openapi: 3.0.1 info: title: FX Shaping Server RESTful API description: |- This API allows web clients to stage FX cash and option orders into the BidFX Order Shaping Server to be netted and merged before release to market. The request URLs elude to terminology used within the shaping server and the associated blotter. "Staged" orders are orders input into the system by clients. The state of these orders is preserved and executions will be derived and reported for each of these orders. "Shaped" orders are orders that are the result of the netting / merging process. A shaped order represents what will be sent out to the market. Executions can also be reported at the shaped order level. "Locking" refers to the process of finalising a shaping order and sending it to the order manager. Once an order is locked, it can no longer be modified. When an order is locked it will be assigned a trading_order_id value that corresponds to the order_ts_id in the standard order manager API. contact: name: support email: askfx@bidfx.com version: "2.0" servers: - url: https://portcullis.app.bidfx.dev:443 description: DEV - url: https://portcullis.app.bidfx.tech:443 description: QA - url: https://api.ld.bidfx.biz description: UAT paths: /api/fx-shaping/v1/cash/shaped/executions: get: tags: - Executions summary: Query executions for a single cash shaped order in the shaping server. description: Query executions for a single cash shaped order in the shaping server. operationId: handleGetCashShapedExecutionsRequest parameters: - name: order_id in: query schema: type: string responses: 401: description: Credentials are required to access this endpoint 403: description: User does not have the required permissions to access this resource 404: description: The given order ID did not refer to a known staged order content: application/json: schema: $ref: '#/components/schemas/Error' 405: description: The request method is not supported on this resource 406: description: The request does not support the media type that the server is producing; check the "Accept" header in the request is valid 414: description: The request URL is too long 415: description: The endpoint does not support the media type that was sent; check the "Content-Type" header in the request is valid 500: description: There was an error processing the request on the server. content: application/json: schema: $ref: '#/components/schemas/Error' 200: description: Successfully located Shaped Order Executions. The list may be empty if the order has no executions. content: application/json: schema: type: array items: $ref: '#/components/schemas/CashExecution' 408: description: The API could not connect to the shaping server, or the server did not respond within a reasonable timeframe content: application/json: schema: $ref: '#/components/schemas/Error' security: - basicAuth: [] /api/fx-shaping/v1/cash/shaped/orders: get: tags: - Orders summary: Query a single cash shaped order in the shaping server. description: Query a single cash shaped order in the shaping server. operationId: handleGetCashShapedRequest parameters: - name: order_id in: query schema: type: string - name: include_members in: query description: Boolean flag indicating whether member orders comprising the shaped order should be included in the response. schema: type: boolean default: false responses: 401: description: Credentials are required to access this endpoint 403: description: User does not have the required permissions to access this resource 404: description: The given order ID did not refer to a known shaped order content: application/json: schema: $ref: '#/components/schemas/CashShapedOrder' 405: description: The request method is not supported on this resource 406: description: The request does not support the media type that the server is producing; check the "Accept" header in the request is valid 414: description: The request URL is too long 415: description: The endpoint does not support the media type that was sent; check the "Content-Type" header in the request is valid 500: description: There was an error processing the request on the server. content: application/json: schema: $ref: '#/components/schemas/Error' 200: description: Successfully located Shaped Order content: application/json: schema: $ref: '#/components/schemas/CashShapedOrder' 408: description: The API could not connect to the shaping server, or the server did not respond within a reasonable timeframe content: application/json: schema: $ref: '#/components/schemas/Error' security: - basicAuth: [] /api/fx-shaping/v1/cash/shaped/orders/actions/lock: post: tags: - Actions summary: Lock a single cash shaped order in the shaping server. description: Lock a single cash shaped order in the shaping server. operationId: handleCashLockRequest requestBody: description: Lock Order Request Object content: application/json: schema: $ref: '#/components/schemas/LockCashOrderRequest' responses: 401: description: Credentials are required to access this endpoint 403: description: User does not have the required permissions to access this resource 404: description: The given order ID did not refer to a known shaped order content: application/json: schema: $ref: '#/components/schemas/Error' 405: description: The request method is not supported on this resource 406: description: The request does not support the media type that the server is producing; check the "Accept" header in the request is valid 414: description: The request URL is too long 415: description: The endpoint does not support the media type that was sent; check the "Content-Type" header in the request is valid 500: description: There was an error processing the request on the server. content: application/json: schema: $ref: '#/components/schemas/Error' 200: description: Successfully locked Shaped Order content: application/json: {} 408: description: The API could not connect to the shaping server, or the server did not respond within a reasonable timeframe content: application/json: schema: $ref: '#/components/schemas/Error' security: - basicAuth: [] /api/fx-shaping/v1/cash/shaped/orders/actions/unlock: post: tags: - Actions summary: Unlock a single cash shaped order in the shaping server. description: Unlock a single cash shaped order in the shaping server. operationId: handleCashUnlockRequest requestBody: description: Unlock Order Request Object content: application/json: schema: $ref: '#/components/schemas/UnlockCashOrderRequest' responses: 401: description: Credentials are required to access this endpoint 403: description: User does not have the required permissions to access this resource 404: description: The given order ID did not refer to a known shaped order content: application/json: schema: $ref: '#/components/schemas/Error' 405: description: The request method is not supported on this resource 406: description: The request does not support the media type that the server is producing; check the "Accept" header in the request is valid 414: description: The request URL is too long 415: description: The endpoint does not support the media type that was sent; check the "Content-Type" header in the request is valid 500: description: There was an error processing the request on the server. content: application/json: schema: $ref: '#/components/schemas/Error' 200: description: Successfully unlocked Shaped Order content: application/json: {} 408: description: The API could not connect to the shaping server, or the server did not respond within a reasonable timeframe content: application/json: schema: $ref: '#/components/schemas/Error' security: - basicAuth: [] /api/fx-shaping/v1/cash/staged/executions: get: tags: - Executions summary: Query executions for a single cash staged order in the shaping server. description: Query executions for a single cash staged order in the shaping server. operationId: handleGetCashStagedExecutionsRequest parameters: - name: order_id in: query schema: type: string responses: 401: description: Credentials are required to access this endpoint 403: description: User does not have the required permissions to access this resource 404: description: The given order ID did not refer to a known staged order content: application/json: schema: $ref: '#/components/schemas/Error' 405: description: The request method is not supported on this resource 406: description: The request does not support the media type that the server is producing; check the "Accept" header in the request is valid 414: description: The request URL is too long 415: description: The endpoint does not support the media type that was sent; check the "Content-Type" header in the request is valid 500: description: There was an error processing the request on the server. content: application/json: schema: $ref: '#/components/schemas/Error' 200: description: Successfully located Staged Order Executions. The list may be empty if the order has no executions. content: application/json: schema: type: array items: $ref: '#/components/schemas/CashExecution' 408: description: The API could not connect to the shaping server, or the server did not respond within a reasonable timeframe content: application/json: schema: $ref: '#/components/schemas/Error' security: - basicAuth: [] /api/fx-shaping/v1/cash/staged/orders: get: tags: - Orders summary: Query a single cash staged order in the shaping server. description: Query a single cash staged order in the shaping server. operationId: handleGetCashStagedRequest parameters: - name: order_id in: query description: Unique ID of the order to query schema: type: string responses: 401: description: Credentials are required to access this endpoint 403: description: User does not have the required permissions to access this resource 404: description: The given order ID did not refer to a known staged order content: application/json: schema: $ref: '#/components/schemas/CashStagedOrder' 405: description: The request method is not supported on this resource 406: description: The request does not support the media type that the server is producing; check the "Accept" header in the request is valid 414: description: The request URL is too long 415: description: The endpoint does not support the media type that was sent; check the "Content-Type" header in the request is valid 500: description: There was an error processing the request on the server. content: application/json: schema: $ref: '#/components/schemas/Error' 200: description: Successfully located Staged Order content: application/json: schema: $ref: '#/components/schemas/CashStagedOrder' 408: description: The API could not connect to the shaping server, or the server did not respond within a reasonable timeframe content: application/json: schema: $ref: '#/components/schemas/Error' security: - basicAuth: [] post: tags: - Orders summary: Create a single cash staged order in the shaping server. description: Create a cash staged order of any deal type or currency pair. A list of allocations defining accounts or client booking instructions can be specified as a sub-element. operationId: handleCreateCashMessage requestBody: description: Cash Order Object content: application/json: schema: $ref: '#/components/schemas/CashStagedOrder' responses: 401: description: Credentials are required to access this endpoint 403: description: User does not have the required permissions to access this resource 404: description: Could not find the requested resource, ensure the path is correct 405: description: The request method is not supported on this resource 406: description: The request does not support the media type that the server is producing; check the "Accept" header in the request is valid 414: description: The request URL is too long 415: description: The endpoint does not support the media type that was sent; check the "Content-Type" header in the request is valid 500: description: There was an error processing the request on the server. content: application/json: schema: $ref: '#/components/schemas/Error' 201: description: Successfully created Staged Order content: application/json: schema: $ref: '#/components/schemas/CashStagedOrder' 400: description: When a 400 code is returned, the response body will contain the message the user sent, annotated with any errors describing field values that failed to pass server validation. content: application/json: schema: $ref: '#/components/schemas/CashStagedOrder' 408: description: The API could not connect to the shaping server, or the server did not respond within a reasonable timeframe. content: application/json: schema: $ref: '#/components/schemas/Error' security: - basicAuth: [] /api/fx-shaping/v1/option/shaped/executions: get: tags: - Executions summary: Query executions for a single option shaped order in the shaping server. description: Query executions for a single option shaped order in the shaping server. operationId: handleGetOptionShapedExecutionsRequest parameters: - name: order_id in: query schema: type: string responses: 401: description: Credentials are required to access this endpoint 403: description: User does not have the required permissions to access this resource 404: description: The given order ID did not refer to a known shaped order content: application/json: schema: $ref: '#/components/schemas/Error' 405: description: The request method is not supported on this resource 406: description: The request does not support the media type that the server is producing; check the "Accept" header in the request is valid 414: description: The request URL is too long 415: description: The endpoint does not support the media type that was sent; check the "Content-Type" header in the request is valid 500: description: There was an error processing the request on the server. content: application/json: schema: $ref: '#/components/schemas/Error' 200: description: Successfully located Shaped Order Executions. The list may be empty if the order has no executions. content: application/json: schema: type: array items: $ref: '#/components/schemas/OptionExecution' 408: description: The API could not connect to the shaping server, or the server did not respond within a reasonable timeframe content: application/json: schema: $ref: '#/components/schemas/Error' security: - basicAuth: [] /api/fx-shaping/v1/option/shaped/orders: get: tags: - Orders summary: Query a single option shaped order in the shaping server. description: Query a single option shaped order in the shaping server. operationId: handleGetOptionShapedRequest parameters: - name: order_id in: query schema: type: string responses: 401: description: Credentials are required to access this endpoint 403: description: User does not have the required permissions to access this resource 404: description: The given order ID did not refer to a known shaped order content: application/json: schema: $ref: '#/components/schemas/OptionShapedOrder' 405: description: The request method is not supported on this resource 406: description: The request does not support the media type that the server is producing; check the "Accept" header in the request is valid 414: description: The request URL is too long 415: description: The endpoint does not support the media type that was sent; check the "Content-Type" header in the request is valid 500: description: There was an error processing the request on the server. content: application/json: schema: $ref: '#/components/schemas/Error' 200: description: Successfully located Shaped Order content: application/json: schema: $ref: '#/components/schemas/OptionShapedOrder' 408: description: The API could not connect to the shaping server, or the server did not respond within a reasonable timeframe content: application/json: schema: $ref: '#/components/schemas/Error' security: - basicAuth: [] /api/fx-shaping/v1/option/shaped/orders/actions/lock: post: tags: - Actions summary: Lock a single option shaped order in the shaping server. description: Lock a single option shaped order in the shaping server. operationId: handleOptionLockRequest requestBody: description: Lock Order Request Object content: application/json: schema: $ref: '#/components/schemas/LockOptionOrderRequest' responses: 401: description: Credentials are required to access this endpoint 403: description: User does not have the required permissions to access this resource 404: description: The given order ID did not refer to a known shaped order content: application/json: schema: $ref: '#/components/schemas/Error' 405: description: The request method is not supported on this resource 406: description: The request does not support the media type that the server is producing; check the "Accept" header in the request is valid 414: description: The request URL is too long 415: description: The endpoint does not support the media type that was sent; check the "Content-Type" header in the request is valid 500: description: There was an error processing the request on the server. content: application/json: schema: $ref: '#/components/schemas/Error' 200: description: Successfully locked Shaped Order content: application/json: {} 408: description: The API could not connect to the shaping server, or the server did not respond within a reasonable timeframe content: application/json: schema: $ref: '#/components/schemas/Error' security: - basicAuth: [] /api/fx-shaping/v1/option/shaped/orders/actions/unlock: post: tags: - Actions summary: Unlock a single option shaped order in the shaping server. description: Unlock a single option shaped order in the shaping server. operationId: handleOptionUnlockRequest requestBody: description: Unlock Order Request Object content: application/json: schema: $ref: '#/components/schemas/UnlockOptionOrderRequest' responses: 401: description: Credentials are required to access this endpoint 403: description: User does not have the required permissions to access this resource 404: description: The given order ID did not refer to a known shaped order content: application/json: schema: $ref: '#/components/schemas/Error' 405: description: The request method is not supported on this resource 406: description: The request does not support the media type that the server is producing; check the "Accept" header in the request is valid 414: description: The request URL is too long 415: description: The endpoint does not support the media type that was sent; check the "Content-Type" header in the request is valid 500: description: There was an error processing the request on the server. content: application/json: schema: $ref: '#/components/schemas/Error' 200: description: Successfully unlocked Shaped Order content: application/json: {} 408: description: The API could not connect to the shaping server, or the server did not respond within a reasonable timeframe content: application/json: schema: $ref: '#/components/schemas/Error' security: - basicAuth: [] /api/fx-shaping/v1/option/staged/executions: get: tags: - Executions summary: Query executions for a single option staged order in the shaping server. description: Query executions for a single option staged order in the shaping server. operationId: handleGetOptionStagedExecutionsRequest parameters: - name: order_id in: query schema: type: string responses: 401: description: Credentials are required to access this endpoint 403: description: User does not have the required permissions to access this resource 404: description: The given order ID did not refer to a known staged order content: application/json: schema: $ref: '#/components/schemas/Error' 405: description: The request method is not supported on this resource 406: description: The request does not support the media type that the server is producing; check the "Accept" header in the request is valid 414: description: The request URL is too long 415: description: The endpoint does not support the media type that was sent; check the "Content-Type" header in the request is valid 500: description: There was an error processing the request on the server. content: application/json: schema: $ref: '#/components/schemas/Error' 200: description: Successfully located Staged Order Executions. The list may be empty if the order has no executions. content: application/json: schema: type: array items: $ref: '#/components/schemas/OptionExecution' 408: description: The API could not connect to the shaping server, or the server did not respond within a reasonable timeframe content: application/json: schema: $ref: '#/components/schemas/Error' security: - basicAuth: [] /api/fx-shaping/v1/option/staged/orders: get: tags: - Orders summary: Query a single option staged order in the shaping server. description: Query a single option staged order in the shaping server. operationId: handleGetOptionStagedRequest parameters: - name: order_id in: query schema: type: string responses: 401: description: Credentials are required to access this endpoint 403: description: User does not have the required permissions to access this resource 404: description: The given order ID did not refer to a known staged order content: application/json: schema: $ref: '#/components/schemas/OptionStagedOrder' 405: description: The request method is not supported on this resource 406: description: The request does not support the media type that the server is producing; check the "Accept" header in the request is valid 414: description: The request URL is too long 415: description: The endpoint does not support the media type that was sent; check the "Content-Type" header in the request is valid 500: description: There was an error processing the request on the server. content: application/json: schema: $ref: '#/components/schemas/Error' 200: description: Successfully located Staged Order content: application/json: schema: $ref: '#/components/schemas/OptionStagedOrder' 408: description: The API could not connect to the shaping server, or the server did not respond within a reasonable timeframe content: application/json: schema: $ref: '#/components/schemas/Error' security: - basicAuth: [] post: tags: - Orders summary: Create a single option staged order in the shaping server. description: Create an option staged order of any strategy type or currency pair. operationId: handleCreateOptionMessage requestBody: description: Option Order Object content: application/json: schema: $ref: '#/components/schemas/OptionStagedOrder' responses: 401: description: Credentials are required to access this endpoint 403: description: User does not have the required permissions to access this resource 404: description: Could not find the requested resource, ensure the path is correct 405: description: The request method is not supported on this resource 406: description: The request does not support the media type that the server is producing; check the "Accept" header in the request is valid 414: description: The request URL is too long 415: description: The endpoint does not support the media type that was sent; check the "Content-Type" header in the request is valid 500: description: There was an error processing the request on the server. content: application/json: schema: $ref: '#/components/schemas/Error' 201: description: Successfully created Staged Order content: application/json: schema: $ref: '#/components/schemas/OptionStagedOrder' 400: description: When a 400 code is returned, the response body will contain the message the user sent, annotated with any errors describing field values that failed to pass server validation. content: application/json: schema: $ref: '#/components/schemas/OptionStagedOrder' 408: description: The API could not connect to the shaping server, or the server did not respond within a reasonable timeframe. content: application/json: schema: $ref: '#/components/schemas/Error' security: - basicAuth: [] /application.wadl: get: operationId: getWadl responses: default: description: default response content: application/vnd.sun.wadl+xml: {} application/xml: {} /application.wadl/{path}: get: operationId: getExternalGrammar parameters: - name: path in: path required: true schema: type: string responses: default: description: default response content: application/xml: {} components: schemas: CashExecution: type: object properties: account: type: string all_in_price: type: number average_price: type: number base_amount: type: number ccy_pair: type: string contra_amount: type: number counterparty_exec_id: type: string counterparty_order_id: type: string currency: type: string deal_type: type: string errors: type: array items: $ref: '#/components/schemas/Error' executed_quantity: type: number executing_broker: type: string far_all_in_price: type: number far_base_amount: type: number far_contra_amount: type: number far_executed_quantity: type: number far_forward_points: type: number far_mid_point_price: type: number forward_points: type: number handling_type: type: string id: type: string last_price: type: number market_deal_type: type: string mid_point_price: type: number order_id: type: string owner: type: string price: type: number side: type: string spot_rate: type: number swap_points: type: number Error: type: object properties: field: type: string description: The field the error applies to readOnly: true message: type: string description: Error message readOnly: true value: type: object description: The value in the field the error applies to readOnly: true Allocation: type: object properties: account: type: string aggregation_level_1: type: string aggregation_level_2: type: string aggregation_level_3: type: string far_quantity: type: number quantity: type: number CashShapedOrder: type: object properties: account: type: string aggregation_key: type: string ccy_pair: type: string creation_time: type: string currency: type: string deal_type: type: string errors: type: array items: $ref: '#/components/schemas/Error' excluded_executing_brokers: type: array items: type: string executed_quantity: type: number far_executed_quantity: type: number far_fixing_date: type: string far_outstanding_quantity: type: number far_quantity: type: number far_settlement_date: type: string far_side: type: string far_tenor: type: string fixing_date: type: string member_orders: type: array items: $ref: '#/components/schemas/CashStagedOrder' order_id: type: string outstanding_quantity: type: number owner: type: string quantity: type: number reference1: type: string reference2: type: string settlement_date: type: string side: type: string state: type: string tenor: type: string ticket_shortcut: type: string trading_order_id: type: string CashStagedOrder: type: object properties: account: type: string aggregation_level_1: type: string aggregation_level_2: type: string aggregation_level_3: type: string allocations: type: array items: $ref: '#/components/schemas/Allocation' ccy_pair: type: string client_order_id: type: string creation_time: type: string deal_type: type: string description: The deal type to be traded (FORWARD can also be provided as FWD or OUTRIGHT) dealt_ccy: type: string errors: type: array items: $ref: '#/components/schemas/Error' excluded_executing_brokers: type: array items: type: string executed_quantity: type: number far_executed_quantity: type: number far_fixing_date: type: string far_outstanding_quantity: type: number far_quantity: type: number far_settlement_date: type: string far_side: type: string far_tenor: type: string fixing_date: type: string order_id: type: string outstanding_quantity: type: number quantity: type: number reference1: type: string reference2: type: string settlement_date: type: string shaped_order_id: type: string side: type: string tenor: type: string ticket_shortcut: type: string LockCashOrderRequest: type: object properties: errors: type: array items: $ref: '#/components/schemas/Error' shaped_order_id: type: string writeOnly: true UnlockCashOrderRequest: type: object properties: errors: type: array items: $ref: '#/components/schemas/Error' shaped_order_id: type: string writeOnly: true OptionExecution: type: object properties: account: type: string client_order_id: type: string errors: type: array items: $ref: '#/components/schemas/Error' execution_time: type: string leg1: $ref: '#/components/schemas/OptionExecutionLeg' leg2: $ref: '#/components/schemas/OptionExecutionLeg' liquidity_provider: type: string option_strategy: type: string enum: - SingleVanilla - Straddle - Strangle - RiskReversal - CallSpread - PutSpread - CalendarSpread premium: type: number premium_currency: type: string premium_date: type: string premium_percentage: type: number premium_type: type: string quantity: type: number spot_rate: type: number trade_date: type: string OptionExecutionLeg: type: object properties: broker_defined_delta: type: boolean currency: type: string cut: type: string delta_currency: type: string delta_maturity_date: type: string delta_quantity: type: number delta_rate: type: number delta_type: type: string enum: - NONE - SPOT - FWD - NDF errors: type: array items: $ref: '#/components/schemas/Error' expiry_date: type: string expiry_tenor: type: string forward_points: type: number option_type: type: string enum: - Put - Call premium: type: number premium_percentage: type: number quantity: type: number strike_price: type: number volatility: type: number volatility_percentage: type: number OptionShapedOrder: type: object properties: account: type: string aggregation_key: type: string ccy_pair: type: string creation_time: type: string deal_type: type: string errors: type: array items: $ref: '#/components/schemas/Error' excluded_executing_brokers: type: array items: type: string leg1: $ref: '#/components/schemas/OptionShapedOrderLeg' leg2: $ref: '#/components/schemas/OptionShapedOrderLeg' option_strategy: type: string option_style: type: string order_id: type: string owner: type: string premium_ccy: type: string premium_date: type: string premium_type: type: string reference1: type: string reference2: type: string state: type: string ticket_shortcut: type: string trading_order_id: type: string OptionShapedOrderLeg: type: object properties: cut: type: string dealt_ccy: type: string delta_quantity: type: number delta_rate: type: number delta_side: type: string delta_type: type: string errors: type: array items: $ref: '#/components/schemas/Error' expiry_date: type: string expiry_tenor: type: string option_type: type: string quantity: type: number settlement_date: type: string side: type: string strike_price: type: number LockOptionOrderRequest: type: object properties: errors: type: array items: $ref: '#/components/schemas/Error' shaped_order_id: type: string writeOnly: true UnlockOptionOrderRequest: type: object properties: errors: type: array items: $ref: '#/components/schemas/Error' shaped_order_id: type: string writeOnly: true OptionStagedOrder: type: object properties: account: type: string aggregation_level_1: type: string aggregation_level_2: type: string aggregation_level_3: type: string ccy_pair: type: string creation_time: type: string deal_type: type: string description: The deal type to be traded (FORWARD can also be provided as FWD or OUTRIGHT) errors: type: array items: $ref: '#/components/schemas/Error' leg1: $ref: '#/components/schemas/OptionStagedOrderLeg' leg2: $ref: '#/components/schemas/OptionStagedOrderLeg' option_strategy: type: string option_style: type: string order_id: type: string premium_ccy: type: string premium_date: type: string premium_type: type: string reference1: type: string reference2: type: string shaped_order_id: type: string ticket_shortcut: type: string OptionStagedOrderLeg: type: object properties: cut: type: string dealt_ccy: type: string delta_quantity: type: number delta_rate: type: number delta_side: type: string delta_type: type: string errors: type: array items: $ref: '#/components/schemas/Error' expiry_date: type: string expiry_tenor: type: string option_type: type: string quantity: type: number settlement_date: type: string side: type: string strike_price: type: number securitySchemes: basicAuth: type: http scheme: basic