All notable changes to this project will be documented in this file.
- Added
settlementAccountsto POST/rfq(CreateRFQRequest) — settlement for each settlement option can now be split across multiple accounts, each with acredentialsIdand apercentage. Percentages per settlement option must total exactly100, every percentage must be greater than0, and the same credentials cannot appear more than once. Each account's share of every leg must meet the venue's minimum block trade amount and pass the venue's block trade simulation at creation. The existingsettlementCredentialssingle-account format remains supported and is ignored whensettlementAccountsis provided. - Added a
filledPartialRFQ status — a multi-account trade where only some settlement accounts completed. - Added
filledAmountto RFQ responses and therfq.taker/rfq.makerwebsocket payloads — the settled share of the trade amount in the RFQ's base currency. Only returned to themakerortakerin the trade. - Added
settlementCredentials(settlement accounts with split percentages) andtradeAllocations(per-account settlement outcomes) to the taker's GET/rfq/{id}response andrfq.takerwebsocket payloads. - Added
allocationsto the POST/rfq/traderesponse — the per-account settlement outcomes, each withexchangeCredentialsId,percentage,status(completedorfailed) and the venueexchangeErrorwhen failed.
settlementCredentialsis no longer strictly required on POST/rfq— for each non-OTC settlement option, credentials must be provided via eithersettlementCredentialsorsettlementAccounts.
First stable release of the Fig Markets API documentation.
- Added a
baseCurrencyfilter to the cancel-all quotes endpoint (POST/rfq/quote/cancel-all). When provided, only quotes linked to an RFQ with that base currency are cancelled; the response now returns acancelledCountof how many quotes were cancelled. - Documented WebSocket token refresh via the
auth/refreshmethod, allowing a session to be extended before its access token expires to maintain long-lived connections.
- Corrected the request rate limit from 100 to 1000.
- Updated PUT
/rfq/quoteendpoint (RFQQuoteUpdateRequest):- Removed
directionfield from the request - Changed
rfqQuoteIdfrom required to optional - eitherrfqQuoteIdorlabelmust now be provided to identify the quote to update
- Removed
- Removed
quoteCurrencyparameter from POST/rfqrequest (CreateRFQRequest)
- Added GET
/exchange/makerendpoint - returns a list of available Fig makers and their supported settlement options - Added
makersparameter toCreateRFQRequest- an object mapping settlement options to arrays of Fig maker IDs who will receive the RFQ - Added
settlementOptionandquoteCurrencyfields to quote responses (GET/rfq/quoteendpoint and quote websocket channels) - Added
quoteCurrenciesfield to RFQ responses - an object mapping settlement options to their expected quote currencies
- Updated
settlementCredentialsinCreateRFQRequestto be an object mapping settlement options toexchangeCredentialsIdvalues (previously a single integer) - Updated
settlementOptionsinCreateRFQRequestto include full description and example - Updated
settlementOptionandsettlementCredentialsdescriptions for POST/rfq/quoteendpoint (singular versions with updated descriptions) - Replaced
settlementExchangewithsettlementOptionsarray in RFQ websocket channels (rfq.makerandrfq.taker) - Updated RFQ websocket examples to include
quoteCurrenciesobject
- Initial pre-release of the Fig Markets API documentation