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Copy file name to clipboardExpand all lines: api.yaml
+30-2Lines changed: 30 additions & 2 deletions
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@@ -43671,7 +43671,6 @@ components:
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- side
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- type
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- duration
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-
- interval
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type: object
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properties:
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clientOrderId:
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description: Duration of the TWAP order in minutes.
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interval:
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type: integer
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description: Interval of the TWAP order in minutes.
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description: Interval of the time-sliced TWAP order in minutes. Only required if 'isTimeSliced' is 'true'.
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scheduledDate:
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type: string
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format: date-time
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isTimeSliced:
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type: boolean
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description: |
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The isTimeSliced field, when provided under the parameters section, determines the order's time slicing behavior:
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- If isTimeSliced is set to true, the order will be executed using a time-sliced strategy.
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- If isTimeSliced is set to false, the order will be executed using a regular TWAP strategy without time slicing.
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- If isTimeSliced is not specified, the default behavior uses a regular TWAP strategy without time slicing.
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boundsControl:
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type: string
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description: |
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The boundsControl field, when provided under the parameters section, determines how strictly the TWAP algorithm adheres to the target fill progression.
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- It is optional but can be provided for a regular TWAP strategy.
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- Default value is 'standard'.
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enum:
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- narrow
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- standard
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- wide
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example:
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clientOrderId: myorder1
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type: twap
@@ -43715,6 +43731,9 @@ components:
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quantityCurrency: USD
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duration: 60
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interval: 5
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parameters:
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isTimeSliced: false
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boundsControl: wide
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NextBatchPrevId:
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type: string
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format: uuid
@@ -44103,6 +44122,15 @@ components:
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- internalError
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- insufficientFunds
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example: insufficientFunds
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parameters:
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type: object
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properties:
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isTimeSliced:
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type: boolean
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description: Indicates if the order is a time-sliced TWAP.
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boundsControl:
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type: string
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description: Defines the bounds control strategy used to manage a regular TWAP order.
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