FDC3/packages/fdc3-context/schemas/context/rfq.schema.json at trade-order-product-rfq-context-updates · finos/FDC3 · GitHub

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{
	"$schema": "http://json-schema.org/draft-07/schema#",
	"$id": "https://fdc3.finos.org/schemas/next/context/rfq.schema.json",
	"type": "object",
	"title": "RFQ",
	"description": "@experimental context type representing a Request For Quote (RFQ).",
	"allOf": [
		{
			"type": "object",
			"properties": {
				"type": {
					"const": "fdc3.rfq"
				},
				"id": {
					"type": "object",
					"additionalProperties": {
						"type": "string"
					},
					"title": "RFQ Identifiers",
					"description": "One or more identifiers that refer to the RFQ in an OMS or related system. Specific key names for systems are expected to be standardized in future."
				},
				"name": {
					"type": "string",
					"title": "Name",
					"description": "An optional human-readable summary of the RFQ."
				},
				"notes": {
					"type": "string",
					"title": "Notes",
					"description": "A description or set of notes."
				},
				"broker": {
					"type": "string",
					"title": "Broker",
					"description": ""
				},
				"product": {
					"$ref": "product.schema.json",
					"title": "Product Description",
					"description": "Details of the order to be quoted for"
				}
			},
			"required": [
				"type",
				"id",
				"product"
			],
			"additionalProperties": true
		},
		{
			"$ref": "context.schema.json#/definitions/BaseContext"
		}
	],
	"examples": [
		{
			"type": "fdc3.rfq",
			"id": {
				"rfqId": "RFQ12345"
			},
			"broker": "Broker ABC",
			"product": {
				"type": "fdc3.product",
				"id": {
					"productId": "SPY-CALLFLYWING+-20241220"
				},
				"instrument": {
					"type": "fdc3.instrument",
					"id": {
						"ticker": "SPY"
					}
				},
				"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"
						}
					]
				}
			}
		}
	]
}