Unsolicited Events

Unsolicited events in the Starbase Binary API including OrderFilled and MMPTrigger messages.

Unsolicited events

OrdersFilled (300)

Event generated when one or more resting orders are filled by a taker order. This may include orders from different instruments if the taker order was for a combo instrument and matched an implied order.

Field	Name	Type	Length	Description
1	transactTime	int64	8	Nanoseconds since echo. Time of entry into the order book
2	execId	int64	8	Exchange-assigned event ID
3	blockLengthOfFills	uint16	2	60 (bytes)
4	numberOfFills	uint16	2	Indicates the length of the following repeating group containing all immediate fills when the order was submitted
->5	clientOrderId	int64	8	Numeric client order ID. Set to the quoteId if the order was submitted as part of a MassQuote
->6	orderId	int64	8	Numeric exchange assigned order ID
->7	instrumentId	int64	8	Numeric instrument ID
->8	matchId	int64	8	Transaction ID representing match, shared by all fills within match
->9	fillPrice	FixedPoint9	8	Price of fill
->10	fillAmount	Decimal72	9	Amount of fill
->11	totalFilled	Decimal72	9	Cumulative amount filled
->12	side	int8	1	1=BUY -1=SELL
->13	flags	uint8	1	Defined in following table
->14	reserved	int16	2	Padding for byte alignment
15	blockLengthOfLegs	uint16	2	33 (bytes)
16	numberOfLegs	uint16	2	Indicates the length of the following repeating group containing all combo leg quantities and prices. Non-zero for trades on combo instruments only.
->17	matchId	int64	8	Transaction ID representing match.
->18	instrumentId	int64	8	Numeric instrument ID.
->19	legQty	Decimal72	9	Quantity of this leg in the combo instrument
->20	legPrice	FixedPoint9	8	Price of this leg in the combo instrument
->21	legSide	int8	1	1=BUY -1=SELL

The table below outlines the content of field 13 (flags).

Bit number (from last to first)	Name	Description
1	isQuote	0=False (order) 1=True (quote)
2	isFullyFilled	0=PartiallyFilled 1=FullyFilled
3	Reserved for future use
4	Reserved for future use
5	Reserved for future use
6	Reserved for future use
7	Reserved for future use
8	Reserved for future use

OrdersCanceled (310)

Event generated when one or more orders and/or quotes submitted via this binary API session are canceled for some reason other than in direct response to a client request (NewOrderRequest, AmendOrderRequest, CancelOrderRequest, MassQuoteRequest). For example, due to end-of-day expiries, liquidation, admin action, or as part of a mass cancel request or MMP trigger event.

Field	Name	Type	Length	Description
1	transactTime	int64	8	Nanoseconds since epoch. Time of entry into the order book
2	execId	int64	8	Exchange-assigned event ID
3	flags	uint8	1	0=isLastMessage
4	blockLengthOfOrders	uint16	2	35 (bytes)
5	numberOfOrders	uint16	2	Length of the following repeating group of canceled orders
->6	clientOrderId	int64	8	Numeric client order ID
->7	orderId	int64	8	Numeric exchange assigned order ID
->8	instrumentId	int64	8	Numeric instrument ID
->9	totalFilled	Decimal72	9	Filled amount of canceled order
->10	cancelReason	int8	1	See OrdersCanceled Cancel Reasons
->11	orderFlags	uint8	1	1=isQuote

MassQuoteMmpTriggered (320)

Event generated when a mass quote Market Maker Protection limit is triggered. Followed by one or more OrderCanceled messages..

Field	Name	Type	Length	Description
1	transactTime	int64	8	Nanoseconds since echo. Time of trigger in the order book
2	execId	int64	8	Exchange-assigned event ID
3	mmpGroupId	int64	8	Identifier of MMP group
4	frozenUntil	int64	8	Nanoseconds since epoch
5	quantityLevel	double	8	The total traded quantity, within a given interval, at the time of the trigger
6	vegaLevel	double	8	The change in vega exposure within a given interval, at the time of the trigger
7	deltaLevel	double	8	The change in delta within a given interval, at the time of the trigger
8	trigger	int8	1	0=quantity 1=delta 2=vega

OrdersMmpTriggered (322)

Event generated when an orders Market Maker Protection limit is triggered. Followed by one or OrderCanceled messages.

Field	Name	Type	Length	Description
1	transactTime	int64	8	Nanoseconds since echo. Time of trigger in the order book
2	execId	int64	8	Exchange-assigned event ID
3	currencyPairId	int64	8	Numeric currency pair ID
4	frozenUntil	int64	8	Nanoseconds since epoch
5	quantityLevel	double	8	The total traded quantity, within a given interval, at the time of the trigger
6	vegaLevel	double	8	The change in vega exposure within a given interval, at the time of the trigger
7	deltaLevel	double	8	The change in delta within a given interval
8	trigger	int8	1	0=quantity 1=delta 2=vega

MassQuoteMmpUnfrozen (324)

Event generated when a mass quote Market Maker Protection group is unfrozen, either in response to a reset request or because the frozenUntil timer elapsed.

Field	Name	Type	Length	Description
1	transactTime	int64	8	Nanoseconds since epoch. Time of trigger in the order book
2	execId	int64	8	Exchange-assigned event ID
3	mmpGroupId	int64	8	Identifier of MMP group
4	correlationId	int64	8	Client-assigned ID, or 0x8000000000000000 if unsolicited (timer elapsed)

OrdersMmpUnfrozen (326)

Event generated when an orders Market Maker Protection group is unfrozen, either in response to a reset request or because the frozenUntil timer elapsed.

Field	Name	Type	Length	Description
1	transactTime	int64	8	Nanoseconds since epoch. Time of trigger in the order book
2	execId	int64	8	Exchange-assigned event ID
3	currencyPairId	int64	8	Numeric currency pair ID
4	correlationId	int64	8	Client-assigned ID, or 0x8000000000000000 if unsolicited (timer elapsed)