Interface TimeWeightedAveragePriceFutureAlgoRequest

Request parameters for timeWeightedAveragePriceFutureAlgo operation in FutureAlgoApi. TimeWeightedAveragePriceFutureAlgoRequest

interface TimeWeightedAveragePriceFutureAlgoRequest {
    clientAlgoId?: string;
    duration: number;
    limitPrice?: number;
    positionSide?: string;
    quantity: number;
    recvWindow?: number;
    reduceOnly?: boolean;
    side: string;
    symbol: string;
}

Index

Properties

clientAlgoId? duration limitPrice? positionSide? quantity recvWindow? reduceOnly? side symbol

Properties

`Optional` `Readonly`clientAlgoId

clientAlgoId?: string

A unique id among Algo orders (length should be 32 characters)， If it is not sent, we will give default value

Memberof

FutureAlgoApiTimeWeightedAveragePriceFutureAlgo

`Readonly`duration

duration: number

Duration for TWAP orders in seconds. [300, 86400]

Memberof

FutureAlgoApiTimeWeightedAveragePriceFutureAlgo

`Optional` `Readonly`limitPrice

limitPrice?: number

Limit price of the order; If it is not sent, will place order by market price by default

Memberof

FutureAlgoApiTimeWeightedAveragePriceFutureAlgo

`Optional` `Readonly`positionSide

positionSide?: string

Default BOTH for One-way Mode ; LONG or SHORT for Hedge Mode. It must be sent in Hedge Mode.

Memberof

FutureAlgoApiTimeWeightedAveragePriceFutureAlgo

`Readonly`quantity

quantity: number

Quantity of base asset; Maximum notional per order is 200k, 2mm or 10mm, depending on symbol. Please reduce your size if you order is above the maximum notional per order.

Memberof

FutureAlgoApiTimeWeightedAveragePriceFutureAlgo

`Optional` `Readonly`recvWindow

recvWindow?: number

Memberof

FutureAlgoApiTimeWeightedAveragePriceFutureAlgo

`Optional` `Readonly`reduceOnly

reduceOnly?: boolean

"true" or "false". Default "false"; Cannot be sent in Hedge Mode; Cannot be sent when you open a position

Memberof

FutureAlgoApiTimeWeightedAveragePriceFutureAlgo

`Readonly`side

side: string

Trading side ( BUY or SELL )

Memberof

FutureAlgoApiTimeWeightedAveragePriceFutureAlgo

`Readonly`symbol

symbol: string

Trading symbol eg. BTCUSDT

Memberof

FutureAlgoApiTimeWeightedAveragePriceFutureAlgo