Some of SFOX's algorithms require different parameters that define execution
Parameter
Description
Applicable Algorithms
Default
amount
The amount (quote currency) to spend when buying
NOTE: amount is required when placing BUY orders using the Applicable Algorithms
Market
IOC
Stop
Trailing Stop
N/A
total_time
The time, in seconds, that a TWAP order will stay active from the time the TWAP order is placed
TWAP
N/A
interval
The frequency, in seconds, that slices of a TWAP order will be executed
TWAP
900
continuous
TWAP orders will execute slices as small as possible and frequently as possible over the total_time if continuous = true. (interval will be ignored)
TWAP
false
post_only
TWAP orders will execute in "post-only" mode. The order will not take and will only execute slices as make orders. (using post_only means it is possible the TWAP order will not fill completely by the end of the total_time
TWAP
false
routing_option
Specify how SFOX will trade your order.
Routing Options:
- "BestPrice": Prioritize routing to maximize price improvement
- "Fast": Prioritize routing to maximize speed of execution
- "WeightedExchange": Prioritize routing based on the best combination of price and speed of execution
BestPrice/Fast:
Hare
Gorilla
WeightedExchange:
Smart
Limit
Hare
Hare/Gorilla:
Fast
Smart/Limit/Hare
BestPrice
stop_amount OR stop_percent
Set the amount (in USD) or percentage (i.e. 0.1 = 10%) that the trigger price of a trailing stop order will trail the price of an asset
Trailing Stop
N/A
max_slippage
A risk management parameter that will limit the slippage of an order in basis points (i.e. setting max_slippage to 5 = 0.05%)
Market
Stop
Trailing Stop
N/A
stop_any_id
Turns your order into a "Stop-Triggers-Other" or "Trailing-Stop-Triggers-Other" order (trigger placement of an order type of your choosing at a certain price or based on a trailing amount/percent i.e. when price reaches $100 trigger a 1-hour TWAP)
310 = Stop-Triggers-Other
311 = Trailing-Stop-Triggers-Other
All
N/A
stop_any_price
Specify the trigger price of a "Stop-Triggers-Other" order
Stop-Triggers-Other
N/A
stop_any_trail_amount
OR
stop_any_trail_percent
Specify the trailing amount (quote currency) or trailing percent (i.e. 0.1 = 10%) of a "Trailing-Stop-Triggers-Other" order
Trailing-Stop-Triggers-Other
N/A
If no price is specified for an order (other than Market, Instant, and Simple types), the order will be rejected.
Orders placed without an Algorithm ID will default to Limit.