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Schemas#

Request and response objects of the Anboto Trading API. Endpoint pages link here from their type columns.

AccountPositionResponse#

Documentation model for one entry of the GET /position response. Mirrors the fields selected by PositionQuery.

Field Type Description Example
collateral number The collateral amount for the position
contracts number The number of contracts
entryPrice number The average entry price
leverage number The position leverage
liquidationPrice number The liquidation price
marginMode enum The margin mode of the position — CROSS, ISOLATED
markPrice number The current mark price
notional number The notional value of the position
side enum The position side — LONG, SHORT, BOTH
symbol string The trading symbol
timestamp integer Unix timestamp in milliseconds
unrealizedPnl number The unrealized profit and loss

ApiErrorCode#

The error code used to describe why an order was rejected.

Values: OTHER, QUANTITY_EXCEED, AUTHENTICATION_ERROR, INSUFFICIENT_FUNDS, RATE_LIMIT_EXCEEDED, DDOS_PROTECTION, EXCHANGE_NOT_AVAILABLE, NETWORK_ERROR, INVALID_ORDER, EXCHANGE_ERROR, EMS_INSTANCES_DOWN, SLIPPAGE_EXCEEDED, EXPIRY_REACHED, MAX_FEE_PER_GAS_IS_TOO_LOW, PARENT_ORDER_WAS_TERMINATED, MAX_PRIORITY_FEE_PER_GAS_IS_TOO_LOW, INVALID_QUANTITY, INVALID_END_TIME, INVALID_TRADE_TIME, INVALID_FEE, INVALID_SYMBOL, INVALID_TRADE_STRATEGY, INVALID_LIMIT_PRICE, INVALID_WOULD_PRICE, INVALID_TRIGGER_PRICE, INVALID_PARAM, INVALID_EXCHANGE, INVALID_SIGNATURE, INVALID_API_KEY, INVALID_TIMESTAMP, BATCH_OVERSIZE, SYSTEM_ERROR, INVALID_REQUEST, SYSTEM_BUSY

AssetBalanceResponse#

Documentation model for one entry of the GET /balance response. Mirrors the fields selected by BalanceQuery.

Field Type Description Example
balance number The total balance of the asset
free number The balance available for trading
symbol string The asset symbol BTC

AssetCategory#

The Asset category of the order.

Values: SPOT, FUTURE

AssetClass#

Values: UNDEFINED, SPOT, FUTURE, OPTION, CFD

CancelManyUpstreamOrdersRequest#

Used for cancelling many parent orders at the same time

Field Type Description Example
orders array[CancelUpstreamOrderRequest] required The list of parent cancellation requests
orders[].order_id integer The Anboto generated order id 123456
orders[].client_order_id string The client provided order id xxx-yyy-zzzz

CancelUpstreamOrderRequest#

Used for cancelling a parent order

Field Type Description Example
order_id integer The Anboto generated order id 123456
client_order_id string The client provided order id xxx-yyy-zzzz

ClipSizeType#

The clip size for the child orders. The default is AUTOMATIC

Values: ABSOLUTE, PERCENTAGE, AUTOMATIC, ORDER_COUNT

CreateManyMultiLegsParentOrdersRequest#

A request to create many multilegs orders in a single request.

Field Type Description Example
orders array[CreateMultiLegsParentOrderRequest] required
orders[].client_order_id string A custom string to identify the order ABC-12345^12-10-23
orders[].subaccount string The sub-account under which to trade the order
orders[].algo enum required The execution strategy for the order. — PAIR
orders[].legs array[CreateOrderLegRequest] required The order legs
orders[].start_time string The start time in UTC 2024-01-22T22:05:00Z
orders[].end_time string The end time in UTC 2024-04-22T22:05:00Z
orders[].params MultiLegsOrderParams The advanced order parameters to modify the execution behavior.

CreateManyParentOrdersRequest#

A request to create many parent orders in a single request.

Field Type Description Example
orders array[CreateParentOrderRequest] required
orders[].client_order_id string A custom string to identify the order ABC-12345^12-10-23
orders[].exchange enum required The exchanges available for order placement via the API — BINANCE, HUOBI, GATEIO, KUCOIN, OKX, BYBIT, BITGET, WOO, … (15 values)
orders[].subaccount string The sub-account under which to trade the order
orders[].symbol string required The symbol using Anboto symbology, e.g. BTC/USDT
orders[].asset_category enum required The Asset category of the order. — SPOT, FUTURE SPOT
orders[].side enum required The side of the book to trade. — BUY, SELL
orders[].quantity string required The quantity to trade as a exchange trade-able decimal value, e.g. 0.015
orders[].strategy enum required The execution strategy for the order. — TWAP, VWAP, ICEBERG, POV, MARKET, LIMIT, IS, SCALE
orders[].limit_price string The exchange valid limit price for the order 2205.10
orders[].start_time string The start time in UTC 2024-01-22T22:05:00Z
orders[].end_time string The end time in UTC 2024-04-22T22:05:00Z
orders[].clip_size_type enum The clip size for the child orders. The default is AUTOMATIC — ABSOLUTE, PERCENTAGE, AUTOMATIC, ORDER_COUNT AUTOMATIC
orders[].clip_size_val string The clip size value, required if the type is ABSOLUTE or PERCENTAGE 0.01
orders[].params OrderParams The advanced order parameters to modify the execution behavior.

CreateMultiLegsParentOrderRequest#

Used for creating a parent order.

Field Type Description Example
client_order_id string A custom string to identify the order ABC-12345^12-10-23
subaccount string The sub-account under which to trade the order
algo enum required The execution strategy for the order. — PAIR
legs array[CreateOrderLegRequest] required The order legs
legs[].exchange enum required The exchanges available for order placement via the API — BINANCE, HUOBI, GATEIO, KUCOIN, OKX, BYBIT, BITGET, WOO, … (15 values)
legs[].symbol string required The symbol using Anboto symbology, e.g. BTC/USDT
legs[].asset_category enum required The Asset category of the order. — SPOT, FUTURE SPOT
legs[].side enum required The side of the book to trade. — BUY, SELL
legs[].target_value string required The target value to be filled 12.0
legs[].ccy string required The currency of target value USD
legs[].limit_price string The exchange valid limit price for the order leg 2205.10
legs[].strategy enum required The execution strategy for the order. — TWAP, VWAP, ICEBERG, POV, MARKET, LIMIT, IS, SCALE
legs[].clip_size_type enum The clip size for the child orders. The default is AUTOMATIC — ABSOLUTE, PERCENTAGE, AUTOMATIC, ORDER_COUNT AUTOMATIC
legs[].clip_size_val string The clip size value, required if the type is ABSOLUTE or PERCENTAGE 0.01
legs[].params OrderLegParams The advanced order parameters to modify the execution behavior.
start_time string The start time in UTC 2024-01-22T22:05:00Z
end_time string The end time in UTC 2024-04-22T22:05:00Z
params MultiLegsOrderParams The advanced order parameters to modify the execution behavior.

CreateOrderLegRequest#

Used for creating a parent order.

Field Type Description Example
exchange enum required The exchanges available for order placement via the API — BINANCE, HUOBI, GATEIO, KUCOIN, OKX, BYBIT, BITGET, WOO, … (15 values)
symbol string required The symbol using Anboto symbology, e.g. BTC/USDT
asset_category enum required The Asset category of the order. — SPOT, FUTURE SPOT
side enum required The side of the book to trade. — BUY, SELL
target_value string required The target value to be filled 12.0
ccy string required The currency of target value USD
limit_price string The exchange valid limit price for the order leg 2205.10
strategy enum required The execution strategy for the order. — TWAP, VWAP, ICEBERG, POV, MARKET, LIMIT, IS, SCALE
clip_size_type enum The clip size for the child orders. The default is AUTOMATIC — ABSOLUTE, PERCENTAGE, AUTOMATIC, ORDER_COUNT AUTOMATIC
clip_size_val string The clip size value, required if the type is ABSOLUTE or PERCENTAGE 0.01
params OrderLegParams The advanced order parameters to modify the execution behavior.
params.duration_seconds string The duration of the order in seconds, this is a required field for TWAP and VWAP. 120
params.trading_style enum The trading style of the order, the default is HYBRID — PASSIVE, AGGRESSIVE, HYBRID
params.urgency enum The Urgency or Risk Aversion of the IS strategy, the default is MEDIUM. The parameter is not case-sensitive. Each risk aversion levels correspond to a lambda value, "that is, how much we penalize variance relative to expected cost" Low : 0.2e-6 Medium: 1e-6 High: 5e-6 Based on the paper from Almgren Chriss https://www.smallake.kr/wp-content/uploads/2016/03/optliq.pdf — LOW, MEDIUM, HIGH
params.randomize_amount boolean Whether to randomize the slice amount
params.would WouldInfo Information to instruct how to execute a Would price trigger.
params.trigger TriggerInfo Information related to how the order should be triggered.
params.placement_infos PlacementInfo How to place an order into the book
params.is_leading boolean true if this is a leading leg

CreateParentOrderRequest#

Used for creating a parent order.

Field Type Description Example
client_order_id string A custom string to identify the order ABC-12345^12-10-23
exchange enum required The exchanges available for order placement via the API — BINANCE, HUOBI, GATEIO, KUCOIN, OKX, BYBIT, BITGET, WOO, … (15 values)
subaccount string The sub-account under which to trade the order
symbol string required The symbol using Anboto symbology, e.g. BTC/USDT
asset_category enum required The Asset category of the order. — SPOT, FUTURE SPOT
side enum required The side of the book to trade. — BUY, SELL
quantity string required The quantity to trade as a exchange trade-able decimal value, e.g. 0.015
strategy enum required The execution strategy for the order. — TWAP, VWAP, ICEBERG, POV, MARKET, LIMIT, IS, SCALE
limit_price string The exchange valid limit price for the order 2205.10
start_time string The start time in UTC 2024-01-22T22:05:00Z
end_time string The end time in UTC 2024-04-22T22:05:00Z
clip_size_type enum The clip size for the child orders. The default is AUTOMATIC — ABSOLUTE, PERCENTAGE, AUTOMATIC, ORDER_COUNT AUTOMATIC
clip_size_val string The clip size value, required if the type is ABSOLUTE or PERCENTAGE 0.01
params OrderParams The advanced order parameters to modify the execution behavior.
params.duration_seconds string The duration of the order in seconds, this is a required field for TWAP and VWAP. 120
params.trading_style enum The trading style of the order, the default is HYBRID — PASSIVE, AGGRESSIVE, HYBRID
params.urgency enum The Urgency or Risk Aversion of the IS strategy, the default is MEDIUM. The parameter is not case-sensitive. Each risk aversion levels correspond to a lambda value, "that is, how much we penalize variance relative to expected cost" Low : 0.2e-6 Medium: 1e-6 High: 5e-6 Based on the paper from Almgren Chriss https://www.smallake.kr/wp-content/uploads/2016/03/optliq.pdf — LOW, MEDIUM, HIGH
params.randomize_amount boolean Whether to randomize the slice amount
params.would WouldInfo Information to instruct how to execute a Would price trigger.
params.trigger TriggerInfo Information related to how the order should be triggered.
params.placement_infos PlacementInfo How to place an order into the book
params.reduce_only boolean Reduce Only for future positions
params.start_ladder_price string Start price for Scale (ICEBERG) ladder
params.end_ladder_price string End price for Scale (ICEBERG) ladder
params.ladder_direction string Scale ladder direction: upwards or downwards
params.ladder_profile string Scale ladder profile. Default: linear
params.size_skew number Scale size skew (1 = linear). Default: 1
params.ob_imbalance_cancel boolean Cancel resting child orders and pause re-posting while the orderbook L1 imbalance leans against the order
params.ob_imbalance_threshold string Opposing-side share of L1 quantity that triggers the imbalance cancel, between 0.5 and 0.99. Default: 0.75. Only used with ob_imbalance_cancel 0.75
params.price_lock_bps string Opportunistic completion: take the full remainder aggressively when the market is this many bps better than the arrival price, between 1 and 100 5
params.post_only boolean Send passive placements post-only: the exchange rejects a child that would cross instead of matching it, so passive placements are maker-only. Would executions and deadline paths still cross by design. Currently supported on Binance only.

Exchange_1#

Values: BINANCE, HUOBI, COINBASE_ADV, GATEIO, KRAKEN, KUCOIN, OKX, BYBIT, WOO, MEXC, BITGET, BULLISH, B2C2, HYPERLIQUID, COINBASE_PRIME, COINBASE_INTL, EXTENDED, LIGHTER

ExecutionStrategy#

The execution strategy for the order.

Values: TWAP, VWAP, ICEBERG, POV, MARKET, LIMIT, IS, SCALE

FundingRate#

Field Type Description Example
exchange string required
symbol string required
time date-time required
nextTime date-time required
rate number required
nextRate number
markPrice number

Instrument#

Field Type Description Example
exchange enum required BINANCE, HUOBI, COINBASE_ADV, GATEIO, KRAKEN, KUCOIN, OKX, BYBIT, … (18 values)
symbol string required
baseAsset string required
quoteAsset string required
exchangeSymbol string required
exchangeAssetClass string required
assetClass enum required UNDEFINED, SPOT, FUTURE, OPTION, CFD
quantityPrecision integer
pricePrecision integer
maxQuantityLimit number
minQuantityLimit number
minCostLimit number
maxCostLimit number
contractSize number
minMarketLimit number
maxMarketLimit number
minPriceLimit number
maxPriceLimit number
enabled boolean required
timestamp date-time required
priceSignificantFigure integer
quantitySignificantFigure integer
assetId string

MultiLegsAlgo#

The execution strategy for the order.

Values: PAIR

MultiLegsOrderParams#

The advanced order parameters to modify the execution behavior.

Type: object

OrderDetails#

Field Type Description Example
order_id integer The Anboto generated order id 123456
client_order_id string The client provided order id xxx-yyy-zzz
symbol string The order symbol in Anboto's symbology
status enum The order status — PENDING_NEW, ACCEPTED, REJECTED, PARTIALLY_FILLED, FILLED, PENDING_CANCEL, CANCELLED, PENDING_PAUSE, … (12 values)
asset_class enum The Asset category of the order. — SPOT, FUTURE SPOT
exchange enum The exchanges available for order placement via the API — BINANCE, HUOBI, GATEIO, KUCOIN, OKX, BYBIT, BITGET, WOO, … (15 values)
strategy enum The execution strategy for the order. — TWAP, VWAP, ICEBERG, POV, MARKET, LIMIT, IS, SCALE VWAP
start_time number The time when the order start trading from epoch time in ms
end_time number The time when the order is finished from epoch time in ms
filled_quantity number required The absolute amount of the order quantity filled 0
leaves_quantity number required The absolute amount of the order quantity remaining to be filled 0
side enum The side of the book to trade. — BUY, SELL
last_quantity number required The last qty received in a fill from the exchange 0
last_price number required The last price executed on the exchange 0
average_price number required The average execution price of the order 0
trades array[TradeDetails] The list of trades associated with this order when include_trades=true
trades[].trade_id integer The trade id from exchange 123456
trades[].symbol string required The order symbol using Anboto symbology
trades[].exchangeOrderId string The order id from exchange
trades[].clientOrderId string The client order id
trades[].quantity number required The absolute amount of the order quantity filled 0
trades[].price number required The traded price 0
trades[].direction string The direction of the trade
trades[].makerOrTaker string The trade is from Maker or Taker
trades[].execTime integer The time where the trade executed
trades[].fee number The fee charged on the trade
trades[].feeCurrency string The asset type the fee was charged in
fees_infos object Aggregated fees per currency when include_fees=true

OrderDetailsList#

Field Type Description Example
orders array[OrderDetails] required The list of order details for separate orders.
orders[].order_id integer The Anboto generated order id 123456
orders[].client_order_id string The client provided order id xxx-yyy-zzz
orders[].symbol string The order symbol in Anboto's symbology
orders[].status enum The order status — PENDING_NEW, ACCEPTED, REJECTED, PARTIALLY_FILLED, FILLED, PENDING_CANCEL, CANCELLED, PENDING_PAUSE, … (12 values)
orders[].asset_class enum The Asset category of the order. — SPOT, FUTURE SPOT
orders[].exchange enum The exchanges available for order placement via the API — BINANCE, HUOBI, GATEIO, KUCOIN, OKX, BYBIT, BITGET, WOO, … (15 values)
orders[].strategy enum The execution strategy for the order. — TWAP, VWAP, ICEBERG, POV, MARKET, LIMIT, IS, SCALE VWAP
orders[].start_time number The time when the order start trading from epoch time in ms
orders[].end_time number The time when the order is finished from epoch time in ms
orders[].filled_quantity number required The absolute amount of the order quantity filled 0
orders[].leaves_quantity number required The absolute amount of the order quantity remaining to be filled 0
orders[].side enum The side of the book to trade. — BUY, SELL
orders[].last_quantity number required The last qty received in a fill from the exchange 0
orders[].last_price number required The last price executed on the exchange 0
orders[].average_price number required The average execution price of the order 0
orders[].trades array[TradeDetails] The list of trades associated with this order when include_trades=true
orders[].fees_infos object Aggregated fees per currency when include_fees=true

OrderLegParams#

The advanced order parameters to modify the execution behavior.

Field Type Description Example
duration_seconds string The duration of the order in seconds, this is a required field for TWAP and VWAP. 120
trading_style enum The trading style of the order, the default is HYBRID — PASSIVE, AGGRESSIVE, HYBRID
urgency enum The Urgency or Risk Aversion of the IS strategy, the default is MEDIUM. The parameter is not case-sensitive. Each risk aversion levels correspond to a lambda value, "that is, how much we penalize variance relative to expected cost" Low : 0.2e-6 Medium: 1e-6 High: 5e-6 Based on the paper from Almgren Chriss https://www.smallake.kr/wp-content/uploads/2016/03/optliq.pdf — LOW, MEDIUM, HIGH
randomize_amount boolean Whether to randomize the slice amount
would WouldInfo Information to instruct how to execute a Would price trigger.
would.would_price string The price to trigger Would mode
would.would_pct string required The percent of the order to trade when the Would price triggers
would.would_style enum required The trading style of the order, the default is HYBRID — PASSIVE, AGGRESSIVE, HYBRID
would.would_is_arrival boolean Would price as arrival price
trigger TriggerInfo Information related to how the order should be triggered.
trigger.trigger_price string required The price to monitor for the trigger
trigger.trigger_condition enum required The trigger condition to start the order — ABOVE, BELOW
placement_infos PlacementInfo How to place an order into the book
placement_infos.placement_mode enum required The style used to place an order in the book. DEFAULT is the default and will be at the discretion of the trading strategy — DEFAULT, TIGHT, CUSTOM
placement_infos.placement string Where to place new orders in the book, e.g. 2 would slice at the second best observed price.
placement_infos.cancel string At what level to cancel an existing order on the book, e.g. 6 would cancel the order when it got to level 6 in the book
is_leading boolean true if this is a leading leg

OrderParams#

The advanced order parameters to modify the execution behavior.

Field Type Description Example
duration_seconds string The duration of the order in seconds, this is a required field for TWAP and VWAP. 120
trading_style enum The trading style of the order, the default is HYBRID — PASSIVE, AGGRESSIVE, HYBRID
urgency enum The Urgency or Risk Aversion of the IS strategy, the default is MEDIUM. The parameter is not case-sensitive. Each risk aversion levels correspond to a lambda value, "that is, how much we penalize variance relative to expected cost" Low : 0.2e-6 Medium: 1e-6 High: 5e-6 Based on the paper from Almgren Chriss https://www.smallake.kr/wp-content/uploads/2016/03/optliq.pdf — LOW, MEDIUM, HIGH
randomize_amount boolean Whether to randomize the slice amount
would WouldInfo Information to instruct how to execute a Would price trigger.
would.would_price string The price to trigger Would mode
would.would_pct string required The percent of the order to trade when the Would price triggers
would.would_style enum required The trading style of the order, the default is HYBRID — PASSIVE, AGGRESSIVE, HYBRID
would.would_is_arrival boolean Would price as arrival price
trigger TriggerInfo Information related to how the order should be triggered.
trigger.trigger_price string required The price to monitor for the trigger
trigger.trigger_condition enum required The trigger condition to start the order — ABOVE, BELOW
placement_infos PlacementInfo How to place an order into the book
placement_infos.placement_mode enum required The style used to place an order in the book. DEFAULT is the default and will be at the discretion of the trading strategy — DEFAULT, TIGHT, CUSTOM
placement_infos.placement string Where to place new orders in the book, e.g. 2 would slice at the second best observed price.
placement_infos.cancel string At what level to cancel an existing order on the book, e.g. 6 would cancel the order when it got to level 6 in the book
reduce_only boolean Reduce Only for future positions
start_ladder_price string Start price for Scale (ICEBERG) ladder
end_ladder_price string End price for Scale (ICEBERG) ladder
ladder_direction string Scale ladder direction: upwards or downwards
ladder_profile string Scale ladder profile. Default: linear
size_skew number Scale size skew (1 = linear). Default: 1
ob_imbalance_cancel boolean Cancel resting child orders and pause re-posting while the orderbook L1 imbalance leans against the order
ob_imbalance_threshold string Opposing-side share of L1 quantity that triggers the imbalance cancel, between 0.5 and 0.99. Default: 0.75. Only used with ob_imbalance_cancel 0.75
price_lock_bps string Opportunistic completion: take the full remainder aggressively when the market is this many bps better than the arrival price, between 1 and 100 5
post_only boolean Send passive placements post-only: the exchange rejects a child that would cross instead of matching it, so passive placements are maker-only. Would executions and deadline paths still cross by design. Currently supported on Binance only.

OrderStatus#

The order status

Values: PENDING_NEW, ACCEPTED, REJECTED, PARTIALLY_FILLED, FILLED, PENDING_CANCEL, CANCELLED, PENDING_PAUSE, PAUSED, PENDING_UNPAUSE, EXPIRED, CANCEL_REJECTED

OrderSummary#

Summarizes the state of the parent order

Field Type Description Example
order_id integer The Anboto assigned order identifier
client_order_id string A custom string to identify the order ABC-12345^12-10-23
status enum The order status — PENDING_NEW, ACCEPTED, REJECTED, PARTIALLY_FILLED, FILLED, PENDING_CANCEL, CANCELLED, PENDING_PAUSE, … (12 values)
created_at date-time required The time in UTC when the order was created 2024-01-22T22:05:00Z
message string Any additional information, usually if the order was rejected
error_code enum The error code used to describe why an order was rejected. — OTHER, QUANTITY_EXCEED, AUTHENTICATION_ERROR, INSUFFICIENT_FUNDS, RATE_LIMIT_EXCEEDED, DDOS_PROTECTION, EXCHANGE_NOT_AVAILABLE, NETWORK_ERROR, … (34 values) INVALID_ORDER

OrderSummaryList#

Field Type Description Example
orders array[OrderSummary] required The list of order summaries for separate orders.
orders[].order_id integer The Anboto assigned order identifier
orders[].client_order_id string A custom string to identify the order ABC-12345^12-10-23
orders[].status enum The order status — PENDING_NEW, ACCEPTED, REJECTED, PARTIALLY_FILLED, FILLED, PENDING_CANCEL, CANCELLED, PENDING_PAUSE, … (12 values)
orders[].created_at date-time required The time in UTC when the order was created 2024-01-22T22:05:00Z
orders[].message string Any additional information, usually if the order was rejected
orders[].error_code enum The error code used to describe why an order was rejected. — OTHER, QUANTITY_EXCEED, AUTHENTICATION_ERROR, INSUFFICIENT_FUNDS, RATE_LIMIT_EXCEEDED, DDOS_PROTECTION, EXCHANGE_NOT_AVAILABLE, NETWORK_ERROR, … (34 values) INVALID_ORDER

PlacementInfo#

How to place an order into the book

Field Type Description Example
placement_mode enum required The style used to place an order in the book. DEFAULT is the default and will be at the discretion of the trading strategy — DEFAULT, TIGHT, CUSTOM
placement string Where to place new orders in the book, e.g. 2 would slice at the second best observed price.
cancel string At what level to cancel an existing order on the book, e.g. 6 would cancel the order when it got to level 6 in the book

PlacementMode#

The style used to place an order in the book. DEFAULT is the default and will be at the discretion of the trading strategy

Values: DEFAULT, TIGHT, CUSTOM

Side#

The side of the book to trade.

Values: BUY, SELL

TradeDetails#

Field Type Description Example
trade_id integer The trade id from exchange 123456
symbol string required The order symbol using Anboto symbology
exchangeOrderId string The order id from exchange
clientOrderId string The client order id
quantity number required The absolute amount of the order quantity filled 0
price number required The traded price 0
direction string The direction of the trade
makerOrTaker string The trade is from Maker or Taker
execTime integer The time where the trade executed
fee number The fee charged on the trade
feeCurrency string The asset type the fee was charged in

TradeDetailsList#

Field Type Description Example
trades array[TradeDetails] required The list of trade details
trades[].trade_id integer The trade id from exchange 123456
trades[].symbol string required The order symbol using Anboto symbology
trades[].exchangeOrderId string The order id from exchange
trades[].clientOrderId string The client order id
trades[].quantity number required The absolute amount of the order quantity filled 0
trades[].price number required The traded price 0
trades[].direction string The direction of the trade
trades[].makerOrTaker string The trade is from Maker or Taker
trades[].execTime integer The time where the trade executed
trades[].fee number The fee charged on the trade
trades[].feeCurrency string The asset type the fee was charged in

TradingExchange#

The exchanges available for order placement via the API

Values: BINANCE, HUOBI, GATEIO, KUCOIN, OKX, BYBIT, BITGET, WOO, MEXC, BULLISH, B2C2, COINBASE_PRIME, COINBASE_INTL, HYPERLIQUID, LIGHTER

TradingStyle#

The trading style of the order, the default is HYBRID

Values: PASSIVE, AGGRESSIVE, HYBRID

TriggerCondition#

The trigger condition to start the order

Values: ABOVE, BELOW

TriggerInfo#

Information related to how the order should be triggered.

Field Type Description Example
trigger_price string required The price to monitor for the trigger
trigger_condition enum required The trigger condition to start the order — ABOVE, BELOW

Urgency#

The Urgency or Risk Aversion of the IS strategy, the default is MEDIUM. The parameter is not case-sensitive. Each risk aversion levels correspond to a lambda value, "that is, how much we penalize variance relative to expected cost" Low : 0.2e-6 Medium: 1e-6 High: 5e-6 Based on the paper from Almgren Chriss https://www.smallake.kr/wp-content/uploads/2016/03/optliq.pdf

Values: LOW, MEDIUM, HIGH

WouldInfo#

Information to instruct how to execute a Would price trigger.

Field Type Description Example
would_price string The price to trigger Would mode
would_pct string required The percent of the order to trade when the Would price triggers
would_style enum required The trading style of the order, the default is HYBRID — PASSIVE, AGGRESSIVE, HYBRID
would_is_arrival boolean Would price as arrival price