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Advanced Orders

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