SubscribeAccountEvents

Category: User Permissions: Operator, Trading, AccountReadOnly Call Type: Synchronous

Subscribes the user to notifications about the status of account-level events: orders, trades, position updates, deposits, and withdrawals for a specific account on the Order Management System (OMS). The subscription reports all events associated with a given account; there is no filter at the call level to subscribe to some events and not others.

Account event information is supplied in comma-separated-value (CSV) format. For specific CSV formatting information, see the APEX Extract CSV Data Dictionary, available from AlphaPoint.

Request

{
  "AccountId":  1,
  "OMSId":  1 
}

Key	Value
AccountId	integer. The ID of the account for the logged-in user.
OMSId	integer. The ID of the Order Management System to which the account belongs.

Response

{
  "Subscribe":  true 
}

Key	Value
Subscribe	Boolean. A successful subscription returns true; otherwise, false.

The Events

When you call SubscribeAccountEvents, you subscribe to all of the following list of events. The Order Management System may supply them at irregular intervals and in any order; software must listen for these events. The system sends each of these events in a message frame.

AccountPositionEvent

AccountPositionEvent The balance in your account changes.

{
    "OMSId":4, //The OMSId. [Integer]
    "AccountId":4, // account id number. [Integer]
    "ProductSymbol":"BTC", //The Product Symbol for this balance message. [String]
    "ProductId":1, //The Product Id for this balance message. [Integer]
    "Amount":10499.1,  //The total balance in the account for the specified product. [Dec]
    "Hold": 2.1,  //The total amount of the balance that is on hold. Your available                          //balance for trading and withdraw is (Amount - Hold). [Decimal]
    "PendingDeposits":0, //Total Deposits Pending for the specified product. [Decimal]
    "PendingWithdraws":0, //Total Withdrawals Pending for the specified product. [Decimal]
    "TotalDayDeposits":0, //The total 24-hour deposits for the specified product. UTC. [Dec]
    "TotalDayWithdraws":0, //The total 24-hour withdraws for the specified product. UTC [Dec]
    "NotionalHoldAmount": 0.0,
    "NotionalRate": 0.0,
    "TotalDayDepositNotional": 0.0,
    "TotalMonthDepositNotional": 0.0,
    "TotalDayWithdrawNotional": 0.0,
    "TotalMonthWithdrawNotional": 0.0
}

Trigger: The balance in your account changes.

CancelAllOrdersRejectEvent

CancelAllOrdersRejectEvent All orders for your account are rejected.

{
    "OMSId": 1, // OMS ID [Integer]
    "AccountId": 4, // ID of the account being tracked [Integer]
    "InstrumentId": 0, // ID of the instrument in the order [Long Integer]
    "Status": "Rejected", // Accepted/Rejected [String]
    "RejectReason": "Instrument not found." // Reason for rejection [String]
}

Trigger: All orders for your account are rejected.

CancelOrderRejectEvent

CancelOrderRejectEvent Your order is canceled.

{
    "OMSId": 1, //OMS Id [Integer] Always 1
    "AccountId": 4, //Your Account ID. [Integer]
    "OrderId": 1, //The Order ID from your Cancel request. [64 Bit Integer]
    "OrderRevision": 0, //The Revision of the Order, if any was found. [64 Bit Integer]
    "OrderType": "Unknown", // See "Order Types" in Introduction
    "InstrumentId": 1,  // The InstrumentId from your Cancel request. [Integer]
    "Status": "Rejected", //Always "Rejected" [String]
    "RejectReason": "Order Not Found" //A message describing the reason for the rejection.          // [String]
}

Trigger: Your order is canceled.

CancelReplaceOrderRejectEvent

CancelReplaceOrderRejectEvent Your order is rejected even if a cancel-replace order was placed.

{
    "OMSId": 1, // ID of the OMS [integer]
    "AccountId": 4, // ID of the account [integer]
    "OrderId": 9342, // The ID of the rejected order [integer]
    "ClientOrderId": 1234, // The client-supplied order ID [long integer]
    "LimitPrice": 99.1, // The limit price of the order.
    "OrderIdOCO": 0, // The ID of the other ordre to cancel if this is executed.
    "OrderType": "Limit", // See "Order Types" in Introduction.
    "PegPriceType": "Bid", // Where to peg the stop/trailing order.
    "OrderIdToReplace": 9333, // The ID of the order being cancelled and replaced.
    "InstrumentId": 1, // ID of the instrument traded in the order.
    "ReferencePrice": 99.1, // used internally.
    "Quantity": 1.0, // Quantity of the replacement order
    "Side": "Buy", // Side of the order: Buy, Sell, Short (future)
    "StopPrice":0, // The price at which to execute the new order.
    "TimeInForce":"GTC", // Period when new order can be executed.
    "Status":"Rejected", // Status of the order – always "rejected"
    "RejectReason":"Order Not Found" // Reason the order was rejected.
}

Trigger: Your order is rejected even if a cancel-replace order was placed.

MarketStateUpdate

MarketStateUpdate The market state is altered administratively.

{
    "ExchangeId":1, // Exchange Id [Integer]
    "VenueAdapterId":1,  // Internal [Integer]
    "VenueInstrumentId":1, // Instrument Id on a specific venue [Integer]
    "Action":"ReOpen",
        // Market State Action [String] Values are 
        // "Pause", "Resume", "Halt", "ReOpen"
    "PreviousStatus":"Stopped", 
        // Previous Market Status for Instrument [String] Values are
        // "Running", "Paused", "Stopped", "Starting"
    "NewStatus":"Running",
        // Market Status for Instrument [String] Values are 
        // "Running", "Paused", "Stopped", "Starting"
    "ExchangeDateTime":"2016-04-21T21:48:22Z"
        // ISO 8601 format UTC time zone
}

Trigger: The market state is altered administratively.

NewOrderRejectEvent

NewOrderRejectEvent An order associated with your account is rejected.

{
    "OMSId": 1, //OMS Id [Integer] Always 1
    "AccountId": 4, //Your Account Id [Integer]
    "ClientOrderId": 1234, //Your Client Order Id [64 Bit Integer]
    "Status": "Rejected", //Always "Rejected"
    "RejectReason": "No More Market" //A message describing the reason for the reject.
}

Trigger: An order associated with your account is rejected.

OrderStateEvent

OrderStateEvent The status changes for an order associated with your account.

{
    "Side":"Sell",
        // The side of your order. [String] Values are "Sell", 
        // "Buy", "Short"
    "OrderId": 9849, //The Server-Assigned Order Id. [64-bit Integer]
    "Price": 97, //The Price of your order. [Decimal]
    "Quantity":1,
        // The Quantity (Remaining if partially or fully executed) of 
        // your order. [Decimal]
    "Instrument":1, // The InstrumentId your order is for. [Integer]
    "Account":4, // Your AccountId [Integer]
    "OrderType":"Limit",
        // The type of order. [String] Values are "Market", "Limit",
        // "StopMarket", "StopLimit", "TrailingStopMarket", and
        // "TrailingStopLimit"
    "ClientOrderId":0, // Your client order id. [64-bit Integer]
    "OrderState":"Working", // The current state of the order. [String]
            // Values are "Working", "Rejected", "FullyExecuted", "Canceled",
            // "Expired"
    "ReceiveTime":0, // Timestamp in POSIX format
    "OrigQuantity":1, // The original quantity of your order. [Decimal]
    "QuantityExecuted":0, // The total executed quantity. [Decimal]
    "AvgPrice":0, // Avergage executed price. [Decimal]
    "ChangeReason":"NewInputAccepted"
        // The reason for the order state change. [String] Values are 
        // "NewInputAccepted", "NewInputRejected", "OtherRejected",
        // "Expired", "Trade", SystemCanceled BelowMinimum", 
        // "SystemCanceled NoMoreMarket", "UserModified"
}

Trigger: The status changes for an order associated with your account.

OrderTradeEvent

OrderTradeEvent An order associated with your account results in a trade.

{
    "OMSId":1, //OMS Id [Integer]
    "TradeId":213, //Trade Id [64-bit Integer]
    "OrderId":9848, //Order Id [64-bit Integer]
    "AccountId":4, //Your Account Id [Integer]
    "ClientOrderId":0, //Your client order id. [64-bit Integer]
    "InstrumentId":1, //Instrument Id [Integer]
    "Side":"Buy", //[String] Values are "Buy", "Sell", "Short" (future)
    "Quantity":0.01, //Quantity [Decimal]
    "Price":95,  //Price [Decimal]
    "Value":0.95,  //Value [Decimal]
    "TradeTime":635978008210426109, // TimeStamp in Microsoft ticks format
    "ContraAcctId":3,
        // The Counterparty of the trade. The counterparty is always 
        // the clearing account. [Integer]
    "OrderTradeRevision":1, //Usually 1 
    "Direction":"NoChange", //"Uptick", "Downtick", "NoChange"
    "CounterPartyClientUserId": 0, // [Integer] Indicates counterparty source of trade (OMS, Remarketer, FIX)
    "NotionalProductId": 0, // [Integer] Notional product
    "NotionalRate": 0.0, // Notional rate from base currency at time of trade [Decimal] 
    "NotionalValue": 0.0 // Notional value in base currency of venue at time of trade [Decimal]
}

Trigger: An order associated with your account results in a trade.

PendingDepositUpdate

PendingDepositUpdate Deposit pending on your account.

{
    "AccountId": 4, // Your account id number. [Integer]
    "AssetId": 1, // The ProductId of the pending deposit. [Integer]
    "TotalPendingDepositValue": 0.01 //The value of the pending deposit. [Decimal]
    "Requires2FA": false,
    "TwoFAType": "",
    "TwoFAToken": "",
}