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/ContractEventsService

Aurora API (v1.23.0-rc1)

Download OpenAPI description
connectapi.json
connectapi.yaml
Overview
URL
https://provablemarkets.com/contact
Provable Markets
info@provablemarkets.com
Terms of Service
Languages
Servers
Mock server
https://developer.provablemarkets.com/_mock/apis/connectapi
https://developer.provablemarkets.com

CompanyService

Methods to query companies

Operations

OmsEventsService

Operations

OmsService

Operations

ReportingService

Operations

ContractService

Operations

ContractEventsService

Operations

CancelContractAccepted

Request

PATH: /aurora.core.apiengine.contractsv1.ContractEventsService/CancelContractAccepted

Security
Bearer
Bodyapplication/jsonrequired
contractobject(aurora.core.apiengine.contractsv1.Contract)required

Current status of the contract according to Aurora
Fields: id, settlement_type, settlement_id, instrument, side, counterparty_id, status, quantity, rate_details, collateral_rate, rounding_rule, interest_due_amount, market_value, contract_value, contract_value_adjustment, created_at, settlement_date, recalled_quantity, returned_quantity, agreement_id, unit_price, last_quantity, last_market_value, last_contract_value, collateral_price

contract.​agreement_idstring

Id of the agreement associated with this contract

contract.​collateral_pricestringrequired

The collateral_rate adjusted price rounded up.

contract.​collateral_ratestringrequired

Collateral rate of the contract

contract.​contract_valuestringrequired

Value of the contract

contract.​contract_value_adjustmentstringrequired

Change in value of the contract

contract.​counterparty_idstringrequired

Counterparty ID

contract.​created_atstringrequired

Time of contract creation- time in RFC3339 with millisecond precision

contract.​idstringrequired

Contract identifier (persistent identifier inside Aurora system)

contract.​instrumentobject(aurora.core.common.protos.PbInstrument)required

Instruments can be identified by their CUSIP or Ticker Symbol
Fields: cusip, ticker, name

contract.​instrument.​cusipstringrequired

CUSIP

contract.​instrument.​namestringrequired

Security name

contract.​instrument.​tickerstringrequired

Ticker

contract.​interest_due_amountstringrequired

Daily interest amount of the contract

contract.​last_contract_valuestringrequired

Value of the contract before the last operation that adjusted this value

contract.​last_market_valuestringrequired

Market value of the contract before the last operation that adjusted this value

contract.​last_quantitystring(int64)required

Quantity of the contract before the last operation that adjusted this value

contract.​market_valuestringrequired

Market value of the contract

contract.​quantitystring(int64)required

Total quantity of the contract

contract.​rate_detailsobject(aurora.core.common.protos.PbRateDetails)required

Fields: rate, benchmark

contract.​rate_details.​benchmarkstring(aurora.core.consts.benchmark.Benchmark)

possible rate benchmarks

Enum"OBFR""EFFR""SOFR""BGCR""TGCR""IORB"
contract.​rate_details.​ratestringrequired
contract.​recalled_quantitystring(int64)required

Total quantity currently recalled

contract.​returned_quantitystring(int64)required

Total quantity that has been returned

contract.​rounding_rulestring(aurora.core.consts.RoundingRule)required
Enum"NO_ROUNDING""UP_TO_NEAREST_0_DOT_01""UP_TO_NEAREST_0_DOT_05""UP_TO_NEAREST_0_DOT_10""UP_TO_NEAREST_0_DOT_25""UP_TO_NEAREST_1_DOT_0"
contract.​settlement_datestringrequired

Settlement date of SFT (if exists)

contract.​settlement_idstringrequired

Settlement Type specific identifier ie. DTCC reference id for SFT

contract.​settlement_typestring(aurora.core.consts.settlement.SettlementType)required
Enum"NSCC""BILATERAL"
contract.​sidestring(aurora.core.consts.common.Side)required
Enum"BORROW""LOAN"
contract.​statusstring(aurora.core.consts.ContractStatus)required

possible states in the lifecycle of a contract

Enum"NEW""PENDING""REJECTED""DROPPED""CANCELED""OPEN""CLOSED""TERMINATED""UNDER_CORP_ACTION""ROLL_PENDING"
contract.​unit_pricestringrequired

Last prior day market price

request_idstringrequired

User populated id of this request

curl -i -X POST \
  https://developer.provablemarkets.com/_mock/apis/connectapi/aurora.core.apiengine.contractsv1.ContractEventsService/CancelContractAccepted \
  -H 'Authorization: YOUR_API_KEY_HERE' \
  -H 'Content-Type: application/json' \
  -d '{
    "contract": {
      "agreement_id": "string",
      "collateral_price": "string",
      "collateral_rate": "string",
      "contract_value": "string",
      "contract_value_adjustment": "string",
      "counterparty_id": "string",
      "created_at": "string",
      "id": "string",
      "instrument": {
        "cusip": "string",
        "name": "string",
        "ticker": "string"
      },
      "interest_due_amount": "string",
      "last_contract_value": "string",
      "last_market_value": "string",
      "last_quantity": "string",
      "market_value": "string",
      "quantity": "string",
      "rate_details": {
        "benchmark": "OBFR",
        "rate": "string"
      },
      "recalled_quantity": "string",
      "returned_quantity": "string",
      "rounding_rule": "NO_ROUNDING",
      "settlement_date": "string",
      "settlement_id": "string",
      "settlement_type": "NSCC",
      "side": "BORROW",
      "status": "NEW",
      "unit_price": "string"
    },
    "request_id": "string"
  }'

Responses

A successful response

Bodyapplication/json
object(google.protobuf.Empty)

A generic empty message that you can re-use to avoid defining duplicated empty messages in your APIs. A typical example is to use it as the request or the response type of an API method. For instance:

service Foo { rpc Bar(google.protobuf.Empty) returns (google.protobuf.Empty); }

Response
application/json
{}

CancelContractRejected

Request

PATH: /aurora.core.apiengine.contractsv1.ContractEventsService/CancelContractRejected

Security
Bearer
Bodyapplication/jsonrequired
contractobject(aurora.core.apiengine.contractsv1.Contract)required

Current status of the contract according to Aurora
Fields: id, settlement_type, settlement_id, instrument, side, counterparty_id, status, quantity, rate_details, collateral_rate, rounding_rule, interest_due_amount, market_value, contract_value, contract_value_adjustment, created_at, settlement_date, recalled_quantity, returned_quantity, agreement_id, unit_price, last_quantity, last_market_value, last_contract_value, collateral_price

contract.​agreement_idstring

Id of the agreement associated with this contract

contract.​collateral_pricestringrequired

The collateral_rate adjusted price rounded up.

contract.​collateral_ratestringrequired

Collateral rate of the contract

contract.​contract_valuestringrequired

Value of the contract

contract.​contract_value_adjustmentstringrequired

Change in value of the contract

contract.​counterparty_idstringrequired

Counterparty ID

contract.​created_atstringrequired

Time of contract creation- time in RFC3339 with millisecond precision

contract.​idstringrequired

Contract identifier (persistent identifier inside Aurora system)

contract.​instrumentobject(aurora.core.common.protos.PbInstrument)required

Instruments can be identified by their CUSIP or Ticker Symbol
Fields: cusip, ticker, name

contract.​instrument.​cusipstringrequired

CUSIP

contract.​instrument.​namestringrequired

Security name

contract.​instrument.​tickerstringrequired

Ticker

contract.​interest_due_amountstringrequired

Daily interest amount of the contract

contract.​last_contract_valuestringrequired

Value of the contract before the last operation that adjusted this value

contract.​last_market_valuestringrequired

Market value of the contract before the last operation that adjusted this value

contract.​last_quantitystring(int64)required

Quantity of the contract before the last operation that adjusted this value

contract.​market_valuestringrequired

Market value of the contract

contract.​quantitystring(int64)required

Total quantity of the contract

contract.​rate_detailsobject(aurora.core.common.protos.PbRateDetails)required

Fields: rate, benchmark

contract.​rate_details.​benchmarkstring(aurora.core.consts.benchmark.Benchmark)

possible rate benchmarks

Enum"OBFR""EFFR""SOFR""BGCR""TGCR""IORB"
contract.​rate_details.​ratestringrequired
contract.​recalled_quantitystring(int64)required

Total quantity currently recalled

contract.​returned_quantitystring(int64)required

Total quantity that has been returned

contract.​rounding_rulestring(aurora.core.consts.RoundingRule)required
Enum"NO_ROUNDING""UP_TO_NEAREST_0_DOT_01""UP_TO_NEAREST_0_DOT_05""UP_TO_NEAREST_0_DOT_10""UP_TO_NEAREST_0_DOT_25""UP_TO_NEAREST_1_DOT_0"
contract.​settlement_datestringrequired

Settlement date of SFT (if exists)

contract.​settlement_idstringrequired

Settlement Type specific identifier ie. DTCC reference id for SFT

contract.​settlement_typestring(aurora.core.consts.settlement.SettlementType)required
Enum"NSCC""BILATERAL"
contract.​sidestring(aurora.core.consts.common.Side)required
Enum"BORROW""LOAN"
contract.​statusstring(aurora.core.consts.ContractStatus)required

possible states in the lifecycle of a contract

Enum"NEW""PENDING""REJECTED""DROPPED""CANCELED""OPEN""CLOSED""TERMINATED""UNDER_CORP_ACTION""ROLL_PENDING"
contract.​unit_pricestringrequired

Last prior day market price

request_idstringrequired

User populated id of this request

curl -i -X POST \
  https://developer.provablemarkets.com/_mock/apis/connectapi/aurora.core.apiengine.contractsv1.ContractEventsService/CancelContractRejected \
  -H 'Authorization: YOUR_API_KEY_HERE' \
  -H 'Content-Type: application/json' \
  -d '{
    "contract": {
      "agreement_id": "string",
      "collateral_price": "string",
      "collateral_rate": "string",
      "contract_value": "string",
      "contract_value_adjustment": "string",
      "counterparty_id": "string",
      "created_at": "string",
      "id": "string",
      "instrument": {
        "cusip": "string",
        "name": "string",
        "ticker": "string"
      },
      "interest_due_amount": "string",
      "last_contract_value": "string",
      "last_market_value": "string",
      "last_quantity": "string",
      "market_value": "string",
      "quantity": "string",
      "rate_details": {
        "benchmark": "OBFR",
        "rate": "string"
      },
      "recalled_quantity": "string",
      "returned_quantity": "string",
      "rounding_rule": "NO_ROUNDING",
      "settlement_date": "string",
      "settlement_id": "string",
      "settlement_type": "NSCC",
      "side": "BORROW",
      "status": "NEW",
      "unit_price": "string"
    },
    "request_id": "string"
  }'

Responses

A successful response

Bodyapplication/json
object(google.protobuf.Empty)

A generic empty message that you can re-use to avoid defining duplicated empty messages in your APIs. A typical example is to use it as the request or the response type of an API method. For instance:

service Foo { rpc Bar(google.protobuf.Empty) returns (google.protobuf.Empty); }

Response
application/json
{}

ContractBuyInAccepted

Request

PATH: /aurora.core.apiengine.contractsv1.ContractEventsService/ContractBuyInAccepted

Security
Bearer
Bodyapplication/jsonrequired
buyinobject(aurora.core.apiengine.contractsv1.BuyIn)required

Fields: id, contract_id, quantity, price, status

buyin.​contract_idstringrequired

Contract identifier (persistent identifier inside Aurora system)

buyin.​idstringrequired

Buy-in identifier (persistent identifier inside Aurora system for the return)

buyin.​pricestringrequired

Average price of the shares bought-in

buyin.​quantitystring(int64)required

Amount of shares being bought-in

buyin.​statusstring(aurora.core.consts.contractbuyin.ContractBuyInStatus)required

ContractBuyInStatus : the state a Buy-In is in now

Enum"PENDING""ACCEPTED""REJECTED"
contractobject(aurora.core.apiengine.contractsv1.Contract)required

Current status of the contract according to Aurora
Fields: id, settlement_type, settlement_id, instrument, side, counterparty_id, status, quantity, rate_details, collateral_rate, rounding_rule, interest_due_amount, market_value, contract_value, contract_value_adjustment, created_at, settlement_date, recalled_quantity, returned_quantity, agreement_id, unit_price, last_quantity, last_market_value, last_contract_value, collateral_price

contract.​agreement_idstring

Id of the agreement associated with this contract

contract.​collateral_pricestringrequired

The collateral_rate adjusted price rounded up.

contract.​collateral_ratestringrequired

Collateral rate of the contract

contract.​contract_valuestringrequired

Value of the contract

contract.​contract_value_adjustmentstringrequired

Change in value of the contract

contract.​counterparty_idstringrequired

Counterparty ID

contract.​created_atstringrequired

Time of contract creation- time in RFC3339 with millisecond precision

contract.​idstringrequired

Contract identifier (persistent identifier inside Aurora system)

contract.​instrumentobject(aurora.core.common.protos.PbInstrument)required

Instruments can be identified by their CUSIP or Ticker Symbol
Fields: cusip, ticker, name

contract.​instrument.​cusipstringrequired

CUSIP

contract.​instrument.​namestringrequired

Security name

contract.​instrument.​tickerstringrequired

Ticker

contract.​interest_due_amountstringrequired

Daily interest amount of the contract

contract.​last_contract_valuestringrequired

Value of the contract before the last operation that adjusted this value

contract.​last_market_valuestringrequired

Market value of the contract before the last operation that adjusted this value

contract.​last_quantitystring(int64)required

Quantity of the contract before the last operation that adjusted this value

contract.​market_valuestringrequired

Market value of the contract

contract.​quantitystring(int64)required

Total quantity of the contract

contract.​rate_detailsobject(aurora.core.common.protos.PbRateDetails)required

Fields: rate, benchmark

contract.​rate_details.​benchmarkstring(aurora.core.consts.benchmark.Benchmark)

possible rate benchmarks

Enum"OBFR""EFFR""SOFR""BGCR""TGCR""IORB"
contract.​rate_details.​ratestringrequired
contract.​recalled_quantitystring(int64)required

Total quantity currently recalled

contract.​returned_quantitystring(int64)required

Total quantity that has been returned

contract.​rounding_rulestring(aurora.core.consts.RoundingRule)required
Enum"NO_ROUNDING""UP_TO_NEAREST_0_DOT_01""UP_TO_NEAREST_0_DOT_05""UP_TO_NEAREST_0_DOT_10""UP_TO_NEAREST_0_DOT_25""UP_TO_NEAREST_1_DOT_0"
contract.​settlement_datestringrequired

Settlement date of SFT (if exists)

contract.​settlement_idstringrequired

Settlement Type specific identifier ie. DTCC reference id for SFT

contract.​settlement_typestring(aurora.core.consts.settlement.SettlementType)required
Enum"NSCC""BILATERAL"
contract.​sidestring(aurora.core.consts.common.Side)required
Enum"BORROW""LOAN"
contract.​statusstring(aurora.core.consts.ContractStatus)required

possible states in the lifecycle of a contract

Enum"NEW""PENDING""REJECTED""DROPPED""CANCELED""OPEN""CLOSED""TERMINATED""UNDER_CORP_ACTION""ROLL_PENDING"
contract.​unit_pricestringrequired

Last prior day market price

request_idstringrequired

User populated id of the request this response is for

curl -i -X POST \
  https://developer.provablemarkets.com/_mock/apis/connectapi/aurora.core.apiengine.contractsv1.ContractEventsService/ContractBuyInAccepted \
  -H 'Authorization: YOUR_API_KEY_HERE' \
  -H 'Content-Type: application/json' \
  -d '{
    "buyin": {
      "contract_id": "string",
      "id": "string",
      "price": "string",
      "quantity": "string",
      "status": "PENDING"
    },
    "contract": {
      "agreement_id": "string",
      "collateral_price": "string",
      "collateral_rate": "string",
      "contract_value": "string",
      "contract_value_adjustment": "string",
      "counterparty_id": "string",
      "created_at": "string",
      "id": "string",
      "instrument": {
        "cusip": "string",
        "name": "string",
        "ticker": "string"
      },
      "interest_due_amount": "string",
      "last_contract_value": "string",
      "last_market_value": "string",
      "last_quantity": "string",
      "market_value": "string",
      "quantity": "string",
      "rate_details": {
        "benchmark": "OBFR",
        "rate": "string"
      },
      "recalled_quantity": "string",
      "returned_quantity": "string",
      "rounding_rule": "NO_ROUNDING",
      "settlement_date": "string",
      "settlement_id": "string",
      "settlement_type": "NSCC",
      "side": "BORROW",
      "status": "NEW",
      "unit_price": "string"
    },
    "request_id": "string"
  }'

Responses

A successful response

Bodyapplication/json
object(google.protobuf.Empty)

A generic empty message that you can re-use to avoid defining duplicated empty messages in your APIs. A typical example is to use it as the request or the response type of an API method. For instance:

service Foo { rpc Bar(google.protobuf.Empty) returns (google.protobuf.Empty); }

Response
application/json
{}

AgreementService

Operations

ContractRequestEventsService

Operations

ContractRequestService

Operations

InstrumentService

Operations

ExecutionEventsService

Operations

ExecutionService

Operations

VenueEventsService

Operations

VenueService

Operations

LoginService

Operations