Create Quote
Create a quote for a Block RFQ via WebSocket. For maker use only. The parameter blockRfqId is not from the result of creating RFQ. You can get maker's blockRfqId from maker's websocket or by querying the get_rfqs API.
Request Path And Method
wss path:
/ws/private
method:
block/rfqs/create_quote
Parameters
| Parameter | Type | Required | Description |
|---|---|---|---|
| blockRfqId | string | true | ID of the Block RFQ |
| label | string | false | The user created label for the order |
| executionInstruction | string | true | Execution instruction of the quote |
| legs | array | true | The composite Instrument legs of the Order |
| > instrumentName | string | true | Instrument name |
| > price | string | true | The price of the Instrument leg, denominated in the quoteCurrency of the RFQ |
| > ratio | string | true | Ratio of amount between legs. For normal leg, not null |
| > side | string | true | The direction of the Order |
| hedge | object | false | Hedge leg information |
| > instrumentName | string | true | Instrument name |
| > price | string | true | The price of the Instrument leg, denominated in the quoteCurrency of the RFQ |
| > quantity | string | true | It represents the requested trade size. For perpetual and inverse futures the amount is in USD units. For options and linear futures and it is the underlying base currency coin |
| > side | string | true | The direction of the Order. Valid values include buy, sell |
| quantity | string | true | The size of the Order, denominated in the clearingCurrency of the RFQ. This multiplied by ratio gives the trade size on each leg |
| side | string | true | Direction of trade from the maker perspective |
| price | string | false | Aggregated price used for quoting future spreads |
| expiresAt | long | false | The timestamp when the quote expires (milliseconds since the Unix epoch) |
Request Example
{
"rid": 7,
"method": "block/rfqs/create_quote",
"params": {
"label": "V2 Integration Test Quote1",
"blockRfqId": "253131",
"quantity": "25.0",
"side": "buy",
"legs": [
{
"instrumentName": "BTC-26JUN26-200000-C",
"price": "0.2",
"ratio": "1",
"side": "buy"
}
],
"hedge": {
"instrumentName": "BTC-PERPETUAL",
"quantity": "14720.0",
"side": "sell",
"price": "121842.0"
},
"executionInstruction": "all_or_none",
"price": "0.2",
"expiresAt": null
}
}
Response Message
| Name | Type | Description |
|---|---|---|
| rid | string | Request ID |
| result | object | Result object containing quote details |
| > quoteId | string | ID of the Block RFQ quote |
| > blockRfqId | string | ID of the Block RFQ |
| > label | string | The user created label for the order |
| > lastUpdatedAt | long | Timestamp of the last update of the quote (milliseconds since the UNIX epoch) |
| > filledQuantity | string | Filled amount of the quote. For perpetual and futures the filledAmount is in USD units, for options - in units or corresponding cryptocurrency contracts, e.g., BTC or ETH |
| > executionInstruction | string | Execution instruction of the quote |
| > createdAt | long | The time in UNIX nanoseconds since the epoch when the Order was created |
| > quantity | string | The total size of the Quote, denominated in the clearingCurrency of the RFQ |
| > legs | array | The composite Instrument legs of the RFQ |
| >> instrumentName | string | The exchange instrument name |
| >> ratio | string | The relative multiplier applied to the quantity of the Instrument's amount relative to the amount of the RFQ. Maximum of 2 decimal places |
| >> side | string | The direction of the composite leg relative to the RFQ |
| >> price | string | The price of the Instrument leg, denominated in the quoteCurrency of the RFQ |
| > hedge | object | Hedge leg information |
| >> instrumentName | string | Instrument name |
| >> price | string | The price of the Instrument leg, denominated in the quoteCurrency of the RFQ |
| >> quantity | string | This value multiplied by the ratio of a leg gives trade size on that leg |
| >> side | string | The direction of the Order |
| > price | string | The total strategy price of the Quote, denominated in the quoteCurrency of the RFQ |
| > side | string | The direction of the Quote |
| > status | string | The availability of the Quote for the user to action |
| > statusReason | string | Reason of quote cancellation |
| > replaced | boolean | true if the quote was edited, otherwise false |
Response Example
{
"rid": 7,
"result": {
"quoteId": "658917",
"blockRfqId": "253131",
"label": "V2 Integration Test Quote1",
"quantity": "25.0",
"appName": "SignalPlus",
"createdAt": 1755154124404,
"side": "buy",
"executionInstruction": "all_or_none",
"filledQuantity": "0.0",
"hedge": {
"instrumentName": "BTC-PERPETUAL",
"quantity": "14720.0",
"side": "sell",
"price": "121842.0"
},
"lastUpdatedAt": 1755154124404,
"legs": [
{
"instrumentName": "BTC-26JUN26-200000-C",
"ratio": "1",
"side": "buy",
"price": "0.2"
}
],
"price": "0.2",
"status": "open",
"replaced": false
}
}