Create Quotes

Create a quote answering a request for quote.

RECEIVE/ws

Authorization

UDX-Access-KeyAPI key · headerrequired

Opaque API key ID.

UDX-Access-TimestampAPI key · headerrequired

Unix time in milliseconds, within 30 seconds of server time.

UDX-Access-SignatureAPI key · headerrequired

Standard-base64 RSA-PSS/SHA-256 signature with a 32-byte salt. Sign timestamp + "GET" + "/ws"; the upgrade request has no body hash and no idempotency key.

Commands

create_quoteCreate a quote answering a request for quote.

idCommandIdrequired

Client-assigned command correlation identifier, unique among commands in flight on this connection.

min 1 · max 9007199254740991

cmdstringrequired

Selects the create quote command.

paramsCreateQuoteCommandParamsrequired

A single-sided quote against one visible RFQ.

Show properties

client_quote_idClientIdrequired

A client-supplied correlation identifier.

idempotency_keyIdempotencyKey

Optional client-assigned key, reserved for future resend deduplication. UDX carries it then discards it; it is not deduplicated on yet, so a retry that reuses the key can repeat the write. Do not rely on it for retry safety.

min length 1 · max length 255

account_idstring

The account the quote is created under. Required for an unrestricted API key; for a key bound to a single account it must match that account when provided.

min length 1 · max length 64

rfq_idEntityIdrequired

An exchange-assigned identifier. Treat it as an opaque, stable key with no internal structure.

min length 1

tickerTicker

A human-meaningful natural key naming a single-leg or multi-leg market.

min length 1 · max length 128

sideOrderSiderequired

Order side.

Allowed:buysell

priceFixedPointPricerequired

YES-side price in dollars as an exact fixed-point decimal string with at most six decimal places.

max length 24 · matches ^[0-9]+(\.[0-9]{1,6})?$

quantityFixedPointQuantityrequired

A quantity in contracts as a fixed-point decimal string.

max length 24 · matches ^[0-9]+(\.[0-9]{1,2})?$

Replies

quote_create_submittedConfirm the exchange accepted a create_quote submission.

idCommandIdrequired

Client-assigned command correlation identifier, unique among commands in flight on this connection.

min 1 · max 9007199254740991

typestringrequired

Identifies a successful create_quote response.

msgQuoteCreateSubmittedPayloadrequired

The submitted quote, echoed by its client correlation id. The exchange assigns the quote_id only once the quote lands, so the committed quote arrives on the quotes stream correlated by client_quote_id.

Show properties

client_quote_idClientIdrequired

A client-supplied correlation identifier.

rate_limitobject

Quota state after the charged command was admitted.

Show properties

bucketstringrequired

Shared member bucket consulted for this command.

Allowed:readwritecancel

capacityinteger<int64>required

Maximum tokens held by the bucket.

min 1 · max 10000000

refill_tokens_per_minuteinteger<int64>required

Tokens restored per minute.

min 1 · max 10000000

remaininginteger<int64>required

Tokens remaining after th decision.

min 0 · max 10000000

full_after_msinteger<int64>required

Milliseconds until the bucket is full if no more work is admitted.

min 0 · max 86400000

Errors

invalid_messageThe JSON or common command envelope is invalid.

codestringrequired

Stable machine-readable error code.

detailErrorDetailrequired

Human-readable occurrence detail that clients must not parse.

min length 1 · max length 500

instanceErrorInstancerequired

Request identifier for troubleshooting with exchange support.

max length 100 · matches ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$

fieldstring

JSON path to the invalid field when one can be identified.

min length 1 · max length 255

invalid_paramsCommand params fail schema or semantic validation.

codestringrequired

Stable machine-readable error code.

detailErrorDetailrequired

Human-readable occurrence detail that clients must not parse.

min length 1 · max length 500

instanceErrorInstancerequired

Request identifier for troubleshooting with exchange support.

max length 100 · matches ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$

fieldstring

JSON path to the invalid param when one can be identified.

min length 1 · max length 255

command_id_in_useAnother command with the supplied identifier is still in flight.

codestringrequired

Stable machine-readable error code.

detailErrorDetailrequired

Human-readable occurrence detail that clients must not parse.

min length 1 · max length 500

instanceErrorInstancerequired

Request identifier for troubleshooting with exchange support.

max length 100 · matches ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$

permission_deniedThe caller lacks required access.

codestringrequired

Stable machine-readable error code.

detailErrorDetailrequired

Human-readable occurrence detail that clients must not parse.

min length 1 · max length 500

instanceErrorInstancerequired

Request identifier for troubleshooting with exchange support.

max length 100 · matches ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$

capacity_exceededA standing-resource limit prevents command admission.

codestringrequired

Stable machine-readable error code.

detailErrorDetailrequired

Human-readable occurrence detail that clients must not parse.

min length 1 · max length 500

instanceErrorInstancerequired

Request identifier for troubleshooting with exchange support.

max length 100 · matches ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$

scopestringrequired

Boundary at which the standing-resource limit applies.

Allowed:connectionmemberprocess

resourcestringrequired

Retained or concurrent resource that reached its limit.

Allowed:in_flight_commandsactive_subscriptionsmarket_data_streams

limitinteger<int64>required

Enforced maximum for the identified scope and resource.

min 1 · max 10000000

rate_limit_exceededA command rate limit was exceeded.

codestringrequired

Stable machine-readable error code.

detailErrorDetailrequired

Human-readable occurrence detail that clients must not parse.

min length 1 · max length 500

instanceErrorInstancerequired

Request identifier for troubleshooting with exchange support.

max length 100 · matches ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$

retry_after_msinteger<int64>required

Minimum delay in milliseconds before another attempt.

min 1 · max 86400000

admission_unavailableShared admission policy or state is temporarily unavailable.

codestringrequired

Stable machine-readable error code.

detailErrorDetailrequired

Human-readable occurrence detail that clients must not parse.

min length 1 · max length 500

instanceErrorInstancerequired

Request identifier for troubleshooting with exchange support.

max length 100 · matches ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$

internal_errorAn unexpected failure left connection state safe to continue.

codestringrequired

Stable machine-readable error code.

detailErrorDetailrequired

Human-readable occurrence detail that clients must not parse.

min length 1 · max length 500

instanceErrorInstancerequired

Request identifier for troubleshooting with exchange support.

max length 100 · matches ^urn:request-id:[0-9a-f]{8}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{4}-[0-9a-f]{12}$

Channel Bindings

ws

methodGET

headers

UDX-Access-Keystringrequired

Opaque API key ID.

min length 1 · max length 255

UDX-Access-Timestampstringrequired

Unix time in milliseconds, within 30 seconds of server time.

max length 13 · matches ^[0-9]{13}$

UDX-Access-Signaturestringrequired

Standard-base64 RSA-PSS/SHA-256 signature with a 32-byte salt. Sign timestamp + "GET" + "/ws"; the upgrade request has no body hash and no idempotency key.

min length 1 · max length 1024

Sec-WebSocket-Protocolstringrequired

Negotiated dated WebSocket API version.

Examples

create_quote

{
  "id": 6,
  "cmd": "create_quote",
  "params": {
    "client_quote_id": "my-quote-1",
    "rfq_id": "RFQ-EXAMPLE-1",
    "ticker": "UDX-EXAMPLE-MARKET-A",
    "side": "sell",
    "price": "0.55",
    "quantity": "100"
  }
}

quote_create_submitted

{
  "id": 8,
  "type": "quote_create_submitted",
  "msg": {
    "client_quote_id": "my-quote-1"
  },
  "rate_limit": {
    "bucket": "write",
    "capacity": 30,
    "refill_tokens_per_minute": 900,
    "remaining": 25,
    "full_after_ms": 600
  }
}

invalid_message

{
  "type": "error",
  "msg": {
    "code": "invalid_message",
    "detail": "WebSocket command is not a valid JSON object",
    "instance": "urn:request-id:8f14e45f-ceea-4abc-a743-e89a34d3f6ef"
  }
}

invalid_params

{
  "id": 4,
  "type": "error",
  "msg": {
    "code": "invalid_params",
    "detail": "the orderbook channel requires tickers",
    "instance": "urn:request-id:8f14e45f-ceea-4abc-a743-e89a34d3f6ef",
    "field": "params.channels"
  }
}

command_id_in_use

{
  "id": 4,
  "type": "error",
  "msg": {
    "code": "command_id_in_use",
    "detail": "WebSocket command ID is already in flight",
    "instance": "urn:request-id:8f14e45f-ceea-4abc-a743-e89a34d3f6ef"
  }
}

permission_denied

{
  "id": 4,
  "type": "error",
  "msg": {
    "code": "permission_denied",
    "detail": "the trade scope is required to create a request for quote",
    "instance": "urn:request-id:8f14e45f-ceea-4abc-a743-e89a34d3f6ef"
  }
}

capacity_exceeded

{
  "id": 4,
  "type": "error",
  "msg": {
    "code": "capacity_exceeded",
    "detail": "WebSocket connection command capacity is exhausted",
    "instance": "urn:request-id:8f14e45f-ceea-4abc-a743-e89a34d3f6ef",
    "scope": "connection",
    "resource": "in_flight_commands",
    "limit": 32
  }
}

rate_limit_exceeded

{
  "id": 4,
  "type": "error",
  "msg": {
    "code": "rate_limit_exceeded",
    "detail": "member read rate limit is exhausted",
    "instance": "urn:request-id:8f14e45f-ceea-4abc-a743-e89a34d3f6ef",
    "retry_after_ms": 1200
  },
  "rate_limit": {
    "bucket": "read",
    "capacity": 30,
    "refill_tokens_per_minute": 900,
    "remaining": 0,
    "full_after_ms": 2000
  }
}

admission_unavailable

{
  "id": 4,
  "type": "error",
  "msg": {
    "code": "admission_unavailable",
    "detail": "shared WebSocket admission is temporarily unavailable",
    "instance": "urn:request-id:8f14e45f-ceea-4abc-a743-e89a34d3f6ef"
  }
}

internal_error

{
  "id": 4,
  "type": "error",
  "msg": {
    "code": "internal_error",
    "detail": "WebSocket command failed",
    "instance": "urn:request-id:8f14e45f-ceea-4abc-a743-e89a34d3f6ef"
  }
}