rCoinbase (version 1.0.0)

cb_order_builder: Order Builder

Description

Order Builder

Usage

cb_order_builder(
  order_type,
  client_order_id,
  product_id,
  side,
  leverage = 1,
  margin_type = "CROSS",
  preview_id = NULL,
  base_size = NULL,
  quote_size = NULL,
  start_time = NULL,
  end_time = NULL,
  limit_price = NULL,
  number_buckets = NULL,
  bucket_duration = NULL,
  bucket_size = NULL,
  post_only = FALSE,
  stop_price = NULL,
  stop_direction = NULL,
  stop_trigger_price = NULL
)

Value

returns a list for the order configuration depending on the order type

Arguments

order_type

= (string) type of order : "market_market_ioc"

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

leverage

= (string) The amount of leverage for the order (default is 1.0). Example: 2.0

margin_type

= (string) Margin Type for this order (default is CROSS). Possible values: CROSS, ISOLATED

preview_id

= (string) Preview ID for this order, to associate this order with a preview request. Example: b40bbff9-17ce-4726-8b64-9de7ae57ad26

base_size

= (string) The amount of the first Asset in the Trading Pair. Example: 0.001

quote_size

= (string) The amount of the second Asset in the Trading Pair. Example: 10.00

start_time

= (RFC3339 Timestamp) Time at which the order should begin executing. Example: 2021-05-31T07:59:59Z

end_time

= (RFC3339 Timestamp) The time at which the order will be canceled if it is not Filled. Example: 2021-05-31T09:59:59Z

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

bucket_size

= (string) The size of each suborder. bucket_size multiplied by number_buckets should match the size of the entire twap order)

post_only

= (boolean) Enable or disable Post-only Mode. When enabled, only Maker Orders will be posted to the Order Book. Orders that will be posted as a Taker Order will be rejected.

stop_price

= (string) The specified price that will trigger the placement of the Order. Example: 20000.00

stop_direction

= (string) The direction of the stop limit Order. Possible values: STOP_DIRECTION_STOP_UP, STOP_DIRECTION_STOP_DOWN

stop_trigger_price

= (string) The price level (in quote currency) where the position will be exited. When triggered, a stop limit order is automatically placed with a limit price 5% higher for BUYS and 5% lower for SELLS. Example: 20000.00

Examples

if (FALSE) {
  cb_order_builder(order_type="market_market_ioc", client_order_id='1234',
                   product_id="BTC-USD", side="BUY", leverage = 1.0,
                   margin_type='CROSS',preview_id=NULL,
                   base_size="0.00001", quote_size=NULL,
                   start_time=NULL, end_time=NULL, limit_price=NULL,
                   number_buckets=NULL, bucket_duration=NULL,
                   bucket_size = NULL, post_only=FALSE,
                   stop_price=NULL, stop_direction=NULL,
                   stop_trigger_price=NULL)
}