Skip to content

Latest commit

 

History

History
607 lines (492 loc) · 42.9 KB

OrderApi.md

File metadata and controls

607 lines (492 loc) · 42.9 KB

IO.Swagger.Api.OrderApi

All URIs are relative to https://www.bitmex.com/api/v1

Method HTTP request Description
OrderAmend PUT /order Amend the quantity or price of an open order.
OrderCancel DELETE /order Cancel order(s). Send multiple order IDs to cancel in bulk.
OrderCancelAll DELETE /order/all Cancels all of your orders.
OrderCancelAllAfter POST /order/cancelAllAfter Automatically cancel all your orders after a specified timeout.
OrderClosePosition POST /order/closePosition Close a position. [Deprecated, use POST /order with execInst: 'Close']
OrderGetOrders GET /order Get your orders.
OrderNew POST /order Create a new order.

OrderAmend

Order OrderAmend (string orderID = null, string origClOrdID = null, string clOrdID = null, double? simpleOrderQty = null, int? orderQty = null, double? simpleLeavesQty = null, int? leavesQty = null, double? price = null, double? stopPx = null, double? pegOffsetValue = null, string text = null)

Amend the quantity or price of an open order.

Send an orderID or origClOrdID to identify the order you wish to amend. Both order quantity and price can be amended. Only one qty field can be used to amend. Use the leavesQty field to specify how much of the order you wish to remain open. This can be useful if you want to adjust your position's delta by a certain amount, regardless of how much of the order has already filled. > A leavesQty can be used to make a "Filled" order live again, if it is received within 60 seconds of the fill.

Example

using System;
using System.Diagnostics;
using IO.Swagger.Api;
using IO.Swagger.Client;
using IO.Swagger.Model;

namespace Example
{
    public class OrderAmendExample
    {
        public void main()
        {
            // Configure API key authorization: apiExpires
            Configuration.Default.AddApiKey("api-expires", "YOUR_API_KEY");
            // Uncomment below to setup prefix (e.g. Bearer) for API key, if needed
            // Configuration.Default.AddApiKeyPrefix("api-expires", "Bearer");
            // Configure API key authorization: apiKey
            Configuration.Default.AddApiKey("api-key", "YOUR_API_KEY");
            // Uncomment below to setup prefix (e.g. Bearer) for API key, if needed
            // Configuration.Default.AddApiKeyPrefix("api-key", "Bearer");
            // Configure API key authorization: apiSignature
            Configuration.Default.AddApiKey("api-signature", "YOUR_API_KEY");
            // Uncomment below to setup prefix (e.g. Bearer) for API key, if needed
            // Configuration.Default.AddApiKeyPrefix("api-signature", "Bearer");

            var apiInstance = new OrderApi();
            var orderID = orderID_example;  // string | Order ID (optional) 
            var origClOrdID = origClOrdID_example;  // string | Client Order ID. See POST /order. (optional) 
            var clOrdID = clOrdID_example;  // string | Optional new Client Order ID, requires `origClOrdID`. (optional) 
            var simpleOrderQty = 1.2;  // double? | Deprecated: simple orders are not supported after 2018/10/26 (optional) 
            var orderQty = 56;  // int? | Optional order quantity in units of the instrument (i.e. contracts, for spot it is the base currency in minor currency (e.g. XBt quantity for XBT)). (optional) 
            var simpleLeavesQty = 1.2;  // double? | Deprecated: simple orders are not supported after 2018/10/26 (optional) 
            var leavesQty = 56;  // int? | Optional leaves quantity in units of the instrument (i.e. contracts, for spot it is the base currency in minor currency (e.g. XBt quantity for XBT)). Useful for amending partially filled orders. (optional) 
            var price = 1.2;  // double? | Optional limit price for 'Limit', 'StopLimit', and 'LimitIfTouched' orders. (optional) 
            var stopPx = 1.2;  // double? | Optional trigger price for 'Stop', 'StopLimit', 'MarketIfTouched', and 'LimitIfTouched' orders. Use a price below the current price for stop-sell orders and buy-if-touched orders. (optional) 
            var pegOffsetValue = 1.2;  // double? | Optional trailing offset from the current price for 'Stop', 'StopLimit', 'MarketIfTouched', and 'LimitIfTouched' orders; use a negative offset for stop-sell orders and buy-if-touched orders. Optional offset from the peg price for 'Pegged' orders. (optional) 
            var text = text_example;  // string | Optional amend annotation. e.g. 'Adjust skew'. (optional) 

            try
            {
                // Amend the quantity or price of an open order.
                Order result = apiInstance.OrderAmend(orderID, origClOrdID, clOrdID, simpleOrderQty, orderQty, simpleLeavesQty, leavesQty, price, stopPx, pegOffsetValue, text);
                Debug.WriteLine(result);
            }
            catch (Exception e)
            {
                Debug.Print("Exception when calling OrderApi.OrderAmend: " + e.Message );
            }
        }
    }
}

Parameters

Name Type Description Notes
orderID string Order ID [optional]
origClOrdID string Client Order ID. See POST /order. [optional]
clOrdID string Optional new Client Order ID, requires `origClOrdID`. [optional]
simpleOrderQty double? Deprecated: simple orders are not supported after 2018/10/26 [optional]
orderQty int? Optional order quantity in units of the instrument (i.e. contracts, for spot it is the base currency in minor currency (e.g. XBt quantity for XBT)). [optional]
simpleLeavesQty double? Deprecated: simple orders are not supported after 2018/10/26 [optional]
leavesQty int? Optional leaves quantity in units of the instrument (i.e. contracts, for spot it is the base currency in minor currency (e.g. XBt quantity for XBT)). Useful for amending partially filled orders. [optional]
price double? Optional limit price for 'Limit', 'StopLimit', and 'LimitIfTouched' orders. [optional]
stopPx double? Optional trigger price for 'Stop', 'StopLimit', 'MarketIfTouched', and 'LimitIfTouched' orders. Use a price below the current price for stop-sell orders and buy-if-touched orders. [optional]
pegOffsetValue double? Optional trailing offset from the current price for 'Stop', 'StopLimit', 'MarketIfTouched', and 'LimitIfTouched' orders; use a negative offset for stop-sell orders and buy-if-touched orders. Optional offset from the peg price for 'Pegged' orders. [optional]
text string Optional amend annotation. e.g. 'Adjust skew'. [optional]

Return type

Order

Authorization

apiExpires, apiKey, apiSignature

HTTP request headers

  • Content-Type: application/json, application/x-www-form-urlencoded
  • Accept: application/json, application/xml, text/xml, application/javascript, text/javascript

[Back to top] [Back to API list] [Back to Model list] [Back to README]

OrderCancel

List OrderCancel (string orderID = null, string clOrdID = null, string text = null)

Cancel order(s). Send multiple order IDs to cancel in bulk.

Either an orderID or a clOrdID must be provided.

Example

using System;
using System.Diagnostics;
using IO.Swagger.Api;
using IO.Swagger.Client;
using IO.Swagger.Model;

namespace Example
{
    public class OrderCancelExample
    {
        public void main()
        {
            // Configure API key authorization: apiExpires
            Configuration.Default.AddApiKey("api-expires", "YOUR_API_KEY");
            // Uncomment below to setup prefix (e.g. Bearer) for API key, if needed
            // Configuration.Default.AddApiKeyPrefix("api-expires", "Bearer");
            // Configure API key authorization: apiKey
            Configuration.Default.AddApiKey("api-key", "YOUR_API_KEY");
            // Uncomment below to setup prefix (e.g. Bearer) for API key, if needed
            // Configuration.Default.AddApiKeyPrefix("api-key", "Bearer");
            // Configure API key authorization: apiSignature
            Configuration.Default.AddApiKey("api-signature", "YOUR_API_KEY");
            // Uncomment below to setup prefix (e.g. Bearer) for API key, if needed
            // Configuration.Default.AddApiKeyPrefix("api-signature", "Bearer");

            var apiInstance = new OrderApi();
            var orderID = orderID_example;  // string | Order ID(s). (optional) 
            var clOrdID = clOrdID_example;  // string | Client Order ID(s). See POST /order. (optional) 
            var text = text_example;  // string | Optional cancellation annotation. e.g. 'Spread Exceeded'. (optional) 

            try
            {
                // Cancel order(s). Send multiple order IDs to cancel in bulk.
                List<Order> result = apiInstance.OrderCancel(orderID, clOrdID, text);
                Debug.WriteLine(result);
            }
            catch (Exception e)
            {
                Debug.Print("Exception when calling OrderApi.OrderCancel: " + e.Message );
            }
        }
    }
}

Parameters

Name Type Description Notes
orderID string Order ID(s). [optional]
clOrdID string Client Order ID(s). See POST /order. [optional]
text string Optional cancellation annotation. e.g. 'Spread Exceeded'. [optional]

Return type

List

Authorization

apiExpires, apiKey, apiSignature

HTTP request headers

  • Content-Type: application/json, application/x-www-form-urlencoded
  • Accept: application/json, application/xml, text/xml, application/javascript, text/javascript

[Back to top] [Back to API list] [Back to Model list] [Back to README]

OrderCancelAll

List OrderCancelAll (string targetAccountIds = null, string symbol = null, string filter = null, string text = null)

Cancels all of your orders.

Example

using System;
using System.Diagnostics;
using IO.Swagger.Api;
using IO.Swagger.Client;
using IO.Swagger.Model;

namespace Example
{
    public class OrderCancelAllExample
    {
        public void main()
        {
            // Configure API key authorization: apiExpires
            Configuration.Default.AddApiKey("api-expires", "YOUR_API_KEY");
            // Uncomment below to setup prefix (e.g. Bearer) for API key, if needed
            // Configuration.Default.AddApiKeyPrefix("api-expires", "Bearer");
            // Configure API key authorization: apiKey
            Configuration.Default.AddApiKey("api-key", "YOUR_API_KEY");
            // Uncomment below to setup prefix (e.g. Bearer) for API key, if needed
            // Configuration.Default.AddApiKeyPrefix("api-key", "Bearer");
            // Configure API key authorization: apiSignature
            Configuration.Default.AddApiKey("api-signature", "YOUR_API_KEY");
            // Uncomment below to setup prefix (e.g. Bearer) for API key, if needed
            // Configuration.Default.AddApiKeyPrefix("api-signature", "Bearer");

            var apiInstance = new OrderApi();
            var targetAccountIds = targetAccountIds_example;  // string | AccountIds to cancel all orders, must be a paired account with main user. Also accepts wildcard, [*], this will cancel all orders for all accounts. the authenticated user has order write permissions for. (optional) 
            var symbol = symbol_example;  // string | Optional symbol. If provided, only cancels orders for that symbol. (optional) 
            var filter = filter_example;  // string | Optional filter for cancellation. Use to only cancel some orders, e.g. `{\"side\": \"Buy\"}`. (optional) 
            var text = text_example;  // string | Optional cancellation annotation. e.g. 'Spread Exceeded' (optional) 

            try
            {
                // Cancels all of your orders.
                List<Order> result = apiInstance.OrderCancelAll(targetAccountIds, symbol, filter, text);
                Debug.WriteLine(result);
            }
            catch (Exception e)
            {
                Debug.Print("Exception when calling OrderApi.OrderCancelAll: " + e.Message );
            }
        }
    }
}

Parameters

Name Type Description Notes
targetAccountIds string AccountIds to cancel all orders, must be a paired account with main user. Also accepts wildcard, [*], this will cancel all orders for all accounts. the authenticated user has order write permissions for. [optional]
symbol string Optional symbol. If provided, only cancels orders for that symbol. [optional]
filter string Optional filter for cancellation. Use to only cancel some orders, e.g. `{"side": "Buy"}`. [optional]
text string Optional cancellation annotation. e.g. 'Spread Exceeded' [optional]

Return type

List

Authorization

apiExpires, apiKey, apiSignature

HTTP request headers

  • Content-Type: application/json, application/x-www-form-urlencoded
  • Accept: application/json, application/xml, text/xml, application/javascript, text/javascript

[Back to top] [Back to API list] [Back to Model list] [Back to README]

OrderCancelAllAfter

Object OrderCancelAllAfter (double? timeout)

Automatically cancel all your orders after a specified timeout.

Useful as a dead-man's switch to ensure your orders are canceled in case of an outage. If called repeatedly, the existing offset will be canceled and a new one will be inserted in its place. Example usage: call this route at 15s intervals with an offset of 60000 (60s). If this route is not called within 60 seconds, all your orders will be automatically canceled. This is also available via WebSocket.

Example

using System;
using System.Diagnostics;
using IO.Swagger.Api;
using IO.Swagger.Client;
using IO.Swagger.Model;

namespace Example
{
    public class OrderCancelAllAfterExample
    {
        public void main()
        {
            // Configure API key authorization: apiExpires
            Configuration.Default.AddApiKey("api-expires", "YOUR_API_KEY");
            // Uncomment below to setup prefix (e.g. Bearer) for API key, if needed
            // Configuration.Default.AddApiKeyPrefix("api-expires", "Bearer");
            // Configure API key authorization: apiKey
            Configuration.Default.AddApiKey("api-key", "YOUR_API_KEY");
            // Uncomment below to setup prefix (e.g. Bearer) for API key, if needed
            // Configuration.Default.AddApiKeyPrefix("api-key", "Bearer");
            // Configure API key authorization: apiSignature
            Configuration.Default.AddApiKey("api-signature", "YOUR_API_KEY");
            // Uncomment below to setup prefix (e.g. Bearer) for API key, if needed
            // Configuration.Default.AddApiKeyPrefix("api-signature", "Bearer");

            var apiInstance = new OrderApi();
            var timeout = 1.2;  // double? | Timeout in ms. Set to 0 to cancel this timer. 

            try
            {
                // Automatically cancel all your orders after a specified timeout.
                Object result = apiInstance.OrderCancelAllAfter(timeout);
                Debug.WriteLine(result);
            }
            catch (Exception e)
            {
                Debug.Print("Exception when calling OrderApi.OrderCancelAllAfter: " + e.Message );
            }
        }
    }
}

Parameters

Name Type Description Notes
timeout double? Timeout in ms. Set to 0 to cancel this timer.

Return type

Object

Authorization

apiExpires, apiKey, apiSignature

HTTP request headers

  • Content-Type: application/json, application/x-www-form-urlencoded
  • Accept: application/json, application/xml, text/xml, application/javascript, text/javascript

[Back to top] [Back to API list] [Back to Model list] [Back to README]

OrderClosePosition

Order OrderClosePosition (string symbol, double? price = null)

Close a position. [Deprecated, use POST /order with execInst: 'Close']

If no price is specified, a market order will be submitted to close the whole of your position. This will also close all other open orders in this symbol.

Example

using System;
using System.Diagnostics;
using IO.Swagger.Api;
using IO.Swagger.Client;
using IO.Swagger.Model;

namespace Example
{
    public class OrderClosePositionExample
    {
        public void main()
        {
            // Configure API key authorization: apiExpires
            Configuration.Default.AddApiKey("api-expires", "YOUR_API_KEY");
            // Uncomment below to setup prefix (e.g. Bearer) for API key, if needed
            // Configuration.Default.AddApiKeyPrefix("api-expires", "Bearer");
            // Configure API key authorization: apiKey
            Configuration.Default.AddApiKey("api-key", "YOUR_API_KEY");
            // Uncomment below to setup prefix (e.g. Bearer) for API key, if needed
            // Configuration.Default.AddApiKeyPrefix("api-key", "Bearer");
            // Configure API key authorization: apiSignature
            Configuration.Default.AddApiKey("api-signature", "YOUR_API_KEY");
            // Uncomment below to setup prefix (e.g. Bearer) for API key, if needed
            // Configuration.Default.AddApiKeyPrefix("api-signature", "Bearer");

            var apiInstance = new OrderApi();
            var symbol = symbol_example;  // string | Symbol of position to close.
            var price = 1.2;  // double? | Optional limit price. (optional) 

            try
            {
                // Close a position. [Deprecated, use POST /order with execInst: 'Close']
                Order result = apiInstance.OrderClosePosition(symbol, price);
                Debug.WriteLine(result);
            }
            catch (Exception e)
            {
                Debug.Print("Exception when calling OrderApi.OrderClosePosition: " + e.Message );
            }
        }
    }
}

Parameters

Name Type Description Notes
symbol string Symbol of position to close.
price double? Optional limit price. [optional]

Return type

Order

Authorization

apiExpires, apiKey, apiSignature

HTTP request headers

  • Content-Type: application/json, application/x-www-form-urlencoded
  • Accept: application/json, application/xml, text/xml, application/javascript, text/javascript

[Back to top] [Back to API list] [Back to Model list] [Back to README]

OrderGetOrders

List OrderGetOrders (string symbol = null, string filter = null, string columns = null, int? count = null, int? start = null, bool? reverse = null, DateTime? startTime = null, DateTime? endTime = null)

Get your orders.

To get open orders only, send {"open": true} in the filter param. See <a href="http://www.onixs.biz/fix-dictionary/5.0.SP2/msgType_D_68.html\">the FIX Spec for explanations of these fields.

Example

using System;
using System.Diagnostics;
using IO.Swagger.Api;
using IO.Swagger.Client;
using IO.Swagger.Model;

namespace Example
{
    public class OrderGetOrdersExample
    {
        public void main()
        {
            // Configure API key authorization: apiExpires
            Configuration.Default.AddApiKey("api-expires", "YOUR_API_KEY");
            // Uncomment below to setup prefix (e.g. Bearer) for API key, if needed
            // Configuration.Default.AddApiKeyPrefix("api-expires", "Bearer");
            // Configure API key authorization: apiKey
            Configuration.Default.AddApiKey("api-key", "YOUR_API_KEY");
            // Uncomment below to setup prefix (e.g. Bearer) for API key, if needed
            // Configuration.Default.AddApiKeyPrefix("api-key", "Bearer");
            // Configure API key authorization: apiSignature
            Configuration.Default.AddApiKey("api-signature", "YOUR_API_KEY");
            // Uncomment below to setup prefix (e.g. Bearer) for API key, if needed
            // Configuration.Default.AddApiKeyPrefix("api-signature", "Bearer");

            var apiInstance = new OrderApi();
            var symbol = symbol_example;  // string | Instrument symbol. Send a bare series (e.g. XBT) to get data for the nearest expiring contract in that series.  You can also send a timeframe, e.g. `XBT:quarterly`. Timeframes are `nearest`, `daily`, `weekly`, `monthly`, `quarterly`, `biquarterly`, and `perpetual`.  Symbols are case-insensitive. (optional) 
            var filter = filter_example;  // string | Generic table filter. Send JSON key/value pairs, such as `{\"key\": \"value\"}`. You can key on individual fields, and do more advanced querying on timestamps. See the [Timestamp Docs](https://www.bitmex.com/app/restAPI#Timestamp-Filters) for more details. (optional) 
            var columns = columns_example;  // string | Array of column names to fetch. If omitted, will return all columns.  Note that this method will always return item keys, even when not specified, so you may receive more columns that you expect. (optional) 
            var count = 56;  // int? | Number of results to fetch. Must be a positive integer. (optional)  (default to 100)
            var start = 56;  // int? | Starting point for results. (optional)  (default to 0)
            var reverse = true;  // bool? | If true, will sort results newest first. (optional)  (default to false)
            var startTime = 2013-10-20T19:20:30+01:00;  // DateTime? | Starting date filter for results. (optional) 
            var endTime = 2013-10-20T19:20:30+01:00;  // DateTime? | Ending date filter for results. (optional) 

            try
            {
                // Get your orders.
                List&lt;Order&gt; result = apiInstance.OrderGetOrders(symbol, filter, columns, count, start, reverse, startTime, endTime);
                Debug.WriteLine(result);
            }
            catch (Exception e)
            {
                Debug.Print("Exception when calling OrderApi.OrderGetOrders: " + e.Message );
            }
        }
    }
}

Parameters

Name Type Description Notes
symbol string Instrument symbol. Send a bare series (e.g. XBT) to get data for the nearest expiring contract in that series. You can also send a timeframe, e.g. `XBT:quarterly`. Timeframes are `nearest`, `daily`, `weekly`, `monthly`, `quarterly`, `biquarterly`, and `perpetual`. Symbols are case-insensitive. [optional]
filter string Generic table filter. Send JSON key/value pairs, such as `{&quot;key&quot;: &quot;value&quot;}`. You can key on individual fields, and do more advanced querying on timestamps. See the Timestamp Docs for more details. [optional]
columns string Array of column names to fetch. If omitted, will return all columns. Note that this method will always return item keys, even when not specified, so you may receive more columns that you expect. [optional]
count int? Number of results to fetch. Must be a positive integer. [optional] [default to 100]
start int? Starting point for results. [optional] [default to 0]
reverse bool? If true, will sort results newest first. [optional] [default to false]
startTime DateTime? Starting date filter for results. [optional]
endTime DateTime? Ending date filter for results. [optional]

Return type

List

Authorization

apiExpires, apiKey, apiSignature

HTTP request headers

  • Content-Type: application/json, application/x-www-form-urlencoded
  • Accept: application/json, application/xml, text/xml, application/javascript, text/javascript

[Back to top] [Back to API list] [Back to Model list] [Back to README]

OrderNew

Order OrderNew (string symbol, string side = null, double? simpleOrderQty = null, int? orderQty = null, double? price = null, int? displayQty = null, double? stopPx = null, string clOrdID = null, string clOrdLinkID = null, double? pegOffsetValue = null, string pegPriceType = null, string ordType = null, string timeInForce = null, string execInst = null, string contingencyType = null, string text = null)

Create a new order.

Placing Orders This endpoint is used for placing orders. See individual fields below for more details on their use. #### Order Types All orders require a symbol. All other fields are optional except when otherwise specified. These are the valid ordTypes: - Limit: The default order type. Specify an orderQty and price. - Market: A traditional Market order. A Market order will execute until filled or your bankruptcy price is reached, at which point it will cancel. - Stop: A Stop Market order. Specify an orderQty and stopPx. When the stopPx is reached, the order will be entered into the book. - On sell orders, the order will trigger if the triggering price is lower than the stopPx. On buys, higher. - Note: Stop orders do not consume margin until triggered. Be sure that the required margin is available in your account so that it may trigger fully. - Close Stops don't require an orderQty. See Execution Instructions below. - StopLimit: Like a Stop Market, but enters a Limit order instead of a Market order. Specify an orderQty, stopPx, and price. - MarketIfTouched: Similar to a Stop, but triggers are done in the opposite direction. Useful for Take Profit orders. - LimitIfTouched: As above; use for Take Profit Limit orders. - Pegged: Pegged orders allow users to submit a limit price relative to the current market price. Specify a pegPriceType, and pegOffsetValue. - Pegged orders must have an execInst of Fixed. This means the limit price is set at the time the order is accepted and does not change as the reference price changes. - PrimaryPeg: Price is set relative to near touch price. - MarketPeg: Price is set relative to far touch price. - A pegPriceType submitted with no ordType is treated as a Pegged order. #### Execution Instructions The following execInsts are supported. If using multiple, separate with a comma (e.g. LastPrice,Close). - ParticipateDoNotInitiate: Also known as a Post-Only order. If this order would have executed on placement, it will cancel instead. This is intended to protect you from the far touch moving towards you while the order is in transit. It is not intended for speculating on the far touch moving away after submission - we consider such behaviour abusive and monitor for it. - MarkPrice, LastPrice, IndexPrice: Used by stop and if-touched orders to determine the triggering price. Use only one. By default, MarkPrice is used. Also used for Pegged orders to define the value of LastPeg. IndexPrice is not applicable to spot trading symbols. - ReduceOnly: A ReduceOnly order can only reduce your position, not increase it. If you have a ReduceOnly limit order that rests in the order book while the position is reduced by other orders, then its order quantity will be amended down or canceled. If there are multiple ReduceOnly orders the least aggressive will be amended first. Not applicable to spot trading symbols. - Close: Close implies ReduceOnly. A Close order will cancel other active limit orders with the same side and symbol if the open quantity exceeds the current position. This is useful for stops: by canceling these orders, a Close Stop is ensured to have the margin required to execute, and can only execute up to the full size of your position. If orderQty is not specified, a Close order has an orderQty equal to your current position's size. Not applicable to spot trading symbols. - Note that a Close order without an orderQty requires a side, so that BitMEX knows if it should trigger above or below the stopPx. - LastWithinMark: Used by stop orders with LastPrice to allow stop triggers only when: - For Sell Stop Market / Stop Limit Order - Last Price &lt= Stop Price - Last Price &gt= Mark Price × (1 - 5%) - For Buy Stop Market / Stop Limit Order: - Last Price &gt= Stop Price - Last Price &lt= Mark Price × (1 + 5%) - Not applicable to spot trading symbols. - Fixed: Pegged orders must have an execInst of Fixed. This means the limit price is set at the time the order is accepted and does not change as the reference price changes. #### Pegged Orders Pegged orders allow users to submit a limit price relative to the current market price. The limit price is set once when the order is submitted and does not change with the reference price. This order type is not intended for speculating on the far touch moving away after submission - we consider such behaviour abusive and monitor for it. Pegged orders have an ordType of Pegged, and an execInst of Fixed. A pegPriceType and pegOffsetValue must also be submitted: - PrimaryPeg - price is set relative to the near touch price - MarketPeg - price is set relative to the far touch price #### Trailing Stop Pegged Orders Use pegPriceType of TrailingStopPeg to create Trailing Stops. The price is set at submission and updates once per second if the underlying price (last/mark/index) has moved by more than 0.1%. stopPx then moves as the market moves away from the peg, and freezes as the market moves toward it. Use pegOffsetValue to set the stopPx of your order. The peg is set to the triggering price specified in the execInst (default MarkPrice). Use a negative offset for stop-sell and buy-if-touched orders. Requires ordType: Stop, StopLimit, MarketIfTouched, LimitIfTouched. #### Linked Orders Linked Orders are an advanced capability. It is very powerful, but its use requires careful coding and testing. Please follow this document carefully and use the Testnet Exchange while developing. BitMEX offers four advanced Linked Order types: - OCO: One Cancels the Other. A very flexible version of the standard Stop / Take Profit technique. Multiple orders may be linked together using a single clOrdLinkID. Send a contingencyType of OneCancelsTheOther on the orders. The first order that fully or partially executes (or activates for Stop orders) will cancel all other orders with the same clOrdLinkID. - OTO: One Triggers the Other. Send a contingencyType of 'OneTriggersTheOther' on the primary order and then subsequent orders with the same clOrdLinkID will be not be triggered until the primary order fully executes. #### Trailing Stops You may use pegPriceType of 'TrailingStopPeg' to create Trailing Stops. The pegged stopPx will move as the market moves away from the peg, and freeze as the market moves toward it. To use, combine with pegOffsetValue to set the stopPx of your order. The peg is set to the triggering price specified in the execInst (default 'MarkPrice'). Use a negative offset for stop-sell and buy-if-touched orders. Requires ordType: 'Stop', 'StopLimit', 'MarketIfTouched', 'LimitIfTouched'. #### Simple Quantities Simple Quantities are deprecated as of 2018/10/26 #### Rate Limits You can improve your reactivity to market movements while staying under your rate limit by using the Amend endpoint (PUT /order). This allows you to stay in the market and avoids the cancel/replace cycle. #### Tracking Your Orders If you want to keep track of order IDs yourself, set a unique clOrdID per order. This clOrdID will come back as a property on the order and any related executions (including on the WebSocket), and can be used to get or cancel the order. Max length is 36 characters. You can also change the clOrdID by amending an order, supplying an origClOrdID, and your desired new ID as the clOrdID param, like so: # Amends an order's leavesQty, and updates its clOrdID to \"def-456\" PUT /api/v1/order {\"origClOrdID\": \"abc-123\", \"clOrdID\": \"def-456\", \"leavesQty\": 1000}

Example

using System;
using System.Diagnostics;
using IO.Swagger.Api;
using IO.Swagger.Client;
using IO.Swagger.Model;

namespace Example
{
    public class OrderNewExample
    {
        public void main()
        {
            // Configure API key authorization: apiExpires
            Configuration.Default.AddApiKey("api-expires", "YOUR_API_KEY");
            // Uncomment below to setup prefix (e.g. Bearer) for API key, if needed
            // Configuration.Default.AddApiKeyPrefix("api-expires", "Bearer");
            // Configure API key authorization: apiKey
            Configuration.Default.AddApiKey("api-key", "YOUR_API_KEY");
            // Uncomment below to setup prefix (e.g. Bearer) for API key, if needed
            // Configuration.Default.AddApiKeyPrefix("api-key", "Bearer");
            // Configure API key authorization: apiSignature
            Configuration.Default.AddApiKey("api-signature", "YOUR_API_KEY");
            // Uncomment below to setup prefix (e.g. Bearer) for API key, if needed
            // Configuration.Default.AddApiKeyPrefix("api-signature", "Bearer");

            var apiInstance = new OrderApi();
            var symbol = symbol_example;  // string | Instrument symbol. e.g. 'XBTUSD'.
            var side = side_example;  // string | Order side. Valid options: Buy, Sell. Defaults to 'Buy' unless `orderQty` is negative. (optional) 
            var simpleOrderQty = 1.2;  // double? | Deprecated: simple orders are not supported after 2018/10/26 (optional) 
            var orderQty = 56;  // int? | Order quantity in units of the instrument (i.e. contracts, for spot it is base currency in minor currency for spot (e.g. XBt quantity for XBT)). (optional) 
            var price = 1.2;  // double? | Optional limit price for 'Limit', 'StopLimit', and 'LimitIfTouched' orders. (optional) 
            var displayQty = 56;  // int? | Optional quantity to display in the book. Use 0 for a fully hidden order. (optional) 
            var stopPx = 1.2;  // double? | Optional trigger price for 'Stop', 'StopLimit', 'MarketIfTouched', and 'LimitIfTouched' orders. Use a price below the current price for stop-sell orders and buy-if-touched orders. Use `execInst` of 'MarkPrice' or 'LastPrice' to define the current price used for triggering. (optional) 
            var clOrdID = clOrdID_example;  // string | Optional Client Order ID. This clOrdID will come back on the order and any related executions. (optional) 
            var clOrdLinkID = clOrdLinkID_example;  // string | Optional Client Order Link ID for contingent orders (optional) 
            var pegOffsetValue = 1.2;  // double? | Optional trailing offset from the current price for 'Stop', 'StopLimit', 'MarketIfTouched', and 'LimitIfTouched' orders; use a negative offset for stop-sell orders and buy-if-touched orders. Optional offset from the peg price for 'Pegged' orders. (optional) 
            var pegPriceType = pegPriceType_example;  // string | Optional peg price type. Valid options: MarketPeg, PrimaryPeg, TrailingStopPeg. (optional) 
            var ordType = ordType_example;  // string | Order type. Valid options: Market, Limit, Stop, StopLimit, MarketIfTouched, LimitIfTouched, Pegged. Defaults to 'Limit' when `price` is specified. Defaults to 'Stop' when `stopPx` is specified. Defaults to 'StopLimit' when `price` and `stopPx` are specified. (optional)  (default to Limit)
            var timeInForce = timeInForce_example;  // string | Time in force. Valid options: Day, GoodTillCancel, ImmediateOrCancel, FillOrKill. Defaults to 'GoodTillCancel' for 'Limit', 'StopLimit', and 'LimitIfTouched' orders. (optional) 
            var execInst = execInst_example;  // string | Optional execution instructions. Valid options: ParticipateDoNotInitiate, AllOrNone, MarkPrice, IndexPrice, LastPrice, Close, ReduceOnly, Fixed, LastWithinMark. 'AllOrNone' instruction requires `displayQty` to be 0. 'MarkPrice', 'IndexPrice' or 'LastPrice' instruction valid for 'Stop', 'StopLimit', 'MarketIfTouched', and 'LimitIfTouched' orders. 'LastWithinMark' instruction valid for 'Stop' and 'StopLimit' with instruction 'LastPrice'. IndexPrice, LastWithMark, Close and ReduceOnly are not applicable to spot trading symbols. (optional) 
            var contingencyType = contingencyType_example;  // string | Optional contingency type for use with `clOrdLinkID`. Valid options: OneCancelsTheOther, OneTriggersTheOther. (optional) 
            var text = text_example;  // string | Optional order annotation. e.g. 'Take profit'. (optional) 

            try
            {
                // Create a new order.
                Order result = apiInstance.OrderNew(symbol, side, simpleOrderQty, orderQty, price, displayQty, stopPx, clOrdID, clOrdLinkID, pegOffsetValue, pegPriceType, ordType, timeInForce, execInst, contingencyType, text);
                Debug.WriteLine(result);
            }
            catch (Exception e)
            {
                Debug.Print("Exception when calling OrderApi.OrderNew: " + e.Message );
            }
        }
    }
}

Parameters

Name Type Description Notes
symbol string Instrument symbol. e.g. 'XBTUSD'.
side string Order side. Valid options: Buy, Sell. Defaults to 'Buy' unless `orderQty` is negative. [optional]
simpleOrderQty double? Deprecated: simple orders are not supported after 2018/10/26 [optional]
orderQty int? Order quantity in units of the instrument (i.e. contracts, for spot it is base currency in minor currency for spot (e.g. XBt quantity for XBT)). [optional]
price double? Optional limit price for 'Limit', 'StopLimit', and 'LimitIfTouched' orders. [optional]
displayQty int? Optional quantity to display in the book. Use 0 for a fully hidden order. [optional]
stopPx double? Optional trigger price for 'Stop', 'StopLimit', 'MarketIfTouched', and 'LimitIfTouched' orders. Use a price below the current price for stop-sell orders and buy-if-touched orders. Use `execInst` of 'MarkPrice' or 'LastPrice' to define the current price used for triggering. [optional]
clOrdID string Optional Client Order ID. This clOrdID will come back on the order and any related executions. [optional]
clOrdLinkID string Optional Client Order Link ID for contingent orders [optional]
pegOffsetValue double? Optional trailing offset from the current price for 'Stop', 'StopLimit', 'MarketIfTouched', and 'LimitIfTouched' orders; use a negative offset for stop-sell orders and buy-if-touched orders. Optional offset from the peg price for 'Pegged' orders. [optional]
pegPriceType string Optional peg price type. Valid options: MarketPeg, PrimaryPeg, TrailingStopPeg. [optional]
ordType string Order type. Valid options: Market, Limit, Stop, StopLimit, MarketIfTouched, LimitIfTouched, Pegged. Defaults to 'Limit' when `price` is specified. Defaults to 'Stop' when `stopPx` is specified. Defaults to 'StopLimit' when `price` and `stopPx` are specified. [optional] [default to Limit]
timeInForce string Time in force. Valid options: Day, GoodTillCancel, ImmediateOrCancel, FillOrKill. Defaults to 'GoodTillCancel' for 'Limit', 'StopLimit', and 'LimitIfTouched' orders. [optional]
execInst string Optional execution instructions. Valid options: ParticipateDoNotInitiate, AllOrNone, MarkPrice, IndexPrice, LastPrice, Close, ReduceOnly, Fixed, LastWithinMark. 'AllOrNone' instruction requires `displayQty` to be 0. 'MarkPrice', 'IndexPrice' or 'LastPrice' instruction valid for 'Stop', 'StopLimit', 'MarketIfTouched', and 'LimitIfTouched' orders. 'LastWithinMark' instruction valid for 'Stop' and 'StopLimit' with instruction 'LastPrice'. IndexPrice, LastWithMark, Close and ReduceOnly are not applicable to spot trading symbols. [optional]
contingencyType string Optional contingency type for use with `clOrdLinkID`. Valid options: OneCancelsTheOther, OneTriggersTheOther. [optional]
text string Optional order annotation. e.g. 'Take profit'. [optional]

Return type

Order

Authorization

apiExpires, apiKey, apiSignature

HTTP request headers

  • Content-Type: application/json, application/x-www-form-urlencoded
  • Accept: application/json, application/xml, text/xml, application/javascript, text/javascript

[Back to top] [Back to API list] [Back to Model list] [Back to README]