Create Complex Order

Schema for a conditional order (take profit or stop loss) attached to a parent order.

Parameters for creating an iceberg complex order.

An iceberg's total_qty is split into sequential displayed_qty tranches posted at the same limit_price. When a tranche fully fills, the next is placed automatically until the total is exhausted or the iceberg is cancelled.

Parameters for creating a peg complex order.

A peg's child limit order rests on the venue at the current best bid (for buys) or best ask (for sells), clamped to the absolute band [min_price, max_price]: the child never rests below min_price or above max_price. Both bounds are optional — an unset min floors at 0, an unset max ceils at 1. The peg worker repegs the child as the top of book moves.

Parameters for creating a smart-taker complex order.

A smart-taker rests nothing on the book. It watches the opposite side and fires an IOC sweep (at limit_price, for the full remaining qty) whenever at least min_qty of acceptable liquidity (price within limit_price) is resting on the book — amortising taker fee/spread and refusing to cross into a thin book.