Type Reference

Definition of structures and enums referenced in request or response values

Strategy [Enum]

TWAP - Time weighted average price

VWAP - Volume weighted average price

IS - Implementation shortfall (arrival price)

Target Time - Volume weighted average price

Market - Market order

Limit - Limit order

Iceberg - Iceberg order

IOC - Immediate or Cancel

StrategyParams [Structure]

passive_only boolean Passive position when placing a take order

active_limit boolean Aggressively repegs child orders

reduce_only boolean Only send orders that reduce the size of a current position

ool_pause boolean See OOL Pause

strict_duration boolean Ensure the order finishes at the end time, regardless of fills

dicy boolean Enable DiCy

spot_leverage boolean Sets the isLeverage parameter for BinancePM and Bybit orders

max_clip_size integer Maximum clip size, if not set, uses dynamic (optional)

OrderStatus [Enum]

SCHEDULED - Order has been scheduled and will be executed (skipped if started immediately)

ACTIVE - Order is being executed within the designated time window

FINISHER - Last portion of order is being executed

COMPLETE - Execution is complete

CANCELED - Order has been cancelled

PAUSED - Order has been paused

MultiOrderStatus [Enum]

ACTIVE - Order is being executed within the designated time window

COMPLETE - Execution is complete

CANCELED - Order has been cancelled

PAUSED - Order has been paused

MarketType [Enum]

spot - spot market

perp - perpetual futures/swaps market

# Not yet available

future

option

# only for balances

unified - unified wallet

AssetType [Enum]

token - asset is a token

position - asset is a contract/position

Exchange [Enum]

Binance

Bybit

OKX