Settle an order-book snapshot

Hopfield well settlement on a venue book. Empty body uses the engine fallback book.

post/v1/hft/orderbook/settle

Request

  • Base URL: https://financesec.api.caleralabs.com
  • URL: https://financesec.api.caleralabs.com/v1/hft/orderbook/settle
  • Auth: API key in header X-License-Key

Request body

venuestring
symbolstring
timestamp_nanointeger
mid_pricenumber
spread_bpsnumber
queue_imbalancenumber
micro_pricenumber

Example request

{
  "venue": "NASDAQ",
  "symbol": "NVDA",
  "mid_price": 120.15,
  "spread_bps": 8.3,
  "queue_imbalance": 0.12,
  "micro_price": 120.16
}

Response

Settled book with support/resistance wells

statusstring
symbolstring
venuestring
mid_pricenumber
hopfield_support_wellnumber
hopfield_resist_wellnumber
latency_usinteger

Example response

{
  "status": "SETTLED"
}

Changes

No recorded changes to this operation across all 1 revision of this API.