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Table of Contents

Workflow

CLOB: Orders

Supported Instruments

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Table Excerpt Include
nameSupportedInstruments
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pageSupported Instruments
typepage

Please refer to Supported Instruments to view across all venues.

PartyIDs

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order0

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namePartyIDs
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Please refer to PartyIDs to view across all venues.

Regulatory Fields

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Please refer to Regulatory Fields to view across all venues.

Passthru Fields

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order0

Table Excerpt Include
copytabletrue
namePassthruFields
pagePassthru Fields
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Please refer to Passthru Fields to view across all venues.

Details

Configuration

Info
titlePassword

Passwords on MAPI are never expired, but Clients can request for password change to unlock an account or for any other reason.  If you wish to change the password, please contact MarketFactory Support.

Info
titleSession Dependencies
  • Client session is connected on receiving Trading session enabled notification from MAPI service.
  • PrimeBroker Clients session is connected when PrimeBroker is logged in and Trading session is enabled by MAPI service.
Info
titleCredit Alerts

CreditLow : UserNotification with this UserStatus is sent if remaining credit is below 25%.

CreditExhausted : UserNotification with this UserStatus is sent when credit is at 0%.

Global Throttle Rate Change : ErrorReport with Text message is sent when Global Throttle Rate Change override is received from MAPI. eg: "Global Throttle Rate Change override: New rate is 15 orders in 5 seconds."

Functional Coverage

MAPI trading functions supported for all API users.

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Info
titleTrading Constraints
  • Currency - Must be base currency of the instrument.
  • Price - Must be a multiple of the pip size and not exceed the left or right decimal place limits.
  • OrderQty - Must be greater than the instruments minimum quantity , a multiple of the instruments lot size and less than the instruments maximum order size.
Note
titleExecutionReports: ExecID

MAPI ExecID is not unique per ExecutionReport. Multiple ExecutionReports generated by the same event will have same ExecID. e.g Multiway matches, Unsolicited cancels due to logout etc.

To maintain the uniqueness of ExecID in Clients ExecutionReport, it is constructed as below using venue's MatchID/ExecType/ClOrdID.

  • For PartiallyFilled/Filled Execution Reports Venue TrdMatchID is the ExecID.
  • For New/Canceled/PendingCancel/Rejected/Expired Execution Reports ExecID is "MF:ExecID:ExecType:ClOrdID".
  • PendingNew  Execution Reports ExecID is "MF:ClOrdID".

Algo Selection

MAPI supports MoreQty order in addition to native Iceberg Order, where order is cancelled automatically when MaxShow amt is filled.

Iceberg Order Variations

Maxshow

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The table below sets out the Iceberg order Strategy parameters and combinations currently supported.

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SPN1=TargetStrategy

SPV2=Iceberg

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SPN1=TipSpecificationType

SPV2=Defined

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SPN1=TipSpecificationType

SPV2=Defined

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SPN1=TipSpecificationType

SPV2=Defined

...

SPN1=TipSpecificationType

SPV2=Random

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SPN1=TipSpecificationType

SPV2=Random

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The ID number of the chosen delay range .

  1. SPN : StrategyParameterName
  2. SPV : StrategyParameterName