Modify Batch Orders

Requires an authenticated websocket connection. Please also subscribe to the User Order Channel to receive push notifications for all message updates in relation to an account or sub-account (e.g. OrderOpened, OrderMatched etc......).

The websocket responses from the exchange will come separately for each order in the batch, one order at a time, and the message has the same format as the single modifyorder method.

Curl

Request format

{
  "op": "modifyorders",
  "tag": 123,
  "dataArray": [{
                  "timestamp": 1638237934061,
                  "recvWindow": 500,
                  "marketCode": "ETH-USD-SWAP-LIN",
                  "side": "BUY",
                  "orderID": 304304315061932310,
                  "price": 101,
                }, 
                {
                  "timestamp": 1638237934061,
                  "recvWindow": 500,
                  "marketCode": "BTC-USDT",
                  "orderID": 304304315061864646,
                  "price": 10001,
                  "quantity": 0.21
                }]
}

Success response format

{
  "event": "modifyorder",
  "submitted": True,
  "tag": "123",
  "timestamp": "1607639739098",
  "data": {
            "clientOrderId": "100"
            "orderId": "304304315061932310",
            "side": "BUY",
            "quantity": "5",
            "price": "101",
            "limitPrice": "101",
            "orderType": "LIMIT",
            "marketCode": "ETH-USD-SWAP-LIN"
          }
}

AND

{
  "event": "modifyorder",
  "submitted": True,
  "tag": "123",
  "timestamp": "1607639739136",
  "data": {
            "clientOrderId": "200"
            "orderId": "304304315061864646",
            "side": "SELL",
            "quantity": "0.21",
            "price": "10001",
            "limitPrice": "10001",
            "orderType": "LIMIT",
            "marketCode": "BTC-USDT"
          }
}

Failure response format

{
  "event": "placeorder",
  "submitted": False,
  "tag": "123",
  "message": "<errorMessage>",
  "code": "<errorCode>",
  "timestamp": "1592491503359",
  "data": {
            "orderID": "304304315061932310",
            "side": "BUY",
            "price": "101",
            "limitPrice": "101",
            "marketCode": "ETH-USD-SWAP-LIN"
          }
}

AND

{
  "event": "placeorder",
  "submitted": False,
  "tag": "123",
  "message": "<errorMessage>",
  "code": "<errorCode>",
  "timestamp": "1592491503457",
  "data": {
            "orderID": "304304315061864646",
            "quantity": "0.21",
            "price": "10001",
            "limitPrice": "10001",
            "marketCode": "BTC-USDT"
          }
}

Python

Request format

import websockets
import asyncio
import time
import hmac
import base64
import hashlib
import json

api_key = ''
api_secret = ''
ts = str(int(time.time() * 1000))
sig_payload = (ts+'GET/auth/self/verify').encode('utf-8')
signature = base64.b64encode(hmac.new(api_secret.encode('utf-8'), sig_payload, hashlib.sha256).digest()).decode('utf-8')

auth = \
{
  "op": "login",
  "tag": 1,
  "data": {
           "apiKey": api_key,
           "timestamp": ts,
           "signature": signature
          }
}
modify_batch_order = \
{
  "op": "modifyorders",
  "tag": 123,
  "dataArray": [{
                  "timestamp": 1638237934061,
                  "recvWindow": 500,
                  "marketCode": "ETH-USD-SWAP-LIN",
                  "side": "BUY",
                  "orderID": 304304315061932310,
                  "price": 101,
                }, 
                {
                  "timestamp": 1638237934061,
                  "recvWindow": 500,
                  "marketCode": "BTC-USDT",
                  "orderID": 304304315061864646,
                  "price": 10001,
                  "quantity": 0.21
                }]
}

url= 'wss://api.ox.fun/v2/websocket'
async def subscribe():
    async with websockets.connect(url) as ws:
        while True:
            if not ws.open:
                print("websocket disconnected")
                ws = await websockets.connect(url)
            response = await ws.recv()
            data = json.loads(response)
            print(data)
            if 'nonce' in data:
                    await ws.send(json.dumps(auth))
            elif 'event' in data and data['event'] == 'login':
                if data['success'] == True:
                    await ws.send(json.dumps(modify_batch_order))
            elif 'event' in data and data['event'] == 'modifyorder':
                continue
asyncio.get_event_loop().run_until_complete(subscribe())

Request Parameters

Parameters	Type	Required	Description
op	STRING	Yes	modifyorders
tag	INTEGER or STRING	No	If given it will be echoed in the reply and the max size of tag is 32
dataArray	LIST of dictionaries	Yes	A list of orders with each order in JSON format, the same format/parameters as the request for modifying a single order. The max number of orders is still limited by the message length validation so by default up to 20 orders can be modified in a batch, assuming that each order JSON has 200 characters.
timestamp	LONG	No	In milliseconds. If an order reaches the matching engine and the current timestamp exceeds timestamp + recvWindow, then the order will be rejected. If timestamp is provided without recvWindow, then a default recvWindow of 1000ms is used. If recvWindow is provided with no timestamp, then the request will not be rejected. If neither timestamp nor recvWindow are provided, then the request will not be rejected.
recvWindow	LONG	No	In milliseconds. If an order reaches the matching engine and the current timestamp exceeds timestamp + recvWindow, then the order will be rejected. If timestamp is provided without recvWindow, then a default recvWindow of 1000ms is used. If recvWindow is provided with no timestamp, then the request will not be rejected. If neither timestamp nor recvWindow are provided, then the request will not be rejected.