Twap
TWAP (Time-Weighted Average Price) order that splits the parent size into smaller child orders spread over a fixed time window.
TWAP (Time-Weighted Average Price) order that splits the parent size into smaller child orders spread over a fixed time window.
Possible values: []
Client-assigned order identifier for tracking and idempotency.
Trading pair symbol.
Order side: BUY or SELL.
Possible values: [BUY, SELL]
Total order size in number of contracts, distributed across child orders.
If true, the order can only reduce an existing position and cannot open or increase one.
Total execution window in seconds over which child orders are dispatched.
Possible values: >= 60 and <= 86400
If true, individual child order sizes are randomized within limits to reduce predictability.
Maximum size of each child order.
Maximum acceptable bid-ask spread. Child orders are paused when the spread is wider.
If true, child orders prefer maker execution before falling back to taker behavior.
Maximum distance a child order may cross into the order book.
Reference price beyond which the TWAP schedule pauses to avoid adverse execution.
Optional price at which the TWAP schedule begins. Inactive until this price is reached.
Reference price type used to evaluate the activation price.
Possible values: [INDEX_PRICE, LAST_PRICE, MARK_PRICE]
{
"orderType": "LIMIT",
"clOrderId": "string",
"symbol": "string",
"orderSide": "BUY",
"orderSize": 0,
"reduceOnly": true,
"timePeriod": 0,
"randomizeSize": true,
"subTwapMaxOrderSize": 0,
"maxSpread": 0,
"makerFirst": true,
"maxDistanceThroughBook": 0,
"pausePrice": 0,
"activationTriggerPrice": 0,
"activationTriggerType": "INDEX_PRICE"
}