New request and response fields + documentation news
📢 Dear friends! 📢
Keeping you updated on the latest news about system changes!
✏ In this digest:
- Changes in the
comment
field - Changes in the update iceberg order requests
- New field displaying date and time of risks calculation
- Updated description of the
untraded
parameter - New options in the order execution conditions list
- New field displaying corrected margin in summaries
- New fields displaying initial margin for different client risk types
- Changes in WebSocket create/update order commands
And a few words about latest changes in the documentation itself.
🔽 More details inside! 🔽
Changes in the comment
field
The comment
field from the order description is now limited by the 100 of characters. The corresponding warning has been added to the parameter description.
Applied to requests
HTTP
/md/v2/Clients/{exchange}/{portfolio}/orders
/md/v2/Clients/{exchange}/{portfolio}/orders/{orderId}
/md/v2/Clients/{exchange}/{portfolio}/trades
/md/v2/Clients/{exchange}/{portfolio}/{symbol}/trades
/md/v2/Stats/{exchange}/{portfolio}/history/trades
/md/v2/Stats/{exchange}/{portfolio}/history/trades/{symbol}
/commandapi/warptrans/TRADE/v2/client/orders/actions/limit
/commandapi/warptrans/TRADE/v2/client/orders/actions/limit/{orderId}
/commandapi/warptrans/TRADE/v2/client/orders/actions/market
/commandapi/warptrans/TRADE/v2/client/orders/actions/market/{orderId}
Deprecated HTTP
/md/stats/{exchange}/{portfolio}/history/trades
/md/stats/{exchange}/{portfolio}/history/trades/{symbol}
/warptrans/{tradeServerCode}/v2/client/orders/actions/stopLoss
/warptrans/{tradeServerCode}/v2/client/orders/actions/stopLoss/{orderId}
/warptrans/{tradeServerCode}/v2/client/orders/actions/stopLossLimit
/warptrans/{tradeServerCode}/v2/client/orders/actions/stopLossLimit/{orderId}
/warptrans/{tradeServerCode}/v2/client/orders/actions/takeProfit
/warptrans/{tradeServerCode}/v2/client/orders/actions/takeProfit/{orderId}
/warptrans/{tradeServerCode}/v2/client/orders/actions/takeProfitLimit
/warptrans/{tradeServerCode}/v2/client/orders/actions/takeProfitLimit/{orderId}
WebSocket subscriptions
WebSocket commands
Also, comment
field has been added to the requests for posting and modifying conditional orders, as well as to the request for obtaining information about them. The changes affected only up to date requests, obsolete methods marked Deprecated
remained unchanged.
Applied to requests
HTTP
/md/v2/Clients/{exchange}/{portfolio}/stoporders
/md/v2/Clients/{exchange}/{portfolio}/stoporders/{orderId}
/commandapi/warptrans/TRADE/v2/client/orders/actions/stop
/commandapi/warptrans/TRADE/v2/client/orders/actions/stop/{stopOrderId}
/commandapi/warptrans/TRADE/v2/client/orders/actions/stopLimit
/commandapi/warptrans/TRADE/v2/client/orders/actions/stopLimit/{stopOrderId}
WebSocket subscriptions
WebSocket commands
Changes in the update iceberg order requests
The icebergVariance
field has been removed from the body of requests for updating limit and stop-limit orders. The new value was not applied due to specifics of the Exchange Connector workflow. The field is still available in requests for posting orders.
Applied to requests
HTTP
WebSocket commands
Description of icebergFixed
field is supplemented with information about usage limitation — the value of this parameter can be changed only for orders from stock and currency markets.
Applied to requests
HTTP
/md/v2/Clients/{exchange}/{portfolio}/orders
/md/v2/Clients/{exchange}/{portfolio}/orders/{orderId}
/md/v2/Clients/{exchange}/{portfolio}/stoporders
/md/v2/Clients/{exchange}/{portfolio}/stoporders/{orderId}
/commandapi/warptrans/TRADE/v2/client/orders/actions/limit
/commandapi/warptrans/TRADE/v2/client/orders/actions/limit/{orderId}
/commandapi/warptrans/TRADE/v2/client/orders/actions/stopLimit
/commandapi/warptrans/TRADE/v2/client/orders/actions/stopLimit/{orderId}
Deprecated HTTP
WebSocket subscriptions
WebSocket commands
Date and time of risks calculation
A calculationTime
field has been added to the responses to portfolio risk queries containing the date and time of the calculation of the indicators returned in the response.
Applied to requests
WebSocket subscriptions
untraded
description
The description of the untraded
parameter in the request for obtaining historical data is supplemented with information about the behavior of the system depending on the passed value.
Applied to requests
HTTP
New order execution conditions
The options attheclose
(at closing price) and bookorcancel
(passive order) with their corresponding description have been added to the list of possible conditions for placing and executing orders (passed as the value of the timeInForce
parameter).
Applied to requests
HTTP
/md/v2/Clients/{exchange}/{portfolio}/orders
/md/v2/Clients/{exchange}/{portfolio}/orders/{orderId}
/md/v2/Clients/{exchange}/{portfolio}/stoporders
/md/v2/Clients/{exchange}/{portfolio}/stoporders/{orderId}
/commandapi/warptrans/TRADE/v2/client/orders/actions/limit
/commandapi/warptrans/TRADE/v2/client/orders/actions/market
/commandapi/warptrans/TRADE/v2/client/orders/actions/market/{orderId}
/commandapi/warptrans/TRADE/v2/client/orders/actions/stopLimit
/commandapi/warptrans/TRADE/v2/client/orders/actions/stopLimit/{stopOrderId}
Deprecated HTTP
WebSocket subscriptions
WebSocket commands
The corresponding tables on the description pages for the different types of applications have been updated to match the changes in the parameter description.
Affected articles
Corrected margin in summaries
The correctedMargin
field has been added to the response body to improve the informativeness of portfolio summary queries, reflecting the current adjusted margin figures.
Applied to requests
WebSocket subscriptions
Initial margin for different client risk types
Fields reflecting initial margin on short and long positions for clients with different risk levels have been added to instrument information request responses. The new fields apply only to derivatives and are returned only in heavy
response format.
initialMarginLowRiskLong
— Initial Risk Level, long position;initialMarginLowRiskShort
— Initial Risk Level, short position;initialMarginStandardRiskLong
— Standard Risk Level, long position;initialMarginStandardRiskShort
— Standard Risk Level, short position;initialMarginHighRiskLong
— Increased Risk Level, long position;initialMarginHighRiskShort
— Increased Risk Level, short position;initialMarginSpecialRiskLong
— Special Risk Level, long position;initialMarginSpecialRiskShort
— Special Risk Level, short position.
Applied to requests
Changes in WebSocket create/update order commands
Fixed a bug in the description of requests for creating and modifying orders via WebSocket: the obsolete board
parameter has been removed and a new instrumentGroup
parameter has been added to the instrument
array instead. Now request bodies are similar to analogous HTTP API commands in this respect.
Applied to requests
WebSocket commands
Docs news
The latest update slightly changes the visual aspect of the documentation portal.
Specifically...
- The overall color palette has been slightly changed to a softer one for the eye;
- Schema components in HTTP API descriptions have been highlighted on hover and more emphasis on the parameter name in general to improve readability;
- Reduced prominence of collapsed blocks of information, such as on the answers to frequent questions page (Or just like exact this block);
- Some lengthy or repetitive (or both) notes and warnings have been replaced with a collapsible version to improve page readability (e.g., the limit order change description page);
Also, for convenience of tracking updates, a new section with list of changes has been added.
Feel free to contact us in any convenient way if you have any questions about the system:
- 📧 Email support@alor.ru
- 🗃 Personal account
- ☎ Phone: 8 800 775-11-99, +7 495 980-24-98
If you have ideas for further system development, feel free to send them to us via the Feedback portal.
Thanks for helping us make the system better!