precompile/docs/dex/mappings/fix-mapping.md

FIX Protocol Mapping for LXDEX

FIX 4.4 protocol mapping to canonical LXDEX OrderRequest and ExecReport structures.

NewOrderSingle (MsgType=D) → OrderRequest

FIX Tag	FIX Name	Type	OrderRequest Field	Notes
1	Account	String	(session)	Derived from FIX session
11	ClOrdId	String	clOrdId	Client order ID (unique per account)
21	HandlInst	Char	-	Always "1" (automated)
38	OrderQty	Qty	szX18	Convert to X18 (multiply by 1e18)
40	OrdType	Char	orderType	See OrdType mapping below
44	Price	Price	pxX18	Convert to X18
54	Side	Char	side	"1"=BUY, "2"=SELL
55	Symbol	String	marketId	Market symbol → MarketId lookup
59	TimeInForce	Char	tif	See TimeInForce mapping
60	TransactTime	UTCTimestamp	-	Ignored (use server time)
99	StopPx	Price	triggerPxX18	For Stop/TP orders
18	ExecInst	MultipleChar	reduceOnly	"r"=reduce-only
126	ExpireTime	UTCTimestamp	expireTime	For GTD orders
7928	TrailingDelta	Price	trailingDeltaX18	Custom tag for trailing stop

OrdType Mapping (Tag 40)

FIX Value	FIX Name	OrderRequest.orderType
1	Market	MARKET (1)
2	Limit	LIMIT (0)
3	Stop	STOP_MARKET (3)
4	StopLimit	STOP_LIMIT (2)
J	MarketIfTouched	TAKE_PROFIT_MARKET (5)
K	LimitIfTouched	TAKE_PROFIT_LIMIT (4)
P	Pegged	TRAILING_STOP (6)

TimeInForce Mapping (Tag 59)

FIX Value	FIX Name	OrderRequest.tif
0	Day	GTC (0) - treated as GTC
1	GoodTillCancel	GTC (0)
3	ImmediateOrCancel	IOC (1)
4	FillOrKill	FOK (2)
6	GoodTillDate	GTD (3)
B	GoodTillCrossing	ALO (4) - post-only

Side Mapping (Tag 54)

FIX Value	FIX Name	OrderRequest.side
1	Buy	BUY (0)
2	Sell	SELL (1)

ExecInst Flags (Tag 18)

FIX Value	Meaning	OrderRequest Field
r	ReduceOnly	reduceOnly = true
6	ParticipateDoNotInitiate	tif = ALO (post-only)

---

ExecutionReport (MsgType=8) ← ExecReport

FIX Tag	FIX Name	Type	ExecReport Field	Notes
6	AvgPx	Price	(calculated)	Average fill price
11	ClOrdId	String	clOrdId	Client order ID
14	CumQty	Qty	(calculated)	Cumulative filled
17	ExecID	String	tradeId	Unique execution ID
31	LastPx	Price	pxX18	Last fill price (X18→decimal)
32	LastQty	Qty	szX18	Last fill size (X18→decimal)
37	OrderID	String	orderId	Exchange order ID
38	OrderQty	Qty	-	Original order quantity
39	OrdStatus	Char	newStatus	See OrdStatus mapping
44	Price	Price	-	Limit price
54	Side	Char	side	"1"=BUY, "2"=SELL
55	Symbol	String	marketId	Market symbol
60	TransactTime	UTCTimestamp	timestamp	Execution time
150	ExecType	Char	-	See ExecType mapping
151	LeavesQty	Qty	(calculated)	Remaining quantity
12	Commission	Amt	feeX18	Fee amount
13	CommType	Char	-	"3" (absolute)
851	LastLiquidityInd	Int	isMaker	1=added, 2=removed

OrdStatus Mapping (Tag 39)

FIX Value	FIX Name	ExecReport.newStatus
0	New	NEW (0)
1	PartiallyFilled	OPEN (1)
2	Filled	FILLED (2)
4	Canceled	CANCELLED (3)
8	Rejected	REJECTED (4)
C	Expired	EXPIRED (5)
A	PendingNew	NEW (0)
6	PendingCancel	OPEN (1)

ExecType Mapping (Tag 150)

FIX Value	FIX Name	Meaning
0	New	Order accepted
F	Trade	Fill occurred
4	Canceled	Order canceled
8	Rejected	Order rejected
C	Expired	Order expired
D	Restated	Order amended

LastLiquidityInd Mapping (Tag 851)

FIX Value	Meaning	ExecReport.isMaker
1	AddedLiquidity	true (maker)
2	RemovedLiquidity	false (taker)

---

OrderCancelRequest (MsgType=F) → CancelRequest

FIX Tag	FIX Name	Type	CancelRequest Field
11	ClOrdId	String	clOrdId
37	OrderID	String	orderId
41	OrigClOrdId	String	clOrdId (original)
55	Symbol	String	marketId

---

OrderCancelReplaceRequest (MsgType=G) → AmendRequest

FIX Tag	FIX Name	Type	AmendRequest Field
11	ClOrdId	String	(new client ID)
37	OrderID	String	orderId
38	OrderQty	Qty	newSzX18
41	OrigClOrdId	String	(original client ID)
44	Price	Price	newPxX18

---

Session Messages

Logon (MsgType=A)

Tag	Name	Required
98	EncryptMethod	0 (none)
108	HeartBtInt	30
553	Username	API key
554	Password	API secret signature

Heartbeat (MsgType=0)

Tag	Name	Required
112	TestReqID	If responding to TestRequest

TestRequest (MsgType=1)

Tag	Name	Required
112	TestReqID	Yes

---

Drop Copy (MsgType=AQ, AR)

Drop copy feed provides real-time execution reports without order entry capability.

TradeCaptureReport (MsgType=AE)

Tag	Name	Type	Description
571	TradeReportID	String	Unique trade ID
487	TradeReportTransType	Int	0=New
55	Symbol	String	Market symbol
32	LastQty	Qty	Trade size
31	LastPx	Price	Trade price
75	TradeDate	LocalMktDate	Trade date
60	TransactTime	UTCTimestamp	Trade time

---

Example Messages

NewOrderSingle (Limit Buy)

8=FIX.4.4|9=148|35=D|49=CLIENT|56=LXDEX|34=2|52=20260105-12:00:00.000|
11=order123|21=1|38=1.5|40=2|44=50000.00|54=1|55=BTC-PERP|59=1|10=XXX|

ExecutionReport (Fill)

8=FIX.4.4|9=200|35=8|49=LXDEX|56=CLIENT|34=3|52=20260105-12:00:00.001|
37=ex123456|11=order123|17=trade789|150=F|39=2|55=BTC-PERP|54=1|
38=1.5|44=50000.00|32=1.5|31=50000.00|14=1.5|151=0|6=50000.00|
12=0.00075|13=3|851=2|60=20260105-12:00:00.001|10=XXX|

---

Notes

1. Price Precision: All prices converted to/from X18 (18 decimal places)
2. Quantity Precision: All quantities converted to/from X18
3. Timestamps: FIX uses UTCTimestamp format; convert to Unix timestamp for on-chain
4. ClOrdId Uniqueness: Must be unique per account, per day
5. Session Persistence: FIX sessions maintain sequence numbers across reconnects

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Last Updated: 2026-01-05