This section provides release details and dates for upcoming changes.
- We will soon be releasing a new auction mechanism to aid in price discovery while launching new order books. This new functionality provides additional information to designate when a product is in auction mode. Live auctions will display feeds of indicative quotes that update every second with an open price, open size, and best bid/offer and sizes to give a signal of the opening price and subsequent BBO on open. Orders matched throughout the auction will be charged Taker fees. Expect to see further documentation coming out soon including:
- A new field in the product endpoints and status channel
- New fields in Book levels and channel for indicative quotes.
Updated 17 days ago