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下达算法订单

在指定交易对上下达算法现货订单(TWAP、PEG、OCO、TRAILING 或 CONDITIONAL)。

请求头

名称类型是否必填描述
BROKER-IDString可选的经纪商/合作方标识符,用于标记通过其下达的订单

请求体

Conditional

名称类型是否必填描述
orderTypeStringCONDITIONAL — LIMIT · MARKET · PEG · OCO · TWAP · CONDITIONAL · TRAILING
symbolString交易对,例如 BTC-USDT
orderSideStringBUY 或 SELL
triggerPriceDouble激活该订单的价格
triggerOrderTypeString触发行为:STOP_LOSS、TAKE_PROFIT、STOP_LOSS_LIMIT 或 TAKE_PROFIT_LIMIT
triggerPriceTypeString触发的参考价格(LAST_PRICE、MARK_PRICE 或 INDEX_PRICE)
clOrderIdString客户端提供的订单标识符,在响应中回显(最多 64 个字符)
orderSizeDouble以基础货币计的订单数量;SELL 市价单以及 STOP_LOSS_LIMIT / TAKE_PROFIT_LIMIT 变体必填
quoteOrderSizeDouble仅用于 BUY 方向的市价单
orderPriceDouble仅用于限价单
timeInForceString限价变体的有效方式策略(GTC、IOC、FOK)
postOnlyBoolean若为 true,则当限价变体会立即撮合时拒绝该订单(post-only / 只做挂单方)

Oco

名称类型是否必填描述
orderTypeStringOCO — LIMIT · MARKET · PEG · OCO · TWAP · CONDITIONAL · TRAILING
symbolString交易对,例如 BTC-USDT
orderSideStringBUY 或 SELL
orderSizeDouble以基础货币计的订单数量
takeProfitOrderPriceDouble止盈腿的限价
stopLossOrderPriceDouble止损触发后所使用的限价
stopLossTriggerPriceDouble激活止损腿的价格
stopLossTriggerPriceTypeString止损触发的参考价格(LAST_PRICE、MARK_PRICE 或 INDEX_PRICE)
clOrderIdString客户端提供的订单标识符,在响应中回显(最多 64 个字符)
timeInForceString止盈腿的有效方式策略(GTC、IOC、FOK)
postOnlyBoolean若为 true,则当止盈腿会立即撮合时拒绝该腿(post-only / 只做挂单方)

Peg

名称类型是否必填描述
orderTypeStringPEG — LIMIT · MARKET · PEG · OCO · TWAP · CONDITIONAL · TRAILING
symbolString交易对,例如 BTC-USDT
orderSideStringBUY 或 SELL
orderPriceDouble订单锚定的基准价格
orderSizeDouble以基础货币计的订单数量
clOrderIdString客户端提供的订单标识符,在响应中回显(最多 64 个字符)
stealthDouble介于 1 到 100 之间
deviationDouble介于 -10 到 10 之间,默认为 0

Trailing

名称类型是否必填描述
orderTypeStringTRAILING — LIMIT · MARKET · PEG · OCO · TWAP · CONDITIONAL · TRAILING
symbolString交易对,例如 BTC-USDT
orderSideStringBUY 或 SELL
trailValueDouble触发价格跟随极值价格的回撤距离;必须为正数
trailValueTypeStringtrailValue 是绝对距离(DISTANCE)还是百分比(PERCENTAGE)
triggerPriceTypeString用于更新追踪触发价格的参考价格(LAST_PRICE、MARK_PRICE 或 INDEX_PRICE)
clOrderIdString客户端提供的订单标识符,在响应中回显(最多 64 个字符)
orderSizeDouble以基础货币计的订单数量;仅用于 SELL 方向
quoteOrderSizeDouble以计价货币计的订单金额;仅用于 BUY 方向
activationTriggerPriceDouble仅在市场价格达到此水平后才启用追踪止损
activationTriggerPriceTypeString激活触发的参考价格(LAST_PRICE、MARK_PRICE 或 INDEX_PRICE)

Twap

名称类型是否必填描述
orderTypeStringTWAP — LIMIT · MARKET · PEG · OCO · TWAP · CONDITIONAL · TRAILING
symbolString交易对,例如 BTC-USDT
orderSideStringBUY 或 SELL
orderSizeDouble以基础货币计的订单总数量
timePeriodLong以秒计的总执行时间窗口
clOrderIdString客户端提供的订单标识符,在响应中回显(最多 64 个字符)
makerFirstBoolean若为 true,则先以 post-only(只挂单)方式下达子订单,再回退为吃单方
randomizeSizeBoolean若为 true,则随机化子订单数量以降低可预测性
subTwapMaxOrderSizeDouble每个子订单的最大数量,以基础货币计
maxSpreadDouble当买卖价差超过此值时暂停执行
maxDistanceThroughBookDouble0 到 1;省略或设为负值则禁用,默认为 -1(禁用)
pausePriceDouble当参考价格越过此水平时暂停执行
activationTriggerPriceDouble延迟执行直至市场价格达到此水平
activationTriggerPriceTypeString激活触发的参考价格(LAST_PRICE、MARK_PRICE 或 INDEX_PRICE)

响应内容

名称类型描述
orderIdString服务器分配的订单标识符
clOrderIdString若提供了客户端订单标识符,则回显该标识符
statusInteger反映订单当前状态的数字状态码(例如已成交、已撤销、已拒绝)
marketString交易对,例如 BTC-USDT
typeInteger标识订单类型的数字代码(例如 LIMIT、MARKET、TWAP、PEG)
orderSideStringBUY 或 SELL
orderPriceDouble订单价格
postOnlyBoolean订单是否以 post-only(只挂单)方式提交
timestampLong服务器端事件时间戳,单位为纪元毫秒
orderDetailTypeString适用时的订单详细子类型(例如算法 TWAP 订单的 TWAP)
messageString可选的诊断信息;仅在返回时出现(例如拒绝原因)
userQuoteCurrencyString为用户配置的计价货币
orderCurrencyString'quote' 或 'base';指示下方填充的是计价数量字段还是基础数量字段
originalOrderBaseSizeDouble以基础货币计的原始数量;当 orderCurrency 为 'base' 时填充
originalOrderQuoteSizeDouble以计价货币计的原始数量;当 orderCurrency 为 'quote' 时填充
currentOrderBaseSizeDouble以基础货币计的当前有效数量;当 orderCurrency 为 'base' 时填充
currentOrderQuoteSizeDouble以计价货币计的当前有效数量;当 orderCurrency 为 'quote' 时填充
remainingOrderBaseSizeDouble以基础货币计的剩余未成交数量;当 orderCurrency 为 'base' 时填充
remainingOrderQuoteSizeDouble以计价货币计的剩余未成交数量;当 orderCurrency 为 'quote' 时填充
filledBaseSizeDouble最近一次撮合成交的数量,以基础货币计
totalFilledBaseSizeDouble所有撮合的累计成交数量,以基础货币计
avgFilledPriceDouble成交量加权平均成交价格
time_in_forceString有效方式策略(GTC、IOC、FOK);当不适用于该订单类型时为 null
example
POSThttps://api.btse.com/spot/api/v4/trade/orders/algo

Request (Oco)

{
"symbol": "BTC-USD",
"orderType": "OCO",
"orderSide": "SELL",
"orderSize": 0.00001,
"takeProfitOrderPrice": 67447.7,
"stopLossOrderPrice": 61024.1,
"stopLossTriggerPrice": 61024.1,
"stopLossTriggerPriceType": "MARK_PRICE"
}

Request (Trailing)

{
"symbol": "BTC-USD",
"orderType": "TRAILING",
"orderSide": "SELL",
"orderSize": 0.00001,
"trailValue": 3211.7,
"trailValueType": "DISTANCE",
"triggerPriceType": "LAST_PRICE",
"activationTriggerPrice": 67447.7,
"activationTriggerPriceType": "LAST_PRICE"
}

Request (Conditional)

{
"symbol": "BTC-USD",
"orderType": "CONDITIONAL",
"orderSide": "SELL",
"orderSize": 0.00001,
"triggerPrice": 67447.7,
"triggerOrderType": "TAKE_PROFIT",
"triggerPriceType": "LAST_PRICE"
}

Request (Peg)

{
"symbol": "BTC-USD",
"orderType": "PEG",
"orderSide": "BUY",
"orderPrice": 61024.1,
"orderSize": 0.00001,
"stealth": 50
}

Request (Twap)

{
"symbol": "BTC-USD",
"orderType": "TWAP",
"orderSide": "BUY",
"orderSize": 0.1,
"timePeriod": 3600
}

Response (Oco)

[
{
"orderId": "1d3b52ca-3dd0-45ed-8819-141e7f2c2cc5",
"clOrderId": "",
"status": 2,
"market": "BTC-USD",
"type": 76,
"orderSide": "SELL",
"orderPrice": 67447.7,
"postOnly": false,
"timestamp": 1784891308363,
"orderDetailType": null,
"message": null,
"userQuoteCurrency": "USD",
"orderCurrency": "base",
"originalOrderBaseSize": 0.00001,
"originalOrderQuoteSize": null,
"currentOrderBaseSize": 0.00001,
"currentOrderQuoteSize": null,
"remainingOrderBaseSize": 0.00001,
"remainingOrderQuoteSize": null,
"filledBaseSize": 0,
"totalFilledBaseSize": 0,
"avgFilledPrice": 0,
"time_in_force": "GTC"
},
{
"orderId": "98ed2026-55eb-4e0f-ba05-7f19818b6ed8",
"clOrderId": "",
"status": 9,
"market": "BTC-USD",
"type": 76,
"orderSide": "SELL",
"orderPrice": 61024.1,
"postOnly": false,
"timestamp": 1784891308364,
"orderDetailType": null,
"message": null,
"userQuoteCurrency": "USD",
"orderCurrency": "base",
"originalOrderBaseSize": 0.00001,
"originalOrderQuoteSize": null,
"currentOrderBaseSize": 0.00001,
"currentOrderQuoteSize": null,
"remainingOrderBaseSize": 0.00001,
"remainingOrderQuoteSize": null,
"filledBaseSize": 0,
"totalFilledBaseSize": 0,
"avgFilledPrice": 0,
"time_in_force": "GTC"
}
]

Response (Trailing)

[
{
"orderId": "9d5561c6-b603-4ee4-919c-2f0eb657f9b3",
"clOrderId": "9d5561c6-b603-4ee4-919c-2f0eb657f9b3",
"status": 9,
"market": "BTC-USD",
"type": 84,
"orderSide": "SELL",
"orderPrice": 0.00001,
"postOnly": false,
"timestamp": 1784891308521,
"orderDetailType": null,
"message": null,
"userQuoteCurrency": "USD",
"orderCurrency": "base",
"originalOrderBaseSize": 0.00001,
"originalOrderQuoteSize": null,
"currentOrderBaseSize": 0.00001,
"currentOrderQuoteSize": null,
"remainingOrderBaseSize": 0.00001,
"remainingOrderQuoteSize": null,
"filledBaseSize": 0,
"totalFilledBaseSize": 0,
"avgFilledPrice": 0,
"time_in_force": "GTC"
}
]

Response (Conditional)

[
{
"orderId": "90858596-f2b4-452b-bf23-4eee25d2a449",
"clOrderId": "",
"status": 9,
"market": "BTC-USD",
"type": 77,
"orderSide": "SELL",
"orderPrice": 0.00001,
"postOnly": false,
"timestamp": 1784891308660,
"orderDetailType": null,
"message": null,
"userQuoteCurrency": "USD",
"orderCurrency": "base",
"originalOrderBaseSize": 0.00001,
"originalOrderQuoteSize": null,
"currentOrderBaseSize": 0.00001,
"currentOrderQuoteSize": null,
"remainingOrderBaseSize": 0.00001,
"remainingOrderQuoteSize": null,
"filledBaseSize": 0,
"totalFilledBaseSize": 0,
"avgFilledPrice": 0,
"time_in_force": "GTC"
}
]

Response (Peg)

[
{
"orderId": "9ca3a6bc-0576-4af1-8ba5-d6fcab8971b1",
"clOrderId": "",
"status": 2,
"market": "BTC-USD",
"type": 80,
"orderSide": "BUY",
"orderPrice": 61024.1,
"postOnly": false,
"timestamp": 1784891308825,
"orderDetailType": null,
"message": null,
"userQuoteCurrency": "USD",
"orderCurrency": "base",
"originalOrderBaseSize": 0.00001,
"originalOrderQuoteSize": null,
"currentOrderBaseSize": 0.00001,
"currentOrderQuoteSize": null,
"remainingOrderBaseSize": 0.00001,
"remainingOrderQuoteSize": null,
"filledBaseSize": 0,
"totalFilledBaseSize": 0,
"avgFilledPrice": 0,
"time_in_force": "GTC"
}
]

Response (Twap)

[
{
"orderId": "7a53ea0a-131d-4807-b0fd-05a6a63e3114",
"clOrderId": "",
"status": 2,
"market": "BTC-USD",
"type": 82,
"orderSide": "BUY",
"orderPrice": 0,
"postOnly": false,
"timestamp": 1784891308867,
"orderDetailType": null,
"message": null,
"userQuoteCurrency": "USD",
"orderCurrency": "base",
"originalOrderBaseSize": 0.1,
"originalOrderQuoteSize": null,
"currentOrderBaseSize": 0.1,
"currentOrderQuoteSize": null,
"remainingOrderBaseSize": 0,
"remainingOrderQuoteSize": null,
"filledBaseSize": 0,
"totalFilledBaseSize": 0,
"avgFilledPrice": 0,
"time_in_force": "GTC"
}
]