Workflow

CLOB: Orders.

Supported Instruments

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Limit

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DAY

GTC

GTD

GFT

IOC

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DAY

GTC

GTD

GFT

IOC

SecurityGroup

Cürex has three liquidity pools that are accessible. These are:

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• Only limit orders are accepted.
• Participants should consider the prevailing Cürex mid‐rate when placing orders as limit order prices will affect the likelihood of matching at the mid‐rate.
• A maximum order size of 100 million (CCY1 only) is enforced.
• Orders are always executed at the mid‐rate available at the time of the match.
• Mid‐rates that require rounding are rounded in favor of the resting order received first.  
• Matches occur in a strict time priority order (FIFO).

NoStrategyParameters

TWAP Orders are also supported using the NoStrategyParameters. The order becomes a TWAP when any TWAP field is added.

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If the calculated peg price is not a valid price for this market, PegRoundDirection specifies whether to round the price to be more or less aggressive.

'MoreAggressive': on a buy order, round the price up to the nearest tick; on a sell order, round down to the nearest tick.

'MorePassive': on a buy order, round the price down to the nearest tick; on a sell order, round the price up to the nearest tick.

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PartyIDs

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Please refer to Whisperer Enterprise - PartyIDs for the full Enterprise table across all venues.

Regulatory Fields

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Please refer to or Regulatory Fields for the full Enterprise table across all venues.

Passthru Fields

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Please refer to Passthru Fields for the full Enterprise table across all venues.