cb_lmt_twap_gtd_order {rCoinbase} | R Documentation |
Spot: Place Limit TWAP Order
Description
Spot: Place Limit TWAP Order
Usage
cb_lmt_twap_gtd_order(
client_order_id = cb_get_order_id(),
product_id,
side,
base_size,
order_start,
order_exp,
limit_price,
number_buckets,
bucket_duration
)
Arguments
client_order_id |
= (string) A unique ID provided for the order (used for identification purposes) Example: 0000-00000-000000 |
product_id |
= (string) The trading pair (e.g. 'BTC-USD'). Example: BTC-USD |
side |
= (string) The side of the market that the order is on (e.g. 'BUY', 'SELL'). Possible values: BUY, SELL |
base_size |
= (string) The amount of the first Asset in the Trading Pair. Example: 0.001 |
order_start |
= (TimeStamp) Enter the time you wish to cancel if not filled: Ex. Sys.time()+minutes(5) |
order_exp |
= (TimeStamp) Enter the time you wish to cancel if not filled: Ex. Sys.time()+minutes(10) |
limit_price |
= (string) The specified price, or better, that the Order should be executed at. A Buy Order will execute at or lower than the limit price. A Sell Order will execute at or higher than the limit price. Example: 10000.00 |
number_buckets |
= (string) The number of smaller buckets/suborders over which the entire order will be broken into. Each suborder will be executed over a duration calculated based on the end_time. Example: 5 |
bucket_duration |
= (string) The duration over which each sub order was executed. Example: 300s |
Value
returns order details as a data.frame
for limit TWAP orders
Examples
## Not run:
cb_lmt_twap_gtd_order(product_id = "BTC-USD",
side = "BUY",
base_size = '0.00004',
order_start = Sys.time() + minutes(1),
order_exp = Sys.time()+minutes(6),
limit_price = '100000',
number_buckets = 2,
bucket_duration = "300")
## End(Not run)