Matching Engine
BSX operates a continuous first-come, first-serve order book. Orders are executed in price-time priority as received by the matching engine.
Self-Trade Prevention
Self-trading is not allowed on BSX. Trades between the same address cancel the taker order instead of causing a fill.
Order states
Order state | Description |
---|---|
pending | order is received but not processed yet |
open | order is live on the book |
done | order is either filled or canceled |
accepted | stop order is accepted and resting. Order wont be placed on the book until being triggered. |
Cancel reasons
Here are the possible values for cancel_reason
field on the Order object
Reason | Description |
---|---|
stp | Order was canceled due to self-trade prevention |
time in force FOK | Order was canceled because it couldn't be filled immediately in its entirety (Fill-or-Kill) |
time in force IOC | Order was canceled because it couldn't be filled immediately (Immediate-or-Cancel) |
time in force GTT | Order was canceled because it expired (Good-Til-Time) |
user | Order was canceled by the user |
admin | Order was canceled by an administrator |
liquidation | Order was canceled due to liquidation |
insufficient liquidity | Order was canceled due to insufficient market liquidity |
insufficient margin | Order was canceled due to insufficient margin |
post only | Order was canceled because it would have executed immediately (Post-Only) |
reduce only: pos size %s, order side %s | Order was canceled because it would have increased position size (Reduce-Only) |
reduce only: pos size %s, order size %s, order side %s | Order was canceled because order size was invalid for reduce-only order |
TPSL order canceled due to position closed | Take-Profit/Stop-Loss order was canceled because the position was closed |
tpsl order cannot be larger than position: pos size %s, order size %s | Take-Profit/Stop-Loss order size was larger than position size |
Updated 7 days ago