ritmex-bot/docs/grvt/schemas/order_state_feed.md

!!! info "OrderStateFeed" |Name
Lite|Type|Required
Default| Description | |-|-|-|-| |order_id
oi |string|True|A unique 128-bit identifier for the order, deterministically generated within the GRVT backend| |client_order_id
co |string|True|A unique identifier for the active order within a subaccount, specified by the client| |order_state
os |OrderState|True|The order state object being created or updated| ??? info "OrderState" |Name
Lite|Type|Required
Default| Description | |-|-|-|-| |status
s |OrderStatus|True|The status of the order| |reject_reason
rr |OrderRejectReason|True|The reason for rejection or cancellation| |book_size
bs |[string]|True|The number of assets available for orderbook/RFQ matching. Sorted in same order as Order.Legs| |traded_size
ts |[string]|True|The total number of assets traded. Sorted in same order as Order.Legs| |update_time
ut |string|True|Time at which the order was updated by GRVT, expressed in unix nanoseconds| |avg_fill_price
af |[string]|True|The average fill price of the order. Sorted in same order as Order.Legs| ??? info "OrderStatus" |Value| Description | |-|-| |PENDING = 1|Order has been sent to the matching engine and is pending a transition to open/filled/rejected.| |OPEN = 2|Order is actively matching on the matching engine, could be unfilled or partially filled.| |FILLED = 3|Order is fully filled and hence closed. Taker Orders can transition directly from pending to filled, without going through open.| |REJECTED = 4|Order is rejected by matching engine since if fails a particular check (See OrderRejectReason). Once an order is open, it cannot be rejected.| |CANCELLED = 5|Order is cancelled by the user using one of the supported APIs (See OrderRejectReason). Before an order is open, it cannot be cancelled.| ??? info "OrderRejectReason" |Value| Description | |-|-| |UNSPECIFIED = 0|order is not cancelled or rejected| |CLIENT_CANCEL = 1|client called a Cancel API| |CLIENT_BULK_CANCEL = 2|client called a Bulk Cancel API| |CLIENT_SESSION_END = 3|client called a Session Cancel API, or set the WebSocket connection to 'cancelOrdersOnTerminate'| |MARKET_CANCEL = 4|the market order was cancelled after no/partial fill. Lower precedence than other TimeInForce cancel reasons| |IOC_CANCEL = 5|the IOC order was cancelled after no/partial fill| |AON_CANCEL = 6|the AON order was cancelled as it could not be fully matched| |FOK_CANCEL = 7|the FOK order was cancelled as it could not be fully matched| |EXPIRED = 8|the order was cancelled as it has expired| |FAIL_POST_ONLY = 9|the post-only order could not be posted into the orderbook| |FAIL_REDUCE_ONLY = 10|the reduce-only order would have caused position size to increase| |MM_PROTECTION = 11|the order was cancelled due to market maker protection trigger| |SELF_TRADE_PROTECTION = 12|the order was cancelled due to self-trade protection trigger| |SELF_MATCHED_SUBACCOUNT = 13|the order matched with another order from the same sub account| |OVERLAPPING_CLIENT_ORDER_ID = 14|an active order on your sub account shares the same clientOrderId| |BELOW_MARGIN = 15|the order will bring the sub account below initial margin requirement| |LIQUIDATION = 16|the sub account is liquidated (and all open orders are cancelled by Gravity)| |INSTRUMENT_INVALID = 17|instrument is invalid or not found on Gravity| |INSTRUMENT_DEACTIVATED = 18|instrument is no longer tradable on Gravity. (typically due to a market halt, or instrument expiry)| |SYSTEM_FAILOVER = 19|system failover resulting in loss of order state| |UNAUTHORISED = 20|the credentials used (userSession/apiKeySession/walletSignature) is not authorised to perform the action| |SESSION_KEY_EXPIRED = 21|the session key used to sign the order expired| |SUB_ACCOUNT_NOT_FOUND = 22|the subaccount does not exist| |NO_TRADE_PERMISSION = 23|the signature used to sign the order has no trade permission| |UNSUPPORTED_TIME_IN_FORCE = 24|the order payload does not contain a supported TimeInForce value| |MULTI_LEGGED_ORDER = 25|the order has multiple legs, but multiple legs are not supported by this venue| |EXCEED_MAX_POSITION_SIZE = 26|the order would have caused the subaccount to exceed the max position size| |EXCEED_MAX_SIGNATURE_EXPIRATION = 27|the signature supplied is more than 30 days in the future| |MARKET_ORDER_WITH_LIMIT_PRICE = 28|the market order has a limit price set| |CLIENT_CANCEL_ON_DISCONNECT_TRIGGERED = 29|client cancel on disconnect triggered| |OCO_COUNTER_PART_TRIGGERED = 30|the OCO counter part order was triggered| |REDUCE_ONLY_LIMIT = 31|the remaining order size was cancelled because it exceeded current position size| |CLIENT_REPLACE = 32|the order was replaced by a client replace request| |DERISK_MUST_BE_IOC = 33|the derisk order must be an IOC order| |DERISK_MUST_BE_REDUCE_ONLY = 34|the derisk order must be a reduce-only order| |DERISK_NOT_SUPPORTED = 35|derisk is not supported| |INVALID_ORDER_TYPE = 36|the order type is invalid| |CURRENCY_NOT_DEFINED = 37|the currency is not defined|