Order Book Trading - Algo Trading¶

REST API¶

POST / Place algo order¶

Place algo orders including trigger order, oco order, conditional order, iceberg order, twap order, trailing order.

***Rate Limit**: 20 requests per 2 seconds
***Rate limit rule**: User ID + Instrument ID
***Permission**: Trade

POST /api/v5/trade/order-algo

Key Request Parameters:

Parameter	Type	Required	Description
instId	String	Yes	Instrument ID
tdMode	String	Yes	Trade mode: `cross`, `isolated`, `cash`
side	String	Yes	`buy` or `sell`
ordType	String	Yes	`conditional`, `oco`, `trigger`, `move_order_stop`, `iceberg`, `twap`
sz	String	Yes	Quantity
tgtCcy	String	No	Target currency for SPOT
posSide	String	Conditional	Position side
clOrdId	String	No	Client-supplied algo ID

For trigger orders: | Parameter | Type | Required | Description | |-----------|------|----------|-------------| | triggerPx | String | Yes | Trigger price | | orderPx | String | Yes | Order price (-1 for market) | | triggerPxType | String | No | last, index, mark (default last) |

For conditional orders (TP/SL): | Parameter | Type | Required | Description | |-----------|------|----------|-------------| | tpTriggerPx | String | Conditional | Take-profit trigger price | | tpOrdPx | String | Conditional | Take-profit order price (-1 for market) | | slTriggerPx | String | Conditional | Stop-loss trigger price | | slOrdPx | String | Conditional | Stop-loss order price (-1 for market) | | tpTriggerPxType | String | No | last, index, mark | | slTriggerPxType | String | No | last, index, mark |

POST / Cancel algo order¶

***Rate Limit**: 20 requests per 2 seconds
***Permission**: Trade

POST /api/v5/trade/cancel-algos

POST / Amend algo order¶

POST /api/v5/trade/amend-algos

GET / Algo order details¶

GET /api/v5/trade/order-algo

Parameter	Type	Required	Description
algoId	String	Conditional	Algo ID
algoClOrdId	String	Conditional	Client-supplied algo ID

GET / Algo order list¶

Retrieve incomplete algo order list.

***Rate Limit**: 20 requests per 2 seconds
***Permission**: Read

GET /api/v5/trade/orders-algo-pending

Parameter	Type	Required	Description
ordType	String	Yes	`conditional`, `oco`, `trigger`, `move_order_stop`, `iceberg`, `twap`
algoId	String	No	Algo ID
instType	String	No	Instrument type
instId	String	No	Instrument ID

GET / Algo order history¶

GET /api/v5/trade/orders-algo-history

WebSocket¶

WS / Algo orders channel¶

***URL Path**: /ws/v5/business (requires login)
***Channel**: orders-algo

Subscribe Example:

{
  "id": "1512",
  "op": "subscribe",
  "args": [{
    "channel": "orders-algo",
    "instType": "FUTURES",
    "instId": "BTC-USD-200329"
  }]
}

WS / Advance algo orders channel¶

***URL Path**: /ws/v5/business
***Channel**: algo-advance

For iceberg, twap, and trailing orders.