Fields	Description	Example
nonce	Ever increasing integer	1632398764302000
ccy	optional - default is all the ccy	USD
date processed from	optional - default is past 7 days	1368892862123456
date processed to	optional - default is past 7 days	1368892862123456

Response Definition

Fields	Description	Example
date	UNIX timestamp in milliseconds	1368892862123456
state	state will be PROCESSING/REVERSED/PROCESSED	Sent
ccy	currency	USD
amount	amount details
From Account	Transfer from primary/exchange/brokerage	primary
To Account	Transfer to primary/exchange/brokerage	exchange

Order Management API

`POST` /api/3/order/new

Create/Replace an order

By using this method, you can create new order or amend an existing order. The API Key must have the “Place and Manage Orders” permission enabled.

tradedCurrencyAmount and settlementCurrencyAmount are mutually exclusive. You can only specify one

Request Definition (Create new order)

Fields	Description	Example
nonce/tonce	ever increasing integer/current timestamp in microseconds	1632398764302000/1368892862123456
order	Order	see Order

Order

Fields	Description	Example
orderType	Order type	LIMIT / MARKET
tradedCurrency	Traded currency(currently one of BTC, ETH, BCH and LTC)	BTC
tradedCurrencyAmount	traded currency amount, numeric number with at most 8 decimal places	1234.12345678
settlementCurrency	Settlement currency	e.g. USD, USDT, and BTC
settlementCurrencyAmount	settlement currency amount, numeric number with at most 8 decimal places	1234.12345678
buyTradedCurrency	buying traded currency or settlement currency	true or false
limitPriceInSettlementCurrency	price in settlement currency, only valid for limit order	3000.12345
immediateOrCancel	true for IMMEDIATE_OR_CANCEL order. orderType should be LIMIT	true or false
replaceExistingOrderUuid	to replace existing order	622bcf3c-46e1-4dc5-bda4-4c9asdrf4dad
replaceOnlyIfActive	Replace the order only if the order being replace is active	false

Response Definition

Fields	Description	Example
orderId	Unique id of this order.	383390532
timestamp	UNIX timestamp in milliseconds	1632390252603
resultCode	Result code reflecting the success status of the operation.	ORDER_REQUEST_SUBMITTED
orderState	Current order state	Including ACTIVE / PARTIAL_FILL / FULL_FILL / EXPIRED / PENDING_SUBMISSION. If order state is PENDING_SUBMISSION, it indicates that order is pending processing by the matching engine. Need to do order enquiry to confirm the latest state.

Possible Result code

Fields	Description
ORDER_REQUEST_SUBMITTED	Order request submitted. It is generally considered a successful response.
INSUFFICIENT_AVAILABLE_BALANCE	Insufficient available balance
TOO_MANY_OPEN_ORDERS	Too many open orders
TOO_SMALL	Order value too small
USER_NOT_VERIFIED	User is not verified for trading
INVALID_PARAMETERS	Invalid parameters, including wrong currency pair, order amount/rate too big, too many decimal place, etc

`POST` /api/3/order/cancel

Cancel a list of orders

The API Key must have "placeOrders" authority.

Request Definition

Fields	Description	Example
tonce/nonce	current timestamp in microseconds/ever increasing integer	1368892862123456/1632398764302000
orderIds	list of order ids	e.g. order id : "565f2cdf-3f34-4881-bc80-46584c2c6b8d"

Response Definition

Fields	Description	Example
timestamp	UNIX timestamp in milliseconds	1632390252603
resultCode	see result code	OK
resultCodeList	list of Cancel Status	see Cancel Status

Cancel Status

Fields	Description	Example
uuid	order's uuid	383390532
errorCode	error code	CANCEL_REQUEST_SUBMITTED

Result Code

Fields	Description
OK
OK_PARTIAL	Request failed please check resultCodeList for detail
SYSTEM_ERROR	System error
ENGINE_NOT_AVAILABLE	Engine not available. request cannot be processed
USER_ACTIVITY_RESTRICTED	The API is not enabled for this function

Error Code

Fields	Description
ORDER_NOT_FOUND	The system was unable to find the requested order.
CANCEL_REQUEST_SUBMITTED	cancel request submiited
ERROR_ORDER_STATUS_SET_NO_CANCEL_CANCELLED	The order cannot be cancelled as order is already cancelled
ERROR_ORDER_STATUS_SET_NO_CANCEL_AMENDED	The order cannot be cancelled as order ID does not exist as it has been amended
ERROR_ORDER_STATUS_SET_NO_CANCEL_MATCHED	The order cannot be cancelled as it is already fully filled
SYSTEM_ERROR	order state uncertain

Order Status APIs

`POST` /api/3/transaction/list

Querying this endpoint, returns status of your transactions (max result: 200) across the OSL platform. You can specify date range and/or offset so that you can paginate the transactions returned.

Request Definition

Fields	Description	Example
nonce/tonce	ever increasing integer/current timestamp in microseconds	1632398764302000/1368892862123456
ccy	currency	BTC (optional)
transactionState	TransactionState	e.g.PROCESSED (optional)
from	start time(inclusive) of queries transaction, format should be a number (UNIX timestamp in milliseconds) (optional)	1464675012000
to	end time(inclusive) of queries transaction, format is same as 'from' (optional)	1464679012000
max	Max results you want the endpoint to return. Note that it can be no greater than 200. Default value is 50 if not provided. (optional)	50
offset	if there is more than 'max' results between the date range you specified, this field is useful for you to get the next 'max' results (optional)	if max is 200, and there are actually 407 results in the date range, offset=400 will get you the last 7 results
lang	displayTitle and displayDescription for each transaction returned will be in the language specified. Default is "en-US". (optional)	en-US

TransactionState

Fields	Description
SUBMITTED	Transaction submitted
PROCESSED	Transaction has been processed
SUSPENDED	Transaction has been suspended
REVERSED	Transaction has been reversed
LIMIT_OVERRIDE_APPROVED	Limit overridden
CANCELLED_INSUFFICIENT_FUNDS	Cancelled insufficien funds
CANCELLED_LIMIT_BREACH	Cancelled - limit breached
PENDING_CONFIRM	Pending confirmation
PENDING_SUFFICIENT_CONFIRMATIONS	Pending confirmation
PENDING_REVERSE	Pending reversal
PENDING_LIMIT_APPROVAL	Pending limit approval

Language

Fields	Description
zh-CN	Simplified Chinese
zh-HK	Traditional Chinese
en-US	English (US)

Response Definition

Fields	Description	Example
resultCode	Result code reflecting the success status of the operation.	OK
timestamp	UNIX timestamp in milliseconds	1632390252603
transactions	list of transactions	see Transaction
count	number of transactions returned	10
totalCount	total number of transactions	50

Transaction

Fields	Description	Example
transactionClass	FILL, COUPON and etc	COUPON
uuid	uuid of the transaction	6d568392-ce9f-42b9-bfe6-074cffa78d6b
userUuid	uuid belong to the user	67271c1d-2f9b-48e2- a5bb-01c8a8ce11a4
amount	total value of the transaction	e.g -1.00345678
fee	fee included in the transaction	0.0
balanceBefore	balance before the transaction	105337.05233524
balanceAfter	balance after the transaction	105336.04887846,
ccy	currency	BTC
transactionState	transaction state	e.g. PROCESSED
transactionType	transaction type	FILL_DEBIT
received	received timestamp	1431004151000
processed	processed timestamp	1431004151000
timestampMillis	created timestamp	1464677126478
displayTitle	Order Fill	Order Filled
displayDescription	description	Sell BTC @ 3231.23333 USD / BTC or quoteId: xxxx-xxxx-xxxx-xxxxxxxxxxx

TransactionClass

Fields	Description
FILL	Spot Orderbook Trade
COIN	Digital Asset Transfer via blockchain
CASH	Cash Transfer
COUPON	Fund Transfer
MERCHANT	iRFQ Trade
OTCTRADE	OTC Trade
NONCUSTODIAL	Non Custodial

`POST` /api/3/order/info

Getting Order status

This method returns filled inter-day order info and any active orders

Request Definition

Fields	Description	Example
tonce/nonce	current timestamp in microseconds/ever increasing integer	1368892862123456/1632398764302000
orderId	Unique id of this order.	"565f2cdf-3f34-4881-bc80-46584c2c6b8d"

Response Definition

Fields	Description
resultCode	see result code
timestamp	UNIX timestamp in milliseconds
order	Order

Order

Fields	Description
orderId	Unique id of this order.
timestamp	unix timestamp
orderType	LIMIT, MARKET
orderStatus	Status code of this order
settlementCurrency	Settlement currency
settlementCurrencyAmount	Settlement currency amount
settlementCurrencyAmountOutstanding	Settlement currency amount outstanding
tradedCurrency	Traded currency
tradedCurrencyAmount	Traded currency amount
tradedCurrencyAmountOutstanding	Traded currency amount outstanding
immediateOrCancel	true for IMMEDIATE_OR_CANCEL order. orderType should be LIMIT
buyTradedCurrency	buying traded currency or settlement currency
trades	the list of Trade
replaceExistingOrderId	The order id that this order replaced
limitPriceInSettlementCurrency	price in settlement currency, only valid for limit order

Trade

Fields	Description
tradeId	trade id
orderId	order id
timestamp	unix timestamp
tradedCurrencyFillAmount	fill amount
settlementCurrencyFillAmount	fill amount
settlementCurrencyFillAmountUnrounded	fill amount
price	price
ccyPair	trade pair
side	BUY or SELL

Possible result code

Fields	Description
ORDER_NOT_FOUND	Order not found

Possible order status code

Status Code	Description
PENDING_SUBMISSION	Pending to be processed by the system
ACTIVE	Active. Pending to be matched by the system
EXPIRED	Expired
PARTIAL_FILL	Partially filled
FULL_FILL	Full filled
NO_FILL	Not filled

`POST` /api/3/order/orderId

Getting Order Info By Order ID

This endpoint returns the status of an order.

Request Definition

Fields	Description	Example
tonce/nonce	current timestamp in microseconds/ever increasing integer	1368892862123456/1632398764302000

Response Definition

Fields	Description
resultCode	see result code
timestamp	UNIX timestamp in milliseconds
order	Order

Order

Fields	Description
orderId	Unique id of this order.
timestamp	unix timestamp
orderType	LIMIT, MARKET
orderStatus	Status code of this order
settlementCurrency	Settlement currency
settlementCurrencyAmount	Settlement currency amount
settlementCurrencyAmountOutstanding	Settlement currency amount outstanding
tradedCurrency	Traded currency
tradedCurrencyAmount	Traded currency amount
tradedCurrencyAmountOutstanding	Traded currency amount outstanding
immediateOrCancel	true for IMMEDIATE_OR_CANCEL order. orderType should be LIMIT
buyTradedCurrency	buying traded currency or settlement currency
replaceExistingOrderId	The order id that this order replaced
limitPriceInSettlementCurrency	price in settlement currency, only valid for limit order
trades	the list of Trade

Trade

Fields	Description
tradeId	trade id
orderId	order id
timestamp	unix timestamp
tradedCurrencyFillAmount	fill amount
settlementCurrencyFillAmount	fill amount
settlementCurrencyFillAmountUnrounded	fill amount
price	price
ccyPair	trade pair
side	BUY or SELL

Possible result code

Result Code	Description
ORDER_NOT_FOUND	Order not found

Possible order status code

Result Code	Description
PENDING_SUBMISSION	Pending to be processed by the system
ACTIVE	Active. Pending to be matched by the system
EXPIRED	Expired
PARTIAL_FILL	Partially filled
FULL_FILL	Full filled
NO_FILL	Not filled
REPLACED	Amended order
REPLACED_PARTIAL	partially amended order
USER_CANCEL	Cancelled order
USER_CANCEL_PARTIAL	partially cancelled order
SUSPENDED	suspended order

`POST` /api/3/order/list

Get a list of all orders with execution. Max of 100 orders. If user has more than 100 orders, only the first 100 orders are returned

Request Definition

Fields	Description	Example
tonce/nonce	current timestamp in microseconds/ever increasing integer	1368892862123456/1632398764302000
offset	offset index (optional)	e.g. 0
max	max number of orders to retrieve (optional)	e.g. 10

Response Definition

Fields	Description	Example
timestamp	UNIX timestamp in milliseconds	1632390252603
resultCode	see result code	OK
orders	list of orders	see Order
count	number of orders returned	10
totalCount	total number of orders	50

Order

Fields	Description
orderId	Unique id of this order.
timestamp	unix timestamp
orderType	LIMIT, MARKET
orderStatus	Status code of this order
settlementCurrency	Settlement currency
settlementCurrencyAmount	Settlement currency amount
settlementCurrencyAmountOutstanding	Settlement currency amount outstanding
tradedCurrency	Traded currency
tradedCurrencyAmount	Traded currency amount
tradedCurrencyAmountOutstanding	Traded currency amount outstanding
immediateOrCancel	true for IMMEDIATE_OR_CANCEL order. orderType should be LIMIT
buyTradedCurrency	buying traded currency or settlement currency
trades	the list of Trade
replaceExistingOrderId	The order id that this order replaced
limitPriceInSettlementCurrency	price in settlement currency, only valid for limit order

`POST` /api/3/trade/list

Get a list of all executions

Request Definition

Fields	Description	Example
tonce/nonce	current timestamp in microseconds/ever increasing integer	1368892862123456/1632398764302000
offset	offset index	e.g. 0
max	max number of trades to retrieved	e.g. 10
reverse	Lists trades in chronological order when reverse=true. Lists trades in reverse chronological order when reverse=false. If reverse flag is not specified, the default behavior will be reverse chronological order.	e.g. reverse=true returns trades {1,2,3,4,5}. reverse=false returns trades {5,4,3,2,1}

Response Definition

Fields	Description	Example
resultCode	see result code	OK
timestamp	unix timestamp	1632413965660
trades	list of trade	see Trade
count	number of trades returned	99
totalCount	total number of trades	99

Trade

Fields	Description	Possible values
tradeId	trade id	1301c427-1df4-4dfb-9d68-3a8c55868a93
timestamp	unix timestamp	1600420538000
orderId	order id (uuid )	214472867
tradedCurrencyFillAmount	fill amount	1.00000000
settlementCurrencyFillAmount	fill amount	390.00
settlementCurrencyFillAmountUnrounded	fill amount	390.00000000
price	price	390.00000
executionId	trade execution Id	V68V
side	side of the trade	BUY
ccyPair	trade pair	e.g. BTCUSD

WebSocket

Introduction

Websocket API allows user to subscribe to market data via an unsecured websocket endpoint streamed over secure sockets (protcol wss).

Below shows an example susbcription for BTC/USD:

<BASE URL>/v4?subscribe=orderBook:BTCUSD

Once a connection is established the client will receive a stream of JSON messages that allows a them to maintain a real time view of market data.

Subscription Endpoint Details

The structure of the URL is:

wss://<root>/v4?subscribe=<instruments>
Each price subscription is of the format orderBook: e.g. orderBook:BTCUSD
Multiple subscriptions can be created on one connection by using a comma separated list of subscriptions e.g. orderBook:BTCUSD,orderBook:LTCUSD

Below shows an example susbcription for BTC/USD and LTC/USD on a single connection:

wss://oatosl.digitalmarkets.trade/realtime?subscribe=orderBook:BTCUSD,orderBook:LTCUSD

The publication frequency and depth are set by OSL and are currently set to two updates per second at a maximum depth of 25 levels per side.

If subscription is submitted for an instrument that does not exist the subscription will be rejected with http code 404, if multiple instruments are subcribed to all subscriptions are rejected if one of the instrument does not exist.

Market Data Message Details

All messages are published in JSON format. Each message contains a field called action which determines how the message should be processed by the client. A message may contain multiple price data elements that always contain a price, a side and conditionally a size.

The combination of price and side is guaranteed unique and in a naive implementation of unordered books this pair could be used as the key to a hash based map.

The value of action specifies how the message should be handled; each action type is outlined below with an example message.

Partial Message

Action partial means the message is a new snapshot message, the client should remove the existing view of the order book and replace it with prices and sizes specified in the body of the message.

{
  "table": "orderBookL2",
  "action": "partial",
  "symbol": "BTCUSD",
  "bookVersionId": 1,
  "sendTime": 1632330416488,
  "keys": [
    "symbol",
    "id",
    "side"
  ],
  "data": [
    {
      "symbol": "BTCUSD",
      "side": "Buy",
      "size": "1.0",
      "price": "43000.0"
    }
  ]
}

Insert Message

Action insert means insert or replace the current value of that price level with the new value; the value is the new absolute position for that price level. Only the size will be changed in the event of an order's price being ammended the appropriate combintation of insert/append and delete messages will be published to amend the appropriate levels.

{
  "table": "orderBookL2",
  "action": "insert",
  "symbol": "BTCUSD",
  "bookVersionId": 206,
  "sendTime": 1632335161128,
  "publishTime": 1632335161441,
  "data": [
    {
      "symbol": "BTCUSD",
      "side": "Sell",
      "size": "177.0",
      "price": "47228.0"
    },
    {
      "symbol": "BTCUSD",
      "side": "Sell",
      "size": "102.0",
      "price": "48935.0"
    }
  ]
}

Update Message

Action update means insert or replace the current value of that price level; the value is the new absolute position for that price level.

{
  "table": "orderBookL2",
  "action": "update",
  "symbol": "BTCUSD",
  "bookVersionId": 207,
  "sendTime": 1632335161128,
  "publishTime": 1632335161441,
  "data": [
    {
      "symbol": "BTCUSD",
      "side": "Sell",
      "size": "177.0",
      "price": "47228.0"
    },
    {
      "symbol": "BTCUSD",
      "side": "Sell",
      "size": "102.0",
      "price": "48935.0"
    }
  ]
}

Delete Message

Action delete means remove the price level; if the price level does not exist the message should be ignored.

{
  "table": "orderBookL2",
  "action": "delete",
  "symbol": "BTCUSD",
  "bookVersionId": 208,
  "sendTime": 1632335161128,
  "publishTime": 1632335161441,
  "data": [
    {
      "symbol": "BTCUSD",
      "side": "Sell",
      "price": "46823.0"
    }
  ]
}

Heartbeat Message

Action heartbeat is a keep alive message sent every 30 seconds for each instrument if there are no updates in that time interval.

{
  "table": "orderBookL2",
  "timestamp": 1632334653163,
  "action": "heartbeat",
  "symbol": "BTCUSD"
}

FIX

Introduction

This section contains the FIX interface specification for OSL Exchange. The document serves as a technical reference for users of the exchange when building applications that connect to the Exchange through FIX 4.4 protocol.

FIX Onboarding Process

To maintain a high level of platform integrity we require users to successfully complete a conformance test to ensure that the user’s implementation conforms to the specification outlined in this document. The certification process will test the message flow that users need.

This table below shows the activities involved

Activity	Owner
Obtain source IP from user for UAT and PROD	User
Register order management and settlement accounts for FIX user creation via trading platform	User
Provide FIX conformance test plan to user	OSL
Generate CSR key for stunnel certificate	User
Sign the CSR key from user and send back to user	OSL
Create FIX session(s) and open stunnel port to FIX engine	OSL
Whitelist source IP and port from firewall	OSL
Provide stunnel connection detail/FIX credentials to user	OSL
User completes conformance test	User
Certify user with the conformance test results	User

Connectivity Details

Access to the platform has to go through TLS/SSL encrypted TCP connection over the Internet.

FIX users have to set up a stunnel to route FIX traffic.

The OSL FIX API supports three FIX session types:

Order Management Session for managing orders (new, amend, cancel)

Market Data Session for subscribing to market data

Drop Copy Session (also known as Trade Feed) for receiving a copy of trades.

Message Flow

OSL’s FIX interface conforms to version 4.4 of the protocol.

Supported Message Types

Administrative messages:

Logon
Heartbeat
Test Request
Session-level Reject
Logout
Resend Request
Sequence Reset

Application messages supported in the order management session:

New Order Single
Order Cancel / Replace Request
Order Cancel Request
Execution Report
Order Cancel Reject

Application messages supported in the drop copy session:

Execution Report

Application messages supported in the market data session:

Market Data Request
Market Data Request Reject
Market Data – Snapshot / Full Refresh

Session Management

FIX sessions are uniquely defined by SenderCompID and TargetCompID. Any attempt to establish an additional FIX session using the same SenderCompID and TargetCompID will be rejected.

When either side of a FIX session has not sent any message for HeartBtInt<108> seconds, the FIX client/Exchange will transmit a Heartbeat<0> message. If one side of the connection does not receive any message for (HeartBtInt<108> + (HeartBtInt<108> / 5)) seconds, the other side will transmit a TestRequest<1> message. If there is still no Heartbeat<0> message received afterward, a force logout should be initiated from either end to disconnect the session.

In case of connectivity loss with the Exchange, the Exchange expects the FIX client to re-logon with the next expected sequence numbers and to handle the sequence synchronization if there’s any sequence gap detected.

For Market Data (MD) Session, the Exchange doesn’t support session management. Every MD session needs to re-login with force reset sequence number (ResetSeqNumFlag<141>=Y).

Note that upon the completion of scheduled maintenance periods it is expected that Order Management (OM) and Drop Copy (DC) sessions logon with MsgSeqNum <34> =1 and ResetSeqNumFlag<141>=Y.

Session Messages

Header and Trailer

All FIX messages must begin with header fields and end with a trailer field

Header

Tag	Field Name	Data Type	Req’d	Comments
8	BeginString	string	Y	Identifies beginning of new message and protocol version. Always the first field in a message. Value is FIX.4.4.
9	BodyLength	int	Y	Message length, in bytes, forward to the CheckSum<10> field. Always second field in message and unencrypted
35	MsgType	string	Y	Defines message type. Always third field in message.
34	MsgSeqNum	int	Y	Integer message sequence number.
49	SenderCompID	int	Y	Used to identify a firm which sends the message.
52	SendingTime	string	Y	Time of message transmission ( in UTC).
56	TargetCompID	string	Y	Used to identify a receiving firm.

Trailer

Tag	Field Name	Data Type	Req’d	Comments
10	CheckSum	int	Y	Simple checksum. Always defined as three characters in the last field in the message.

Heartbeat `<0>`

The client and the Exchange transmit the Heartbeat <0> message to verify connectivity during periods of inactivity. The Exchange will send a Heartbeat anytime it has not transmitted a message for the heartbeat interval. The client is expected to employ the same logic.

Heartbeat

Tag	Field Name	Data Type	Req’d	Comments
Standard header				MsgType (35) = 0
112	TestReqID	string	Y	Identifier to be returned in resulting Heartbeat
Standard trailer

Logon `<A>`

The Logon <A> message authenticates a user and starts a session. It must be the first message sent by any application requesting to initiate a FIX session. A message of the same type will be sent to acknowledge the logon.

Logon

Tag	Field Name	Data Type	Req’d	Comments
Standard header				MsgType (35) = A
98	EncryptMethod	int	Y	Method of encryption. Valid values: 0 = None / other
108	HeartBtInt	int	Y	Heartbeat interval (seconds)
141	ResetSeqNumFlag	boolean	Y	Indicates that both sides of the FIX session should reset sequence numbers. Values: Y = Yes, reset sequence numbers N = No
553	Username	string	Y	UserId
554	Password	string	Y	Password
Standard trailer

Test Request `<1>`

The TestRequest <1> message forces a heartbeat from the opposing application in order to verify the FIX session status, upon receiving receipt of a TestRequest the recipient should reply with a Heartbeat message stating the corresponding TestReqID.

Test Request

Tag	Field Name	Data Type	Req’d	Comments
Standard header				MsgType (35) = 1
112	TestReqID	string	Y	Identifier to be returned in resulting Heartbeat
Standard trailer

Reject `<3>`

The Reject <3> message is issued by the server when a message is received but cannot be properly processed due to deviation from the FIX specification or system error. The reason for the rejection may be given in the Text <58> field.

Reject

Tag	Field Name	Data Type	Req’d	Comments
Standard header				MsgType (35) = 3
45	RefSeqNum	int	Y	MsgSeqNum <34> of the rejected message
58	Text	int	N	Message that explains reject reason
Standard trailer

Logout `<5>`

The Logout <5> message is sent by either side to initiate a session termination. A message of the same type will be sent to acknowledge the logout.

Logout

Tag	Field Name	Data Type	Req’d	Comments
Standard header				MsgType (35) = 5
58	Text	String	N	Message that explains logout reason. Normal client logout “remote initiated logout” Force logout due to inactivity “Remote has ignored my test request. Aborting session…”
Standard trailer

Resend Request `<2>`

The Resend Request <2> message can be sent by either side to initiate the retransmission of messages. It can be used if a sequence number gap is detected, or if either side lost a message, or as a function of the initialization process.

Resend Request

Tag	Field Name	Data Type	Req’d	Comments
Standard header				MsgType (35) = 2
7	BeginSeqNo	int	Y	Sequence number of first message in range to be resent.
16	EndSeqNo	int	Y	Sequence number of last message in range to be resent.
Standard trailer

Sequence Reset `<4>`

The Sequence Reset <4> message is used by the sending application to reset the incoming sequence number on the opposing side.

Sequence Reset

Tag	Field Name	Data Type	Req’d	Comments
Standard header				MsgType (35) = 2
123	GapFillFlag	boolean	Y	Indicates replacing administrative or application messages which will not be resent. Valid values: ● Y = Gap Fill mode, ● N = Sequence Reset mode
36	NewSeqNo	int	Y	New sequence number
Standard trailer

Cancel On Disconnect

FIX users can request to enable Cancel on Disconnect function so that all open orders submitted through a FIX session will be automatically cancelled when the server identifies a disconnection of the client session in the following scenarios:

graceful logout by FIX client
ungraceful logout from either FIX server/client due to Test Request with no acknowledgement
ungraceful FIX socket disconnection
exchange downstream error/timeout

Order Execution

General Information

Instrument

FIX client retrieves the list of supported currency pairs from the Exchange. (The Exchange does not support Security Definition Request <c> message). Every order request message has to specify the instrument in Symbol <55>. e.g. 55=BTCUSD, the Exchange instrument shortname

OrdType `<40>`

The Exchange supports the following order types specify in OrdType<40> field:

1 - Market Order
2 - Limit Order

TimeInForce `<59>`

The Exchange supports the following types TimeInForce<59> field:

1 - Good Till Cancel (GTC)
3 - Immediate or Cancel (IOC)

OrdStatus `<39>`

The Exchange supports the following order status for OrdStatus<39> field:

0 - New
1 - Partially filled
2 - Filled
4 - Cancelled
5 - Replaced
8 - Rejected
9 - Suspended
C - Expired

Note that the Exchange does not support Pending OrdStatus (Pending Cancel<6>, Pending New<A> and Pending Replace<E>), the order status will be responded with the final result immediately. For example, in the event of receiving Order Cancel Request, the system will respond with Cancelled<4> immediately.

ExecType `<150>`

The Exchange supports the following execution type for ExecType <150> field:

0 - New
4 - Cancelled
5 - Replaced
8 - Rejected
9 - Suspended
C - Expired
D - Restated
F - Trade (partial fill or fill)

New Order Single

Example

Buy GTC Limit order BTCUSD Price-49417 Quantity-10

8=FIX.4.4 9=185 35=D 34=41934 49=<SenderCompID> 52=20210902-05:59:26.176 56=OSL 1=<Account> 38=10 40=2 44=49417 54=1 55=BTCUSD 59=1 60=20210902-05:59:26.176 10=203

The New Order Single message is used to submit order to the Exchange for execution.

Order Type supported

Limit Order - OrdType<40> = Limit<2>, TimeInForce<59> = Good Till Cancel (GTC)<1>
Market Order - OrdType<40> = Market<1>
Fill and Kill(FAK) / Immediate or cancel (IoC) - OrdType<40> = Limit<2>, TimeInForce<59> = Immediate or Cancel (IOC) <3>
Fill or Kill (FOK) - OrdType<40> = Limit<2>, TimeInForce<59> = Fill or Kill(FOK)<4>

New Order Single

Tag	Field Name	Data Type	Req’d	Comments
1	Account	string	Y	The Exchange user uuid which is the same as the one specify in Logon`<A>` message Username<553> field
21	HandlInst	int	N	nstructions for order handling on the Exchange Valid value: 1 = Automated execution order, private, no intervention
11	ClOrdID	string	Y	Unique identifier of the order as assigned by client.
38	OrderQty	float	Y	Quantity to trade
44	Price	float	Y	Price per unit of quantity (e.g. per 1 BTC coin)
40	OrdType	int	Y	Order type. Valid values: ● 1 = Market ● 2 = Limit
54	Side	int	Y	Side of order. Valid values: ● 1 = Buy ● 2 = Sell
55	Symbol	string	Y	Ticker symbol for instrument to trade
59	TimeInForce	int	Y	Specifies how long the order remains in effect. Valid values: ● 1 - Good Till Cancel (GTC) ● 3 - Immediate or Cancel (IOC) NOTE: Exchange will convert to GTC automatically if invalid value detected
60	TransactTime	string	Y	Time of execution/order creation in UTC i.e. yyyyMMdd-hh:mm:ss:xxx
110	MinQty	float	N	Minimum quantity of the order to be executed.
111	MaxFloor	float	N	Maximum quantity within the order to tbe shown on the exchange at any given time.
453	NoPartyIDs	int	Y	A repeating group which should contain unique combinations of below tags: ● PartyID <448> ● PartyIDSource <447> ● PartyRole <452>
`>>`448	PartyID	string	Y	Party identifier/code. It can be an Exchange firm name or user unique identifier that is the same as tag 1. e.g. XXXX_GROUP
`>>`447	PartyIDSource	string	Y	Identifies class or source of PartyID <448> Valid value: ● D = Proprietary/Custom code
`>>`452	PartyRole	int	Y	Identifies the type of PartyID <448> Valid values: ● 1 = Executing Firm ● 12 = Executing Trader ● 5 = Investor ID (subaccount identifier)
Standard trailer

Order Cancel / Replace Request `<G>`

Example

Sell GTC Limit order BTCUSD Price-49110 Quantity-3

8=FIX.4.4 9=221 35=G 34=68961 49=<SenderCompID> 52=20210902-05:39:08.565 56=OSL 11=110462467 38=3 40=2 41=110462461 44=49110 54=2 55=BTCUSD 59=1 60=20210902-05:39:08.565 453=1 448=<PartyID> 447=D 452=1 10=073

The Order Cancel/Replace Request message is used to amend an existing order

Order Cancel / Replace Request

Tag	Field Name	Data Type	Req’d	Comments
Standard header				MsgType (35) = G
11	ClOrdID	string	Y	Unique identifier of the order as assigned by client.
41	OrigClOrdID	string	Y	ClOrdID <11> of the existing order that the amend request want to execute
37	OrderID	string	N	Unique identifier for Order as assigned by the Exchange.
44	Price	float	Y	Price per unit of quantity (e.g. per 1 BTC coin)
38	OrderQty	float	Y	Quantity to trade
40	OrdType	int	Y	Order type. Valid values: ● 1 = Market ● 2 = Limit
54	Side	int	Y	Side of order. Valid values: ● 1 = Buy ● 2 = Sell
55	Symbol	string	Y	Ticker symbol for Instrument to trade
59	TimeInForce	int	Y	Specifies how long the order remains in effect. Valid values: ● 1 - Good Till Cancel (GTC) ● 3 - Immediate or Cancel (IOC) NOTE: Exchange will convert to GTC
60	TransactTime	string	Y	Time of execution/order creation in UTC i.e. yyyyMMdd-hh:mm:ss:xxx
110	MinQty	float	N	Minimum quantity of the order to be executed.
111	MaxFloor	float	N	Maximum quantity within the order to tbe shown on the exchange at any given time.
453	NoPartyIDs	int	Y	A repeating group which should contain unique combinations of below tags ● PartyID <448> ● PartyIDSource <447> ● PartyRole <452>
`>>`448	PartyID	string	Y	Party identifier/code. It can be an Exchange firm name or user unique identifier that is the same as tag 1. e.g. XXXX_GROUP
`>>`447	PartyIDSource	string	Y	Identifies class or source of PartyID <448> Valid value: ● D = Proprietary/Custom code
`>>`452	PartyRole	int	Y	Identifies the type of PartyID <448> Valid values: ● 1 = Executing Firm ● 12 = Executing Trader
Standard trailer

Order Cancel Request `<F>`

Example

Cancel BTCUSD Buy Order

8=FIX.4.4 9=155 35=F 34=41934 49=<SenderCompID> 52=20210902-05:59:26.066 56=OSL 11=1630812684 37=1611395539 38=10 41=4538388570411831233 54=1 55=BTCUSD 60=20210902-05:59:26.066 10=036

The Order Cancel Request message is used to cancel an existing order with remaining quantity.

Order Cancel Request

Tag	Field Name	Data Type	Req’d	Comments
Standard header				MsgType (35) = F
11	ClOrdID	string	Y	Unique identifier of the order as assigned by client.
41	OrigClOrdID	string	Y	ClOrdID <11> of the existing order that the cancel request want to execute
37	OrderID	string	N	Unique identifier for Order as assigned by the Exchange
38	OrderQty	float	Y	Quantity to trade
54	Side	int	Y	Side of order. Valid values: ● 1 = Buy ● 2 = Sell
55	Symbol	string	Y	Ticker symbol for Instrument to trade
60	TransactTime	string	Y	Time of execution/order creation in UTC i.e. yyyyMMdd-hh:mm:ss:xxx
Standard trailer

Execution Report `<8>`

Example

8=FIX.4.4 9=472 35=8 49=OSL 56=<TargetCompID> 34=457096 52=20210902-06:32:36.670 37=161147158 198=11FW6K6 11=4538670045388666524 453=2 448=OSLDS GROUP 447=D 452=1 448=<PartyID> 447=D 452=12 17=1630537869.15910996:1.1 150=0 39=0 1=<Account> 660=93 63=0 55=BTCUSD 54=1 854=0 38=50 40=2 423=2 44=49110 59=1 151=50 14=0 6=0 75=20210902 60=20210902-06:32:36.497 381=0 119=187710 120=USD 155=0 156=M 110=0 111=50 797=N 136=1 137=0 138=USD 139=7 10=227

The Execution Report <8> message is used to

acknowledge the receipt of an order
confirm changes to an existing order (i.e. cancelled or replaced)
reject orders

Execution Report

Tag	Field Name	Data Type	Req’d	Comments
Standard header - Outgoing				MsgType (35) = 8
37	OrderID	string	Y	Unique identifier for Order as assigned by the Exchange
198	SecondaryOrderID	string	N	Unique identifier for Order as assigned by the Exchange(in a different format)
11	ClOrdID	string	Y	Unique identifier of the order as assigned by client.
41	OrigClOrdID	string	Y	ClOrdID <11> of the existing order that the amend/cancel request want to execute
453	NoPartyIDs	int	Y	A repeating group which should contain unique combinations of below tags ● PartyID <448> ● PartyIDSource <447> ● PartyRole <452>
`>>448`	PartyID	string	Y	Party identifier/code. It can be an Exchange firm name or user unique identifier that is the same as tag 1. e.g. XXXX_GROUP
`>>447`	PartyIDSource	string	Y	Identifies class or source of PartyID <448> Valid value: ● D = Proprietary/Custom code
`>>452`	PartyRole	int	Y	Identifies the type of PartyID <448> Valid values: ● 1 = Executing Firm ● 12 = Executing Trader ● 5 = Investor ID (subaccount identifier)
17	ExecID	string	Y	Unique identifier of execution message as assigned by the Exchange
527	SecondaryExecID	string	N	Unique identifier for executed fill as assigned by the Exchange(in a different format), an alphanumeric string of no more than 20 characters
150	ExecType	string	Y	Describes the specific Execution Report while OrdStatus <39> will always identify the current order status Valid values: ● 0 - New ● 4 - Canceled ● 5 - Replaced ● 8 - Rejected ● C - Expired ● F - Trade (partial fill or fill)
39	OrdStatus	string	Y	Identifies current status of order. Valid values: ● 0 - New ● 1 - Partially filled ● 2 - Filled ● 4 - Cancelled ● 5 - Replaced ● 8 - Rejected ● C - Expired
378	ExecRestatement	int	N	Code to identify reason for an ExecutionRpt <8> message sent with ExecType `<150>`=’Restated’ `<D>`. Valid values: ● 8 - Market (Exchange) Option
382	NoContraBrokers	int	N	Number of repeating groups of contra brokers
`>>375`	ContraBroker	string	N	Can be used to provide additional trade into by executing system. Required if NoContraBroker (382) is > 0.
1	Account	string	Y	The Exchange user uuid which is the same as the one specify in Logon `<A>` message Username <553> field
660	AcctIDSource	int	Y	Uses to identify the source of the Account <1> code. Valid value: ● 99 - Other (custom or proprietary)
63	SettleType	int	Y	Indicates order settlement period. Valid value: ● 0 - Regular
55	Symbol	string	Y	Ticker symbol for Instrument to trade
54	Side	int	Y	Side of order. Valid values: ● 1 = Buy ● 2 = Sell
31	LastPx	float	C	The price of this trade. Required if ExecType = TRADE (150=F)
32	LastQty	float	C	The quantity bought / sold on this trade. Required if ExecType = TRADE (150=F)
854	QtyType	int	Y	Type of quantity Valid values: ● 0 = Units (currency)
38	OrderQty	float	Y	Quantity to trade
40	OrdType	int	Y	Order type. Valid values: ● 1 = Market ● 2 = Limit
59	TimeInForce	int	Y	Specifies how long the order remains in effect. Valid values: ● 1 - Good Till Cancel (GTC) ● 3 - Immediate or Cancel (IOC) NOTE: Exchange will convert Day Order to GTC automatically to GTC
423	PriceType	int	Y	Code to represent the price type. Valid values: ● 2 = Per unit
44	Price	float	Y	Price per unit of quantity (e.g. per 1 BTC coin)
1057	AggressorIndicat or	boolean	N	Used to identify whether the order initiator is an aggressor or not in the trad
151	LeavesQty	float	Y	Outstanding quantity for further execution.
14	CumQty	float	Y	Total quantity filled
6	AvgPx	float	Y	Calculated average price of all fills on this order.
75	TradeDate	string	Y	Indicates date of trade(UTC) referenced in YYYYMMDD format
60	TransactTime	string	Y	Time of execution/order creation in UTC i.e. yyyyMMdd-hh:mm:ss:xxx
381	GrossTradeAmt	float	N	Total amount traded (e.g. CumQty <14> * AvgPx <6>) expressed in units of currency.
119	SettlCurrAmt	float	Y	Total amount due expressed in settlement currency
120	SettlCurrency	string	Y	Currency code of settlement denomination. Valid values e.g.: ● USD ● USDT
155	SettlCurrFxRate	float	N	Foreign exchange rate used to compute SettlCurrAmt (119) from Currency (15) to SettlCurrency (120)
156	SettlCurrFxRateCalc	char	N	Specifies whether or not SettlCurrFxRate (155) should be multiplied or divided. Valid values: ● M=Multiply ● D=Divide
110	MinQty	float	N	Minimum quantity of the order to be executed.
111	MaxFloor	float	N	Maximum quantity within the order to tbe shown on the exchange at any given time.
136	NoMiscFee	int	Y	Number of repeating groups of miscellaneous fees
`>>137`	MiscFeeAmt	float	Y	Miscellaneous fee value
`>>138`	MiscFeeCurr	string	Y	Currency of miscellaneous Valid values e.g.: ● USD ● USDT
`>>139`	MiscFeeType	int	Y	Indicates type of miscellaneous fee Valid value: ● 7=Other
797	CopyMsgIndicator	boolean	N	Indicates whether or not this message is a drop copy of another message.
58	Text	string	Y	providing supplemental information on the order
Standard trailer

Order Cancel Reject <9>

Example

8=FIX.4.4 9=217 35=9 49=OSL 56=<TargetCompID> 34=360993 52=20210902-07:01:17.971 37=NONE 11=<ClOrderID> 41=<OrigClOrdID> 39=4 434=1 102=0 58=MarketGrid ResultCode: 22215 (ErrorParam: 0) [101] 10=232

When an order cancellation or order replacement fails, the system will send this message.

Order Cancel Reject

Tag	Field Name	Data Type	Req’d	Comments
Standard header - Outgoing				MsgType (35) = 9
11	ClOrdID	string	Y	Unique identifier of the order as assigned by client.
41	OrigClOrdID	string	Y	ClOrdID <11> of the existing order that the replace/cancel request want to execute
37	OrderID	string	N	Unique identifier for Order as assigned by the Exchange
39	OrdStatus	string	Y	Identifies current status of order. Valid values: ● 0 - New ● 1 - Partially filled ● 2 - Filled ● 4 - Cancelled ● 5 - Replaced ● 8 - Rejected ● C - Expired
434	CxlRejResponseTo	int	Y	Identifies the type of request that the Cancel Reject <9> is in response to. Valid values: ● 1 = Order Cancel Request `<F>` ● 2 = Order Cancel/Replace Request `<G>`
102	CxlRejReason	int	Y	Code to identify reason for canceling rejection. Valid values: ● 0 = Too late to cancel
58	Text	string	Y	providing supplemental information on reject reason
Standard trailer

Market Data

This section describes the message flow for the Exchange market data distribution functionality.

Market Data Request `<V>`

Market Data Request

Tag	Field Name	Data Type	Req’d	Comments
Standard header - Outgoing				MsgType (35) = V
146	NoRelatedSym	int	Y	Specifies the number of repeating Symbol <55> tags
55	Symbol	string	Y	e.g. BTCUSD
262	MDReqID	string	Y	Unique identifier for Market Data Request
263	SubscriptionRequestType	int	Y	Indicates to the other party what type of response is expected. Valid values: ● 0 = Snapshot ● 1 = Snapshot + Updates (Subscribe) ● 2 = Disable previous Snapshot + Update Request (Unsubscribe)
264	MarketDepth	int	Y	Depth of market for Book Snapshot Valid values: ● 0 - full market depth ● 1 - top of book ● > 1 - full market depth
265	MDUpdateType	int	Y	Specifies the type of Market Data update Valid values: ● 1 = Incremental Refresh
267	NoMDEntryTypes	int	Y	Specifies the number of repeating MDEntryType <269> entries.
`>>269	`	MDEntryType	char	Y
Standard trailer

Market Data - Snapshot/Full Refresh `<W>`

Market Data - Snapshot/Full Refresh

Tag	Field Name	Data Type	Req’d	Comments
Standard header - Outgoing				MsgType (35) = W
262	MDReqID	string	Y	Unique identifier for Market Data Request
55	Symbol	string	Y	e.g. BTCUSD
451	NetChgPrevDay	float	Y	Net change from previous day's closing price vs. last traded price
268	NoMDEntries	int	Y	Number of repeating groups following
`>>54`	Side	Int	N	When MDEntryType(269) = 2(trade), this tag will appear.
`>>269`	MDEntryType	char	Y	Entries that the firm requesting the Market Data is interested in receiving. There can be multiple fields, as defined by field 267. Valid values: ● 0 = Bid ● 1 = Offer ● 2 = Trade ● 4 = Opening Price ● 5 = Closing Price ● 7 = Trading Session High Price ● 8 = Trading Session Low Price ● B = Trade Volume
`>>270`	MDEntryPx	price	Y	Price of the Market Data Entry
`>>271`	MDEntrySize	int	Y	Number of units available (or the maximum trade size) at the time the market data snapshot was generated
`>>272`	MDEntryDate	string	Y	UTC date of rate data i.e. yyyyMMdd
`>>336`	TradingSessionID	string	Y	Identifier for Trading Session Valid values: ● CONTINUOUS
`>>346`	NumberOfOrders	int	Y	Number of orders in the market.
`>>290`	MDEntryPositionNo	int	Y	Display position of a bid or offer, numbered from most competitive to least competitive
Standard trailer

Market Data – Incremental Refresh `<X>`

Market Data – Incremental Refresh

Tag	Field Name	Data Type	Req’d	Comments
Standard header - Outgoing				MsgType (35) = X
262	MDReqID	string	Y	Unique identifier for Market Data Request
268	NoMDEntries	int	Y	Number of repeating groups following
`>>54`	Side	Int	N	When MDEntryType(269) = 2(trade), this tag is appeared to indicate if the trade aggressor Valid values: ● 1 = Buy ● 2 = Sell
`>>279`	MDUpdateAction	int	Y	Type of Market Data update action Valid values: ● 1 = Change ● 2 = Delete
`>>269`	MDEntryType	char	Y	Entries that the firm requesting the Market Data is interested in receiving. There can be multiple fields, as defined by field 267 Valid values: ● 0 = Bid ● 1 = Offer ● 2 = Trade ● 7 = Trading Session High Price ● 8 = Trading Session Low Price ● B = Trade Volume
`>>278`	MDEntryID	string	Y	Unique Market Data Entry identifier.
`>>55`	Symbol	string	Y	e.g. BTCUSD
`>>270`	MDEntryPx	price	Y	Price of the Market Data Entry
`>>271`	MDEntrySize	int	Y	Number of units available (or the maximum trade size) at the time the market data snapshot was generated
`>>346`	NumberOfOrders	int	Y	Number of orders in the market.
Standard trailer

Market Data – Market Data Request Reject `<Y>`

Market Data Request Reject

Tag	Field Name	Data Type	Req’d	Comments
Standard header - Outgoing				MsgType (35) = Y
262	MDReqID	string	Y	Unique identifier for Market Data Request
281	MDReqRejReason	char	Y	Reason for a Market Data request rejection. Valid values: ● 0 = Unknown symbol ● 1 = Duplicate MDReqID <262> ● 4 = Unsupported Subscription Request Type
Standard trailer

Drop Copy

This section describes the message flow for the Exchange drop copy functionality. FIX drop copy is designed to deliver real-time information about trading activity taking place at the Exchange and about order activity when orders are entered, modified, canceled or executed.

Two subscription types are available:

Session Reconciliation - consists of only trade-related transactions of a particular order management session.
Market Level Reconciliation - consists of order and trade-related transactions for the market order book, only available for OSL market surveillance partners.

Error Codes

Code	Error Name	Description
1002	SystemSuspended	System is suspended
1106	UsermanagerSuspended	User is suspended
1192	SessionError	Session error
19087	InvalidOrder	Order is invalid
20002	OrderInvalidSide	Order get rejected with invalid side
20003	OrderInvalidType	Order get rejected with invalid type
20004	OrderInvalidPrice	Order get rejected with invalid price
20005	OrderInvalidQuantity	Order get rejected with invalid quantity
20007	OrderInvalidExpiryDate	Order get rejected with invalid expiry date
20008	OrderInvalidExpiryTime	Order get rejected with invalid expiry time
20009	OrderInvalidPriceStep	Order get rejected with invalid price step
20015	OrderUserSuspended	Order get rejected with user being suspended
20024	OrderInsufficientHoldings	Order get rejected with insufficient holdings
20025	OrderNoHoldings	Order get rejected with no holidings
20026	OrderQuantityTooSmall	Order get rejected with quantity smaller than the minimum quantity
20027	OrderQuantityTooLarge	Order get rejected with quantity larger than the maximum quantity
20031	OrderInsufficientCash	Order get rejected with insufficient Cash
20032	OrderInvalidCurrency	Order get rejected with invalid currency
20033	OrderInvalidSettlementCurrency	Order get rejected with invalid settlement currency
20062	OrderValueTooSmall	Order value cannot be too small
20063	OrderValueTooLarge	Order value cannot be too large
20066	OrderInvalidQuantityStep	Order get rejected with invalid quantity step
20088	OrderInstrumentmarketClosed	Order get rejected because instrument market is closed
20115	OrderPriceZero	Order price cannot be zero
20116	OrderPriceNegative	Order price cannot be negative
20117	OrderPriceTooLow	Order price cannot be too low
20118	OrderPriceTooHigh	Order price cannot be too high
20132	It relates to an "immediate" order like a market or FOK that could not be matched (so is rejected)	The Market/FOK order get rejected because there is no orders on the order book to match with.
22213	OrderStatusSetNoCancelMatched	Order matched, cancel not allowed
22215	OrderStatusSetNoCancelCancelled	Order cancelled, cancel not allowed
22301	OrderAmendNotAvailable	Failed to amend an order which has already filled

FIX - Next Gen (2021 onwards)

Introduction

In 2021 a new FIX implementation was introduced into the OSL stack offering a higher level of stability and compliance to FIX 4.4, and enhanced message recovery options.

This section contains the FIX interface specification for the new FIX implementation of the OSL Exchange. The document serves as a technical reference for users of the exchange when building applications that connect to the Exchange through FIX 4.4 protocol.

FIX Onboarding Process

This table below shows the activities involved

Activity	Owner
Obtain source IP from user for UAT and PROD	User
Register order management and settlement accounts for FIX user creation via trading platform	User
Provide FIX conformance test plan to user	OSL
Generate CSR key for stunnel certificate	User
Sign the CSR key from user and send back to user	OSL
Create FIX session(s) and open stunnel port to FIX engine	OSL
Whitelist source IP and port from firewall	OSL
Provide stunnel connection detail/FIX credentials to user	OSL
User completes conformance test	User
Certify user with the conformance test results	User

Connectivity Details

Access to the platform has to go through TLS/SSL encrypted TCP connection over the Internet.

FIX users have to set up a stunnel to route FIX traffic.

The OSL FIX API supports three FIX session types:

Order Management Session for managing orders (new, amend, cancel)

Market Data Session for subscribing to market data

Drop Copy Session (also known as Trade Feed) for receiving a copy of trades.

Message Flow

OSL’s FIX interface conforms to version 4.4 of the protocol.

Supported Message Types

Administrative messages:

Logon
Heartbeat
Test Request
Session-level Reject
Business Message Reject
Logout
Resend Request
Sequence Reset

Application messages supported in the order management session:

New Order Single
Order Cancel / Replace Request
Order Cancel Request
Execution Report
Order Cancel Reject

Application messages supported in the drop copy session:

Execution Report

Application messages supported in the market data session:

Market Data Request
Market Data Request Reject
Market Data Snapshot - Full Refresh
Market Data Snapshot - Incremental Refresh

Session Management

FIX sessions are uniquely defined by SenderCompID and TargetCompID. Any attempt to establish an additional FIX session using the same SenderCompID and TargetCompID will be rejected.

For Market Data (MD) Session, the Exchange doesn’t support session management. Every MD session needs to re-login with force reset sequence number (ResetSeqNumFlag<141>=Y).

Note that upon the completion of scheduled maintenance periods it is expected that Order Management (OM) and Drop Copy (DC) sessions logon with MsgSeqNum <34> =1 and ResetSeqNumFlag<141>=Y.

Session Messages

Header and Trailer

All FIX messages must begin with header fields and end with a trailer field

Standard Header

Tag	Field Name	Data Type	Req’d	Comments
8	BeginString	string	Y	Identifies beginning of new message and protocol version. Always the first field in a message. Value is FIX.4.4.
9	BodyLength	int	Y	Message length, in bytes, forward to the CheckSum<10> field. Always second field in message and unencrypted.
35	MsgType	string	Y	Defines message type. Always third field in message.
49	SenderCompID	int	Y	Used to identify a firm which sends the message.
56	TargetCompID	string	Y	Used to identify a receiving firm.
34	MsgSeqNum	int	Y	Integer message sequence number.
43	PosDupFlag	boolean	C	Required for retransmitted messages as a result of ResendRequest.
97	PossResend	boolean	C	Required when message may be a duplicate of another message sent under a different sequence number.
122	OrigSendingTime	timestamp	C	Required for messages sent as a result of ResendRequest. Time of original transmission in UTC.
52	SendingTime	timestamp	Y	Time of message transmission in UTC.

Standard Trailer

Tag	Field Name	Data Type	Req’d	Comments
10	CheckSum	int	Y	Simple checksum. Always defined as three characters in the last field in the message.

Heartbeat `<0>`

The client and the Exchange transmit the Heartbeat <0> message to verify connectivity during periods of inactivity. The Exchange will send a Heartbeat anytime it has not transmitted a message during the heartbeat interval. The client is expected to employ the same logic.

Tag	Field Name	Data Type	Req’d	Comments
Standard header			Y	MsgType (35) = 0
112	TestReqID	string	C	Identifier to be returned in resulting Heartbeat if requested from a TestRequest.
Standard trailer			Y

Logon `<A>`

Tag	Field Name	Data Type	Req’d	Comments
Standard header			Y	MsgType (35) = A
98	EncryptMethod	int	Y	Method of encryption. Valid values: ●0 = None / other
108	HeartBtInt	int	Y	Heartbeat interval (seconds).
141	ResetSeqNumFlag	boolean	N	Indicates that both sides of the FIX session should reset sequence numbers. Values: ●Y = Yes, reset sequence numbers ●N = No (default)
553	Username	string	Y	UserId (provided during onboarding).
554	Password	string	Y	Password (provided during onboarding).
Standard trailer			Y

Test Request `<1>`

The Test Request <1> message forces a heartbeat from the opposing application in order to verify the FIX session status; upon receiving receipt of a TestRequest the recipient should reply with a Heartbeat message stating the corresponding TestReqID.

Tag	Field Name	Data Type	Req’d	Comments
Standard header			Y	MsgType (35) = 1
112	TestReqID	string	Y	Identifier to be returned in the resulting Heartbeat.
Standard trailer			Y

Reject `<3>`

Tag	Field Name	Data Type	Req’d	Comments
Standard header			Y	MsgType (35) = 3
45	RefSeqNum	int	Y	MsgSeqNum <34> of the rejected message.
371	RefTagID	int	N	The tag number of the FIX field being referenced.
372	RefMsgType	string	N	The MsgType (35) of the message being referenced.
373	SessionRejectReason	int	N	Code to identify the reason for the session level Reject message.
58	Text	string	N	Message that explains reject reason.
Standard trailer			Y

Logout `<5>`

The Logout <5> message is sent by either side to initiate a session termination. A response message of the same type will be sent to acknowledge the logout.

Tag	Field Name	Data Type	Req’d	Comments
Standard header			Y	MsgType (35) = 5
58	Text	String	N	Message that explains logout reason. Normal client logout “remote initiated logout” Force logout due to inactivity “Remote has ignored my test request. Aborting session…”
Standard trailer			Y

Resend Request `<2>`

Tag	Field Name	Data Type	Req’d	Comments
Standard header			Y	MsgType (35) = 2
7	BeginSeqNo	int	Y	Sequence number of first message in range to be resent.
16	EndSeqNo	int	Y	Sequence number of last message in range to be resent. Set EndSeqNo=0 if all messages subsequent to BeginSeqNo are required.
Standard trailer			Y

Sequence Reset `<4>`

The Sequence Reset <4> message is used by the sending application to reset the incoming sequence number on the opposing side.

Tag	Field Name	Data Type	Req’d	Comments
Standard header			Y	MsgType (35) = 2
123	GapFillFlag	boolean	N	Indicates replacing administrative or application messages which will not be resent. Valid values: ● Y = Gap Fill mode ● N = Sequence Reset mode
36	NewSeqNo	int	Y	New sequence number.
Standard trailer			Y

Business Message Reject `<j>`

The Business Message Reject <j> message is issued by the server when a message is received but cannot be properly processed due to a business level rule violation. The reason for the rejection may be given in the Text <58> field.

Tag	Field Name	Data Type	Req’d	Comments
Standard header			Y	MsgType (35) = j
45	RefSeqNum	int	N	MsgSeqNum <34> of the rejected message.
372	RefMsgType	string	Y	The MsgType (35) of the message being referenced.
380	BusinessRejectReason	int	Y	Code to identify the reason for the BusinessMessageReject message.
379	BusinessRejectRefID	String	N	The value of the business level "ID" field on the message being referenced.
58	Text	string	N	Message that explains reject reason.
Standard trailer			Y

Cancel On Disconnect

graceful logout by FIX client
ungraceful logout from either FIX server/client due to Test Request with no acknowledgement
ungraceful FIX socket disconnection
exchange downstream error/timeout

Missed Execution Reports

FIX users will receive execution reports that they missed whilst not logged in the next time they log in.

For example, if an order was cancelled during log out and the client disconnected before they received an execution report, they will receive it on their next log in.

Legacy Mode

For FIX users that don't wish to receive missed execution reports, legacy mode can be set and the client can request to reset sequence numbers on log in. This will stop them from receiving any missed execution reports, simulating the behaviour from the legacy FIX implementation.

FIX users must request this mode during onboarding, and send 141=Y in Logon messages.

Order Execution

General Information

Instrument

OrdType `<40>`

The Exchange supports the following order types specify in OrdType<40> field:

1 - Market Order
2 - Limit Order

TimeInForce `<59>`

The Exchange supports the following types TimeInForce<59> field:

0 - Day
1 - Good Till Cancel (GTC)
3 - Immediate or Cancel (IOC)
4 - Fill or Kill (FOK)
6 - Good Till Day (GTD)

OrdStatus `<39>`

The Exchange supports the following order status for OrdStatus<39> field:

0 - New
1 - Partially filled
2 - Filled
4 - Cancelled
5 - Replaced
8 - Rejected
9 - Suspended
C - Expired

Note that the Exchange does not support Pending OrdStatus (Pending Cancel<6>, Pending New<A> and Pending Replace<E>), the order status will contain the final result immediately. For example, in the event of receiving an Order Cancel Request, the system will respond with Cancelled<4> immediately.

ExecType `<150>`

The Exchange supports the following execution type for ExecType <150> field:

0 - New
4 - Cancelled
5 - Replaced
8 - Rejected
9 - Suspended
C - Expired
D - Restated
F - Trade (partial fill or fill)

New Order Single

Example

Buy GTC Limit order BTCUSD Price=49417 Quantity=10

8=FIX.4.4 9=204 35=D 34=41934 49=<SenderCompID> 52=20211108-14:07:01.316 56=OSL 1=<Account> 11=<ClOrdID>  38=10 40=2 44=49417  54=1 55=BTCUSD 59=1 60=20211108-14:07:01.316 10=054

The New Order Single message is used to submit order to the Exchange for execution.

Order Types Supported

Limit Order (Day) - OrdType<40> = Limit<2>, TimeInForce<59> = Day<0>
Limit Order (GTC) - OrdType<40> = Limit<2>, TimeInForce<59> = Good Till Cancel (GTC)<1>
Limit Order (GTD) - OrdType<40> = Limit<2>, TimeInForce<59> = Good Till Day (GTD)<6>
Market Order - OrdType<40> = Market<1>, no TimeInForce specified
Immediate or cancel (IOC) - OrdType<40> = Limit<2>, TimeInForce<59> = Immediate or Cancel (IOC)<3>
Fill or Kill (FOK) - OrdType<40> = Limit<2>, TimeInForce<59> = Fill or Kill(FOK)<4>

Tag	Field Name	Data Type	Req’d	Comments
Standard header			Y	MsgType (35) = D
1	Account	string	Y	The Exchange user uuid which should match the one specified in the Logon`<A>` message Username<553> field.
21	HandlInst	int	N	Instructions for order handling on the Exchange Valid value: ● 1 = Automated execution order, private, no intervention.
11	ClOrdID	string	Y	Unique identifier of the order as assigned by client.
38	OrderQty	float	Y	Quantity to trade.
44	Price	float	C	Price per unit of quantity (e.g. per 1 BTC coin). Not specified for Market (40=1) orders.
423	PriceType	int	N	Code to represent the price type. Value value: ● 2 = Per unit
40	OrdType	int	Y	Order type. Valid values: ● 1 = Market ● 2 = Limit
54	Side	int	Y	Side of order. Valid values: ● 1 = Buy ● 2 = Sell
55	Symbol	string	Y	Ticker symbol for instrument to trade.
59	TimeInForce	int	N	Specifies how long the order remains in effect. Valid values: ● 0 - Day ● 1 - Good Till Cancel (GTC) ● 3 - Immediate or Cancel (IOC) ● 4 - Fill or Kill (FOK) ● 6 - Good Till Day (GTD) NOTE: Exchange will convert to Day automatically if invalid value detected. For market orders TIF will be ignored.
60	TransactTime	timestamp	Y	Time of execution/order creation in UTC i.e. yyyyMMdd-hh:mm:ss:xxx
126	ExpireTime	timestamp	C	Date/time of order expiration (UTC). Required if TimeInForce is GTD (59=6) and ExpireDate (432) is not present in the message.
432	ExpireDate	timestamp	C	The date of order expiration (local market date). Required if TimeInForce is GTD (59=6) and ExpireTime (126) is not present in the message.
110	MinQty	float	N	Minimum quantity of the order to be executed.
111	MaxFloor	float	N	Maxium quantity within the order to tbe shown on the exchange at any given time.
453	NoPartyIDs	int	N	A repeating group which should contain unique combinations of below tags: ● PartyID <448> ● PartyIDSource <447> ● PartyRole <452>
`>>`448	PartyID	string	C	Party identifier/code. It can be an Exchange firm name or user unique identifier that is the same as tag 1. e.g. XXXX_GROUP.
`>>`447	PartyIDSource	string	N	Identifies class or source of PartyID <448> Valid value: ● D = Proprietary/Custom code
`>>`452	PartyRole	int	N	Identifies the type of PartyID <448> Valid values: ● 1 = Executing Firm ● 12 = Executing Trader
Standard trailer			Y

Order Cancel / Replace Request `<G>`

Example

Sell GTC Limit order BTCUSD Price-49110 Quantity-3

8=FIX.4.4 9=216 35=G 34=68961 49=<SenderCompID> 52=20211108-15:44:28.546 56=OSL 11=<ClOrdID> 37=<OrderID> 38=3 40=2 41=<OrigClOrdID> 44=49110 54=1 55=BTCUSD 59=1 60=20211108-15:44:28.546 453=1 448=<PartyID> 447=D 452=1 10=026

The Order Cancel/Replace Request message is used to amend an existing order.

Tag	Field Name	Data Type	Req’d	Comments
Standard header			Y	MsgType (35) = G
11	ClOrdID	string	Y	Unique identifier of the order as assigned by client.
41	OrigClOrdID	string	Y	ClOrdID <11> of the existing order that the amend request want to execute.
37	OrderID	string	N	Unique identifier for Order as assigned by the Exchange.
44	Price	float	C	Price per unit of quantity (e.g. per 1 BTC coin). Not specified for Market (40=1) orders.
38	OrderQty	float	Y	Quantity to trade.
40	OrdType	int	Y	Order type. Valid values: ● 1 = Market ● 2 = Limit
54	Side	int	Y	Side of order. Valid values: ● 1 = Buy ● 2 = Sell
55	Symbol	string	Y	Ticker symbol for Instrument to trade.
59	TimeInForce	int	N	Specifies how long the order remains in effect. Valid values: ● 0 - Day ● 1 - Good Till Cancel (GTC) ● 3 - Immediate or Cancel (IOC) ● 4 - Fill or Kill (FOK) ● 6 - Good Till Day (GTD) NOTE: Exchange will convert to Day automatically if invalid value detected. For market orders TIF will be ignored.
60	TransactTime	timestamp	Y	Time of execution/order creation in UTC i.e. yyyyMMdd-hh:mm:ss:xxx
110	MinQty	float	N	Minimum quantity of the order to be executed.
111	MaxFloor	float	N	Maximum quantity within the order to tbe shown on the exchange at any given time.
453	NoPartyIDs	int	N	A repeating group which should contain unique combinations of below tags: ● PartyID <448> ● PartyIDSource <447> ● PartyRole <452>
`>>`448	PartyID	string	C	Party identifier/code. It can be an Exchange firm name or user unique identifier that is the same as tag 1. e.g. XXXX_GROUP.
`>>`447	PartyIDSource	string	N	Identifies class or source of PartyID <448> Valid value: ● D = Proprietary/Custom code
`>>`452	PartyRole	int	N	Identifies the type of PartyID <448> Valid values: ● 1 = Executing Firm ● 12 = Executing Trader
Standard trailer			Y

Order Cancel Request `<F>`

Example

Cancel BTCUSD Buy Order

8=FIX.4.4|9=196 35=F 34=41934 49=<SenderCompID> 52=20211108-16:04:29.393 56=OSL 11=1630812684 37=1611395539 38=10 41=4538388570411831233 54=1 55=BTCUSD 60=20211108-16:04:29.393 10=046

The Order Cancel Request message is used to cancel an existing order with remaining quantity.

Order Cancel Request

Tag	Field Name	Data Type	Req’d	Comments
Standard header			Y	MsgType (35) = F
11	ClOrdID	string	Y	The value of ClOrdID (11) referred in the corresponding OrderCancelRequest (35=F) or OrderCancelReplaceRequest (35=G).
41	OrigClOrdID	string	Y	ClOrdID <11> of the existing order that the cancel request want to execute.
37	OrderID	string	N	Unique identifier for Order as assigned by the Exchange.
38	OrderQty	float	Y	Quantity to trade.
54	Side	int	Y	Side of order. Valid values: ● 1 = Buy ● 2 = Sell
55	Symbol	string	Y	Ticker symbol for Instrument to trade.
60	TransactTime	timestamp	Y	Time of execution/order creation in UTC i.e. yyyyMMdd-hh:mm:ss:xxx
Standard trailer			Y

Execution Report `<8>`

Example

8=FIX.4.4 9=472 35=8 49=OSL 56=<TargetCompID> 34=457096 52=20210902-06:32:36.670 37=161147158 198=11FW6K6 11=4538670045388666524 453=2 448=OSLDS GROUP 447=D 452=1 448=<PartyID> 447=D 452=12 17=1630537869.15910996:1.1 150=0 39=0 1=<Account> 660=93 63=0 55=BTCUSD 54=1 854=0 38=50 40=2 423=2 44=49110 59=1 151=50 14=0 6=0 75=20210902 60=20210902-06:32:36.497 381=0 119=187710 120=USD 155=0 156=M 110=0 111=50 797=N 136=1 137=0 138=USD 139=7 10=227

The Execution Report <8> message is used to

acknowledge the receipt of an order
confirm changes to an existing order (i.e. cancelled or replaced)
reject orders

Execution Report

Tag	Field Name	Data Type	Req’d	Comments
Standard header - Outgoing			Y	MsgType (35) = 8
37	OrderID	string	N	Unique identifier for Order as assigned by the Exchange.
198	SecondaryOrderID	string	N	Unique identifier for Order as assigned by the Exchange(in a different format).
11	ClOrdID	string	Y	Unique identifier of the order as assigned by client.
41	OrigClOrdID	string	C	ClOrdID <11> of the existing order that the amend/cancel request want to execute.
453	NoPartyIDs	int	N	A repeating group which should contain unique combinations of below tags: ● PartyID <448> ● PartyIDSource <447> ● PartyRole <452>
`>>`448	PartyID	string	C	Party identifier/code. It can be an Exchange firm name or user unique identifier that is the same as tag 1. e.g. XXXX_GROUP.
`>>`447	PartyIDSource	string	N	Identifies class or source of PartyID <448> Valid value: ● D = Proprietary/Custom code
`>>`452	PartyRole	int	N	Identifies the type of PartyID <448> Valid values: ● 1 = Executing Firm ● 12 = Executing Trader
17	ExecID	string	Y	Unique identifier of execution message as assigned by the Exchange.
527	SecondaryExecID	string	N	Unique identifier for executed fill as assigned by the Exchange(in a different format), an alphanumeric string of no more than 20 characters.
150	ExecType	string	Y	Describes the specific Execution Report while OrdStatus <39> will always identify the current order status Valid values: ● 0 - New ● 4 - Canceled ● 5 - Replaced ● 8 - Rejected ● C - Expired ● F - Trade (partial fill or fill)
39	OrdStatus	string	Y	Identifies current status of order. Valid values: ● 0 - New ● 1 - Partially filled ● 2 - Filled ● 4 - Cancelled ● 5 - Replaced ● 8 - Rejected ● C - Expired
103	OrdRejReason	int	N	Code to identify the reason for order rejection.
378	ExecRestatement	int	N	Code to identify reason for an ExecutionRpt <8> message sent with ExecType `<150>`=’Restated’ `<D>`. Valid values: ● 8 - Market (Exchange) Option
382	NoContraBrokers	int	N	Number of repeating groups of contra brokers
`>>375`	ContraBroker	string	N	Can be used to provide additional trade into by executing system. Required if NoContraBroker (382) is > 0.
1	Account	string	Y	The Exchange user uuid which is the same as the one specify in Logon `<A>` message Username <553> field.
660	AcctIDSource	int	Y	Uses to identify the source of the Account <1> code. Valid value: ● 99 - Other (custom or proprietary).
63	SettleType	int	Y	Indicates order settlement period. Valid value: ● 0 - Regular
55	Symbol	string	Y	Ticker symbol for Instrument to trade.
54	Side	int	Y	Side of order. Valid values: ● 1 = Buy ● 2 = Sell
31	LastPx	float	C	The price of this trade. Required if ExecType = TRADE (150=F)
32	LastQty	float	C	The quantity bought / sold on this trade. Required if ExecType = TRADE (150=F)
854	QtyType	int	Y	Type of quantity Valid values: ● 0 = Units (currency)
38	OrderQty	float	Y	Quantity to trade.
40	OrdType	int	Y	Order type. Valid values: ● 1 = Market ● 2 = Limit
59	TimeInForce	int	N	Specifies how long the order remains in effect. Valid values: ● 0 - Day ● 1 - Good Till Cancel (GTC) ● 3 - Immediate or Cancel (IOC) ● 4 - Fill or Kill (FOK) ● 6 - Good Till Day (GTD) NOTE: Exchange will convert to Day automatically if invalid value detected. For market orders TIF will be ignored.
126	ExpireTime	timestamp	C	Date/time of order expiration (UTC). Required if TimeInForce is GTD (59=6) and ExpireDate (432) is not present in the message.
432	ExpireDate	timestamp	C	The date of order expiration (local market date). Required if TimeInForce is GTD (59=6) and ExpireTime (126) is not present in the message.
423	PriceType	int	C	Code to represent the price type. Valid values: ● 2 = Per unit Populated if at least one of the price fields is present.
44	Price	float	C	Price per unit of quantity (e.g. per 1 BTC coin). Required if present on the order.
1057	AggressorIndicator	boolean	N	Used to identify whether the order initiator is an aggressor or not in the trade. ● Y- Order initiator is aggressor ● N - Order initiator is passive
151	LeavesQty	float	Y	Outstanding quantity for further execution.
14	CumQty	float	Y	Total quantity filled.
6	AvgPx	float	Y	Calculated average price of all fills on this order.
75	TradeDate	string	N	Indicates date of trade(UTC) referenced in YYYYMMDD format.
60	TransactTime	timestamp	Y	Time of execution/order creation in UTC i.e. yyyyMMdd-hh:mm:ss:xxx
381	GrossTradeAmt	float	N	Total amount traded (e.g. CumQty <14> * AvgPx <6>) expressed in units of currency.
119	SettlCurrAmt	float	Y	Total amount due expressed in settlement currency.
120	SettlCurrency	string	Y	Currency code of settlement denomination. Valid values e.g.: ● USD ● USDT
155	SettlCurrFxRate	float	N	Foreign exchange rate used to compute SettlCurrAmt (119) from Currency (15) to SettlCurrency (120)
156	SettlCurrFxRateCalc	char	N	Specifies whether or not SettlCurrFxRate (155) should be multiplied or divided. Valid values: ● M=Multiply ● D=Divide
110	MinQty	float	N	Minimum quantity of the order to be executed.
111	MaxFloor	float	N	Maximum quantity within the order to tbe shown on the exchange at any given time.
136	NoMiscFee	int	N	Number of repeating groups of miscellaneous fees.
`>>137`	MiscFeeAmt	float	C	Miscellaneous fee value. Required if NoMiscFees > 0 and must be the first field in this group.
`>>138`	MiscFeeCurr	string	N	Currency of miscellaneous fee. Valid values e.g.: ● USD ● USDT
`>>139`	MiscFeeType	int	N	Indicates type of miscellaneous fee. Valid value: ● 7=Other
797	CopyMsgIndicator	boolean	N	Indicates whether or not this message is a drop copy of another message.
58	Text	string	Y	providing supplemental information on the order.
Standard trailer			Y

Order Cancel Reject <9>

Example

8=FIX.4.4 9=217 35=9 49=OSL 56=<TargetCompID> 34=360993 52=20210902-07:01:17.971 37=NONE 11=<ClOrderID> 41=<OrigClOrdID> 39=4 434=1 102=0 58=MarketGrid ResultCode: 22215 (ErrorParam: 0) [101] 10=232

When an order cancellation or order replacement fails, the system will send this message.

Tag	Field Name	Data Type	Req’d	Comments
Standard header - Outgoing			Y	MsgType (35) = 9
11	ClOrdID	string	Y	Unique identifier of the order as assigned by client.
41	OrigClOrdID	string	Y	ClOrdID <11> of the existing order that the replace/cancel request want to execute.
37	OrderID	string	N	Unique identifier for Order as assigned by the Exchange.
39	OrdStatus	string	Y	Identifies current status of order. Valid values: ● 0 - New ● 1 - Partially filled ● 2 - Filled ● 4 - Cancelled ● 5 - Replaced ● 8 - Rejected ● C - Expired
102	CxlRejReason	int	N	Code to identify reason for canceling rejection. Valid values: ● 0 = Too late to cancel
58	Text	string	Y	providing supplemental information on reject reason.
Standard trailer			Y

Market Data

This section describes the message flow for the Exchange market data distribution functionality.

Implementation Notes

There is no unique market data entry ID available. Users will be required to key market data entries on price and symbol when taking into account the market data entry repeating groups.

Market Data Request `<V>`

Tag	Field Name	Data Type	Req’d	Comments
Standard header - Outgoing			Y	MsgType (35) = V
262	MDReqID	string	N	Unique identifier for Market Data Request.
263	SubscriptionRequestType	int	Y	Indicates to the other party what type of response is expected. Valid values: ● 0 = Snapshot ● 1 = Snapshot + Updates (Subscribe) ● 2 = Disable previous Snapshot + Update Request (Unsubscribe)
264	MarketDepth	int	Y	Depth of market for Book Snapshot Valid values: ● 0 - full market depth ● 1 - top of book ● > 1 - report best N price tiers of the book
265	MDUpdateType	int	C	Specifies the type of Market Data update Valid values: ● 0 = Full Refresh ● 1 = Incremental Refresh Required when SubscriptionRequestType (263) equals 1 (Snapshot plus Updates).
267	NoMDEntryTypes	int	Y	Specifies the number of repeating MDEntryType <269> entries.
`>>269`	MDEntryType	char	Y	Entries that the firm requesting the Market Data is interested in receiving. There can be multiple fields, as defined by field 267 Valid values: ● 0 = Bid ● 1 = Offer ● 2 = Trade ● 4 = Opening Price ● 5 = Closing Price ● 7 = Trading Session High Price ● 8 = Trading Session Low Price ● B = Trade Volume
146	NoRelatedSym	int	Y	Specifies the number of repeating Symbol <55> tags.
`>>55`	Symbol	string	Y	e.g. BTCUSD.
Standard trailer			Y

Market Data - Snapshot/Full Refresh `<W>`

Tag	Field Name	Data Type	Req’d	Comments
Standard header - Outgoing			Y	MsgType (35) = W
262	MDReqID	string	Y	Unique identifier for Market Data Request
55	Symbol	string	Y	e.g. BTCUSD
268	NoMDEntries	int	Y	Number of repeating groups following
`>>54`	Side	Int	N	When MDEntryType(269) = 2(trade), this tag will appear.
`>>269`	MDEntryType	char	Y	Entries that the firm requesting the Market Data is interested in receiving. There can be multiple fields, as defined by field 267 Valid values: ● 0 = Bid ● 1 = Offer ● 2 = Trade ● 4 = Opening Price ● 5 = Closing Price ● 7 = Trading Session High Price ● 8 = Trading Session Low Price ● B = Trade Volume
`>>270`	MDEntryPx	price	C	Price of the Market Data Entry. Required when MDEntryType (269) is not Trade Volume (B).
`>>271`	MDEntrySize	int	C	Number of units available (or the maximum trade size) at the time the market data snapshot was generated. Required when MDEntryType (269) is Bid (0), Offer (1), Trade (2) or Trade Volume (B).
`>>272`	MDEntryDate	timestamp	N	UTC date of rate data i.e. yyyyMMdd.
`>>273`	MDEntryTime	timestamp	N	UTC time of rate data.
`>>336`	TradingSessionID	string	Y	Identifier for Trading Session Valid values: ● CONTINUOUS
`>>346`	NumberOfOrders	int	C	Number of orders in the market where MDEntryType (269) is Bid (0) or Offer (1).
`>>290`	MDEntryPositionNo	int	C	Display position of a bid or offer, numbered from most competitive to least competitive where MDEntryType (269) is Bid (0) or Offer (1).
Standard trailer			Y

Market Data – Incremental Refresh `<X>`

Market Data – Incremental Refresh

Tag	Field Name	Data Type	Req’d	Comments
Standard header - Outgoing			Y	MsgType (35) = X
262	MDReqID	string	Y	Unique identifier for Market Data Request
268	NoMDEntries	int	Y	Number of repeating groups following
`>>54`	Side	Int	N	When MDEntryType(269) = 2(trade), this tag is appeared to indicate if the trade aggressor Valid values: ● 1 = Buy ● 2 = Sell
`>>279`	MDUpdateAction	int	Y	Type of Market Data update action Valid values: ● 0 = New ● 1 = Change ● 2 = Delete
`>>269`	MDEntryType	char	Y	Entries that the firm requesting the Market Data is interested in receiving. There can be multiple fields, as defined by field 267 Valid values: ● 0 = Bid ● 1 = Offer ● 2 = Trade ● 4 = Opening Price ● 5 = Closing Price ● 7 = Trading Session High Price ● 8 = Trading Session Low Price ● B = Trade Volume
`>>55`	Symbol	string	C	e.g. BTCUSD - the instrument is identified only for first market data entry.
`>>270`	MDEntryPx	price	C	Price of the Market Data Entry. Required when MDEntryType (269) is not Trade Volume (B).
`>>271`	MDEntrySize	int	C	Number of units available (or the maximum trade size) at the time the market data snapshot was generated. Required when MDEntryType (269) is Bid (0), Offer (1), Trade (2) or Trade Volume (B).
`>>272`	MDEntryDate	timestamp	N	UTC date of rate data i.e. yyyyMMdd.
`>>273`	MDEntryTime	timestamp	N	UTC time of rate data.
`>>336`	TradingSessionID	string	Y	Identifier for Trading Session Valid values: ● CONTINUOUS
`>>346`	NumberOfOrders	int	C	Number of orders in the market where MDEntryType (269) is Bid (0) or Offer (1).
`>>290`	MDEntryPositionNo	int	C	Display position of a bid or offer, numbered from most competitive to least competitive where MDEntryType (269) is Bid (0) or Offer (1).

|Standard trailer| | |Y| |

Market Data – Market Data Request Reject `<Y>`

Market Data Request Reject

Tag	Field Name	Data Type	Req’d	Comments
Standard header - Outgoing			Y	MsgType (35) = Y
262	MDReqID	string	Y	Unique identifier for Market Data Request.
281	MDReqRejReason	char	Y	Reason for a Market Data request rejection. Valid values: ● 0 = Unknown symbol ● 1 = Duplicate MDReqID <262> ● 4 = Unsupported Subscription Request Type
Standard trailer			Y

Drop Copy

Two subscription types are available:

Session Reconciliation - consists of only trade-related transactions of a particular order management session.
Market Level Reconciliation - consists of order and trade-related transactions for the market order book, only available for OSL market surveillance partners.

Error Codes

Code	Error Name	Description
1002	SystemSuspended	System is suspended
1106	UsermanagerSuspended	User is suspended
1192	SessionError	Session error
19087	InvalidOrder	Order is invalid
20002	OrderInvalidSide	Order get rejected with invalid side
20003	OrderInvalidType	Order get rejected with invalid type
20004	OrderInvalidPrice	Order get rejected with invalid price
20005	OrderInvalidQuantity	Order get rejected with invalid quantity
20007	OrderInvalidExpiryDate	Order get rejected with invalid expiry date
20008	OrderInvalidExpiryTime	Order get rejected with invalid expiry time
20009	OrderInvalidPriceStep	Order get rejected with invalid price step
20015	OrderUserSuspended	Order get rejected with user being suspended
20024	OrderInsufficientHoldings	Order get rejected with insufficient holdings
20025	OrderNoHoldings	Order get rejected with no holidings
20026	OrderQuantityTooSmall	Order get rejected with quantity smaller than the minimum quantity
20027	OrderQuantityTooLarge	Order get rejected with quantity larger than the maximum quantity
20031	OrderInsufficientCash	Order get rejected with insufficient Cash
20032	OrderInvalidCurrency	Order get rejected with invalid currency
20033	OrderInvalidSettlementCurrency	Order get rejected with invalid settlement currency
20062	OrderValueTooSmall	Order value cannot be too small
20063	OrderValueTooLarge	Order value cannot be too large
20066	OrderInvalidQuantityStep	Order get rejected with invalid quantity step
20088	OrderInstrumentmarketClosed	Order get rejected because instrument market is closed
20115	OrderPriceZero	Order price cannot be zero
20116	OrderPriceNegative	Order price cannot be negative
20117	OrderPriceTooLow	Order price cannot be too low
20118	OrderPriceTooHigh	Order price cannot be too high
20132	It relates to an "immediate" order like a market or FOK that could not be matched (so is rejected)	The Market/FOK order get rejected because there is no orders on the order book to match with.
22213	OrderStatusSetNoCancelMatched	Order matched, cancel not allowed
22215	OrderStatusSetNoCancelCancelled	Order cancelled, cancel not allowed
22301	OrderAmendNotAvailable	Failed to amend an order which has already filled

Overview

REST

WebSocket

FIX

URL’s

Sandbox

Production

REST

Authentication

Getting API Key and Secret

Via the Website

Via the REST API v3

Calculating the Signature

Rate Limits

Brokerage

v3

Introduction

Supported currency and currency pair

GET /api/3/currencyStatic

Obtain supported currency and currency pair

e.g OSL supported settlement currencies

e.g. OSL supported crypto currencies

e.g OSL supported currency pairs

Request Definition

Response Definition

Currency Static

Currency Settings

Fund Engine Settings

Currency Pair Settings

Order Engine Settings

Account

POST /api/3/account

Get account information

Request Definition

Response Definition

Info Result

Wallet

Amount

Activities

POST /api/3/transaction/list

Request Definition

TransactionState

TransactionState

Response Definition

Transaction

TransactionClass:

TransactionType:

TransactionState:

POST /api/3/transfer/list

Obtain transfer list for the account

Request Definition

Response Definition

Funds

POST /api/3/send

Send Crypto Coin

Request Definition

Response Definition

POST /api/3/receive

Obtain a current receive address for the given token

Request Definition

Response Definition

POST /api/3/receive/create

Create a new deposit address for a specific token

Request Definition

Response Definition

POST /api/3/transfer

Move funds in-between platform accounts

Request Definition

Account Type:

Response Definition

Result Code:

iRFQ

POST /api/3/retail/quote

Request Definition

Quote Request

Response Definition

Quote Response

Quote Result Code

Quote Response Code

Quote Error Code

`GET` /api/3/currencyStatic

`POST` /api/3/account

`POST` /api/3/transaction/list

`POST` /api/3/transfer/list

`POST` /api/3/send

`POST` /api/3/receive

`POST` /api/3/receive/create

`POST` /api/3/transfer

`POST` /api/3/retail/quote

`POST` /api/3/retail/trade

`POST` /api/3/retail/basketQuote

`POST` /api/3/retail/basketTrade