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/OmsService

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

CancelOrder

Request

PATH: /aurora.core.apiengine.omsv1.OmsService/CancelOrder

Security
Bearer
Bodyapplication/jsonrequired
idstringrequired

Unique identifier of the order to be cancelled

curl -i -X POST \
  https://developer.provablemarkets.com/_mock/apis/connectapi/aurora.core.apiengine.omsv1.OmsService/CancelOrder \
  -H 'Authorization: YOUR_API_KEY_HERE' \
  -H 'Content-Type: application/json' \
  -d '{
    "id": "string"
  }'

Responses

A successful response

Bodyapplication/json
idstringrequired

Provable Markets assigned order identifier for the order canceled

Response
application/json
{
  "id": "string"
}

CreateOrder

Request

PATH: /aurora.core.apiengine.omsv1.OmsService/CreateOrder

Security
Bearer
Bodyapplication/jsonrequired
activeboolean

All orders will be marked as “Active” by default or Inactive order.

agreements_filterobject(aurora.core.apiengine.omsv1.AgreementsFilter)

Fields: ids, counterparty_ids, collateral_types, settlement_types, booking_accounts, counterparty_booking_accounts, trade_types, collateral_currencies, delivery_types

allow_odd_lotsboolean

All orders will allow odd lots by default

external_idstring

Customer internal id that will be reflected on the order and can be used to query the order

good_till_timestring

If time in force is “GOOD_TILL_TIME”, the date/time the order is to be canceled is required. Time in RFC3339 with millisecond precision

instrument_idstringrequired

The ticker symbol or CUSIP of the security you intend to lend or borrow

instrument_id_typestring(aurora.core.consts.oms.InstrumentIdType)required
Enum"CUSIP""TICKER"
min_quantitystring(int64)

The minimum quantity that the order can be matched against. If not specified the default will be 100.

order_intentstring(aurora.core.consts.oms.OrderIntent)required
Enum"FIRM""IOI"
order_typestring(aurora.core.consts.oms.OmsOrderType)required
Value"LIMIT"
quantitystring(int64)required

The number of shares you intend to borrow or lend

rate_limitobject(aurora.core.common.protos.RateLimit)

Fields: type, value

sidestring(aurora.core.consts.common.Side)required
Enum"BORROW""LOAN"
time_in_forcestring(aurora.core.consts.oms.OmsTimeInForceType)required
Enum"DAY""GOOD_TILL_CANCEL""IMMEDIATE_OR_CANCEL""FILL_OR_KILL""GOOD_TILL_TIME"
version_referencestring

An optional identifier provided by the user to help associate the order with any internal record keeping. When provided needs to be a unique value within the past 12 hours, if the same value is observed then the request will be rejected.

curl -i -X POST \
  https://developer.provablemarkets.com/_mock/apis/connectapi/aurora.core.apiengine.omsv1.OmsService/CreateOrder \
  -H 'Authorization: YOUR_API_KEY_HERE' \
  -H 'Content-Type: application/json' \
  -d '{
    "active": true,
    "agreements_filter": {
      "booking_accounts": [
        "string"
      ],
      "collateral_currencies": [
        "USD"
      ],
      "collateral_types": [
        "COLLATERAL_TYPE_UNSPECIFIED"
      ],
      "counterparty_booking_accounts": [
        "string"
      ],
      "counterparty_ids": [
        "string"
      ],
      "delivery_types": [
        "DELIVERY_TYPE_UNSPECIFIED"
      ],
      "ids": [
        "string"
      ],
      "settlement_types": [
        "NSCC"
      ],
      "trade_types": [
        "string"
      ]
    },
    "allow_odd_lots": true,
    "external_id": "string",
    "good_till_time": "string",
    "instrument_id": "string",
    "instrument_id_type": "CUSIP",
    "min_quantity": "string",
    "order_intent": "FIRM",
    "order_type": "LIMIT",
    "quantity": "string",
    "rate_limit": {
      "type": "REBATE",
      "value": "string"
    },
    "side": "BORROW",
    "time_in_force": "DAY",
    "version_reference": "string"
  }'

Responses

A successful response

Bodyapplication/json
idstringrequired

Unique identifier assigned to this order by Provable Markets

Response
application/json
{
  "id": "string"
}

GetOrder

Request

PATH: /aurora.core.apiengine.omsv1.OmsService/GetOrder

Security
Bearer
Bodyapplication/jsonrequired
idstringrequired

Unique identifier of the order

curl -i -X POST \
  https://developer.provablemarkets.com/_mock/apis/connectapi/aurora.core.apiengine.omsv1.OmsService/GetOrder \
  -H 'Authorization: YOUR_API_KEY_HERE' \
  -H 'Content-Type: application/json' \
  -d '{
    "id": "string"
  }'

Responses

A successful response

Bodyapplication/json
orderobject(aurora.core.apiengine.omsv1.Order)required

Fields: id, external_id, version_reference, instrument, side, order_status, order_type, order_intent, time_in_force, good_till_time, quantity, min_quantity, fee, rebate, agreement_ids, open_quantity, total_execution_quantity, avg_execution_fee, avg_execution_rebate, created_at, updated_at, created_by, last_updated_by, firm_quantity, ioi_quantity, executions, allow_odd_lots

order.​agreement_idsArray of strings

agreements set on the order

order.​allow_odd_lotsbooleanrequired

Allow odd lots

order.​avg_execution_feestring

Average fee of executed quantity so far

order.​avg_execution_rebatestring

Average rebate of executed quantity so far

order.​created_atstringrequired

Order created at - time in RFC3339 with millisecond precision

order.​created_bystringrequired

Created by user

order.​executionsArray of objects(aurora.core.apiengine.executionsv1.Execution)

List of executions on this Order

order.​external_idstring

Customer internal id of the order

order.​feestring

Rate limit, expressed as fee Optional for certain order types: IOI And not applicable for certain order types: Market

order.​firm_quantitystring(int64)required

The number of shares exposed as Firm order

order.​good_till_timestring

The time the order will be canceled if populated. Time in RFC3339 with millisecond precision

order.​idstringrequired

Provable Markets assigned order identifier for the order event notification

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

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

order.​instrument.​cusipstringrequired

CUSIP

order.​instrument.​namestringrequired

Security name

order.​instrument.​tickerstringrequired

Ticker

order.​ioi_quantitystring(int64)required

The number of shares exposed as IOI order

order.​last_updated_bystringrequired

Last updated by user

order.​min_quantitystring(int64)required

The minimum quantity on the order.

order.​open_quantitystring(int64)required

The number of shares still open on the order

order.​order_intentstring(aurora.core.consts.oms.OrderIntent)required
Enum"FIRM""IOI"
order.​order_statusstring(aurora.core.consts.oms.OmsOrderStatus)required
Enum"OPEN""FILLED""CANCELED""EXPIRED""TERMINATED""HELD""FORCE_CANCELED"
order.​order_typestring(aurora.core.consts.oms.OmsOrderType)required
Value"LIMIT"
order.​quantitystring(int64)required

The number of shares on the original order

order.​rebatestring

Rate limit, expressed as rebate (same as fee, but relative to benchmark) Optional for certain order types: IOI And not applicable for certain order types: Market

order.​sidestring(aurora.core.consts.common.Side)required
Enum"BORROW""LOAN"
order.​time_in_forcestring(aurora.core.consts.oms.OmsTimeInForceType)required
Enum"DAY""GOOD_TILL_CANCEL""IMMEDIATE_OR_CANCEL""FILL_OR_KILL""GOOD_TILL_TIME"
order.​total_execution_quantitystring(int64)required

Total shares executed on order so far

order.​updated_atstringrequired

Order was last changed at - time in RFC3339 with millisecond precision

order.​version_referencestringrequired

An identifier provided by the user to help associate with any internal references.

Response
application/json
{
  "order": {
    "agreement_ids": [ … ],
    "allow_odd_lots": true,
    "avg_execution_fee": "string",
    "avg_execution_rebate": "string",
    "created_at": "string",
    "created_by": "string",
    "executions": [ … ],
    "external_id": "string",
    "fee": "string",
    "firm_quantity": "string",
    "good_till_time": "string",
    "id": "string",
    "instrument": { … },
    "ioi_quantity": "string",
    "last_updated_by": "string",
    "min_quantity": "string",
    "open_quantity": "string",
    "order_intent": "FIRM",
    "order_status": "OPEN",
    "order_type": "LIMIT",
    "quantity": "string",
    "rebate": "string",
    "side": "BORROW",
    "time_in_force": "DAY",
    "total_execution_quantity": "string",
    "updated_at": "string",
    "version_reference": "string"
  }
}

ListOrders

Request

PATH: /aurora.core.apiengine.omsv1.OmsService/ListOrders

Security
Bearer
Bodyapplication/jsonrequired
idsArray of strings

list of ids to filter orders by

instrument_idstring
instrument_id_typestring(aurora.core.consts.oms.InstrumentIdType)
Enum"CUSIP""TICKER"
order_statusstring(aurora.core.consts.oms.OmsOrderStatus)
Enum"OPEN""FILLED""CANCELED""EXPIRED""TERMINATED""HELD""FORCE_CANCELED"
sidestring(aurora.core.consts.common.Side)
Enum"BORROW""LOAN"
sincestring

DateTime for query to start looking for orders - time in RFC3339 with millisecond precision

curl -i -X POST \
  https://developer.provablemarkets.com/_mock/apis/connectapi/aurora.core.apiengine.omsv1.OmsService/ListOrders \
  -H 'Authorization: YOUR_API_KEY_HERE' \
  -H 'Content-Type: application/json' \
  -d '{
    "ids": [
      "string"
    ],
    "instrument_id": "string",
    "instrument_id_type": "CUSIP",
    "order_status": "OPEN",
    "side": "BORROW",
    "since": "string"
  }'

Responses

A successful response

Bodyapplication/json
ordersArray of objects(aurora.core.apiengine.omsv1.Order)

Detail(s) of one or more orders returned by Aurora

Response
application/json
{
  "orders": [
    { … }
  ]
}

ModifyOrder

Request

PATH: /aurora.core.apiengine.omsv1.OmsService/ModifyOrder

Security
Bearer
Bodyapplication/jsonrequired
activeboolean

If true the order goes to matching venue

agreements_filterobject(aurora.core.apiengine.omsv1.AgreementsFilter)

Fields: ids, counterparty_ids, collateral_types, settlement_types, booking_accounts, counterparty_booking_accounts, trade_types, collateral_currencies, delivery_types

current_version_referencestring

Used for version control, the user can provide the last known version_reference to ensure any modifications are applied to the intended version.

external_idstring

Customer internal id that will be reflected on the order and can be used to query the order

good_till_timestring

Specific expiry time - only used (and required) with tif=GTT - time in RFC3339 with millisecond precision

idstringrequired

The Provable Markets assigned order identifier for the order to be modified

min_quantitystring(int64)

The updated minimum quantity that you want set on the order.

new_version_referencestring

A new identifier to be assigned to the order. When provided needs to be a unique value within the past 12 hours, if the same value is observed then the request will be rejected.

quantitystring(int64)

The updated quantity you want on the order. Note: This will replace the current quantity and is not a delta.

rate_limitobject(aurora.core.common.protos.RateLimit)

Fields: type, value

time_in_forcestring(aurora.core.consts.oms.OmsTimeInForceType)
Enum"DAY""GOOD_TILL_CANCEL""IMMEDIATE_OR_CANCEL""FILL_OR_KILL""GOOD_TILL_TIME"
curl -i -X POST \
  https://developer.provablemarkets.com/_mock/apis/connectapi/aurora.core.apiengine.omsv1.OmsService/ModifyOrder \
  -H 'Authorization: YOUR_API_KEY_HERE' \
  -H 'Content-Type: application/json' \
  -d '{
    "active": true,
    "agreements_filter": {
      "booking_accounts": [
        "string"
      ],
      "collateral_currencies": [
        "USD"
      ],
      "collateral_types": [
        "COLLATERAL_TYPE_UNSPECIFIED"
      ],
      "counterparty_booking_accounts": [
        "string"
      ],
      "counterparty_ids": [
        "string"
      ],
      "delivery_types": [
        "DELIVERY_TYPE_UNSPECIFIED"
      ],
      "ids": [
        "string"
      ],
      "settlement_types": [
        "NSCC"
      ],
      "trade_types": [
        "string"
      ]
    },
    "current_version_reference": "string",
    "external_id": "string",
    "good_till_time": "string",
    "id": "string",
    "min_quantity": "string",
    "new_version_reference": "string",
    "quantity": "string",
    "rate_limit": {
      "type": "REBATE",
      "value": "string"
    },
    "time_in_force": "DAY"
  }'

Responses

A successful response

Bodyapplication/json
idstringrequired

Provable Markets assigned order identifier for the order modified

Response
application/json
{
  "id": "string"
}

ReportingService

Operations

ContractService

Operations

ContractEventsService

Operations

AgreementService

Operations

ContractRequestEventsService

Operations

ContractRequestService

Operations

InstrumentService

Operations

ExecutionEventsService

Operations

ExecutionService

Operations

VenueEventsService

Operations

VenueService

Operations

LoginService

Operations