Production API ReferenceAlgos

Create algo order

Create a new algo order

TWAP

TWAP orders break a large trade into smaller ones over time to reduce market impact:

  • Sub-orders are placed every 30 seconds.
  • Order duration is between 30 and 86,400 seconds, in multiples of 30.
  • Supported sub order type: MARKET

Request

Algo order content
algo_typestringRequired
Algo type, required for algo orders creation
duration_secondsintegerRequired
Duration in seconds for which the algo order will be running, required for algo orders creation
marketstringRequired
Market for which order is created
sideenumRequired
Algo order side
Allowed values:
signaturestringRequired

Order signature in as a string “[r,s]” signed by account’s paradex private key

signature_timestampintegerRequired
Unix timestamp in milliseconds of order creation, used for signature verification
sizestringRequired
Size of the algo order
typeenumRequired
Algo order type, only MARKET is supported
recv_windowintegerOptional
Order will be created if it is received by API within RecvWindow milliseconds from signature timestamp, minimum is 10 milliseconds

Response

Created
accountstring or null

Account identifier (user’s account address)

algo_typeenum or null
Algo type
Allowed values:
avg_fill_pricestring or null
Average fill price of the order
cancel_reasonstring or null
Reason for algo cancellation if it was closed by cancel
created_atinteger or null
Algo creation time
end_atinteger or null
Algo end time
idstring or null
Unique algo identifier
last_updated_atinteger or null

Algo last update time. No changes once status=CLOSED

marketstring or null
Market to which algo belongs
remaining_sizestring or null
Remaining size of the algo
sideenum or null
Algo side
Allowed values:
sizestring or null
Algo size
statusenum or null
Algo status
Allowed values:

Errors