These release notes list changes to all Coinbase International Exchange products.
Introducing two-sided position limits for perpetual futures position limit accounting.
In this model, long position notional and short position notional values are tracked separately, and the maximum value across the account is the effective value when determining limit breach
open_position_notional
: max(long_open_position_notional, short_open_position_notional)long_open_position_notional
short_open_position_notional
We are adding support to disable loan overdraft protection on a per-portfolio basis. Overdraft loans will not be issued during settlement or any loan acquisition processes that are not initiated by the user.
disable_overdraft_protection
Introducing margin call functionality for underwritten clients.
marginCallEnabled
, to enable/disable margin call to portfolio patch endpointdestination_tag
to the Withdraw to crypto address endpoint to support transfers for additional assetsAdded support for replacing TP/SL orders:
FIX API
REST API
stop_limit_price
to the Modify order in the REST API.We have increased FIX API key-level rate limits:
rfq_maker_fee_rate
execution_venue
[RFQ
, CLOB
]Introducing 2 new endpoints to get portfolio transfer limits.
Added transfer activity to the Get Transfers endpoint representing automatic portfolio to portfolio balance transfers made to cover losses during liquidation.
LIQUIDATION_EQUITY_CLAWBACK
Introducing 3 new endpoints to get portfolio open position notional limits.
Adding Real Time Settlement Transfer events to the Get Transfers endpoint.
REAL_TIME_SETTLEMENT
The default value for both CancelOrdersOnDisconnect and CancelOrdersOnInternalDisconnect in the FIX Logon message changed from N
(No cancel on disconnect) to Y
(Only cancels orders from this session).
CancelOrdersOnDisconnect (Tag 8013)
N
(No cancel on disconnect)Y
(Only cancels orders from this session)CancelOrdersOnInternalDisconnect (Tag 8014)
N
(No cancel on internal disconnect)Y
(Only cancels orders from this session)Replacing quantity risk limits with notional ones:
position_notional_limit
and open_interest_notional_limit
to the List instruments and Get instrument details response objects.PositionLimit
field (tag 970) in Market Data. This a new field is on the SecurityDefinition messageMaxTradeVol
will be deprecated in the future changes.UBO_HIGH_LEVERAGE_NOTIONAL_BREACHED
instead of UBO_HIGH_LEVERAGE_QUANTITY_BREACHED
.Adding new instrument trading state EXTERNAL
:
EXTERNAL Trading State
EXTERNAL
trading status are not currently traded on this market. This is used to derive collateral value of instruments that does not have a quoted USDC price.REST API
trading_state
value EXTERNAL
to the List instruments and Get instrument details response objects.FIX API
WEB MD API
trading_state
value external
to the INSTRUMENTS Channel response.external
instrumentsRISK
and INSTRUMENT
for external
instrumentsUpdated cb_intx_fix_dictionaries_latest.tar.gz for download
txn_hash
for both on-chain deposits and on-chain withdrawals in the responses for Get transfer and Get transfers.instrument_symbol
and txn_hash
field to the responses for Get transfer and Get transfers respectively.
txn_hash
will be present for on-chain deposit transfersinstrument_symbol
will be present for funding transfersAdded support for Exchange Loans
collateral_backed_overdraft_loan
amount (quantity) of outstanding loan taken due to overdrafting USDC on a debituser_requested_loan
amount (quantity) of outstanding loan requested by the userloan
to be the total loan amount (quantity) outstanding. Sum of collateral_backed_overdraft_loan
and user_requested_loan
loan_initial_margin_contribution
the amount of initial margin required to hold the existing loanloan_initial_margin
the percentage of initial margin requirement for taking a loan on the assetmax_loan_leverage
the maximum amount leverage that can be used when taking a loan on the assetLOAN_ACQUIRE
, LOAN_REPAY
, LOAN_INTEREST_CHARGE
, and ALL_LOANS
ALL_LOANS
type will include all transfers related to acquire, repay, and interest charge activityAdded new text field to denote cancel reason in get order endpoint
Added new REST API endpoints for retrieving index data:
API changes for TWAP orders:
TargetStrategy (Tag 847)
to NewOrderSingle and ExecutionReport messagesalgo_strategy
to the Create order request object and its responseAdding new FIX field to instrument definition:
NoUnderlyings (Tag 711)
to SecurityDefinition and SecurityList messagesAdded new instrument trading state DELISTED
:
trading_state
value DELISTED
to the List instruments and Get instrument details response objects.MdSecurityTradingStatus (Tag 1682)
value 18 (Not Available to Trade)
to SecurityDefinition and SecurityList messagestrading_state
value delisted
to the INSTRUMENTS Channel responseAdding new FIX messages for the PreFills API. The new FIX messages are:
Adding new field underlying_type
which represents the underlying asset type. The enhanced REST API endpoints are:
Renamed fill_source
to source
in REST API endpoints:
Added fill_source
(LIQUIDATION, CLIENT_ORDER) to REST API endpoints:
Updated and added rate limits:
Added support for Pre-Launch Markets. Pre-Launch Markets let users trade perpetual futures contracts on tokens that have not launched yet. When an underlying token is launched on an applicable spot exchange, the instrument converts to a standard perpetual contract. Learn more in our Help Center.
mode
(STANDARD, PRE_LAUNCH, PRE_LAUNCH_CONVERTING) to the List instruments and Get instrument details response objects.pre_launch_trading_enabled
to the Patch portfolio request and Get user portfolio response objects.SecuritySubType (Tag 762)
(STANDARD, PRE_LAUNCH, PRE_LAUNCH_CONVERTING) to SecurityDefinition and SecurityList messagesNoEvents (864)
under the Instrument Component in the SecurityDefinition and SecurityList messagesinstrument_mode
(standard, pre_launch, pre_launch_converting) and pre_launch_conversion_time
to the INSTRUMENTS Channel responseclose_only
field to the Create order request object.close_only
field to the Get order details and List open orders response objects.base_asset_multiplier
field to the List instruments and Get instrument details response objects.CLOSE_ONLY
to the supported ExecInst
values of the NewOrderSingle and ExecutionReport messages in the order entry fix dictionary.CLOSE_ONLY
to the supported ExecInst
values of the ExecutionReport message in the drop copy fix dictionary.ContractMultiplier (Tag 231)
to SecurityDefinition and SecurityList messagesbase_asset_multiplier
to the INSTRUMENTS Channel responseorder_type
and side
parameters to List open orders REST endpointAdded the following REST endpoints:
Added portfolio Auto Margin:
Added the following instrument definitions for Auto Margin:
default_imf
to Get instrument details and List instrumentsdefault_imf
to the WebSocket INSTRUMENTS ChannelDefaultMarginRatio
to the FIX API Market Data SecurityDefinition messageUpdated REST and FIX API to support TP/SL orders:
stop_limit_price
and new option TAKE_PROFIT_STOP_LOSS
for field order_type
on the REST API order create, order details and order listStopLimitPx
(tag 3040
) and new option O
for field OrderType
on the FIX Order Entry API NewOrderSingle and ExecutionReport messagesAdded support for portfolio cross collateral:
Added new REST API for position transfer — requires trade
permission:
Added new REST APIs for fee rate tiers:
side
parameter to the Cancel Orders REST endpoint for bulk order cancelsid
field to portfolio position related endpoints to denote position ID.position_id
on transfers of type FUNDING
to the Get transfers response.hold_available_for_collateral
field to Get portfolio details, Get balance for portfolio/asset, and List portfolio balances REST endpoints.instrument_id
field to the responses for Get transfer and Get transfers for transfers of type FUNDING
from_counterparty_id
and to_counterparty_id
to List matching transfers and Get transfer REST endpoints.FUNDING
to Transfer related endpoints/instruments/{instrument}/quote
, as a quote
object, to the responses of /instruments
and /instruments/{instrument}
.Added aggressor_side
to web market data MATCH Channel.
Replaced old return type with portfolio_id
and margin_override
fields in portfolio endpoint: Set portfolio margin override
portfolio_initial_margin_notional
, portfolio_current_margin_notional
, portfolio_maintenance_margin_notional
and portfolio_close_out_margin_notional
to Get portfolio summary and Get portfolio details REST endpoints.8000=O
) to SelfTradePreventionStrategy tag:
8000=D
) to SelfTradePreventionStrategy tag
portfolio_maintenance_margin
and portfolio_close_out_margin
to Get portfolio summary and Get portfolio details REST endpoints.Added new portfolio endpoints:
transfer
permission)Added ability to query transfers by multiple portfolios:
LastUpdateTime
from UTCDATEONLY
to UTCTIMESTAMP
in SecurityDefinition
in FIX50 Market Data Dictionaryopen_interest
to WebSocket feed, FIX Market Data API, and REST API./transfers/withdraw
: Withdraw to crypto address/transfers
:
order_id
for fills
endpoint:
Improved overall system performance and stability. Features include:
orders
endpoint.orders
under the same portfolio.