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1873 lines (1735 loc) · 117 KB
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<?xml version="1.0" encoding="UTF-8"?>
<sbe:messageSchema xmlns:mbx="https://developers.binance.com/docs/binance-spot-api-docs"
xmlns:sbe="http://fixprotocol.io/2016/sbe"
xmlns:xi="http://www.w3.org/2001/XInclude"
package="spot_sbe"
id="3"
version="0"
semanticVersion="5.2"
description="Spot API SBE message schema"
byteOrder="littleEndian">
<types>
<composite name="messageHeader" description="Template ID and length of message root">
<type name="blockLength" primitiveType="uint16"/>
<type name="templateId" primitiveType="uint16"/>
<type name="schemaId" primitiveType="uint16"/>
<type name="version" primitiveType="uint16"/>
</composite>
<composite name="groupSizeEncoding" description="Repeating group dimensions.">
<type name="blockLength" primitiveType="uint16"/>
<type name="numInGroup" primitiveType="uint32" maxValue="2147483647"/>
</composite>
<composite name="groupSize16Encoding" description="Repeating group dimensions.">
<type name="blockLength" primitiveType="uint16"/>
<type name="numInGroup" primitiveType="uint16"/>
</composite>
<composite name="varString" description="Variable length UTF-8 string.">
<type name="length" primitiveType="uint16"/>
<type name="varData" length="0" primitiveType="uint8" characterEncoding="UTF-8"/>
</composite>
<composite name="varString8" description="Variable length UTF-8 string.">
<type name="length" primitiveType="uint8"/>
<type name="varData" length="0" primitiveType="uint8" characterEncoding="UTF-8"/>
</composite>
<composite name="optionalVarString" description="Variable length UTF-8 string where an empty string means null.">
<type name="length" primitiveType="uint16"/>
<type name="varData" length="0" primitiveType="uint8" characterEncoding="UTF-8"/>
</composite>
<composite name="optionalVarString8" description="Variable length UTF-8 string where an empty string means null.">
<type name="length" primitiveType="uint8"/>
<type name="varData" length="0" primitiveType="uint8" characterEncoding="UTF-8"/>
</composite>
<composite name="messageData" description="Message header plus SBE-encoded message.">
<type name="length" primitiveType="uint32" maxValue="2147483647"/>
<type name="varData" length="0" primitiveType="uint8"/>
</composite>
<composite name="messageData16" description="Message header plus SBE-encoded message.">
<type name="length" primitiveType="uint16"/>
<type name="varData" length="0" primitiveType="uint8"/>
</composite>
<composite name="messageData8" description="Message header plus SBE-encoded message.">
<type name="length" primitiveType="uint8"/>
<type name="varData" length="0" primitiveType="uint8"/>
</composite>
<composite name="optionalMessageData" description="Message header plus SBE-encoded message where 0-length means null.">
<type name="length" primitiveType="uint32" maxValue="2147483647"/>
<type name="varData" length="0" primitiveType="uint8"/>
</composite>
<composite name="optionalMessageData16" description="Message header plus SBE-encoded message where 0-length means null.">
<type name="length" primitiveType="uint16"/>
<type name="varData" length="0" primitiveType="uint8"/>
</composite>
<type name="mantissa64" primitiveType="int64" description="
64-bit mantissa for a decimal floating point number. The name of
the field containing the exponent value is specified in the
mbx:exponent attribute of the mantissa64 field. The exponent field
will always precede the mantissa field."
/>
<type name="mantissa128" length="16" primitiveType="uint8" description="
Signed 128-bit mantissa for a decimal floating point number
represented as a little-endian byte array. The name of the field
containing the exponent value is specified in the mbx:exponent
attribute of the mantissa128 field. The exponent field will always
precede the mantissa field. Following the convention set by the
FIX SBE Standard, the value −2^127 is nullValue by default."
/>
<type name="exponent8" primitiveType="int8" description="
Exponent for a decimal floating point number."
/>
<type name="aggTradeId" primitiveType="int64"/>
<type name="allocId" primitiveType="int64"/>
<type name="allocationReportId" primitiveType="int64"/>
<type name="executionId" primitiveType="int64"/>
<type name="externalSettlementId" primitiveType="int64"/>
<type name="orderId" primitiveType="int64"/>
<type name="orderListId" primitiveType="int64"/>
<type name="preventedMatchId" primitiveType="int64"/>
<type name="tradeCaptureReportId" primitiveType="int64"/>
<type name="tradeGroupId" primitiveType="int64"/>
<type name="tradeId" primitiveType="int64"/>
<type name="updateId" primitiveType="int64"/>
<type name="utcTimestampUs" primitiveType="int64" description="UTC timestamp in microseconds"/>
<enum name="accountType" encodingType="uint8">
<validValue name="Spot" mbx:jsonValue="SPOT">0</validValue>
<validValue name="Unknown" mbx:jsonValue="UNKNOWN">2</validValue>
<validValue name="NonRepresentable" mbx:jsonValue="NON_REPRESENTABLE">254</validValue>
</enum>
<enum name="allocationReportType" encodingType="uint8">
<validValue name="Accept">1</validValue>
<validValue name="NonRepresentable" mbx:jsonValue="NON_REPRESENTABLE">254</validValue>
</enum>
<enum name="allocationStatus" encodingType="uint8">
<validValue name="Accepted">1</validValue>
<validValue name="NonRepresentable" mbx:jsonValue="NON_REPRESENTABLE">254</validValue>
</enum>
<enum name="allocationTransactionType" encodingType="uint8">
<validValue name="New">1</validValue>
<validValue name="NonRepresentable" mbx:jsonValue="NON_REPRESENTABLE">254</validValue>
</enum>
<enum name="allocationType" encodingType="uint8">
<validValue name="Unknown" mbx:jsonValue="UNKNOWN">0</validValue>
<validValue name="Sor" mbx:jsonValue="SOR">2</validValue>
<validValue name="NonRepresentable" mbx:jsonValue="NON_REPRESENTABLE">254</validValue>
</enum>
<set name="allowedSelfTradePreventionModes" encodingType="uint8">
<choice name="None" mbx:jsonValue="NONE">0</choice>
<choice name="ExpireTaker" mbx:jsonValue="EXPIRE_TAKER">1</choice>
<choice name="ExpireMaker" mbx:jsonValue="EXPIRE_MAKER">2</choice>
<choice name="ExpireBoth" mbx:jsonValue="EXPIRE_BOTH">3</choice>
<choice name="Decrement" mbx:jsonValue="DECREMENT">4</choice>
<choice name="NonRepresentable" mbx:jsonValue="NON_REPRESENTABLE">7</choice>
</set>
<enum name="boolEnum" encodingType="uint8">
<validValue name="False">0</validValue>
<validValue name="True">1</validValue>
</enum>
<enum name="cancelReplaceStatus" encodingType="uint8">
<validValue name="Success" mbx:jsonValue="SUCCESS">0</validValue>
<validValue name="Failure" mbx:jsonValue="FAILURE">1</validValue>
<validValue name="NotAttempted" mbx:jsonValue="NOT_ATTEMPTED">2</validValue>
<validValue name="NonRepresentable" mbx:jsonValue="NON_REPRESENTABLE">254</validValue>
</enum>
<enum name="commissionType" encodingType="uint8">
<validValue name="RecvAsset" mbx:jsonValue="RECV_ASSET">0</validValue>
<validValue name="QuoteAsset" mbx:jsonValue="QUOTE_ASSET">1</validValue>
<validValue name="GasOrRecvStrict" mbx:jsonValue="GAS_OR_RECV_STRICT">2</validValue>
<validValue name="GasOrRecvOptional" mbx:jsonValue="GAS_OR_RECV_OPTIONAL">3</validValue>
<validValue name="NonRepresentable" mbx:jsonValue="NON_REPRESENTABLE">254</validValue>
</enum>
<enum name="contingencyType" encodingType="uint8">
<validValue name="Oco" mbx:jsonValue="OCO">1</validValue>
<validValue name="Oto" mbx:jsonValue="OTO">2</validValue>
<validValue name="NonRepresentable" mbx:jsonValue="NON_REPRESENTABLE">254</validValue>
</enum>
<enum name="counterPartyRole" encodingType="uint8">
<validValue name="Client">1</validValue>
<validValue name="NonRepresentable" mbx:jsonValue="NON_REPRESENTABLE">254</validValue>
</enum>
<enum name="executionType" encodingType="uint8">
<validValue name="New" mbx:jsonValue="NEW">0</validValue>
<validValue name="Canceled" mbx:jsonValue="CANCELED">1</validValue>
<validValue name="Replaced" mbx:jsonValue="REPLACED">2</validValue>
<validValue name="Rejected" mbx:jsonValue="REJECTED">3</validValue>
<validValue name="Trade" mbx:jsonValue="TRADE">4</validValue>
<validValue name="Expired" mbx:jsonValue="EXPIRED">5</validValue>
<validValue name="TradePrevention" mbx:jsonValue="TRADE_PREVENTION">8</validValue>
<validValue name="Unknown" mbx:jsonValue="UNKNOWN">253</validValue>
<validValue name="NonRepresentable" mbx:jsonValue="NON_REPRESENTABLE">254</validValue>
</enum>
<set name="externalSettlementFlags" encodingType="uint64">
<choice name="MoveToAvailable" mbx:jsonValue="MOVE_TO_AVAILABLE">0</choice>
<choice name="DebitCommissionAllowGas" mbx:jsonValue="DEBIT_COMM_ALLOW_GAS">1</choice>
<choice name="CreditCommissionAllowGas" mbx:jsonValue="CREDIT_COMM_ALLOW_GAS">2</choice>
<choice name="DebitCommissionAllowAvailable" mbx:jsonValue="DEBIT_COMM_ALLOW_AVAILABLE">3</choice>
<choice name="CreditCommissionAllowAvailable" mbx:jsonValue="CREDIT_COMM_ALLOW_AVAILABLE">4</choice>
<choice name="NonRepresentable" mbx:jsonValue="NON_REPRESENTABLE">63</choice>
</set>
<enum name="externalSettlementSide" encodingType="uint8">
<validValue name="Debit" mbx:jsonValue="DEBIT">0</validValue>
<validValue name="Credit" mbx:jsonValue="CREDIT">1</validValue>
<validValue name="NonRepresentable" mbx:jsonValue="NON_REPRESENTABLE">254</validValue>
</enum>
<enum name="filterType" encodingType="uint8">
<validValue name="MaxPosition" mbx:jsonValue="MAX_POSITION">0</validValue>
<validValue name="PriceFilter" mbx:jsonValue="PRICE_FILTER">1</validValue>
<validValue name="TPlusSell" mbx:jsonValue="T_PLUS_SELL">2</validValue>
<validValue name="LotSize" mbx:jsonValue="LOT_SIZE">3</validValue>
<validValue name="MaxNumOrders" mbx:jsonValue="MAX_NUM_ORDERS">4</validValue>
<validValue name="MinNotional" mbx:jsonValue="MIN_NOTIONAL">5</validValue>
<validValue name="MaxNumAlgoOrders" mbx:jsonValue="MAX_NUM_ALGO_ORDERS">6</validValue>
<validValue name="ExchangeMaxNumOrders" mbx:jsonValue="EXCHANGE_MAX_NUM_ORDERS">7</validValue>
<validValue name="ExchangeMaxNumAlgoOrders" mbx:jsonValue="EXCHANGE_MAX_NUM_ALGO_ORDERS">8</validValue>
<validValue name="IcebergParts" mbx:jsonValue="ICEBERG_PARTS">9</validValue>
<validValue name="MarketLotSize" mbx:jsonValue="MARKET_LOT_SIZE">10</validValue>
<validValue name="PercentPrice" mbx:jsonValue="PERCENT_PRICE">11</validValue>
<validValue name="MaxNumIcebergOrders" mbx:jsonValue="MAX_NUM_ICEBERG_ORDERS">12</validValue>
<validValue name="ExchangeMaxNumIcebergOrders" mbx:jsonValue="EXCHANGE_MAX_NUM_ICEBERG_ORDERS">13</validValue>
<validValue name="TrailingDelta" mbx:jsonValue="TRAILING_DELTA">14</validValue>
<validValue name="PercentPriceBySide" mbx:jsonValue="PERCENT_PRICE_BY_SIDE">15</validValue>
<validValue name="Notional" mbx:jsonValue="NOTIONAL">16</validValue>
<validValue name="NonRepresentable" mbx:jsonValue="NON_REPRESENTABLE">254</validValue>
</enum>
<enum name="floor" encodingType="uint8">
<validValue name="Exchange" mbx:jsonValue="EXCHANGE">1</validValue>
<validValue name="Broker" mbx:jsonValue="BROKER">2</validValue>
<validValue name="Sor" mbx:jsonValue="SOR">3</validValue>
<validValue name="NonRepresentable" mbx:jsonValue="NON_REPRESENTABLE">254</validValue>
</enum>
<enum name="listOrderStatus" encodingType="uint8">
<validValue name="Canceling" mbx:jsonValue="CANCELING">0</validValue>
<validValue name="Executing" mbx:jsonValue="EXECUTING">1</validValue>
<validValue name="AllDone" mbx:jsonValue="ALL_DONE">2</validValue>
<validValue name="Reject" mbx:jsonValue="REJECT">3</validValue>
<validValue name="NonRepresentable" mbx:jsonValue="NON_REPRESENTABLE">254</validValue>
</enum>
<enum name="listStatusType" encodingType="uint8">
<validValue name="Response" mbx:jsonValue="RESPONSE">0</validValue>
<validValue name="ExecStarted" mbx:jsonValue="EXEC_STARTED">1</validValue>
<validValue name="AllDone" mbx:jsonValue="ALL_DONE">2</validValue>
<validValue name="Updated" mbx:jsonValue="UPDATED">3</validValue>
<validValue name="NonRepresentable" mbx:jsonValue="NON_REPRESENTABLE">254</validValue>
</enum>
<enum name="matchType" encodingType="uint8">
<validValue name="AutoMatch" mbx:jsonValue="AUTO_MATCH">1</validValue>
<validValue name="OnePartyTradeReport" mbx:jsonValue="ONE_PARTY_TRADE_REPORT">2</validValue>
<validValue name="NonRepresentable" mbx:jsonValue="NON_REPRESENTABLE">254</validValue>
</enum>
<enum name="orderCapacity" encodingType="uint8">
<validValue name="Principal" mbx:jsonValue="PRINCIPAL">1</validValue>
<validValue name="Agency" mbx:jsonValue="AGENCY">2</validValue>
<validValue name="NonRepresentable" mbx:jsonValue="NON_REPRESENTABLE">254</validValue>
</enum>
<enum name="orderSide" encodingType="uint8">
<validValue name="Buy" mbx:jsonValue="BUY">0</validValue>
<validValue name="Sell" mbx:jsonValue="SELL">1</validValue>
<validValue name="NonRepresentable" mbx:jsonValue="NON_REPRESENTABLE">254</validValue>
</enum>
<enum name="orderStatus" encodingType="uint8">
<validValue name="New" mbx:jsonValue="NEW">0</validValue>
<validValue name="PartiallyFilled" mbx:jsonValue="PARTIALLY_FILLED">1</validValue>
<validValue name="Filled" mbx:jsonValue="FILLED">2</validValue>
<validValue name="Canceled" mbx:jsonValue="CANCELED">3</validValue>
<validValue name="PendingCancel" mbx:jsonValue="PENDING_CANCEL">4</validValue>
<validValue name="Rejected" mbx:jsonValue="REJECTED">5</validValue>
<validValue name="Expired" mbx:jsonValue="EXPIRED">6</validValue>
<validValue name="ExpiredInMatch" mbx:jsonValue="EXPIRED_IN_MATCH">9</validValue>
<validValue name="PendingNew" mbx:jsonValue="PENDING_NEW">11</validValue>
<validValue name="Unknown" mbx:jsonValue="UNKNOWN">253</validValue>
<validValue name="NonRepresentable" mbx:jsonValue="NON_REPRESENTABLE">254</validValue>
</enum>
<enum name="orderType" encodingType="uint8">
<validValue name="Market" mbx:jsonValue="MARKET">0</validValue>
<validValue name="Limit" mbx:jsonValue="LIMIT">1</validValue>
<validValue name="StopLoss" mbx:jsonValue="STOP_LOSS">2</validValue>
<validValue name="StopLossLimit" mbx:jsonValue="STOP_LOSS_LIMIT">3</validValue>
<validValue name="TakeProfit" mbx:jsonValue="TAKE_PROFIT">4</validValue>
<validValue name="TakeProfitLimit" mbx:jsonValue="TAKE_PROFIT_LIMIT">5</validValue>
<validValue name="LimitMaker" mbx:jsonValue="LIMIT_MAKER">6</validValue>
<validValue name="NonRepresentable" mbx:jsonValue="NON_REPRESENTABLE">254</validValue>
</enum>
<set name="orderTypes" encodingType="uint16">
<choice name="Market" mbx:jsonValue="MARKET">0</choice>
<choice name="Limit" mbx:jsonValue="LIMIT">1</choice>
<choice name="StopLoss" mbx:jsonValue="STOP_LOSS">2</choice>
<choice name="StopLossLimit" mbx:jsonValue="STOP_LOSS_LIMIT">3</choice>
<choice name="TakeProfit" mbx:jsonValue="TAKE_PROFIT">4</choice>
<choice name="TakeProfitLimit" mbx:jsonValue="TAKE_PROFIT_LIMIT">5</choice>
<choice name="LimitMaker" mbx:jsonValue="LIMIT_MAKER">6</choice>
<choice name="NonRepresentable" mbx:jsonValue="NON_REPRESENTABLE">15</choice>
</set>
<enum name="rateLimitInterval" encodingType="uint8">
<validValue name="Second" mbx:jsonValue="SECOND">0</validValue>
<validValue name="Minute" mbx:jsonValue="MINUTE">1</validValue>
<validValue name="Hour" mbx:jsonValue="HOUR">2</validValue>
<validValue name="Day" mbx:jsonValue="DAY">3</validValue>
<validValue name="NonRepresentable" mbx:jsonValue="NON_REPRESENTABLE">254</validValue>
</enum>
<enum name="rateLimitType" encodingType="uint8">
<validValue name="RawRequests" mbx:jsonValue="RAW_REQUESTS">0</validValue>
<validValue name="Connections" mbx:jsonValue="CONNECTIONS">1</validValue>
<validValue name="RequestWeight" mbx:jsonValue="REQUEST_WEIGHT">2</validValue>
<validValue name="Orders" mbx:jsonValue="ORDERS">3</validValue>
<validValue name="NonRepresentable" mbx:jsonValue="NON_REPRESENTABLE">254</validValue>
</enum>
<enum name="selfTradePreventionMode" encodingType="uint8">
<validValue name="None" mbx:jsonValue="NONE">1</validValue>
<validValue name="ExpireTaker" mbx:jsonValue="EXPIRE_TAKER">2</validValue>
<validValue name="ExpireMaker" mbx:jsonValue="EXPIRE_MAKER">3</validValue>
<validValue name="ExpireBoth" mbx:jsonValue="EXPIRE_BOTH">4</validValue>
<validValue name="Decrement" mbx:jsonValue="DECREMENT">5</validValue>
<validValue name="NonRepresentable" mbx:jsonValue="NON_REPRESENTABLE">254</validValue>
</enum>
<enum name="symbolStatus" encodingType="uint8">
<validValue name="Trading" mbx:jsonValue="TRADING">0</validValue>
<validValue name="EndOfDay" mbx:jsonValue="END_OF_DAY">1</validValue>
<validValue name="Halt" mbx:jsonValue="HALT">2</validValue>
<validValue name="Break" mbx:jsonValue="BREAK">3</validValue>
<validValue name="NonRepresentable" mbx:jsonValue="NON_REPRESENTABLE">254</validValue>
</enum>
<enum name="timeInForce" encodingType="uint8">
<validValue name="Gtc" mbx:jsonValue="GTC">0</validValue>
<validValue name="Ioc" mbx:jsonValue="IOC">1</validValue>
<validValue name="Fok" mbx:jsonValue="FOK">2</validValue>
<validValue name="NonRepresentable" mbx:jsonValue="NON_REPRESENTABLE">254</validValue>
</enum>
<enum name="tradeType" encodingType="uint8">
<validValue name="BlockTrade" mbx:jsonValue="BLOCK_TRADE">0</validValue>
<validValue name="NonRepresentable" mbx:jsonValue="NON_REPRESENTABLE">254</validValue>
</enum>
</types>
<sbe:message name="PriceFilter" id="1">
<field id="1" name="filterType" type="filterType" presence="constant" valueRef="filterType.PriceFilter"/>
<field id="2" name="priceExponent" type="exponent8"/>
<field id="3" name="minPrice" type="mantissa64" mbx:exponent="priceExponent"/>
<field id="4" name="maxPrice" type="mantissa64" mbx:exponent="priceExponent"/>
<field id="5" name="tickSize" type="mantissa64" mbx:exponent="priceExponent"/>
</sbe:message>
<sbe:message name="PercentPriceFilter" id="2">
<field id="1" name="filterType" type="filterType" presence="constant" valueRef="filterType.PercentPrice"/>
<field id="2" name="multiplierExponent" type="exponent8"/>
<field id="3" name="multiplierUp" type="mantissa64" mbx:exponent="multiplierExponent"/>
<field id="4" name="multiplierDown" type="mantissa64" mbx:exponent="multiplierExponent"/>
<field id="5" name="avgPriceMins" type="int32"/>
</sbe:message>
<sbe:message name="PercentPriceBySideFilter" id="3">
<field id="1" name="filterType" type="filterType" presence="constant" valueRef="filterType.PercentPriceBySide"/>
<field id="2" name="multiplierExponent" type="exponent8"/>
<field id="3" name="bidMultiplierUp" type="mantissa64" mbx:exponent="multiplierExponent"/>
<field id="4" name="bidMultiplierDown" type="mantissa64" mbx:exponent="multiplierExponent"/>
<field id="5" name="askMultiplierUp" type="mantissa64" mbx:exponent="multiplierExponent"/>
<field id="6" name="askMultiplierDown" type="mantissa64" mbx:exponent="multiplierExponent"/>
<field id="7" name="avgPriceMins" type="int32"/>
</sbe:message>
<sbe:message name="LotSizeFilter" id="4">
<field id="1" name="filterType" type="filterType" presence="constant" valueRef="filterType.LotSize"/>
<field id="2" name="qtyExponent" type="exponent8"/>
<field id="3" name="minQty" type="mantissa64" mbx:exponent="qtyExponent"/>
<field id="4" name="maxQty" type="mantissa64" mbx:exponent="qtyExponent"/>
<field id="5" name="stepSize" type="mantissa64" mbx:exponent="qtyExponent"/>
</sbe:message>
<sbe:message name="MinNotionalFilter" id="5">
<field id="1" name="filterType" type="filterType" presence="constant" valueRef="filterType.MinNotional"/>
<field id="2" name="priceExponent" type="exponent8"/>
<field id="3" name="minNotional" type="mantissa64" mbx:exponent="priceExponent"/>
<field id="4" name="applyToMarket" type="boolEnum"/>
<field id="5" name="avgPriceMins" type="int32"/>
</sbe:message>
<sbe:message name="NotionalFilter" id="6">
<field id="1" name="filterType" type="filterType" presence="constant" valueRef="filterType.Notional"/>
<field id="2" name="priceExponent" type="exponent8"/>
<field id="3" name="minNotional" type="mantissa64" mbx:exponent="priceExponent"/>
<field id="4" name="applyMinToMarket" type="boolEnum"/>
<field id="5" name="maxNotional" type="mantissa64" mbx:exponent="priceExponent"/>
<field id="6" name="applyMaxToMarket" type="boolEnum"/>
<field id="7" name="avgPriceMins" type="int32"/>
</sbe:message>
<sbe:message name="IcebergPartsFilter" id="7">
<field id="1" name="filterType" type="filterType" presence="constant" valueRef="filterType.IcebergParts"/>
<field id="2" name="filterLimit" type="int64" mbx:jsonPath="limit"/>
</sbe:message>
<sbe:message name="MarketLotSizeFilter" id="8">
<field id="1" name="filterType" type="filterType" presence="constant" valueRef="filterType.MarketLotSize"/>
<field id="2" name="qtyExponent" type="exponent8"/>
<field id="3" name="minQty" type="mantissa64" mbx:exponent="qtyExponent"/>
<field id="4" name="maxQty" type="mantissa64" mbx:exponent="qtyExponent"/>
<field id="5" name="stepSize" type="mantissa64" mbx:exponent="qtyExponent"/>
</sbe:message>
<sbe:message name="MaxNumOrdersFilter" id="9">
<field id="1" name="filterType" type="filterType" presence="constant" valueRef="filterType.MaxNumOrders"/>
<field id="2" name="maxNumOrders" type="int64"/>
</sbe:message>
<sbe:message name="MaxNumAlgoOrdersFilter" id="10">
<field id="1" name="filterType" type="filterType" presence="constant" valueRef="filterType.MaxNumAlgoOrders"/>
<field id="2" name="maxNumAlgoOrders" type="int64"/>
</sbe:message>
<sbe:message name="MaxNumIcebergOrdersFilter" id="11">
<field id="1" name="filterType" type="filterType" presence="constant" valueRef="filterType.MaxNumIcebergOrders"/>
<field id="2" name="maxNumIcebergOrders" type="int64"/>
</sbe:message>
<sbe:message name="MaxPositionFilter" id="12">
<field id="1" name="filterType" type="filterType" presence="constant" valueRef="filterType.MaxPosition"/>
<field id="2" name="qtyExponent" type="exponent8"/>
<field id="3" name="maxPosition" type="mantissa64" mbx:exponent="qtyExponent"/>
</sbe:message>
<sbe:message name="TrailingDeltaFilter" id="13">
<field id="1" name="filterType" type="filterType" presence="constant" valueRef="filterType.TrailingDelta"/>
<field id="2" name="minTrailingAboveDelta" type="int64"/>
<field id="3" name="maxTrailingAboveDelta" type="int64"/>
<field id="4" name="minTrailingBelowDelta" type="int64"/>
<field id="5" name="maxTrailingBelowDelta" type="int64"/>
</sbe:message>
<sbe:message name="TPlusSellFilter" id="14">
<field id="1" name="filterType" type="filterType" presence="constant" valueRef="filterType.TPlusSell"/>
<field id="2" name="endTime" type="utcTimestampUs" presence="optional" mbx:jsonDefaultValue="-1"/>
</sbe:message>
<sbe:message name="ExchangeMaxNumOrdersFilter" id="15">
<field id="1" name="filterType" type="filterType" presence="constant" valueRef="filterType.ExchangeMaxNumOrders"/>
<field id="2" name="maxNumOrders" type="int64"/>
</sbe:message>
<sbe:message name="ExchangeMaxNumAlgoOrdersFilter" id="16">
<field id="1" name="filterType" type="filterType" presence="constant" valueRef="filterType.ExchangeMaxNumAlgoOrders"/>
<field id="2" name="maxNumAlgoOrders" type="int64"/>
</sbe:message>
<sbe:message name="ExchangeMaxNumIcebergOrdersFilter" id="17">
<field id="1" name="filterType" type="filterType" presence="constant" valueRef="filterType.ExchangeMaxNumIcebergOrders"/>
<field id="2" name="maxNumIcebergOrders" type="int64"/>
</sbe:message>
<!-- Endpoint responses begin here -->
<sbe:message name="WebSocketResponse" id="50" description="Message wrapper for WebSocket API.">
<field id="1" name="sbeSchemaIdVersionDeprecated" type="boolEnum"/>
<field id="2" name="status" type="uint16"/>
<group id="100" name="rateLimits" dimensionType="groupSize16Encoding">
<field id="1" name="rateLimitType" type="rateLimitType"/>
<field id="2" name="interval" type="rateLimitInterval"/>
<field id="3" name="intervalNum" type="uint8"/>
<field id="4" name="rateLimit" type="int64" mbx:jsonPath="limit"/>
<field id="5" name="current" type="int64" mbx:jsonPath="count"/>
</group>
<!-- While the request parameter "id" may be an integer, string or
null, the response field "id" is always a string. Integers are
converted to strings and null is converted to the empty string. -->
<data id="200" name="id" type="varString8"/>
<!-- Contains one of the <sbe:message/> types that follow.
Use the "templateId" field from the "messageHeader" to
differentiate them. When using WebSocket API, even
"ErrorResponse" is wrapped by "WebSocketResponse". -->
<data id="201" name="result" type="messageData"/>
</sbe:message>
<!-- Response for WebSocket "method":"session.logon" -->
<sbe:message name="WebSocketSessionLogonResponse" id="51">
<field id="1" name="authorizedSince" type="utcTimestampUs"/>
<field id="2" name="connectedSince" type="utcTimestampUs"/>
<field id="3" name="returnRateLimits" type="boolEnum"/>
<field id="4" name="serverTime" type="utcTimestampUs"/>
<field id="5" name="userDataStream" type="boolEnum" presence="optional"/>
<data id="200" name="apiKey" type="varString"/>
</sbe:message>
<!-- Response for WebSocket "method":"session.status" -->
<sbe:message name="WebSocketSessionStatusResponse" id="52">
<field id="1" name="authorizedSince" type="utcTimestampUs" presence="optional"/>
<field id="2" name="connectedSince" type="utcTimestampUs"/>
<field id="3" name="returnRateLimits" type="boolEnum"/>
<field id="4" name="serverTime" type="utcTimestampUs"/>
<field id="5" name="userDataStream" type="boolEnum" presence="optional"/>
<data id="200" name="apiKey" type="optionalVarString"/>
</sbe:message>
<!-- Response for WebSocket "method":"session.logout" -->
<sbe:message name="WebSocketSessionLogoutResponse" id="53">
<field id="1" name="authorizedSince" type="utcTimestampUs" presence="optional"/>
<field id="2" name="connectedSince" type="utcTimestampUs"/>
<field id="3" name="returnRateLimits" type="boolEnum"/>
<field id="4" name="serverTime" type="utcTimestampUs"/>
<field id="5" name="userDataStream" type="boolEnum" presence="optional"/>
<data id="200" name="apiKey" type="optionalVarString"/>
</sbe:message>
<sbe:message name="ErrorResponse" id="100">
<field id="1" name="code" type="int16"/>
<field id="2" name="serverTime" type="utcTimestampUs" presence="optional"/>
<field id="3" name="retryAfter" type="utcTimestampUs" presence="optional"/>
<data id="200" name="msg" type="varString"/>
<!-- May contain a "CancelReplaceOrderResponse" message -->
<data id="201" name="data" type="optionalMessageData"/>
</sbe:message>
<!-- General endpoints -->
<!-- Response for
- REST GET /api/v3/ping
- WebSocket "method":"ping" -->
<sbe:message name="PingResponse" id="101">
</sbe:message>
<!-- Response for
- REST GET /api/v3/time
- WebSocket "method":"time" -->
<sbe:message name="ServerTimeResponse" id="102">
<field id="1" name="serverTime" type="utcTimestampUs"/>
</sbe:message>
<!-- Response for
- REST GET /api/v3/exchangeInfo
- WebSocket "method":"exchangeInfo" -->
<sbe:message name="ExchangeInfoResponse" id="103">
<!-- "timeZone" in JSON response is omitted. All timestamps in SBE
responses are in UTC. -->
<!-- "serverTime" in JSON response is omitted. See GET /api/v3/time -->
<group id="100" name="rateLimits">
<field id="1" name="rateLimitType" type="rateLimitType"/>
<field id="2" name="interval" type="rateLimitInterval"/>
<field id="3" name="intervalNum" type="uint8"/>
<field id="4" name="rateLimit" type="int64" mbx:jsonPath="limit"/>
</group>
<group id="101" name="exchangeFilters">
<!-- Contains one of
- "ExchangeMaxNumOrdersFilter"
- "ExchangeMaxNumAlgoOrdersFilter"
- "ExchangeMaxNumIcebergOrdersFilter"
Use the "templateId" field from the "messageHeader" to
differentiate them. -->
<data id="200" name="filter" type="messageData8" mbx:jsonPath=".."/>
</group>
<group id="102" name="symbols">
<field id="1" name="status" type="symbolStatus"/>
<field id="2" name="baseAssetPrecision" type="uint8"/>
<field id="3" name="quoteAssetPrecision" type="uint8"/>
<field id="4" name="baseCommissionPrecision" type="uint8"/>
<field id="5" name="quoteCommissionPrecision" type="uint8"/>
<field id="6" name="orderTypes" type="orderTypes"/>
<field id="7" name="icebergAllowed" type="boolEnum"/>
<field id="8" name="ocoAllowed" type="boolEnum"/>
<field id="9" name="otoAllowed" type="boolEnum"/>
<field id="10" name="quoteOrderQtyMarketAllowed" type="boolEnum"/>
<field id="11" name="allowTrailingStop" type="boolEnum"/>
<field id="12" name="cancelReplaceAllowed" type="boolEnum"/>
<field id="13" name="amendAllowed" type="boolEnum"/>
<field id="14" name="isSpotTradingAllowed" type="boolEnum"/>
<field id="15" name="isMarginTradingAllowed" type="boolEnum"/>
<field id="16" name="defaultSelfTradePreventionMode" type="selfTradePreventionMode"/>
<field id="17" name="allowedSelfTradePreventionModes" type="allowedSelfTradePreventionModes"/>
<group id="100" name="filters">
<!-- Contains one of
- "PriceFilter"
- "PercentPriceFilter"
- "PercentPriceBySideFilter"
- "LotSizeFilter"
- "MinNotionalFilter"
- "NotionalFilter"
- "IcebergPartsFilter"
- "MarketLotSizeFilter"
- "MaxNumOrdersFilter"
- "MaxNumAlgoOrdersFilter"
- "MaxNumIcebergOrdersFilter"
- "MaxPositionFilter"
- "TrailingDeltaFilter"
- "TPlusSellFilter"
Use the "templateId" field from the "messageHeader" to
differentiate them. -->
<data id="200" name="filter" type="messageData8" mbx:jsonPath=".."/>
</group>
<group id="101" name="permissionSets">
<group id="100" name="permissions" mbx:jsonPath="..">
<data id="200" name="permission" type="varString8" mbx:jsonPath=".."/>
</group>
</group>
<data id="200" name="symbol" type="varString8"/>
<data id="201" name="baseAsset" type="varString8"/>
<data id="202" name="quoteAsset" type="varString8"/>
</group>
<group id="103" name="sors" mbx:jsonOmitNull="true">
<group id="1" name="sorSymbols" mbx:jsonPath="symbols">
<data id="200" name="symbol" type="varString8" mbx:jsonPath=".."/>
</group>
<data id="200" name="baseAsset" type="varString8"/>
</group>
</sbe:message>
<!-- Market data endpoint -->
<!-- Response for
- REST GET /api/v3/depth
- WebSocket "method":"depth" -->
<sbe:message name="DepthResponse" id="200">
<field id="1" name="lastUpdateId" type="updateId"/>
<field id="2" name="priceExponent" type="exponent8"/>
<field id="3" name="qtyExponent" type="exponent8"/>
<group id="100" name="bids">
<field id="1" name="price" type="mantissa64" mbx:exponent="priceExponent" mbx:jsonPath="[]"/>
<field id="2" name="qty" type="mantissa64" mbx:exponent="qtyExponent" mbx:jsonPath="[]"/>
</group>
<group id="101" name="asks">
<field id="1" name="price" type="mantissa64" mbx:exponent="priceExponent" mbx:jsonPath="[]"/>
<field id="2" name="qty" type="mantissa64" mbx:exponent="qtyExponent" mbx:jsonPath="[]"/>
</group>
</sbe:message>
<!-- Response for
- REST GET /api/v3/trades
- REST GET /api/v3/historicalTrades
- WebSocket "method":"trades.recent"
- WebSocket "method":"trades.historical" -->
<sbe:message name="TradesResponse" id="201">
<field id="1" name="priceExponent" type="exponent8"/>
<field id="2" name="qtyExponent" type="exponent8"/>
<group id="100" name="trades" mbx:jsonPath="..">
<field id="1" name="id" type="tradeId"/>
<field id="2" name="price" type="mantissa64" mbx:exponent="priceExponent"/>
<field id="3" name="qty" type="mantissa64" mbx:exponent="qtyExponent"/>
<field id="4" name="quoteQty" type="mantissa64" mbx:exponent="priceExponent"/>
<field id="5" name="time" type="utcTimestampUs"/>
<field id="6" name="isBuyerMaker" type="boolEnum"/>
<field id="7" name="isBestMatch" type="boolEnum"/>
</group>
</sbe:message>
<!-- Response for
- REST GET /api/v3/aggTrades
- WebSocket "method":"trades.aggregate" -->
<sbe:message name="AggTradesResponse" id="202">
<field id="1" name="priceExponent" type="exponent8"/>
<field id="2" name="qtyExponent" type="exponent8"/>
<group id="100" name="aggTrades" mbx:jsonPath="..">
<field id="1" name="aggTradeId" type="aggTradeId" mbx:jsonPath="a"/>
<field id="2" name="price" type="mantissa64" mbx:exponent="priceExponent" mbx:jsonPath="p"/>
<field id="3" name="qty" type="mantissa64" mbx:exponent="qtyExponent" mbx:jsonPath="q"/>
<field id="4" name="firstTradeId" type="tradeId" mbx:jsonPath="f"/>
<field id="5" name="lastTradeId" type="tradeId" mbx:jsonPath="l"/>
<field id="7" name="time" type="utcTimestampUs" mbx:jsonPath="T"/>
<field id="8" name="isBuyerMaker" type="boolEnum" mbx:jsonPath="m"/>
<field id="9" name="isBestMatch" type="boolEnum" mbx:jsonPath="M"/>
</group>
</sbe:message>
<!-- Response for
- REST GET /api/v3/klines
- REST GET /api/v3/uiKlines
- WebSocket "method":"klines"
- WebSocket "method":"uiKlines" -->
<sbe:message name="KlinesResponse" id="203">
<field id="1" name="priceExponent" type="exponent8"/>
<field id="2" name="qtyExponent" type="exponent8"/>
<group id="100" name="klines" mbx:jsonPath="..">
<field id="1" name="openTime" type="utcTimestampUs" mbx:jsonPath="[]"/>
<field id="2" name="openPrice" type="mantissa64" mbx:exponent="priceExponent" mbx:jsonPath="[]"/>
<field id="3" name="highPrice" type="mantissa64" mbx:exponent="priceExponent" mbx:jsonPath="[]"/>
<field id="4" name="lowPrice" type="mantissa64" mbx:exponent="priceExponent" mbx:jsonPath="[]"/>
<field id="5" name="closePrice" type="mantissa64" mbx:exponent="priceExponent" mbx:jsonPath="[]"/>
<field id="6" name="volume" type="mantissa128" mbx:exponent="qtyExponent" mbx:jsonPath="[]"/>
<field id="7" name="closeTime" type="utcTimestampUs" mbx:jsonPath="[]"/>
<field id="8" name="quoteVolume" type="mantissa128" mbx:exponent="priceExponent" mbx:jsonPath="[]"/>
<field id="9" name="numTrades" type="int64" mbx:jsonPath="[]"/>
<field id="10" name="takerBuyBaseVolume" type="mantissa128" mbx:exponent="qtyExponent" mbx:jsonPath="[]"/>
<field id="11" name="takerBuyQuoteVolume" type="mantissa128" mbx:exponent="priceExponent" mbx:jsonPath="[]"/>
</group>
</sbe:message>
<!-- Response for
- REST GET /api/v3/avgPrice
- WebSocket "method":"avgPrice" -->
<sbe:message name="AveragePriceResponse" id="204">
<field id="1" name="mins" type="int64"/>
<field id="2" name="priceExponent" type="exponent8"/>
<field id="3" name="price" type="mantissa64" mbx:exponent="priceExponent" presence="optional" mbx:jsonDefaultValue="0"/>
<field id="4" name="closeTime" type="utcTimestampUs" presence="optional" mbx:jsonDefaultValue="-1"/>
</sbe:message>
<!-- Response for
- REST GET /api/v3/ticker/24hr?symbol=SYMBOL&type=FULL
- WebSocket "method":"ticker.24hr","params":{"symbol":"<SYMBOL>","type":"FULL"} -->
<sbe:message name="Ticker24hSymbolFullResponse" id="205">
<field id="1" name="priceExponent" type="exponent8"/>
<field id="2" name="qtyExponent" type="exponent8"/>
<field id="3" name="priceChange" type="mantissa64" mbx:exponent="priceExponent" presence="optional" mbx:jsonDefaultValue="0"/>
<field id="4" name="priceChangePercent" type="float" presence="optional" mbx:jsonDefaultValue="0.0"/>
<field id="5" name="weightedAvgPrice" type="mantissa64" mbx:exponent="priceExponent" presence="optional" mbx:jsonDefaultValue="0"/>
<field id="6" name="prevClosePrice" type="mantissa64" mbx:exponent="priceExponent" presence="optional" mbx:jsonDefaultValue="0"/>
<field id="7" name="lastPrice" type="mantissa64" mbx:exponent="priceExponent" presence="optional" mbx:jsonDefaultValue="0"/>
<field id="8" name="lastQty" type="mantissa128" mbx:exponent="qtyExponent"/>
<field id="9" name="bidPrice" type="mantissa64" mbx:exponent="priceExponent" presence="optional" mbx:jsonDefaultValue="0"/>
<field id="10" name="bidQty" type="mantissa64" mbx:exponent="qtyExponent"/>
<field id="11" name="askPrice" type="mantissa64" mbx:exponent="priceExponent" presence="optional" mbx:jsonDefaultValue="0"/>
<field id="12" name="askQty" type="mantissa64" mbx:exponent="qtyExponent"/>
<field id="13" name="openPrice" type="mantissa64" mbx:exponent="priceExponent" presence="optional" mbx:jsonDefaultValue="0"/>
<field id="14" name="highPrice" type="mantissa64" mbx:exponent="priceExponent" presence="optional" mbx:jsonDefaultValue="0"/>
<field id="15" name="lowPrice" type="mantissa64" mbx:exponent="priceExponent" presence="optional" mbx:jsonDefaultValue="0"/>
<field id="16" name="volume" type="mantissa128" mbx:exponent="qtyExponent" />
<field id="17" name="quoteVolume" type="mantissa128" mbx:exponent="priceExponent"/>
<field id="18" name="openTime" type="utcTimestampUs"/>
<field id="19" name="closeTime" type="utcTimestampUs"/>
<field id="20" name="firstId" type="tradeId" presence="optional" mbx:jsonDefaultValue="-1"/>
<field id="21" name="lastId" type="tradeId" presence="optional" mbx:jsonDefaultValue="-1"/>
<field id="22" name="numTrades" type="int64" mbx:jsonPath="count"/>
<data id="200" name="symbol" type="varString8"/>
</sbe:message>
<!-- Response for
- REST GET /api/v3/ticker/24hr?type=FULL
- WebSocket "method":"ticker.24hr","params":{"type":"FULL"} -->
<sbe:message name="Ticker24hFullResponse" id="206">
<group id="100" name="tickers" mbx:jsonPath="..">
<field id="1" name="priceExponent" type="exponent8"/>
<field id="2" name="qtyExponent" type="exponent8"/>
<field id="3" name="priceChange" type="mantissa64" mbx:exponent="priceExponent" presence="optional" mbx:jsonDefaultValue="0"/>
<field id="4" name="priceChangePercent" type="float" presence="optional" mbx:jsonDefaultValue="0.0"/>
<field id="5" name="weightedAvgPrice" type="mantissa64" mbx:exponent="priceExponent" presence="optional" mbx:jsonDefaultValue="0"/>
<field id="6" name="prevClosePrice" type="mantissa64" mbx:exponent="priceExponent" presence="optional" mbx:jsonDefaultValue="0"/>
<field id="7" name="lastPrice" type="mantissa64" mbx:exponent="priceExponent" presence="optional" mbx:jsonDefaultValue="0"/>
<field id="8" name="lastQty" type="mantissa128" mbx:exponent="qtyExponent"/>
<field id="9" name="bidPrice" type="mantissa64" mbx:exponent="priceExponent" presence="optional" mbx:jsonDefaultValue="0"/>
<field id="10" name="bidQty" type="mantissa64" mbx:exponent="qtyExponent"/>
<field id="11" name="askPrice" type="mantissa64" mbx:exponent="priceExponent" presence="optional" mbx:jsonDefaultValue="0"/>
<field id="12" name="askQty" type="mantissa64" mbx:exponent="qtyExponent"/>
<field id="13" name="openPrice" type="mantissa64" mbx:exponent="priceExponent" presence="optional" mbx:jsonDefaultValue="0"/>
<field id="14" name="highPrice" type="mantissa64" mbx:exponent="priceExponent" presence="optional" mbx:jsonDefaultValue="0"/>
<field id="15" name="lowPrice" type="mantissa64" mbx:exponent="priceExponent" presence="optional" mbx:jsonDefaultValue="0"/>
<field id="16" name="volume" type="mantissa128" mbx:exponent="qtyExponent"/>
<field id="17" name="quoteVolume" type="mantissa128" mbx:exponent="priceExponent"/>
<field id="18" name="openTime" type="utcTimestampUs"/>
<field id="19" name="closeTime" type="utcTimestampUs"/>
<field id="20" name="firstId" type="tradeId" presence="optional" mbx:jsonDefaultValue="-1"/>
<field id="21" name="lastId" type="tradeId" presence="optional" mbx:jsonDefaultValue="-1"/>
<field id="22" name="numTrades" type="int64" mbx:jsonPath="count"/>
<data id="200" name="symbol" type="varString8"/>
</group>
</sbe:message>
<!-- Response for
- REST GET /api/v3/ticker/24hr?symbol=SYMBOL&type=MINI
- WebSocket "method":"ticker.24hr","params":{"symbol":"<SYMBOL>","type":"MINI"} -->
<sbe:message name="Ticker24hSymbolMiniResponse" id="207">
<field id="1" name="priceExponent" type="exponent8"/>
<field id="2" name="qtyExponent" type="exponent8"/>
<field id="3" name="openPrice" type="mantissa64" mbx:exponent="priceExponent" presence="optional" mbx:jsonDefaultValue="0"/>
<field id="4" name="highPrice" type="mantissa64" mbx:exponent="priceExponent" presence="optional" mbx:jsonDefaultValue="0"/>
<field id="5" name="lowPrice" type="mantissa64" mbx:exponent="priceExponent" presence="optional" mbx:jsonDefaultValue="0"/>
<field id="6" name="lastPrice" type="mantissa64" mbx:exponent="priceExponent" presence="optional" mbx:jsonDefaultValue="0"/>
<field id="7" name="volume" type="mantissa128" mbx:exponent="qtyExponent"/>
<field id="8" name="quoteVolume" type="mantissa128" mbx:exponent="priceExponent"/>
<field id="9" name="openTime" type="utcTimestampUs"/>
<field id="10" name="closeTime" type="utcTimestampUs"/>
<field id="11" name="firstId" type="tradeId" presence="optional" mbx:jsonDefaultValue="-1"/>
<field id="12" name="lastId" type="tradeId" presence="optional" mbx:jsonDefaultValue="-1"/>
<field id="13" name="numTrades" type="int64" mbx:jsonPath="count"/>
<data id="200" name="symbol" type="varString8"/>
</sbe:message>
<!-- Response for
- REST GET /api/v3/ticker/24hr?type=MINI
- WebSocket "method":"ticker.24hr","params":{"type":"MINI"} -->
<sbe:message name="Ticker24hMiniResponse" id="208">
<group id="100" name="tickers" mbx:jsonPath="..">
<field id="1" name="priceExponent" type="exponent8"/>
<field id="2" name="qtyExponent" type="exponent8"/>
<field id="3" name="openPrice" type="mantissa64" mbx:exponent="priceExponent" presence="optional" mbx:jsonDefaultValue="0"/>
<field id="4" name="highPrice" type="mantissa64" mbx:exponent="priceExponent" presence="optional" mbx:jsonDefaultValue="0"/>
<field id="5" name="lowPrice" type="mantissa64" mbx:exponent="priceExponent" presence="optional" mbx:jsonDefaultValue="0"/>
<field id="6" name="lastPrice" type="mantissa64" mbx:exponent="priceExponent" presence="optional" mbx:jsonDefaultValue="0"/>
<field id="7" name="volume" type="mantissa128" mbx:exponent="qtyExponent"/>
<field id="8" name="quoteVolume" type="mantissa128" mbx:exponent="priceExponent"/>
<field id="9" name="openTime" type="utcTimestampUs"/>
<field id="10" name="closeTime" type="utcTimestampUs"/>
<field id="11" name="firstId" type="tradeId" presence="optional" mbx:jsonDefaultValue="-1"/>
<field id="12" name="lastId" type="tradeId" presence="optional" mbx:jsonDefaultValue="-1"/>
<field id="13" name="numTrades" type="int64" mbx:jsonPath="count"/>
<data id="200" name="symbol" type="varString8"/>
</group>
</sbe:message>
<!-- Response for
- REST GET /api/v3/ticker/price?symbol=
- WebSocket "method":"ticker.price","params":{"symbol":"<SYMBOL>"} -->
<sbe:message name="PriceTickerSymbolResponse" id="209">
<field id="1" name="priceExponent" type="exponent8"/>
<field id="2" name="price" type="mantissa64" mbx:exponent="priceExponent" presence="optional" mbx:jsonDefaultValue="0"/>
<data id="200" name="symbol" type="varString8"/>
</sbe:message>
<!-- Response for
- REST GET /api/v3/ticker/price?symbols=
- Websocket "method":"ticker.price","params":{"symbols":[<SYMBOLS>]} -->
<sbe:message name="PriceTickerResponse" id="210">
<group id="100" name="tickers" mbx:jsonPath="..">
<field id="1" name="priceExponent" type="exponent8"/>
<field id="2" name="price" type="mantissa64" mbx:exponent="priceExponent" presence="optional" mbx:jsonDefaultValue="0"/>
<data id="200" name="symbol" type="varString8"/>
</group>
</sbe:message>
<!-- Response for
- REST GET /api/v3/ticker/bookTicker?symbol=
- WebSocket "method":"ticker.book","params":{"symbol":"<SYMBOL>"} -->
<sbe:message name="BookTickerSymbolResponse" id="211">
<field id="1" name="priceExponent" type="exponent8"/>
<field id="2" name="qtyExponent" type="exponent8"/>
<field id="3" name="bidPrice" type="mantissa64" mbx:exponent="priceExponent" presence="optional" mbx:jsonDefaultValue="0"/>
<field id="4" name="bidQty" type="mantissa64" mbx:exponent="qtyExponent"/>
<field id="5" name="askPrice" type="mantissa64" mbx:exponent="priceExponent" presence="optional" mbx:jsonDefaultValue="0"/>
<field id="6" name="askQty" type="mantissa64" mbx:exponent="qtyExponent"/>
<data id="200" name="symbol" type="varString8"/>
</sbe:message>
<!-- Response for
- REST GET /api/v3/ticker/bookTicker?symbols=
- WebSocket "method":"ticker.book","params":{"symbols":[<SYMBOLS>]} -->
<sbe:message name="BookTickerResponse" id="212">
<group id="100" name="tickers" mbx:jsonPath="..">
<field id="1" name="priceExponent" type="exponent8"/>
<field id="2" name="qtyExponent" type="exponent8"/>
<field id="3" name="bidPrice" type="mantissa64" mbx:exponent="priceExponent" presence="optional" mbx:jsonDefaultValue="0"/>
<field id="4" name="bidQty" type="mantissa64" mbx:exponent="qtyExponent"/>
<field id="5" name="askPrice" type="mantissa64" mbx:exponent="priceExponent" presence="optional" mbx:jsonDefaultValue="0"/>
<field id="6" name="askQty" type="mantissa64" mbx:exponent="qtyExponent"/>
<data id="200" name="symbol" type="varString8"/>
</group>
</sbe:message>
<!-- Response for
- REST GET /api/v3/ticker?symbol=SYMBOL&type=FULL
- REST GET /api/v3/tradingDay?symbol=SYMBOL&type=FULL
- WebSocket "method":"ticker","params":{"symbol":"<SYMBOL>","type":"FULL"}
- WebSocket "method":"ticker.tradingDay","params":{"symbol":"<SYMBOL>","type":"FULL"} -->
<sbe:message name="TickerSymbolFullResponse" id="213">
<field id="1" name="priceExponent" type="exponent8"/>
<field id="2" name="qtyExponent" type="exponent8"/>
<field id="3" name="priceChange" type="mantissa64" mbx:exponent="priceExponent" presence="optional" mbx:jsonDefaultValue="0"/>
<field id="4" name="priceChangePercent" type="float" presence="optional" mbx:jsonDefaultValue="0.0"/>
<field id="5" name="weightedAvgPrice" type="mantissa64" mbx:exponent="priceExponent" presence="optional" mbx:jsonDefaultValue="0"/>
<field id="6" name="openPrice" type="mantissa64" mbx:exponent="priceExponent" presence="optional" mbx:jsonDefaultValue="0"/>
<field id="7" name="highPrice" type="mantissa64" mbx:exponent="priceExponent" presence="optional" mbx:jsonDefaultValue="0"/>
<field id="8" name="lowPrice" type="mantissa64" mbx:exponent="priceExponent" presence="optional" mbx:jsonDefaultValue="0"/>
<field id="9" name="lastPrice" type="mantissa64" mbx:exponent="priceExponent" presence="optional" mbx:jsonDefaultValue="0"/>
<field id="10" name="volume" type="mantissa128" mbx:exponent="qtyExponent"/>
<field id="11" name="quoteVolume" type="mantissa128" mbx:exponent="priceExponent"/>
<field id="12" name="openTime" type="utcTimestampUs"/>
<field id="13" name="closeTime" type="utcTimestampUs"/>
<field id="14" name="firstId" type="tradeId" presence="optional" mbx:jsonDefaultValue="-1"/>
<field id="15" name="lastId" type="tradeId" presence="optional" mbx:jsonDefaultValue="-1"/>
<field id="16" name="numTrades" type="int64" mbx:jsonPath="count"/>
<data id="200" name="symbol" type="varString8"/>
</sbe:message>
<!-- Response for
- REST GET /api/v3/ticker?type=FULL&symbols=
- REST GET /api/v3/tradingDay?type=FULL&symbols=
- WebSocket "method":"ticker","params":{"type":"FULL","symbols":[<SYMBOLS>]}
- WebSocket "method":"ticker.tradingDay","params":{"type":"FULL","symbols":[<SYMBOLS>]} -->
<sbe:message name="TickerFullResponse" id="214">
<group id="100" name="tickers" mbx:jsonPath="..">
<field id="1" name="priceExponent" type="exponent8"/>
<field id="2" name="qtyExponent" type="exponent8"/>
<field id="3" name="priceChange" type="mantissa64" mbx:exponent="priceExponent" presence="optional" mbx:jsonDefaultValue="0"/>
<field id="4" name="priceChangePercent" type="float" presence="optional" mbx:jsonDefaultValue="0.0"/>
<field id="5" name="weightedAvgPrice" type="mantissa64" mbx:exponent="priceExponent" presence="optional" mbx:jsonDefaultValue="0"/>
<field id="6" name="openPrice" type="mantissa64" mbx:exponent="priceExponent" presence="optional" mbx:jsonDefaultValue="0"/>
<field id="7" name="highPrice" type="mantissa64" mbx:exponent="priceExponent" presence="optional" mbx:jsonDefaultValue="0"/>
<field id="8" name="lowPrice" type="mantissa64" mbx:exponent="priceExponent" presence="optional" mbx:jsonDefaultValue="0"/>
<field id="9" name="lastPrice" type="mantissa64" mbx:exponent="priceExponent" presence="optional" mbx:jsonDefaultValue="0"/>
<field id="10" name="volume" type="mantissa128" mbx:exponent="qtyExponent"/>
<field id="11" name="quoteVolume" type="mantissa128" mbx:exponent="priceExponent"/>
<field id="12" name="openTime" type="utcTimestampUs"/>
<field id="13" name="closeTime" type="utcTimestampUs"/>
<field id="14" name="firstId" type="tradeId" presence="optional" mbx:jsonDefaultValue="-1"/>
<field id="15" name="lastId" type="tradeId" presence="optional" mbx:jsonDefaultValue="-1"/>
<field id="16" name="numTrades" type="int64" mbx:jsonPath="count"/>
<data id="200" name="symbol" type="varString8"/>
</group>
</sbe:message>
<!-- Response for
- REST GET /api/v3/ticker?symbol=SYMBOL&type=MINI
- REST GET /api/v3/tradingDay?symbol=SYMBOL&type=MINI
- WebSocket "method":"ticker","params":{"symbol":"<SYMBOL>","type":"MINI"]}
- WebSocket "method":"ticker.tradingDay","params":{"symbol":"<SYMBOL>","type":"MINI"} -->
<sbe:message name="TickerSymbolMiniResponse" id="215">
<field id="1" name="priceExponent" type="exponent8"/>
<field id="2" name="qtyExponent" type="exponent8"/>
<field id="3" name="openPrice" type="mantissa64" mbx:exponent="priceExponent" presence="optional" mbx:jsonDefaultValue="0"/>
<field id="4" name="highPrice" type="mantissa64" mbx:exponent="priceExponent" presence="optional" mbx:jsonDefaultValue="0"/>
<field id="5" name="lowPrice" type="mantissa64" mbx:exponent="priceExponent" presence="optional" mbx:jsonDefaultValue="0"/>
<field id="6" name="lastPrice" type="mantissa64" mbx:exponent="priceExponent" presence="optional" mbx:jsonDefaultValue="0"/>
<field id="7" name="volume" type="mantissa128" mbx:exponent="qtyExponent"/>
<field id="8" name="quoteVolume" type="mantissa128" mbx:exponent="priceExponent"/>
<field id="9" name="openTime" type="utcTimestampUs"/>
<field id="10" name="closeTime" type="utcTimestampUs"/>
<field id="11" name="firstId" type="tradeId" presence="optional" mbx:jsonDefaultValue="-1"/>
<field id="12" name="lastId" type="tradeId" presence="optional" mbx:jsonDefaultValue="-1"/>
<field id="13" name="numTrades" type="int64" mbx:jsonPath="count"/>
<data id="200" name="symbol" type="varString8"/>
</sbe:message>
<!-- Response for
- REST GET /api/v3/ticker?type=MINI&symbols=
- REST GET /api/v3/tradingDay?type=MINI&symbols=
- WebSocket "method":"ticker","params":{"type":"MINI","symbols":[<SYMBOLS>]}
- WebSocket "method":"ticker.tradingDay","params":{"type":"MINI","symbols":[<SYMBOLS>]} -->
<sbe:message name="TickerMiniResponse" id="216">
<group id="100" name="tickers" mbx:jsonPath="..">
<field id="1" name="priceExponent" type="exponent8"/>
<field id="2" name="qtyExponent" type="exponent8"/>
<field id="3" name="openPrice" type="mantissa64" mbx:exponent="priceExponent" presence="optional" mbx:jsonDefaultValue="0"/>
<field id="4" name="highPrice" type="mantissa64" mbx:exponent="priceExponent" presence="optional" mbx:jsonDefaultValue="0"/>
<field id="5" name="lowPrice" type="mantissa64" mbx:exponent="priceExponent" presence="optional" mbx:jsonDefaultValue="0"/>
<field id="6" name="lastPrice" type="mantissa64" mbx:exponent="priceExponent" presence="optional" mbx:jsonDefaultValue="0"/>
<field id="7" name="volume" type="mantissa128" mbx:exponent="qtyExponent"/>
<field id="8" name="quoteVolume" type="mantissa128" mbx:exponent="priceExponent"/>
<field id="9" name="openTime" type="utcTimestampUs"/>
<field id="10" name="closeTime" type="utcTimestampUs"/>
<field id="11" name="firstId" type="tradeId" presence="optional" mbx:jsonDefaultValue="-1"/>
<field id="12" name="lastId" type="tradeId" presence="optional" mbx:jsonDefaultValue="-1"/>
<field id="13" name="numTrades" type="int64" mbx:jsonPath="count"/>
<data id="200" name="symbol" type="varString8"/>
</group>
</sbe:message>
<!-- Trading endpoints -->
<!-- Response for
- REST POST /api/v3/order?newOrderRespType=ACK
- REST POST /api/v3/sor/order?newOrderRespType=ACK
- WebSocket "method":"order.place","params":{"newOrderRespType":"ACK"}
- WebSocket "method":"sor.order.place","params":{"newOrderRespType":"ACK"} -->
<sbe:message name="NewOrderAckResponse" id="300">
<field id="1" name="orderId" type="orderId"/>
<field id="2" name="orderListId" type="orderId" presence="optional" mbx:jsonDefaultValue="-1"/>
<field id="3" name="transactTime" type="utcTimestampUs"/>
<data id="200" name="symbol" type="varString8"/>
<data id="201" name="clientOrderId" type="varString8"/>
</sbe:message>
<!-- Response for
- REST POST /api/v3/order?newOrderRespType=RESULT
- REST POST /api/v3/sor/order?newOrderRespType=RESULT
- WebSocket "method":"order.place","params":{"newOrderRespType":"RESULT"}
- WebSocket "method":"sor.order.place","params":{"newOrderRespType":"RESULT"} -->
<sbe:message name="NewOrderResultResponse" id="301">
<field id="1" name="priceExponent" type="exponent8"/>
<field id="2" name="qtyExponent" type="exponent8"/>
<field id="3" name="orderId" type="orderId"/>
<field id="4" name="orderListId" type="orderId" presence="optional" mbx:jsonDefaultValue="-1"/>
<field id="5" name="transactTime" type="utcTimestampUs"/>
<field id="6" name="price" type="mantissa64" mbx:exponent="priceExponent"/>
<field id="7" name="origQty" type="mantissa64" mbx:exponent="qtyExponent"/>
<field id="8" name="executedQty" type="mantissa64" mbx:exponent="qtyExponent"/>
<field id="9" name="cummulativeQuoteQty" type="mantissa64" mbx:exponent="priceExponent"/>
<field id="10" name="status" type="orderStatus"/>
<field id="11" name="timeInForce" type="timeInForce"/>
<field id="12" name="orderType" type="orderType" mbx:jsonPath="type"/>
<field id="13" name="side" type="orderSide"/>
<field id="14" name="stopPrice" type="mantissa64" mbx:exponent="priceExponent" presence="optional"/>
<field id="15" name="trailingDelta" type="int64" presence="optional"/>
<field id="16" name="trailingTime" type="utcTimestampUs" presence="optional"/>
<field id="17" name="workingTime" type="utcTimestampUs" presence="optional" mbx:jsonDefaultValue="-1"/>
<field id="18" name="icebergQty" type="mantissa64" mbx:exponent="qtyExponent" presence="optional"/>
<field id="19" name="strategyId" type="int64" presence="optional"/>
<field id="20" name="strategyType" type="int32" presence="optional"/>
<field id="21" name="orderCapacity" type="orderCapacity"/>
<field id="22" name="workingFloor" type="floor"/>
<field id="23" name="selfTradePreventionMode" type="selfTradePreventionMode"/>
<field id="24" name="tradeGroupId" type="int64" presence="optional"/>
<field id="25" name="preventedQuantity" type="mantissa64" mbx:exponent="qtyExponent"/>
<field id="26" name="usedSor" type="boolEnum"/>
<field id="27" name="origQuoteOrderQty" type="mantissa64" mbx:exponent="priceExponent"/>
<data id="200" name="symbol" type="varString8"/>
<data id="201" name="clientOrderId" type="varString8"/>
</sbe:message>
<!-- Response for
- REST POST /api/v3/order?newOrderRespType=FULL
- REST POST /api/v3/sor/order?newOrderRespType=FULL
- WebSocket "method":"order.place","params":{"newOrderRespType":"FULL"}
- WebSocket "method":"sor.order.place","params":{"newOrderRespType":"FULL"} -->
<sbe:message name="NewOrderFullResponse" id="302">
<field id="1" name="priceExponent" type="exponent8"/>
<field id="2" name="qtyExponent" type="exponent8"/>
<field id="3" name="orderId" type="orderId"/>
<field id="4" name="orderListId" type="orderId" presence="optional" mbx:jsonDefaultValue="-1"/>
<field id="5" name="transactTime" type="utcTimestampUs"/>
<field id="6" name="price" type="mantissa64" mbx:exponent="priceExponent"/>
<field id="7" name="origQty" type="mantissa64" mbx:exponent="qtyExponent"/>