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v26

latestOpenAPI 3.0.2raw.githubusercontent.com2024-10-0834042975.6 KB
Futures Algo

Time-Weighted Average Price(Twap) New Order (TRADE)

Send in a Twap new order. Only support on USDⓈ-M Contracts.

You need to enable Futures Trading Permission for the api key which requests this endpoint. Base URL: https://api.binance.com

  • Total Algo open orders max allowed: 10 orders.
  • Leverage of symbols and position mode will be the same as your futures account settings. You can set up through the trading page or fapi.
  • Receiving "success": true does not mean that your order will be executed. Please use the query order endpoints(GET sapi/v1/algo/futures/openOrders or GET sapi/v1/algo/futures/historicalOrders) to check the order status. For example: Your futures balance is insufficient, or open position with reduce only or position side is inconsistent with your own setting. In these cases you will receive "success": true, but the order status will be expired after we check it.
  • quantity * 60 / duration should be larger than minQty
  • duration cannot be less than 5 mins or more than 24 hours.
  • For delivery contracts, TWAP end time should be one hour earlier than the delivery time of the symbol.

Weight(UID): 3000

post/sapi/v1/algo/futures/newOrderTwap

Query parameters

symbolstring required
Example:BNBUSDT

Trading symbol, e.g. BNBUSDT

side'SELL' | 'BUY' required
Example:SELL
positionSide'BOTH' | 'LONG' | 'SHORT'
Example:BOTH

Default BOTH for One-way Mode ; LONG or SHORT for Hedge Mode. It must be sent in Hedge Mode.

quantitynumber double required

Quantity of base asset; The notional (quantity * mark price(base asset)) must be more than the equivalent of 10,000 USDT and less than the equivalent of 1,000,000 USDT

durationinteger required
Example:300

Duration for TWAP orders in seconds. [300, 86400];Less than 5min => defaults to 5 min; Greater than 24h => defaults to 24h

clientAlgoIdstring
Example:00358ce6a268403398bd34eaa36dffe7

A unique id among Algo orders (length should be 32 characters)， If it is not sent, we will give default value

reduceOnlyboolean

'true' or 'false'. Default 'false'; Cannot be sent in Hedge Mode; Cannot be sent when you open a position

limitPricenumber double

Limit price of the order; If it is not sent, will place order by market price by default

recvWindowinteger
Example:5000

The value cannot be greater than 60000

timestampinteger required

UTC timestamp in ms

signaturestring required

Signature

Response

Time-Weighted Average Price(Twap) New Order

clientAlgoIdstring required
successboolean required
codeinteger required
msgstring required

Example response

{
  "clientAlgoId": "00358ce6a268403398bd34eaa36dffe7",
  "success": true,
  "msg": "OK"
}