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Block Trading

Block trading allows institutional traders to execute large orders through RFQ (Request for Quote) workflow.

Block Trading Workflow

  1. Taker creates an RFQ specifying the legs and quantities
  2. Makers receive the RFQ and respond with quotes
  3. Taker reviews quotes and executes the preferred one
  4. Trade is settled

REST API

Counterparties & RFQ

Method Endpoint Description
GET /api/v5/rfq/counterparties Get counterparties
POST /api/v5/rfq/create-rfq Create RFQ
POST /api/v5/rfq/cancel-rfq Cancel RFQ
POST /api/v5/rfq/cancel-multiple-rfqs Cancel multiple RFQs
POST /api/v5/rfq/cancel-all-rfqs Cancel all RFQs
POST /api/v5/rfq/execute-quote Execute quote

Quote Management

Method Endpoint Description
GET /api/v5/rfq/quote-products Get quote products
POST /api/v5/rfq/set-quote-products Set quote products
POST /api/v5/rfq/mmp-reset Reset MMP status
POST /api/v5/rfq/mmp-config Set MMP
GET /api/v5/rfq/mmp-config Get MMP Config
POST /api/v5/rfq/create-quote Create quote
POST /api/v5/rfq/cancel-quote Cancel quote
POST /api/v5/rfq/cancel-multiple-quotes Cancel multiple quotes
POST /api/v5/rfq/cancel-all-quotes Cancel all quotes
POST /api/v5/rfq/cancel-all-after Cancel all after

Query

Method Endpoint Description
GET /api/v5/rfq/rfqs Get RFQs
GET /api/v5/rfq/quotes Get quotes
GET /api/v5/rfq/trades Get trades
GET /api/v5/rfq/public-trades Get public multi-leg transactions
GET /api/v5/market/block-tickers Get block tickers
GET /api/v5/market/block-ticker Get block ticker
GET /api/v5/rfq/public-block-trades Get public single-leg transactions

WebSocket Private Channel

RFQs channel

  • ***URL Path**: /ws/v5/business (requires login)
  • ***Channel**: rfqs

Quotes channel

  • ***Channel**: quotes

Structure block trades channel

  • ***Channel**: struc-block-trades

WebSocket Public Channel

Public structure block trades channel

  • ***URL Path**: /ws/v5/public
  • ***Channel**: public-struc-block-trades

Public block trades channel

  • ***Channel**: public-block-trades

Block tickers channel

  • ***Channel**: block-tickers