Order Sizing

Order sizing defines which quantity a client controls when placing an order. Every OrderIntent.sizing selects exactly one of two alternatives.

Sizing alternatives

Intent	Meaning	Scale source	Eligible orders
`base_qty_scaled`	Exact gross base quantity submitted for execution	Pair `base_quantity_scale`	BUY or SELL with any execution type
`max_quote_debit_scaled`	Hard all-in quote debit ceiling, including any quote-denominated fee	Pair `quote_quantity_scale`	BUY Market IOC or BUY Limit IOC

REST uses the equivalent decimal-string fields baseQty and maxQuoteDebit.

Set exactly one sizing field

OrderIntent.sizing is a required Protobuf oneof. Treat it as a discriminated union in application code, not as two unrelated optional values.

Exact base quantity

base_qty_scaled controls the gross base quantity sent for execution. It does not describe the net amount received after fees.

For a BUY with a quote-denominated fee, the account must fund trade notional plus the fee. For a BUY with a base-denominated fee, the fee reduces the base amount received. See Fee Assets.

Maximum quote debit

max_quote_debit_scaled controls the maximum quote amount that can be debited. Polyester resolves the largest legal, step-aligned gross base quantity that fits inside the ceiling at the protected price boundary.

The final debit can be lower after a better-priced or partial fill, but it cannot exceed the submitted ceiling. This sizing mode is invalid for SELL, Limit GTC, and Limit FOK orders.

Request examples

{
	"order": {
		"symbol": "BTC-USDT",
		"side": "BUY",
		"maxQuoteDebit": "100.00",
		"feeAsset": "QUOTE",
		"marketIoc": {
			"maxSlippageBps": 50
		}
	}
}

This example assumes the Pair's quote quantity scale has already been applied:

{
	"order": {
		"symbol": "BTC-USDT",
		"side": "BUY",
		"maxQuoteDebitScaled": "100000000",
		"feeAsset": "QUOTE",
		"marketIoc": {
			"maxSlippageBps": 50
		}
	}
}

Use Scaled Integers to resolve Pair scales and Market Order Price Protection for price-boundary behavior.

Create acknowledgement

CreateOrderResponse acknowledges admission, not execution:

resolved_base_qty_scaled is the authoritative gross base quantity accepted for execution.
submitted_max_quote_debit_scaled is present only when quote-budget sizing was submitted.

Do not infer fills from this response. Use order reads and realtime streams for working, filled, canceled, and terminal state.

SBE WebSocket schema version 2

The client-facing SBE CreateOrder command requires sizingKind:

`sizingKind`	Selected field	Unselected field requirement
`BASE_QUANTITY`	`baseQtyScaled`	`maxQuoteDebitScaled` is null
`MAX_QUOTE_DEBIT`	`maxQuoteDebitScaled`	`baseQtyScaled` is null

Successful create acknowledgements expose resolvedBaseQtyScaled and, for quote-budget orders, submittedMaxQuoteDebitScaled.

The sizing enum is required

Populating baseQtyScaled is not sufficient. A zero-initialized or omitted sizingKind is rejected.

Use Preview Order when an integration needs to check an order before submission.

Public IDs Understand what Polyester public IDs identify, why they are opaque, and how their representation differs per interface. Client order IDs and idempotency Use client order IDs to prevent duplicate placement, correlate client intents, and reconcile uncertain outcomes. Fee Assets Choose whether a BUY fee is charged in quote or deducted from received base, and decode fee amounts with the correct scale. Preview Order Check whether an order is currently admissible without creating an order, reserving funds, or presenting an execution quote. Market Order Price Protection Understand market-order slippage overrides, pair defaults, client reference drift, execution boundaries, and stale-quote errors. Self-Trade Prevention Prevent an incoming order from trading against a resting order from the same trading account. Rate limits Weighted quotas, default limits, rejection metadata, and retry behavior. WebSocket session model Understand shared connection, authentication, subscription, and recovery behavior for Polyester realtime channels.