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Apifiny One Note

Quick Start

  1. Apply for an account and get accountID, API_Key_ID and API_Secret_Key
  2. Use JWT to sign every request.
  3. Send new orders or a new order through order.insertOrder
  4. Use Websocket client to get order status.
  5. The {VENUE} refers to exchange name. For example: GBBO, VENUE2. Please replace it with the real name of the exchange when coding. The list of real exchange names has been summarized on "Base Info API - Query List Venues".

Make Request

HTTP:

POST /gx/openApi/v1 HTTP/1.1
Host: api.apifiny.com
Content-Type: application/json
cache-control: no-cache
{
    "accountId": "ST-00000001"
}

Use HTTP POST to make a request:

POST https://api.apifiny.com/gx/openApi/v1?signature={signature}

The request end point is embedded in the signature.

Signature

Signature:

// js
signature = JWT(payload={
    "accountId": "accountID",
    "secretKeyId": "API_Key_ID",
    "digest": hash256(RequestBody),
    "method": "module.methodName",
    "exp": 1535526941
}, key='API_Secret_Key', algorithm='HS256')
# python3
import hashlib
import jwt
import json

digest = hashlib.sha256(json.dumps(RequestBody).encode()).hexdigest()
signature = jwt.encode({
    'accountId': "accountID",
    'secretKeyId': "API_Key_ID",
    'digest': digest,
    'method': "module.methodName",
    'exp': 1535526941,
}, "API_Secret_Key", algorithm='HS256')

Please use JWT to generate Signature for each request. Please refer to jwt.io on how to use JWT.

For every request, please use JWT and secretKey to generate Signature and use Signature in HTTP post parameter.

Payload in Signature includes the following content:

Parameter Description
accountId Account ID
secretKeyId API Access Key
key API Secret Key
digest hash value of the request body using sha256 hash
method api method
exp expiration time of signature

Standard response

The structure of the response:

{
  "result": null,
  "error": {
    "code": 131114,
    "message": "account not found"
  }
}

After making an API request, the server will send back a response in JSON format. The response includes:

Parameter Description
result when the request is successful, this key will include the result of the request. When the request is not successful, its value is null.
error when the request is not successful, the key will give the error message. Its value is null when the request is successful.
code Error code. Please refer to the error code explanation section.
message Error message.

Trading API

Note:The response in the following API is the result part of the standard response.

Create New Order

Request:

{
  "accountId": "ST-00000001",
  "venue":"GBBO",
  "orderId": "000000011584603011942221",
  "orderInfo": {
    "symbol": "BTCUSDT",
    "orderType": "LIMIT",
    "timeInForce": 1,
    "orderSide": "BUY",
    "limitPrice": "100",
    "quantity": "1.12"
  }
}

Response:

{
  "accountId": "ST-GBBO_00000001",
  "venue":"GBBO",
  "orderId": "000000011584603011942221",
  "symbol": "BTCUSDT",
  "orderType": "LIMIT",
  "orderSide": "BUY",
  "limitPrice": 100,
  "quantity": 1.12,
  "filledAveragePrice": 0,
  "filledCumulativeQuantity": 0,
  "openQuantity": 1.12,
  "orderStatus": "PENDING_SUBMIT",
  "createdAt": 1584603012164,
  "updatedAt":  1584603012164,
  "cancelledUpdatedAt": null,
  "filledUpdatedAt": null
}

Make a new order request:

Method:

method: order.insertOrderLite

Request:

Parameter Description
accountId account ID
venue GBBO
orderId order ID
symbol symbol
orderType order type
timeInForce specifies how long the order remains in effect
orderSide order side
limitPrice limit price
quantity quantity

Order ID needs to be in the following format: account id plus 13 digit of timestamp + 3 digit of random number.

Response:

Parameter Description
accountId sub account ID
venue GBBO
orderId order ID
symbol symbol
orderType order type
orderSide order side
limitPrice limit price
quantity quantity
filledAveragePrice average fill price
filledCumulativeQuantity accumulated fill quantity
openQuantity open quantity to be filled
orderStatus order status
createdAt order creation timestamp
updatedAt order update timestamp
cancelledUpdatedAt if it is cancelled, cancellation timestamp
filledUpdatedAt last filled timestamp

Order Type:

Order Type Description
LIMIT Limit Order

Time In Force:

Time In Force Description
1 GTC (Good Till Canceled Order)
2 GTD (Good Till Date Order), temporarily not supported
3 IOC (Immediate Or Cancel Order), temporarily not supported

Order Side:

Order Side Description
BUY buy order
SELL sell order

Order Status:

Order Status Explanation
PENDING_SUBMIT order has been sent but not confirmed
SUBMITTED and has been accepted and acknowledged or partially filled
FILLED completely filled
CANCELLED order is cancelled
REJECTED order is rejected

Cancel Order

Request:

{
  "accountId": "ST-00000001",
  "venue":"GBBO",
  "orderId": "000000011584603011942221"
}

Response:

{
  //Same as new order response
}

Request Cancel Order,cancelledUpdatedAt in Order will be updated.

Note:Order can only be cancelled when order status is not PENDING_SUBMIT,and cancelledUpdatedAt is null.

Method:

method: order.cancelOrderLite

Request:

Parameter Description
accountId Account ID
venue GBBO
orderId Order ID

Response:

Same as new order response.

Query Single Order Info

Request:

{
  "accountId": "ST-00000001",
  "venue":"GBBO",
  "orderId": "000000011584603011942221"
}

Response:

{
  //Same as new order response
}

Method:

method: order.queryOrderInfoLite

Request:

Parameter Description
accountId account ID
venue GBBO
orderId order ID

Response:

Same as new order response.

Query Multiple Order Info

Request:

{
  "accountId": "ST-0000001",
  "orderIdList": ["000000121574697605570321","000000121574697754664817"]
}

Response:

[
  {
     //Same as new order response
  }
  {
     //Same as new order response
  }
]

Method:

method: order.listOrderInfoLite

Request:

Parameter Description
accountId account ID
orderIdList the total number of order ID cannot exceed 500

Response:

Same as new order response.

Query All Open Order

Request:

{
  "accountId": "ST-00000001"
}

Response:

[
  {
     //Same as new order response
  }
  {
     //Same as new order response
  }
]

Method:

method: order.listOpenOrderLite

Request:

Parameter Description
accountId account ID

Response:

Same as new order response.

Query All Completed Order

Request:

{
  "accountId": "ST-00000001",
  "venue":"GBBO",
  "startTime": 1537857271784,
  "endTime": 1537857271784,
  "limit": 100,
  "forward": True,
  "baseAsset": null,
  "quoteAsset": null,
  "orderSide": null,
  "orderStatus": null
}

Response:

[
  {
     //Same as new order response
  }
  {
     //Same as new order response
  }
]

Query all filled orders, cancelled orders, and rejected orders.

Method:

method: order.listCompletedOrderLite

Request:

Parameter Description
accountId account ID
venue GBBO (optional)
startTime start time
endTime end time
limit total number of orders, max is 500
forward true for forward, false for backward. (optional)
baseAsset base asset. for example, for BTCUSDT,it is BTC. (optional)
quoteAsset quote asset,For BTCUSDT,it is USD. (optional)
orderSide order side: BUY, SELL. (optional)
orderStatus order status: FILLED, CANCELLED. (optional)

Response:

Same as new order response.

Query Order Fills

Request:

{
  "accountId": "ST-00000001",
  "venue":"GBBO",
  "startDateTime": 1537857271784
}

Response:


[
  {   
    "accountId": "ST-GBBO_00000001",   
    "venue":"GBBO",   
    "orderId": "000000011584603011942221",   
    "symbol": "BTCUSDT",   
    "orderType": "LIMIT",   
    "timeInForce": 3,   
    "orderSide": "BUY",   
    "limitPrice": 9000,   
    "quantity": 0.01,   
    "filledAveragePrice": 0,   
    "filledCumulativeQuantity": 0,   
    "openQuantity": 0,   
    "orderStatus": "FILLED",   
    "createdAt": 1584603012164,   
    "updatedAt":  1584603012164,   
    "cancelledUpdatedAt": null,   
    "filledUpdatedAt": null ,
    "lastCommission": 0.0450,
    "lastCommissionCurrency": "USD",
    "lastFilledQuantity": 0.01,
    "lastFilledPrice": 9000,
    "isTaker": true
  }
]

Method:

method: order.listDetailLite (within 2minutes, 1000 records)

Request:

Parameter Description
accountId account ID
venue GBBO
startDateTime start time

Response:

Same as new order response.

Request:

{   
  "accountId": "ST-00000001",   
  "venue":"GBBO",   
  "orderId": "000000011584603011942221"
}

Response


[
  {   
    "accountId": "ST-GBBO_00000001",   
    "venue":"GBBO",   
    "orderId": "000000011584603011942221",   
    "symbol": "BTCUSDT",   
    "orderType": "LIMIT",   
    "timeInForce": 3,   
    "orderSide": "BUY",   
    "limitPrice": 9000,   
    "quantity": 0.01,   
    "filledAveragePrice": 0,   
    "filledCumulativeQuantity": 0,   
    "openQuantity": 0,   
    "orderStatus": "FILLED",  
    "createdAt": 1584603012164,   
    "updatedAt":  1584603012164,   
    "cancelledUpdatedAt": null,   
    "filledUpdatedAt": null ,
    "lastCommission": 0.0450,
    "lastCommissionCurrency": "USD",
    "lastFilledQuantity": 0.01,
    "lastFilledPrice": 9000,
    "isTaker": true
  }
]

Method:

method: order.readerOrderDetail

Request:

Parameter Description
accountId account ID
venue GBBO
orderId order ID

Response:

Same as new order response.

Query CommissionRate

Request:

{
  "accountId": "ST-00000001",
  "venue": "GBBO",
  "symbol": "BTCUSDT"
}

Response:

{
    "accountId": "STA-GBBO_00000001",
    "tradingVolume": 121.1001,
    "takeFee": 0,
    "makeFee": 0,
    "specialRate": 0
}

Method:

method: order.getCommissionRate

Request:

Parameter Description
accountId account ID
venue GBBO
symbol symbol

Response:

Parameter Description
accountId account ID
tradingVolume transactions
takeFee takeFee
makeFee makeFee
specialRate specialRate

Account API

Query Account Info

Request:

{
  "accountId": "ST-00000001",
  "venue": "GBBO"
}

Response:

{
  "accountId": "ST-00000001",
  "accountStatus": "OPENED",
  "createdAt": 1537857271784,
  "updatedAt": 1551956476878,
    "subAccountInfo": [
    {
      "accountId": "ST-GBBO_00000001",
      "venue": "GBBO",
      "accountStatus": "OPENED",
      "createdAt": 1584611383104,
      "updatedAt": 1584611383104
    }
  ]
}

Method:

method: account.queryAccountInfoLite

Request:

Parameter Description
accountId account ID
venue GBBO (optional)

Response:

Parameter Description
accountId account ID
venue GBBO
accountStatus account status
createdAt creation time
updatedAt update time

Account Status:

Account Status Explanation
OPENED normal
RESTRICTED restricted. Cannot submit order or cancel order, but can query order.
SUSPENDED suspended, no operations are allowed

Query Account Asset

Request:

{
  "accountId": "ST-00000001",
  "venue":"GBBO"
}

Response:

[
  {
    "accountId": "ST-GBBO_00000001",
    "venue":"GBBO",
    "currency": "BTC",
    "amount": 51.95,
    "available": 51.95,
    "frozen": 0,
    "updatedAt": 1547208404061
  }
]

Method:

method: asset.listBalanceByLite

Request:

Parameter Description
accountId account ID
venue GBBO (optional)

Response:

Parameter Description
accountId account ID
venue GBBO
currency symbol of asset
amount amount
available available quantity
frozen frozen value
updatedAt update time

Get Deposits Address

Request:

{
  "accountId": "ST-00000001",
  "venue":"GBBO",
  "currency": "BTC"
}

Response:

{
  "venue":"GBBO",
  "currency": "BTC",
  "address": "3Nxwena****************fp8v",
  "expiredAt": 1584606409507
}
{
  "venue":"GBBO",
  "currency": "EOS",
  "address": "acc******bnw",
  "memo": "10230001",
  "expiredAt": 1584606409507
}

Method:

method: asset.queryAddressLite

Request:

Parameter Description
accountId Account ID
venue GBBO
currency currency name

Response:

Parameter Description
venue GBBO
currency currency name
address deposits address
memo memo information, some currencies are necessary, e.g. EOS
expiredAt expiration time

Create Withdrawal Ticket

Request:

{
  "accountId": "ST-00000001",
  "venue":"GBBO"
}

Response:

{
  "ticket": "b215282*************bbe436f",
  "expiredAt": 1584633883235
}

You need to get a ticket before you can withdraw.

Method:

method: asset.createWithdrawTicketLite

Request:

Parameter Description
accountId account ID
venue GBBO

Response:

Parameter Description
ticket withdraw ticket
expiredAt expired time

Withdrawals

Request:

{
  "accountId": "ST-0000001",
  "venue":"GBBO",
  "currency": "BTC",
  "amount": 10.0021,
  "memo": "",
  "address": "3Nxwena****************fp8v",
  "ticket": "b2152827079******793d4bbe436f"
}

Response:

{
  "accountId": "ST-GBBO_00000001",
  "venue":"GBBO",
  "currency": "BTC",
  "coin": "BTC",
  "amount": 10.0021,
  "fee": 0.02,
  "fromAddress": null,
  "targetAddress": "3Nxwena****************fp8v",
  "type": "OUTGOING",
  "actionType": "ACCOUNT_CLIENT_WITHDRAW",
  "id": "ST-GBBO_00000001.a93cdec7f3544ad89e2dd2a1515a7cba",
  "txId":"6af5256d5d3dd**********************************e1c31de",
  "status": "SUBMITTED",
  "createdAt": 1584613315735,
  "updatedAt": 1584613839359
}

Method:

method: asset.withdrawLite

Request:

Parameter Description
accountId Account ID
venue GBBO
currency currency name
amount the amount to withdraw
address a crypto address of the recipient
memo memo(Optional), It is usually necessary for EOS
ticket withdraw ticket

Response:

Parameter Description
accountId Account ID
venue GBBO
currency currency name
coin internal coin name
amount the amount to withdraw
fee fee of withdrawal
fromAddress from address
targetAddress a crypto address of the recipient
type OUTGOING, INCOMING
actionType source of request
id internal transfer ID
txId transaction ID
status SUBMITTED, COMPLETED, CANCELLED
createdAt creation time
updatedAt updated time

Query Asset Records

Request:

{
  "accountId": "ST-00000001",
  "startTimeDate": "1584355090628",
  "endTimeDate": "1584614290628",
  "limit": "10",  
  "page": "1"
}

Response:

{
  "data": [
    {
      // Same as withdrawal response
    },
    {
      // Same as withdrawal response
    }
  ],
  "count": 1,
  "limit": 10,
  "page": 1,
  "pages": 1
}

Method:

method: asset.queryAssetActivityListLite

Request:

Parameter Description
accountId Account ID
startTimeDate start time
endTimeDate end time
limit records per page
page page number

Response:

Parameter Description
count total number of records
limit records per page
page page number
pages page count

Base Info API

Query List Currency

Request:

{
  "accountId": "ST-00000001",
  "venue":"GBBO"
}

Response:

[
  {
    "currency": "BTC",
    "currencyPrecision": 9,
    "status": "NOT_DEPOSIT_WITHDRAW",
    "withdrawMaxAmount": 1000000,
    "withdrawMinAmount": 0.004,
    "withdrawMinFee": 0.0005,
    "nextStatus": null,
    "nextStatusAt": null,
    "coin": "BTC"
  },
  {
    "currency": "USDT",
    "currencyPrecision": 8,
    "status": "NOT_DEPOSIT_WITHDRAW",
    "withdrawMaxAmount": 10000,
    "withdrawMinAmount": 2,
    "withdrawMinFee": 5,
    "nextStatus": null,
    "nextStatusAt": null,
    "coin": "USDT.ETH"
  }
]

Method:

method: utils.listCurrencyLite

Request:

Parameter Description
accountId account ID
venue GBBO

Response:

Parameter Description
currency currency
currencyPrecision currency precision
status current status
withdrawMaxAmount max withdraw amount
withdrawMinAmount min withdraw amount
withdrawMinFee min withdraw fee
nextStatus next status
nextStatusAt next status time

currency status:

status explanation
DEPOSIT_WITHDRAW deposit and withdrawal are both allowed
NOT_DEPOSIT_WITHDRAW deposit is not allowed, withdrawal is allowed
DEPOSIT_NOT_WITHDRAW deposit is allowed, but withdrawal is not allowed
NOT_DEPOSIT_NOT_WITHDRAW deposit and withdrawal are both not allowed

Query List Symbol

Request:

{
  "accountId": "ST-00000001",
  "venue":"GBBO"
}

Response:

[
  {
    "symbol":"BTCUSDT",
    "baseAsset":"BTC",
    "baseAssetPrecision": 8,
    "quoteAsset":"USDT",
    "quotePrecision": 8,
    "minPrice":0.01,
    "maxPrice":99999,
    "minQuantity":0.01,
    "maxQuantity":99999,
    "tickSize":0.01,
    "stepSize":0.0001,
    "minNotional": 1,
    "maxNotional": 1000,
    "status": "enabled"
  }
]

Method:

method: utils.listSymbolInfoLite

Request:

Parameter Description
accountId account ID
venue GBBO

Response:

Parameter Description
symbol symbol
baseAsset base asset
baseAssetPrecision baseAsset precision
quoteAsset quote asset,the right side of the symbol
quotePrecision quote precision
minPrice min price for the symbol
maxPrice max price for the symbol
minQuantity min quantity for the symbol
maxQuantity max quantity for the symbol
tickSize min price increment for the symbol
stepSize min quantity increment for the symbol
minNotional minimum notional value allowed for an order on a symbol. An order's notional value is the price * quantity
maxNotional maximum notional value allowed for an order on a symbol. An order's notional value is the price * quantity
status enabled or disabled

Query Current Timestamp of Server

Request:

{}

Response:

1552112542263

Method:

method: utils.currentTimeMillis

Request:

None

Response:

The server timestamp

Order Status Push Notice

Order status change notice obtained through HTTP and Websocket.

HTTP API

Request:

{
  "accountId": "ST-0000001",
  "startDateTime": null
}

Response:

[
  {
    "logTimestamp" : 1552116459512,
    "payload" : {
      "accountId" : "ST-00000001",
      "venue":"GBBO",
      "orderId" : "000000121574697605570321",
      "symbol" : "BTCUSDT",
      "orderType" : "LIMIT",
      "timeInForce": 1,
      "orderSide" : "BUY",
      "limitPrice" : 100.0,
      "quantity" : 1.12,
      "filledAveragePrice" : 0,
      "filledCumulativeQuantity" : 0,
      "openQuantity" : 0.001,
      "orderStatus" : "PENDING_SUBMIT",
      "createdAt" : 1537857271784,
      "updatedAt" : 1537857271784,
      "cancelledUpdatedAt" : null,
      "filledUpdatedAt" : null,
      "lastFilledQuantity" : null,
      "lastFilledPrice" : null,
      "lastFilledCreatedAt" : null
    }
  },
    {
   "logTimestamp" : 1552116459536,
   "payload" : {
     "accountId" : "ST-00000001",
     "venue":"GBBO",
     "orderId" : "000000121574697605570321",
     "symbol" : "BTCUSDT",
     "orderType" : "LIMIT",
     "timeInForce": 1,
     "orderSide" : "BUY",
     "limitPrice" : 100.0,
     "quantity" : 1.12,
     "filledAveragePrice" : 100.0,
     "filledCumulativeQuantity" : 1.12,
     "openQuantity" : 0,
     "orderStatus" : "FILLED",
     "createdAt" : 1537857271784,
     "updatedAt" : 1537857271784,
     "cancelledUpdatedAt" : null,
     "filledUpdatedAt" : 1552116459467,
     "lastFilledQuantity" : 1.12,
     "lastFilledPrice" : 100.0,
     "lastFilledCreatedAt" : 1537857271784
  }
]

Method:

method: order.streamDetail

Request:

Parameter Description
accountId account ID
startDateTime order start time

Response:

Parameter Description
lastFilledQuantity last filled quantity
lastFilledPrice last filled price
lastFilledCreatedAt last filled time

WebSocket API

Response:

{
  {
   "logTimestamp" : 1552116459536,
   "payload" : {
     "accountId" : "ST-00000001",
     "venue":"GBBO",
     "orderId" : "000000121574697605570321",
     "symbol" : "BTCUSDT",
     "orderType" : "LIMIT",
     "orderSide" : "BUY",
     "limitPrice" : 100.0,
     "quantity" : 1.12,
     "filledAveragePrice" : 100.0,
     "filledCumulativeQuantity" : 1.12,
     "openQuantity" : 0,
     "orderStatus" : "FILLED",
     "createdAt" : 1552116459467,
     "updatedAt" : 1552116459467,
     "cancelledUpdatedAt" : null,
     "filledUpdatedAt" : 1552116459467,
     "lastFilledQuantity" : 1.12,
     "lastFilledPrice" : 100.0,
     "lastFilledCreatedAt" : 1552116459467
  }
}

Order update notice can be obtained through WebSocket:

Method:

wss://api.apifiny.com/gx/openApi/v1?signature={signature}&body={body}&p=webSocket

Note: Need to add one parameter in url:&p=webSocket

Method:

method: order.streamDetail

Market Data

Market data is obtained through the Websocket or RESTful interface.

Signature

Signature:

// js
signature = JWT(payload={
    "accessKey": "API_Key_ID"
}, key="API_Secret_Key", algorithm='HS256')
# python3
import jwt
signature = jwt.encode({'accessKey': "API_Key_ID"}, "API_Secret_Key", algorithm='HS256')
headers = {'signature': str(signature, encoding='utf-8')}

Request:

curl -X GET -H "signature: eyJhbI1NiJ9.eyJhY**************lY1TyJ9.RrWnyheQs" "https://api.apifiny.com/gx/orderbook/v1/BTCUSDT/GBBO"

Please use JWT to generate Signature and add the parameter signature to each request header.

For every request, please use JWT and secretKey to generate Signature and use Signature in request header parameter.

Parameter Description
accessKey API Key ID
key API Key secret

Websocket Inteface

Request (subscription):

{
  "channel":"orderbook",
  "symbol":"BTCUSDT",
  "venues":["GBBO"],
  "action":"sub"
}

Request (unsubscribing):

{
  "channel":"orderbook",
  "symbol":"BTCUSDT",
  "venues":["GBBO"],
  "action":"unsub"
}

Response:

{
  "venues":["GBBO"],
  "channel":"orderbook",
  "orderbook":{
    "symbol":"BTCUSDT",
    "updatedAt":1584523325000,
    "asks": [
        [10000.0, 0.004]
        // [price, size]
        // ……
    ],
    "bids": [
        [7000.0, 0.04],
        [6980.0, 0.0048]
    ]
  }
}
// ....
{
  "venues":["GBBO"],
  "channel":"orderbook",
  "orderbook":{
    "symbol":"BTCUSDT",
    "updatedAt":1584523325000,
    "asks": [
        [8010.0, 1.02],
        [8000.0, 0.05]
    ],
    "bids": [
        [7001.0, 0.04],
        [6980.0, 0.048]
    ]
  }
}

The websocket end point is

URL:

wss://api.apifiny.com/gx/orderbook/v1

Request:

The request for subscription/unsubscribing must be in JSON format.

Parameter Description
channel channel is orderbook
symbol symbol
venues GBBO list
action subscription or unsubscribing

Response:

The response of the websocket request is also in the JSON format.

It will return the market data of one venue at a time.

RESTful Interface

Response:

{
    "symbol":"BTCUSDT",
    "updatedAt":1584523325000,
    "asks": [
        [10000.0, 0.004]
        // [price, size]
        // ……
    ],
    "bids": [
        [7000.0, 0.04],
        [6980.0, 0.0048]
    ]
}

The RESTFul interface endpoint is:

URL:

GET https://api.apifiny.com/gx/orderbook/v1/{SYMBOL}/{VENUE}

The {SYMBOL} is the pair to be subscribed. For example, ETHBTC.

The {VENUE} is the exchange to be subscribed. For example, GBBO.

Response:

Same as the websocket orderbook response.

FIX Protocol Specification

FIX Protocol can be implemented using QuickFIX open source engine,please refer to :QuickFIX

The following language is supported :

Configuration for quickfix

quickfix configuration :

[default]
ConnectionType=initiator
SenderCompID=ST-00000001
TargetCompID=APIFINY
SocketConnectHost=fix.api.apifiny.com
StartTime=00:00:00
EndTime=00:00:00
HeartBtInt=30
ReconnectInterval=5
UseDataDictionary=Y
ResetSeqNumFlag=Y
ResetOnLogon=Y
ResetOnLogout=Y
ResetOnDisconnect=Y

[session]
BeginString=FIX.4.2
SocketConnectPort=443

There has an optional sample configuration for login using quickfix. Fix endpoint is: fix.api.apifiny.com:443

Below is an example using Python.

Logon

 def toAdmin(self, message, sessionID):
        if message.getHeader().getField(35) is "A":
            key = 'XXXX'
            signature = get_signature('new_gbbo_order', 'ST-00000015', 'STA-00000015','STA-00000015', key)
            message.setField(fix.RawDataLength(len(signature)))
            message.setField(fix.RawData(signature))
        ...

get_signature is as following:

def get_signature(method, account_id, secret_key_id, params, secret_key):
    now = datetime.datetime.now()
    expect_time = now + datetime.timedelta(seconds=30)
    params_json_string = json.dumps(params) if isinstance(params, dict) else params
    digest = hashlib.sha256(params_json_string.encode()).hexdigest()
    signature = jwt.encode({
        'accountId': account_id,
        'secretKeyId': secret_key_id,
        'digest': digest,
        'method': method,
        'exp': int(expect_time.timestamp()),
    }
        , secret_key)
    # print(str(signature, encoding='utf-8'))
    return str(signature, encoding='utf-8')

Add JWT encrypted token in toAdmin.

Users of the FIX API will have to apply a seperate set of API Access Key, please contact BD team to apply, our team will get back to you within 1 working day.

New Order

    msg = quickfix42.NewOrderSingle()
    msg.setField(fix.ClOrdID(order_id)) # generated order id:00000015+13digt time stamp + 3 digit random number
    msg.setField(fix.Symbol(symbol)) # symbol:BTCUSDT
    msg.setField(fix.HandlInst('1'))
    msg.setField(fix.OrdType(fix.OrdType_LIMIT)) # OrdType:limit
    msg.setField(fix.TransactTime())
    msg.setField(fix.Side(side))
    msg.setField(fix.Price(price))
    msg.setField(fix.Account(account_id))
    msg.setField(fix.OrderQty(qty))
    msg.setField(fix.SecurityExchange("GBBO"))
    msg.setField(fix.Text("new Order"))
    quickfix.Session.sendToTarget(msg, application.sessionID)

New Order message is following in :

Cancel Order

    msg = quickfix42.OrderCancelRequest()
    msg.setField(fix.OrigClOrdID(order_id))
    msg.setField(fix.ClOrdID(order_id))
    msg.setField(fix.Symbol(symbol))
    msg.setField(fix.TransactTime())
    msg.setField(fix.Side(side))
    msg.setField(fix.Account(account_id))
    msg.setField(fix.Text("Cancel Order"))
    msg.setField(fix.SecurityExchange("GBBO"))

Cancel ordermessage:

Execution Report

Execution Report message Sent by the broker/gateway when an order is accepted, rejected, filled, or canceled.

Tag Name Description
11 ClOrdID Only present on order acknowledgements, ExecType=New (150=0)
37 OrderID OrderID from the ExecutionReport with ExecType=New (150=0)
17 ExecId Unique identifier of execution message
55 Symbol Symbol of the original order
54 Side Must be 1 to buy or 2 to sell
32 LastShares Amount filled (if ExecType=1). Also called LastQty as of FIX 4.3
44 Price Price of the fill if ExecType indicates a fill, otherwise the order price
38 OrderQty OrderQty as accepted
60 TransactTime Time the event occurred
150 ExecType May be 1 (Partial fill) for fills
39 OrdStatus Order status as of the current message

ExecType VALUES

ExecType Description
0 Ack
1 Fill
4 Canceled
8 Rejected

Query order status

    msg = quickfix42.OrderStatusRequest()
    msg.setField(fix.ClOrdID(order_id))
    msg.setField(fix.Symbol(symbol))
    msg.setField(fix.Side(side))
    msg.setField(fix.Account(account_id))
    msg.setField(fix.SecurityExchange("GBBO"))

query order message is as following:

Others

HTTP Error code

Response Error code

The error code in the response is a integer number。

Last number is A means client side error, B means server side error.

Please don't do frequent requests when errors occur. If it is a client side error, please correct the error and resubmit the request. If it is a server side error, it can be retried but in low frequency. If it still has an error, please contact customer support.

If too many errors occur or there are frequent requests, the IP will be banned.

Error Code Explanation HEX Error Code
65548 common error 0x01000C
65562 general request error, please check if the parameters in request are correct. 0x01001A
65579 general server side error, retry or contact customer service. 0x01002B
65595 server busy please wait 0x01003B
65658 IP is not in the whitelist 0x01007A
131098 Account_SessionStopped 0x02001A
131099 create account error 0x02001B
131114 Request too often, please try later 0x02002A
131114 Account doesn't exist, please verify account ID. 0x02002B
131162 Account status doesn't satisfy request, please verify account status. 0x02005A
131178 SQL execution error, duplicate primary key 0x02006A
196634 token error 0x03001A
196650 session error 0x03002A
196666 session extension validation Error 0x03003A
196682 sso token error 0x03004A
196698 session type error 0x03005A
262170 withdraw address not exist 0x04001A
262186 the number of withdraw addresses rearches limit 0x04002A
262202 Util_Unknown_Symbol 0x04003A
262218 Util_Unknown_Currency 0x04004A
262250 Util_Unknown_CoinType 0x04006A
262266 Util_Unknown_Coin 0x04007A
262299 Util_Create_Withdraw_Address_Error 0x04009B
262426 Util_Storage_Max_Limit 0x04011A
5243242 Order doesn't exist, please change order ID, Execute Fail 0x050016A
327706 Order ID doesn't exist, please recreate order id. 0x05001A
327722 Order_OriginalOrderIdDuplicate 0x05002A
327723 New order failure,retry or contact customer service. 0x05002B
327738 Order_OpenOrderNotExist 0x05003B
327738 Order doesn't exist, please change order ID. 0x05003A
327741 This exchange is currently under maitenance or not supported yet. 0x05003D
327754 Order_CancelPendingSubmitWait 0x05004A
327755 cancel order error, need to contact customer service. 0x05004B
327786 timeout for new order or other request, please wait and retry. 0x05005A
327786 orderSide parameter error 0x05006B
327786 too many open orders, cannot create new order, need to delete some orders and retry. 0x05006A
327802 order id repeat 0x05007B
327802 cannot cancel order under current order status, need confirm order status and retry or abandon request. 0x05007A
327818 Order create failed, incorrect timestamp format 0x05008A
327818 timeout for cancel order operation, need wait and retry. 0x05008A
327834 Order create failed, timestamp error 0x05009A
327836 Order_Detail_Not_Exist 0x05009C
327946 Order_Status_Not_Pending_Submit_Cancel 0x05010A
327948 Order_Log_Not_Exist order 0x05010C
327962 the number of new order within 24 hours exceed limit, please contact customer service. 0x05011A
327978 order id rule error 0x05012A
328010 the order is being cancelled, please verify order status. 0x05014A
328026 order cannot be cancelled when in Pending_Submit status,please wait for status changed to submitted to cancel order.( if order status is still pending submit after 10 minutes, please contact customer service. ) 0x05015A
328042 Order_GBBO_Error 0x05016A
328058 SOM_Request_Error 0x05017A
328074 Your account has reached the trade amount limitation 0x05018A
393242 Asset_AvailableNotEnough. 0x06001A
393242 withdraw ticket error, please check or create a withdraw ticket first. 0x06001B
393258 Not enough asset available. Please verify if there is enough asset in account. 0x06002A
393274 asset free frozen not enough 0x06003A
393290 asset reduce frozen not enough 0x06004A
393306 Order_Cancel_TimeOut_Error 0x06005A
393322 Asset_Activity_Submitted_Not_Exist 0x06006A
393338 Asset_Query_Deposit_Address_Error 0x06007A
393354 Assets in this currency are insufficient or non-existent 0x06008A
393355 Asset_Activity_Completed_TxId_Error 0x06008B
393372 Asset_Log_Not_Exist 0x06009C
393482 Order_Create_TimeOut_Error 0x06010A
393514 Asset_Activity_Id_Exist 0x06012A
393530 Conversion between two currencies is not supported 0x06013A
2097162 Signature Error 0x20000A
2097163 Permission denied. Invalid API-key or permissions for action. key 0x20000B
2097178 No matching market 0x20001A