We are designing Position Report (35=AP) message for reporting quantities in a cryptocurrency exchange project. There is a “total amount” of asset and a “reserved amount” which is a part of that total amount reserved for some order. Is it a proper way to use PosType (703 tag) to distingwish between these amounts and report them via 702 repeating group? If yes which values from 5.0 FIX version should be used (i am a little confused with these values and their purpose)?
Something like
702=2
703="…?" - for total quantity
704=10
703="…?" - for reserved quantity
704=5
Total quantity of a position is covered with PosType(703) = TOT (Total Transaction Qty). I don’t think there is a value to generically reserve a portion of that qty. So instead, maybe you simply use GRS (Gross Qty) and Net (Net Qty) to distinguish the total (gross) from the available (net) qty. The reserved qty is then gross minus net, i.e. only implicitly provided instead of explicitly. Just an idea.