post https://api.liquiditytech.com/api/v1/algo/order
Rate Limit: 3 requests per 10 seconds
Place a new algo order, this api is asynchronous. Returning success only means that the request is successful. The final result needs to be confirmed through websocket subscription and order query.
Request
| Field name | Type | Necessary | Remarks |
|---|---|---|---|
| clientOrderId | String | N | Customer defined order ID ,only support letters(a-z) and numbers(0-9) |
| algoOrderType | String | Y | Algo order types: TWAP, VWAP, TPSL |
| algoProvider | String | N | ABEX; optional for TPSL |
| sym | String | Y | Sym(unique identifier:Exchange_Business_Base_Counter. Example: If you want to place a SPOT order for the BTC/USDT trading pair on the Binance exchange, you can use a unique identifier like this: "BINANCE_SPOT_BTC_USDT" ; If you want to place a PERPETUAL order for the BTC/USDT trading pair on the Binance exchange, you can use a unique identifier like this: "BINANCE_PERP_BTC_USDT" ; ) Note that we currently only support the SPOT and PERPETUAL trade of Binance and OKX. |
| side | String | N | Side(BUY, SELL) |
| limitPrice | String | N | Limit order price(Mandatory for limit order) |
| orderQty | String | N | Order quantity(Mandatory, unless spot market buy ) note: trading unit of OKX is the number of contracts/ trading unit of Binance is the number of coin |
| positionSide | String | N | Position side, NONE/LONG/SHORT, default NONE. NONE stands for one-way mode. |
| reduceOnly | String | N | Reduce position orders only, must "true" or "false" |
TP/SL
| Field name | Type | Necessary | Remarks |
|---|---|---|---|
| conditionType | String | Y | CONDITIONAL, OCO, ENTIRE_CLOSE_POSITION, PARTIAL_CLOSE_POSITION |
| conditionalTriggerPrice | String | N | Conditional Order Trigger Price |
| conditionalTriggerType | String | N | Conditional Order Trigger Price Type: LAST_PRICE, MARK_PRICE |
| conditionalPrice | String | N | Limit Price After Triggering Conditional Order ; 0 Indicates Market Price. |
| tpTriggerPrice | String | N | Take-profit trigger price. |
| tpTriggerType | String | N | Take-profit trigger price type: LAST_PRICE, MARK_PRICE The default is LAST_PRICE |
| tpPrice | String | N | Take-profit order price; If the price is 0, take-profit will be executed at the market price. |
| slTriggerPrice | String | N | Stop-loss trigger price |
| slTriggerType | String | N | Stop-loss trigger price type: LAST_PRICE, MARK_PRICE The default is LAST_PRICE |
| slPrice | String | N | Stop-loss order price; If the price is 0, stop-loss will be executed at the market price. |
TWAP/VWAP
| Field name | Type | Necessary | Remarks |
|---|---|---|---|
| startTime | String | Y | Start time , unit of milisecond, must be later than current time |
| endTime | String | Y | End time , unit of milisecond, must be later than start time. And end time - start time > 60 seconds, end time - start time < 24 hours. |
| interval | String | Y | Unit of second |
Response
| Field name | Type | Remarks |
|---|---|---|
| algoOrderId | String | Algo order ID |
| clientOrderId | String | Customer defined order ID |
