Block Trades

The block trades API contains private endpoints for querying, submitting, and confirming block trades. It requires a Base64-encoded SHA256 HMAC signature as defined in Authentication.

For more information on block trades, see Block Trades. For specifics on the status of a block trade, see Block Trade Statuses.

Querying Block Trades

The endpoint supports the following query parameters:

The endpoint returns a pagination response of the type Pagination<BlockTrade, CursorInfo>. More details on paginated APIs can be found in Pagination. BlockTrade is defined as follows:

export interface BlockTrade {
  account_id: string;
  block_trade_id: number;
  counterparty_id: string;
  counterparty_email: string | null;
  symbol: string;
  side: Side;
  price: number;
  product_id: number;
  quantity: number;
  exec_time: string;
  report_time: string;
  status: BlockTradeStatus;
  status_reason: string | null;
  status_time: string | null;
}

export type BlockTradeStatus = 'Pending' | 'Canceled' | 'Rejected' | 'Confirmed' | 'Accepted';

Submitting a Block Trade

Submits a new block trade as the leader. The block trade is created in Pending status and must be confirmed by the counterparty via the confirmation endpoint before it is submitted to the exchange.

The endpoint supports the following query parameters:

The request body is a NewBlockTrade, defined as follows:

export interface NewBlockTrade {
  leader_block_trader_id: string | null;
  counterparty_block_trader_id: string;
  product_id: number;
  side: Side;
  price: number;
  quantity: number;
  cti: CustomerTypeIndicator;
  execution_time: string;
}

export type Side = 'Bid' | 'Ask';

export type CustomerTypeIndicator = 1 | 2 | 3 | 4;

On success, the endpoint returns a BlockTradeCreated with status Pending:

export interface BlockTradeCreated {
  block_trade_id: number;
  status: BlockTradeStatus;
}

Example request body:

{
  "leader_block_trader_id": "7f5124f5-bce2-37ce-7457-9f9597c4ec7d",
  "counterparty_block_trader_id": "d994c300-05f8-3207-61aa-08101f12e061",
  "product_id": 5,
  "side": "Ask",
  "price": 9,
  "quantity": 41,
  "cti": 4,
  "execution_time": "2021-01-25T00:00:37Z"
}

Example response:

{
  "block_trade_id": 5,
  "status": "Pending"
}

Confirming a Block Trade

Confirms a pending block trade as the counterparty (follower). The block_trade_id path parameter is the ID returned when the block trade was submitted. On confirmation, the block trade is submitted to the exchange for acceptance.

The endpoint supports the following query parameters:

The request body is a ConfirmBlockTrade, defined as follows:

export interface ConfirmBlockTrade {
  follower_block_trader_id: string | null;
  cti: CustomerTypeIndicator;
}

On success, the endpoint returns a BlockTradeConfirmation with status Accepted:

export interface BlockTradeConfirmation {
  block_trade_id: number;
  ack_id: string;
  status: BlockTradeStatus;
}

Example request body:

{
  "follower_block_trader_id": "5bfa46c8-cb39-b041-81e0-d2d6f079f6eb",
  "cti": 2
}

Example response:

{
  "block_trade_id": 5,
  "ack_id": "322",
  "status": "Accepted"
}