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Aurora API (v1.23.0-rc1)

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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

AgreementService

Operations

ContractRequestEventsService

Operations

ContractRequestService

Operations

InstrumentService

Operations

ExecutionEventsService

Operations

ExecutionService

Operations

VenueEventsService

Operations

VenueService

Operations

QueryOrderBook

Request

PATH: /aurora.core.apiengine.venuev1.VenueService/QueryOrderBook

Security
Bearer
Bodyapplication/jsonrequired
agreement_idsArray of strings

optionally restrict query to orders with specific agreements

company_idsArray of strings

optionally restrict query to orders created by a set of companies

instrumentsArray of strings

Cusip or Ticker of the queried instruments

maximum_feestring

optionally restrict query to orders with maximum requested fee

maximum_min_execution_quantitystring(int64)

optionally restrict query to orders with a maximum min execution quantity

maximum_quantitystring(int64)

optionally restrict query to orders with a maximum requested quantity

maximum_rebatestring

optionally restrict query to orders with maximum requested rebate

minimum_feestring

optionally restrict query to orders with minimum requested fee

minimum_min_execution_quantitystring(int64)

optionally restrict query to orders with a minimum min execution quantity

minimum_quantitystring(int64)

optionally restrict query to orders with a minimum requested quantity

minimum_rebatestring

optionally restrict query to orders with minimum requested rebate

order_typestring(aurora.core.consts.oms.OmsOrderType)
Value"LIMIT"
page_limitinteger(int32)

Number of orders per page (max 20,000). Required if page_number is set. Defaults to 1,000 if not set.

page_numberinteger(int32)

Page number, 1 being the starting one. Required if page_limit is set.

rate_typestring(aurora.core.common.protos.RateType)
Enum"REBATE""FEE"
sidestring(aurora.core.consts.common.Side)
Enum"BORROW""LOAN"
curl -i -X POST \
  https://developer.provablemarkets.com/_mock/apis/connectapi/aurora.core.apiengine.venuev1.VenueService/QueryOrderBook \
  -H 'Authorization: YOUR_API_KEY_HERE' \
  -H 'Content-Type: application/json' \
  -d '{
    "agreement_ids": [
      "string"
    ],
    "company_ids": [
      "string"
    ],
    "instruments": [
      "string"
    ],
    "maximum_fee": "string",
    "maximum_min_execution_quantity": "string",
    "maximum_quantity": "string",
    "maximum_rebate": "string",
    "minimum_fee": "string",
    "minimum_min_execution_quantity": "string",
    "minimum_quantity": "string",
    "minimum_rebate": "string",
    "order_type": "LIMIT",
    "page_limit": 0,
    "page_number": 0,
    "rate_type": "REBATE",
    "side": "BORROW"
  }'

Responses

A successful response

Bodyapplication/json
ordersArray of objects(aurora.core.apiengine.venuev1.Order)
Response
application/json
{ "orders": [ {} ] }

LoginService

Operations