DriveWealth Depth of Book API

openapi: 3.0.2
info:
  title: DriveWealth Accounts Depth of Book API
  version: '1.0'
servers:
- url: https://bo-api.drivewealth.io/back-office
  description: Sandbox server (Uses test data)
- url: https://bo-api.drivewealth.net/back-office
  description: Production Server (Uses LIVE data)
tags:
- name: Depth of Book
  x-displayName: Depth of Book
paths:
  /quotes/depth:
    post:
      tags:
      - Depth of Book
      description: 'Get the Depth of Book for an Instrument.


        For now, this API only works with debt instruments, but will expand in the future.'
      summary: Retrieve Depth of Book
      operationId: getQuoteDepth
      requestBody:
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/MarketQuoteRequest'
            examples:
              MarketQuoteRequestSample:
                value:
                  instrumentID: f6d3e213-4e6f-4ee3-8a9a-793027c62c57
                  quantity: 3.14
        required: true
      responses:
        '200':
          description: Fetching Market data was successful
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/MarketQuoteResponse'
              examples:
                QuoteResponse:
                  value:
                  - id: f61b3240-6ab4-48bb-8f30-c160b7fba999
                    instrumentID: 206b06c2-6d46-4515-9340-678cb131f2cc
                    ISIN: US105756BB58
                    CUSIP: 105756BB5
                    quantity: 3
                    salesCredit:
                      currency: USD
                      amount: 14
                    bidPrices:
                    - bidPrice: 98.882
                      bidSize: 100000
                      bidYield: 4.799
                      minQty: 150
                    - bidPrice: 98.872
                      bidSize: 230000
                      bidYield: 4.812
                      minQty: 112
                    askPrices:
                    - askPrice: 98.884
                      askSize: 1000
                      askYield: 4.793
                      minQty: 150
                    - askPrice: 98.889
                      askSize: 250000
                      askYield: 4.768
                      minQty: 150
                    effectiveBidPrices:
                    - bidPrice: 99.022
                      bidSize: 100000
                      bidYield: 4.739
                      minQty: 112
                    - bidPrice: 99.012
                      bidSize: 230000
                      bidYield: 4.812
                      minQty: 112
                    effectiveAskPrices:
                    - askPrice: 98.744
                      askSize: 1000
                      askYield: 4.793
                      minQty: 150
                    - askPrice: 98.749
                      askSize: 250000
                      askYield: 4.768
                      minQty: 150
                    recentTrades:
                    - price: 98.992
                      quantity: 10000
                      yield: 4.799
                      side: buy
                      date: '2017-07-21T17:32:28Z'
      security:
      - bearerAuth: []
        dwAppKey: []
      - sessionToken: []
        dwAppKey: []
components:
  schemas:
    instrumentCUSIP:
      description: 'CUSIP stands for `Committee on Uniform Securities Identification Procedures`.

        A CUSIP number identifies most financial instruments, including: stocks of all registered U.S. and Canadian companies, commercial paper, and U.S. government and municipal bonds.

        The CUSIP system facilitates the clearance and settlement process of securities.

        CUSIP numbers consist of nine characters (including letters and numbers) that uniquely identify a company or issuer and the type of financial instrument.

        A similar system is used to identify foreign securities (`CUSIP International Numbering System or CINS`).

        CINS employs the same nine character identifier as CUSIP, but also contains a letter in the first position to signify the issuer''s country or geographic region.

        '
      type: string
      minLength: 9
      maxLength: 9
      example: E09876AA7
    instrumentISIN:
      description: An `International Securities Identification Number` (ISIN) uniquely identifies a security. Its structure is defined in ISO 6166. ISINs are commonly used when an Instrument does not have a `symbol`, such as Debt Instruments and Global Mutual Funds.
      type: string
      minLength: 12
      maxLength: 14
      example: US023135BX34
    RecentTrade:
      type: object
      description: Recent Trade
      properties:
        price:
          type: number
          format: double
          example: 98.884
          description: Trade price
        quantity:
          type: number
          format: double
          example: 150
          description: Trade size/quantity
        yield:
          type: number
          format: double
          example: 4.793
          description: Trade yield
        date:
          type: string
          format: date-time
          description: Asset's trade time.
          example: '2017-07-21T17:32:28Z'
        side:
          type: string
          example: sell
          description: The side of order that is being placed.
          enum:
          - buy
          - sell
      example:
        price: 98.992
        size: 10000
        yield: 4.799
        side: buy
        dateTime: '2017-07-21T17:32:28Z'
    AskPrice:
      type: object
      description: Ask Price
      example:
        askPrice: 98.992
        askSize: 10000
        askYield: 4.799
        minQty: 150
      properties:
        askPrice:
          type: number
          format: double
          example: 98.884
          description: Ask value
          readOnly: true
        askSize:
          type: number
          format: double
          example: 150
          description: Ask size
          readOnly: true
        askYield:
          type: number
          format: double
          example: 4.793
          description: Ask yield
          readOnly: true
        minQty:
          type: number
          format: double
          example: 150
          description: Minimum quantity
          readOnly: true
    SalesCredit:
      type: object
      description: If set, the unit price will be marked up or marked down based on the prescribed amount. Only applicable to Orders for Debt Instruments.
      properties:
        currency:
          $ref: '#/components/schemas/currency'
        amount:
          type: integer
          example: 14
          description: The sales credit amount in cents.
    MarketQuoteRequest:
      type: object
      description: Trade Quote Request for Fixed Income Securities
      required:
      - instrumentID
      - quantity
      properties:
        instrumentID:
          $ref: '#/components/schemas/instrumentID'
        quantity:
          type: number
          format: double
          example: 3.14
          description: The quantity of bonds user wishes to trade.
          minimum: 0
        salesCredit:
          $ref: '#/components/schemas/SalesCredit'
    BidPrice:
      type: object
      description: Bid Price
      example:
        bidPrice: 98.992
        bidSize: 10000
        bidYield: 4.799
        minQty: 150
      properties:
        bidPrice:
          type: number
          format: double
          example: 130.529
          description: Bid value
          readOnly: true
        bidSize:
          type: number
          format: double
          example: 150
          description: Bid size
          readOnly: true
        bidYield:
          type: number
          format: double
          example: 4.799
          description: Bid yield
          readOnly: true
        minQty:
          type: number
          format: double
          example: 150
          description: Minimum quantity
          readOnly: true
    instrumentID:
      type: string
      format: uuid
      example: 3fb1e8a9-f7d5-4d90-95e2-43e7326b5636
      description: 'A unique ID created by DriveWealth to identify a specific instrument. '
    MarketQuoteResponse:
      type: object
      description: Trade Quote Response for Fixed Income Orders
      example:
        MarketQuoteResponseSuccess:
          id: bba6ecf0-9831-45ee-af0b-447077d82c2c
          instrumentID: f6d3e213-4e6f-4ee3-8a9a-793027c62c57
          ISIN: US459058GX53
          CUSIP: US6174464486
          salesCredit:
            currency: USD
            amount: 14
          bidPrices:
          - bidPrice: 98.992
            bidSize: 10000
            bidYield: 4.799
          askPrices:
          - askPrice: 98.992
            askSize: 10000
            askYield: 4.799
            minQty: 150
          effectiveBidPrices:
          - bidPrice: 98.992
            bidSize: 10000
            bidYield: 4.799
            minQty: 112
          effectiveAskPrices:
          - askPrice: 98.992
            askSize: 10000
            askYield: 4.799
            minQty: 150
          recentTrades:
          - price: 98.992
            size: 10000
            yield: 4.799
            side: buy
            date: '2017-07-21T17:32:28Z'
      properties:
        id:
          type: string
          description: Quote id in the DriveWealth System
          format: uuid
          example: bba6ecf0-9831-45ee-af0b-447077d82c2c
          readOnly: true
        instrumentID:
          $ref: '#/components/schemas/instrumentID'
        ISIN:
          $ref: '#/components/schemas/instrumentISIN'
          readOnly: true
        CUSIP:
          $ref: '#/components/schemas/instrumentCUSIP'
          readOnly: true
        quantity:
          type: number
          format: double
          example: 150
          description: Trade size/quantity
        salesCredit:
          $ref: '#/components/schemas/SalesCredit'
        bidPrices:
          type: array
          description: bid prices without sales credit
          items:
            $ref: '#/components/schemas/BidPrice'
        askPrices:
          type: array
          description: ask prices without sales credit
          items:
            $ref: '#/components/schemas/AskPrice'
        effectiveBidPrices:
          type: array
          description: prices include any sales credit provided in the request
          items:
            $ref: '#/components/schemas/BidPrice'
        effectiveAskPrices:
          type: array
          description: prices include any sales credit provided in the request
          items:
            $ref: '#/components/schemas/AskPrice'
        recentTrades:
          type: array
          description: Recent Trades
          items:
            $ref: '#/components/schemas/RecentTrade'
    currency:
      type: string
      example: USD
      description: The name of the currency in abbreviation form.
      enum:
      - USD
  securitySchemes:
    bearerAuth:
      type: http
      scheme: bearer
      bearerFormat: JWT
    dwAppKey:
      type: apiKey
      in: header
      name: dw-client-app-key
    sessionToken:
      type: apiKey
      in: header
      name: dw-auth-token