# Book trade Enter trades done in other systems. Endpoint: POST /v2/trades Version: 1.0.1 Security: SSO_TOKEN ## Request fields (application/json): - `type` (string, required) Trade type: , , , - `channel` (string, required) The workflow that originated the request. For reference in monitoring and reports. Values provided by Integral as applicable. - 0 = API/CreditEntry. - 1 = API/TradeEntry. - `clientRequestId` (string) ID of the book trade request assigned by you. Returned in the success response so that you can associate the request and booked trade. - `referenceId` (string) Free text for additional information and the ID, if any, assigned to the trade by the trade entry organization for their reference. - `note` (string) Any notes on the trade. These notes are sent via STP if the trade is eligible for STP (stp=true). - `counterpartyAccount` (string, required) Maker account ID (legal entity). - `counterparty` (string, required) Counterparty organization ID. - `counterpartyTrader` (string) Counterparty user ID. If not specified, the organization's default user as configured in the Integral system is used. - `customerAccount` (string, required) Customer legal entity ID. - `customerOrg` (string, required) Customer organization ID. - `trader` (string) Customer user ID. If not specified, the default user of the customer organization is used. - `dealtIns` (string, required) The dealt instrument, typically three-character ISO code (for example, ). - `dealtAmount` (number, required) Amount of the dealt instrument for the trade or near leg of swaps. - `baseAmount` (number) Amount of base instrument. - `termAmount` (number) Amount of term instrument. - `rate` (number, required) All-in rate to the precision of the currency pair’s quote convention. Trades with rates that are higher precision than allowed are rejected. - `side` (string, required) The side of the order from the perspective, either or . - `symbol` (string, required) The dealt instrument pair (currency, metal, energy, index, crypto), seven-character ISO code (for example, ). - `tradeDate` (string, required) Date the trade was initiated in the format . - `tenor` (string) Trade tenor. You must specify either or . If you specify both, is ignored. - : today - : today - : overnight (today) - : tomorrow - : spot - : spot - : spot next (spot+1) - : a number of days after the current business date (for example, 1D, 2D, 10D) - : a number of weeks after the current business date (for example, 1W, 2W, 3W) - : a number of months after the current business date (for example, 1M, 2M, 3M) - : a number of years after the current business date (for example, 1Y, 2Y, 3Y) - : The next International Monetary Market (IMM) settlement date. IMM dates are the third Wednesday of the last month of every quarter (March, June, September, December). results in the next IMM date on or after the spot date. results in two IMM dates after the spot date. - : (spot + IMM) for swaps - : (tomorrow + IMM) for swaps - `valueDate` (string, required) Value date for the trade or near leg of swaps in the format . You must specify either or . If you specify both, is ignored. - `fixingDate` (string) Fixing date for NDFs in the format . Required if not specified. - `fixingTenor` (string) Fixing tenor for NDFs in the format . Required if not specified. - `spotRate` (number) Spot rate of the trade or near leg of the trade. Required for outrights, swaps, and NDFs. - `forwardPoints` (number) Forward points for outrights and near leg of forward/forward swaps. - `coverRate` (number) All-in rate at which the trade or near leg was hedged by the trader in the market. - `farSide` (string) or (case sensitive), the side of the far-leg dealt currency from the perspective. - `farDealtAmount` (number) Far-leg amount of the dealt instrument. - `farForwardPoints` (number) Far-leg forward points. - `farRate` (number) Far-leg all-in rate. - `farTenor` (string) Far-leg tenor. Must be later than the near-leg value date in or . You must specify either or . If you specify both, is ignored. - `farValueDate` (string) Value date for the far leg of swaps in the format . Must be later than the near-leg value date in or . You must specify either or . If you specify both, is ignored. - `farCoverRate` (number) All-in rate at which the far leg was hedged by the trader in the market. - `farFixingDate` (string) NDF far-leg fixing date in the format . Required if not specified. - `farFixingTenor` (string) NDF far-leg fixing tenor. Required if not specified. - `bookName` (string) Only applicable to FX Yield Manager. If FX Yield Manager is used to manage positions, this is the name of the book, if any, to which the trade is entered. - A = Cover trades, both customer trades and its cover trades. - B = Warehoused customer trades, FX Yield Manager hedging trades. - empty = No-cover trades, unmanaged trades, desk trades. - `creditMode` (integer) How the trade is considered for credit by Integral: - = CreditCheck: Trade request is rejected if credit is not available. - = CreditOvershoot: Trade request is accepted even if credit is not available. Credit can overshoot the available limit. - = CreditIgnore: Credit is not taken. - `creditValuationAdjustment` (number) Credit valuation factor of provided by . - `rateId` (string) ID of the originating rate, if any. - `stp` (boolean) If or not included on the message, STP download is determined by the trade entry organization’s STP configuration. False overrides the organization’s settings and the trade is not sent via STP. ## Response 200 fields (application/json): - `tradeId` (string) The ID of the booked trade in Integral’s system. Example: "FXI30501001" - `createdTime` (string) The date and time (GMT) the trade was booked in the format . Example: "2022-01-19 12:36:27,200 +0000" - `clientRequestId` (string) ID book trade request assigned by you. Returned so that you can associate the request and booked trade. Example: "req swap 1"