LMEX Futures Trade Connector

Features

crypto-lmexfutConnector Key

Instruments

FUTURE

Request Types

SUBMITCANCELREPLACE

Order Types

LIMIT

Time In Force

GTCIOCFOK

Order ID Mapper

COMPOSITE

✗

Order Status Request

✓

Cancel On Disconnect

✓

Commission

✓

Post Only

✓

Fast Cancel

✗

Fast Replace

Notes

Cancel/Replace

warning

Only price change is allowed.

Time In Force

Time In Force for orders may be overridden with 59 (TimeInForce) attribute. The attribute is passed to the Exchange as is.

Reduce Only

Reduce Only order behaves differently depending on the Position Mode account setting.

• ONE_WAY position mode: order reduces position without switching the position type
• HEDGE position mode: SELL order reduces LONG position, BUY order reduces SHORT position

Reduce only switch can be specified via the 6201 (ReduceOnly) or 6470 (Offset) attributes. 6470 (Offset) attribute's value sets Reduce only switch to true.

Symbology

Symbols use the currency short code and perpetual abbreviation. For example:

accountType	symbol
REGULAR	BTCPFC, XRPPFC, etc.
UNIFIED	BTC-PERP, ETH-PERP, etc.

Configuration

Connector settings

Parameter	Default Value	Description
accountType	REGULAR	Futures account type. Valid values: REGULAR or UNIFIED.
positionMode	ONE_WAY	Position mode. Valid values: ONE_WAY or HEDGE.
cancelAllOrdersAfter	not enabled	Has two settings: period, timeout. This feature can work like Cancel-On-Disconnect behavior. https://docs.lmex.io/pages/futures.html#/operations/post-api-v2.1-order-cancelAllAfter
websocketHeartbeatInterval	10 seconds	Websocket ping interval.
tradesSyncSettings.allTradesRequestSizeLimit	200	Limitation for the number of trades in the account trade list history response. Maximum value is 500.
tradesSyncSettings.orderTradesRequestSizeLimit	500	Limitation for the number of trades in the single order trade list history response. Maximum value is 500.
tradesSyncSettings.tradeHistoryLookBackPeriod	5s	The time interval from order creation to the past for the start time filter of the trade history requests (all trade history and trade history for a single order).
tradesSyncSettings.maxInactiveOrderAge	5m	Delay before INACTIVE order cancellation after synchronization. The delay counts from the orders submission. Inactive state is reported by the exchange for unknown or closed orders.

Supported order attributes

Key	Description
18	18 (PostOnly) attribute is relevant for LIMIT orders only. Possible values: 6.
59	TimeInForce override for an order. Expected values: GTC, IOC, FOK, HALFMIN, FIVEMIN, HOUR, TWELVEHOUR, DAY, WEEK or MONTH.
6201	reduceOnly switch. Valid values: true or false. Default: false. See Reduce Only section for detailed explanation.
6340	Position mode. Valid values: ONE_WAY or HEDGE.
6470	6470 (Offset) attribute allows to configure reduceOnly switch. CLOSE attribute's value sets reduceOnly value to true. Possible values: OPEN or CLOSE. See Reduce Only section for detailed explanation.

Config sample

connectors {
  LMEXFUT: ${template.connector.crypto.lmexfut} {
    settings {
      restUrl = "https://api.lmex.io"
      websocketUrl = "wss://ws.lmex.io/ws/futures"

      apiKeys: [
        {
          apiKey = "<API_KEY>"
          apiSecret = "<API_SECRET>"
        }
      ]
    }
  }
}