Advanced Features
Advanced Orders
TWAP and Scale order implementations for sophisticated trading strategies
TWAP (Time-Weighted Average Price)
Execute orders in slices over time to minimize market impact.
{
"slices": 5,
"interval_ms": 30000,
"per_slice_slippage_bps": 35,
"role": "auto",
"max_parallel": 1
}Features:
- Aggregator triggers each slice on schedule
- Executes on HL via Agent Wallet
- Orders not visible in public orderbook in advance
Scale Orders
Create laddered orders at different price levels.
{
"bands": [
{
"px": "61200",
"size": "0.3",
"role": "maker"
},
{
"px": "61150",
"size": "0.4",
"role": "maker"
},
{
"px": "61100",
"size": "0.5",
"role": "auto"
}
],
"expiry_ms": 900000
}Features:
- Posts laddered bands as separate child orders
- Hidden from public orderbook until execution