Interface TimeWeightedAveragePriceSpotAlgoRequest

Request parameters for timeWeightedAveragePriceSpotAlgo operation in SpotAlgoApi. TimeWeightedAveragePriceSpotAlgoRequest

interface TimeWeightedAveragePriceSpotAlgoRequest {
    clientAlgoId?: string;
    duration: number | bigint;
    limitPrice?: number;
    quantity: number;
    side: TimeWeightedAveragePriceSpotAlgoSideEnum;
    symbol: string;
}

Index

Properties

clientAlgoId? duration limitPrice? quantity 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

SpotAlgoApiTimeWeightedAveragePriceSpotAlgo

`Readonly`duration

duration: number | bigint

Duration for TWAP orders in seconds

Memberof

SpotAlgoApiTimeWeightedAveragePriceSpotAlgo

`Optional` `Readonly`limitPrice

limitPrice?: number

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

Memberof

SpotAlgoApiTimeWeightedAveragePriceSpotAlgo

`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

SpotAlgoApiTimeWeightedAveragePriceSpotAlgo

`Readonly`side

side: TimeWeightedAveragePriceSpotAlgoSideEnum

Trading side ( BUY or SELL )

Memberof

SpotAlgoApiTimeWeightedAveragePriceSpotAlgo

`Readonly`symbol

symbol: string

Trading symbol eg. BTCUSDT

Memberof

SpotAlgoApiTimeWeightedAveragePriceSpotAlgo