HALOWERKFinopswerk
price time limit fill ledger
Original ordered fully displayed limit orders determine complete taker-by-maker fill and notional matrices, final remaining and filled quantities, aggregate execution and best unfilled quotes. Best crossing price first, original arrival index breaks same-price ties, execution uses resting maker price. Own anonymous integer GTC profile, empty initial book, no cancel/replace, hidden liquidity, accounts, self-trade protection, fees or routing. No live orders, exchange-bit conformity,.
POST https://finops.halowerk.com/v1/price-time-limit-fill-ledgerEingaben
| Feld | Typ | Pflicht | Beschreibung |
|---|---|---|---|
| orders | array | Ja | |
| report | object | Ja |
Vollständiges Eingabeschema anzeigen
{
"type": "object",
"properties": {
"orders": {
"type": "array",
"items": {
"type": "object",
"properties": {
"side": {
"type": "integer",
"minimum": 0,
"maximum": 1
},
"price": {
"type": "integer",
"minimum": 1,
"maximum": 1000
},
"size_domain": {
"type": "array",
"items": {
"type": "integer",
"minimum": 1,
"maximum": 1000
},
"minItems": 1,
"maxItems": 2
}
},
"required": [
"side",
"price",
"size_domain"
],
"additionalProperties": false
},
"minItems": 1,
"maxItems": 8
},
"report": {
"type": "object",
"properties": {
"executions": {
"type": "array",
"items": {
"type": "array",
"items": {
"anyOf": [
{
"type": "integer",
"minimum": 0,
"maximum": 1000000000
},
{
"type": "null"
}
]
},
"minItems": 1,
"maxItems": 8
},
"minItems": 1,
"maxItems": 8
},
"notionals": {
"type": "array",
"items": {
"type": "array",
"items": {
"anyOf": [
{
"type": "integer",
"minimum": 0,
"maximum": 1000000000
},
{
"type": "null"
}
]
},
"minItems": 1,
"maxItems": 8
},
"minItems": 1,
"maxItems": 8
},
"remaining": {
"type": "array",
"items": {
"anyOf": [
{
"type": "integer",
"minimum": 0,
"maximum": 1000000000
},
{
"type": "null"
}
]
},
"minItems": 1,
"maxItems": 8
},
"filled": {
"type": "array",
"items": {
"anyOf": [
{
"type": "integer",
"minimum": 0,
"maximum": 1000000000
},
{
"type": "null"
}
]
},
"minItems": 1,
"maxItems": 8
},
"executed_quantity": {
"anyOf": [
{
"type": "integer",
"minimum": 0,
"maximum": 1000000000
},
{
"type": "null"
}
]
},
"executed_notional": {
"anyOf": [
{
"type": "integer",
"minimum": 0,
"maximum": 1000000000
},
{
"type": "null"
}
]
},
"best_bid": {
"anyOf": [
{
"type": "integer",
"minimum": 0,
"maximum": 1000000000
},
{
"type": "null"
}
]
},
"best_ask": {
"anyOf": [
{
"type": "integer",
"minimum": 0,
"maximum": 1000000000
},
{
"type": "null"
}
]
}
},
"required": [
"executions",
"notionals",
"remaining",
"filled",
"executed_quantity",
"executed_notional",
"best_bid",
"best_ask"
],
"additionalProperties": false
}
},
"required": [
"orders",
"report"
],
"additionalProperties": false
}Veröffentlichtes Eingabebeispiel
{
"orders": [
{
"side": 1,
"price": 101,
"size_domain": [
2
]
},
{
"side": 1,
"price": 100,
"size_domain": [
2
]
},
{
"side": 0,
"price": 101,
"size_domain": [
3
]
}
],
"report": {
"executions": [
[
0,
0,
0
],
[
0,
0,
0
],
[
1,
2,
0
]
],
"notionals": [
[
0,
0,
0
],
[
0,
0,
0
],
[
101,
200,
0
]
],
"remaining": [
1,
0,
0
],
"filled": [
1,
2,
3
],
"executed_quantity": 3,
"executed_notional": 301,
"best_bid": 0,
"best_ask": 101
}
}Ergebnis & Dokumentation
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Quelle dieser Seite: der veröffentlichte HALOWERK-Katalog. Stand: 2026-11-07, 02:42 UTC.
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