Traiana Netting API

openapi: 3.0.3
info:
  title: Traiana Harmony CreditLink Allocations Netting API
  description: The Traiana Harmony CreditLink API provides real-time pre-trade and post-trade credit risk management across prime-brokered, cleared, and bilateral relationships. CreditLink enables limit monitoring, designation notice management, tri-party limit management, and ECN limit management. It integrates with exchange APIs to identify limit breaches, modify credit lines, and terminate trading activity in real time.
  version: 1.0.0
  contact:
    name: Traiana (CME Group)
    url: https://www.cmegroup.com/services/traiana.html
  license:
    name: Proprietary
servers:
- url: https://api.traiana.com/creditlink/v1
  description: Traiana CreditLink Production
security:
- bearerAuth: []
- apiKey: []
tags:
- name: Netting
paths:
  /netting-sessions:
    get:
      operationId: listNettingSessions
      summary: List Netting Sessions
      description: Retrieves netting sessions including on-demand intraday netting runs and scheduled pre-settlement netting cycles.
      tags:
      - Netting
      parameters:
      - name: status
        in: query
        schema:
          type: string
          enum:
          - Pending
          - InProgress
          - Completed
          - Failed
      - name: counterpartyId
        in: query
        schema:
          type: string
      - name: fromDate
        in: query
        schema:
          type: string
          format: date
      - name: toDate
        in: query
        schema:
          type: string
          format: date
      responses:
        '200':
          description: Successful response
          content:
            application/json:
              schema:
                type: object
                properties:
                  nettingSessions:
                    type: array
                    items:
                      $ref: '#/components/schemas/NettingSession'
                  total:
                    type: integer
        '401':
          description: Unauthorized
    post:
      operationId: createNettingSession
      summary: Create a Netting Session
      description: Initiates an on-demand netting session to aggregate and compress trades between counterparties.
      tags:
      - Netting
      requestBody:
        required: true
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/NettingSessionCreate'
      responses:
        '201':
          description: Netting session created
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/NettingSession'
        '400':
          description: Invalid request
  /netting-sessions/{sessionId}:
    get:
      operationId: getNettingSession
      summary: Get Netting Session Details
      description: Retrieves details of a specific netting session including results.
      tags:
      - Netting
      parameters:
      - name: sessionId
        in: path
        required: true
        schema:
          type: string
      responses:
        '200':
          description: Successful response
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/NettingSession'
        '404':
          description: Netting session not found
  /netting-sessions/{sessionId}/results:
    get:
      operationId: getNettingResults
      summary: Get Netting Results
      description: Retrieves the compressed trade results from a completed netting session.
      tags:
      - Netting
      parameters:
      - name: sessionId
        in: path
        required: true
        schema:
          type: string
      responses:
        '200':
          description: Successful response
          content:
            application/json:
              schema:
                type: object
                properties:
                  sessionId:
                    type: string
                  netResults:
                    type: array
                    items:
                      $ref: '#/components/schemas/NetResult'
                  originalTradeCount:
                    type: integer
                  nettedTradeCount:
                    type: integer
                  compressionRatio:
                    type: number
components:
  schemas:
    NettingSessionCreate:
      type: object
      required:
      - counterpartyIdA
      - counterpartyIdB
      - assetClass
      properties:
        counterpartyIdA:
          type: string
        counterpartyIdB:
          type: string
        assetClass:
          type: string
        currencyPairs:
          type: array
          items:
            type: string
        fromDate:
          type: string
          format: date
        toDate:
          type: string
          format: date
    NetResult:
      type: object
      properties:
        resultId:
          type: string
        currencyPair:
          type: string
        netAmount:
          type: number
        direction:
          type: string
          enum:
          - Pay
          - Receive
        originalTradeIds:
          type: array
          items:
            type: string
        settlementDate:
          type: string
          format: date
    NettingSession:
      type: object
      properties:
        sessionId:
          type: string
        counterpartyIdA:
          type: string
        counterpartyIdB:
          type: string
        assetClass:
          type: string
        status:
          type: string
          enum:
          - Pending
          - InProgress
          - Completed
          - Failed
        originalTradeCount:
          type: integer
        nettedTradeCount:
          type: integer
        compressionRatio:
          type: number
        scheduledAt:
          type: string
          format: date-time
        completedAt:
          type: string
          format: date-time
        createdAt:
          type: string
          format: date-time
  securitySchemes:
    bearerAuth:
      type: http
      scheme: bearer
      bearerFormat: JWT
    apiKey:
      type: apiKey
      in: header
      name: X-API-Key