-
Notifications
You must be signed in to change notification settings - Fork 0
/
openapi.yaml
451 lines (446 loc) · 17.3 KB
/
openapi.yaml
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
---
openapi: 3.1.1
info:
title: Settlement Instructions API
version: "0.1"
description: |
## Settlement instructions
### Description
paths:
"/v1/custodian":
get:
summary: Retrieve the Custodian
parameters: []
responses:
"200":
description: Success
content:
application/json:
schema:
"$ref": "#/components/schemas/Custodian"
"400":
description: Bad request
"401":
description: Unauthorized
"500":
description: Internal server error
"/v1/clients":
get:
summary: Retrieve the list of clients that user have access to
parameters:
- name: id
in: query
description: Unique identifier of Client
required: false
schema:
type: array
items:
type: string
responses:
"200":
description: Success
content:
application/json:
schema:
items:
"$ref": "#/components/schemas/Client"
"400":
description: Bad request
"401":
description: Unauthorized
"500":
description: Internal server error
"/v1/settlementinstructions":
get:
parameters:
- name: startTradeDate
in: query
description: startTradeDate on format YYYY-MM-DD
required: false
schema:
type: string
format: date
- name: tradeDate
in: query
description: tradeDate on format YYYY-MM-DD
required: false
schema:
type: string
format: date
- name: settlementDate
in: query
description: settlementDate on format YYYY-MM-DD
required: false
schema:
type: string
format: date
- name: id
in: query
description: Unique identifier of settlement instruction
required: false
schema:
type: string
- name: sender
in: query
description: SettlementInstruction.sender
required: false
schema:
type: string
- name: status
in: query
required: false
schema:
$ref: "#/components/schemas/Status"
responses:
"200":
description: Success
content:
application/json:
schema:
items:
"$ref": "#/components/schemas/SettlementInstruction"
"400":
description: Bad request
"401":
description: Unauthorized
"500":
description: Internal server error
post:
requestBody:
content:
application/json:
schema:
"$ref": "#/components/schemas/SettlementInstruction"
required: true
responses:
"201":
description: Created successfully
content:
application/json:
schema:
"$ref": "#/components/schemas/SettlementInstruction"
"400":
description: Bad request
"401":
description: Unauthorized
"500":
description: Internal server error
components:
schemas:
Status:
type: string
enum:
- PENDING
- PROCESSING
- SETTLED
- REJECTED
- DELETED
- FAILED
BIC:
type: string
description: >
The Bank Identifier Code (BIC) of an institution.
Must be an 8 or 11-character alphanumeric code following ISO 9362 format.
example: "ESSESEGCXXX"
pattern: "^[A-Z]{4}[A-Z]{2}[A-Z0-9]{2}([A-Z0-9]{3})?$"
ProcedureCode:
type: string
description: >
The settlement procedure code according to ISO 15022 or ISO 20022.
Indicates the processing procedure for the settlement instruction.
- CLOP # Close of Position
- OPEP # Open Position
- TRAD # Standard Trade Settlement
- NETT # Netting Settlement
- COLL # Collateral Movement
- STLD # Standard Delivery
- RPTO # Repo Transaction
enum:
- CLOP
- OPEP
- TRAD
- NETT
- COLL
- STLD
- RPTO
example: "CLOP"
CFI:
type: string
description: |
The Classification of Financial Instruments (CFI) code according to ISO 10962.
It is a six-character alphanumeric code that classifies the financial instrument.
The CFI code is made up of six characters, where:
- 1st character: Category of the financial instrument (e.g., E for equities, D for debt).
- 2nd character: Group within that category (e.g., common share, preferred share for equities).
- 3rd to 6th characters: Attributes that describe further characteristics (e.g., voting rights, payment status).
| Position | Attribute | Example |
|----------|-----------------------------------|--------------------------------------|
| 1 | Category of instrument | E (Equity), D (Debt), O (Options), R (Rights) |
| 2 | Group within the category | S (Common Share), B (Bond), O (Option) |
| 3 | Attribute (Voting rights) | V (Voting), N (Non-voting) |
| 4 | Attribute (Payment status) | U (Fully paid), P (Partially paid) |
| 5 | Attribute (Form) | F (Registered), B (Bearer) |
| 6 | Attribute (Ranking) | L (Subordinate), H (High ranking) |
example: ESVUFB
pattern: "^[A-Z0-9]{6}$"
CurrencyEnum:
type: string
enum:
- AUD
- BRL
- CAD
- CHF
- CNY
- DKK
- EUR
- GBP
- HKD
- INR
- JPY
- KRW
- MXN
- NOK
- NZD
- RUB
- SEK
- SGD
- TRY
- USD
- ZAR
Custodian:
type: object
required:
- id
- longName
- legalEntityIdentifier
- settlementInstructionReceiverId
properties:
id:
description: Unique identifier of Client. Set by the custodian
type: string
longName:
type: string
legalEntityIdentifier:
description: "[LEI code](https://en.wikipedia.org/wiki/Legal_Entity_Identifier)"
type: string
settlementInstructionReceiverId:
type: string
Client:
type: object
required:
- id
- longName
- legalEntityIdentifier
- settlementInstructionSenderId
- accountNumber
- standardSettlementInstructions
properties:
id:
description: Unique identifier of Client. Set by the custodian
type: string
longName:
type: string
legalEntityIdentifier:
description: "[LEI code](https://en.wikipedia.org/wiki/Legal_Entity_Identifier)"
type: string
accountNumber:
type: string
settlementInstructionSenderId:
type: string
standardSettlementInstructions:
description: Settlement instructions for this client
schema:
items:
"$ref": "#/components/schemas/StandardSettlementInstruction"
SettlementInstruction:
type: object
required:
- sender
- receiver
- referenceNumber
- type
- settlementDate
- tradeDate
- dealAmount
- currency
- securityDescription
- class
- denominationCurrency
- expiryDate
- size
- procedure
- safeAccount
- executionAmount
- settlementAmount
properties:
id:
description: Unique identifier of SettlementInstruction. Set by the custodian
type: string
externalId:
type: string
description: Unique identifier of SettlementInstruction. Set by the client. Set as idempotency id.
sender:
description: Use Client.settlementInstructionSenderId
receiver:
description: Use Custodian.settlementInstructionReceiverId
type:
type: string
description: Message type identifier
example: "O5981148"
settlementDate:
type: string
format: date
description: Settlement date in ISO format
example: "2018-01-01"
tradeDate:
type: string
format: date
description: Trade date in ISO format
example: "2018-01-03"
dealAmount:
type: number
format: double
description: Total deal amount
example: 15200000
currency:
$ref: "#/components/schemas/CurrencyEnum"
securityDescription:
type: string
description: Description of the security involved in the trade
example: "Sec desc"
isin:
type: string
description: "[ISIN (International Securities Identification Number)](https://en.wikipedia.org/wiki/International_Securities_Identification_Number)"
class:
$ref: "#/components/schemas/CFI"
denominationCurrency:
$ref: "#/components/schemas/CurrencyEnum"
expiryDate:
type: string
format: date
description: Expiry date of the security
example: "2018-01-03"
size:
type: number
format: double
description: Size or quantity of the security being traded
example: 1000000
procedure:
$ref: "#/components/schemas/ProcedureCode"
sellerId:
$ref: "#/components/schemas/BIC"
sellerName:
type: string
description: Name of the seller party (optional)
example: "Seller Bank"
buyerId:
$ref: "#/components/schemas/BIC"
buyerName:
type: string
description: Name of the buyer party (optional)
example: "Buyer Bank"
deliveringAgentId:
$ref: "#/components/schemas/BIC"
deliveringAgentName:
type: string
description: Name of the delivering agent party (optional)
example: "Delivering Agent"
receivingAgentId:
description: Id of the receiving agent party (optional)
$ref: "#/components/schemas/BIC"
receivingAgentName:
type: string
description: Name of the receiving agent party (optional)
example: "Receiving Agent"
safeAccount:
type: string
description: Safe account identifier
example: "9999999"
executionAmount:
type: number
format: double
description: The amount involved in the execution of the trade
example: 15200000
settlementAmount:
type: number
format: double
description: The amount involved in the settlement of the trade
example: 15200000
status:
$ref: "#/components/schemas/Status"
history:
type: array
items:
type: object
properties:
status:
$ref: "#/components/schemas/Status"
message:
type: string
updateTimestamp:
type: string
format: date-time
updateTimestamp:
type: string
format: date-time
description: Read-only
createTimestamp:
type: string
format: date-time
description: Read-only
StandardSettlementInstruction:
type: object
required:
- id
- agentBusinessIdentifierCode
- beneficiaryBusinessIdentifierCode
- iban
- placeOfSettlement
- securityAccount
- buyerSellerSafe
- type
- tradeType
properties:
id:
type: string
description: Unique identifier of the standard settlement instruction. Set by the custodian
market:
type: string
description: Market can be for example SWEDEN, BELGIUM or EUROCLEAR etc
example: EUROCLEAR
agentBusinessIdentifierCode:
description: Business Identifier Code of the agent
$ref: "#/components/schemas/BIC"
beneficiaryBusinessIdentifierCode:
description: Business Identifier Code of the beneficiary
$ref: "#/components/schemas/BIC"
iban:
type: string
description: "[IBAN (International Bank Account Number)](https://en.wikipedia.org/wiki/International_Bank_Account_Number)"
pattern: "^[A-Z]{2}[0-9]{2}[A-Z0-9]{1,30}$"
example: "GB33BUKB20201555555555"
currency:
$ref: "#/components/schemas/CurrencyEnum"
placeOfSettlement:
type: string
description: Place of settlement
$ref: "#/components/schemas/BIC"
example: VPCSSESSXXX
securityAccount:
type: string
description: Security account number
buyerSellerSafe:
type: string
description: Safe code for the buyer or seller
type:
type: string
description: Type of settlement instruction
enum:
- Equity
- FixedIncome
tradeType:
type: string
description: Trade type
enum:
- Collateral
- Security