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Add an fdc3.rfq context type to handle defining RFQ's over FDC3 #1461

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mistryvinay opened this issue Dec 5, 2024 · 0 comments
Open

Add an fdc3.rfq context type to handle defining RFQ's over FDC3 #1461

mistryvinay opened this issue Dec 5, 2024 · 0 comments
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Context Data & Intents Contexts & Intents Discussion Group enhancement New feature or request Use cases Use cases Discussion Group

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@mistryvinay
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Enhancement Request

Use Case:

Add an fdc3.rfq Context type to support sending complex RFQ's across FDC3.

Example:

{
  "type": "fdc3.rfq",
  "id": {
    "rfqId": "RFQ12345"
  },
  "broker": "Broker ABC",
  "event": "RFQ",
  "product": {
    "type": "fdc3.product",
    "id": {
      "productId": "SPY-CALLFLYWING+-20241220"
    },
    "instrument": {
      "type": "fdc3.instrument",
      "id": {
        "ticker": "SPY",
        "underlying": {
          "code": "SPY",
          "description": "SPDR S&P 500 ETF TRUST",
          "market": "ETF"
        }
      },
      "details": {
        "description": "SPY CF W+ 20DEC24 580/590/600 1x2x1 r572.99 d13% (PHLX)",
        "structureType": "Call Fly Wing+",
        "exchange": "PHLX",
        "size": {
          "min": 1000,
          "increment": 100,
          "type": "Lots"
        },
        "price": {
          "tick": 0.1,
          "type": "Price"
        },
        "legs": [
          {
            "type": "Call",
            "maturityDate": "2024-12-20",
            "strikePrice": 580,
            "ratioQty": 1,
            "side": "Buy"
          },
          {
            "type": "Call",
            "maturityDate": "2024-12-20",
            "strikePrice": 590,
            "ratioQty": -2,
            "side": "Sell"
          },
          {
            "type": "Call",
            "maturityDate": "2024-12-20",
            "strikePrice": 600,
            "ratioQty": 1,
            "side": "Buy"
          }
        ]
      }
    }
  }
}

Additional Information

Ability to send complex RFQ information around a trade, order or product description.

Comments and feedback welcomed.

@mistryvinay mistryvinay added enhancement New feature or request Context Data & Intents Contexts & Intents Discussion Group Use cases Use cases Discussion Group labels Dec 5, 2024
@mistryvinay mistryvinay changed the title Add an fdc3.rfq context type to handle defining Add an fdc3.rfq context type to handle defining RFQ's over FDC3 Dec 5, 2024
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Labels
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