Place an order at a given price and quantity when conditions on the market price and quantity are met.
Release an order to the market only when the market enters a specific phase (PREOPEN, OPEN, PRECLOSE). Useful for releasing orders during auction periods.
Place an order following the best limit of the market, until the opposite quantity reduces below a threshold, in which case the order will be updated to the opposite limit.
Release an order with fixed price only when the market opposite price crosses the order price.
Send an order at a given price and update it periodically by a specified amount, until it reaches a target price or is fully executed.
Cancel an order when another one is fully filled.
Place an order at a specified position on the market depth and offset, conditionally following the market within a min/max range.
Release an order at market when the market exceeds the stop price, emulating a simple stop order.
Emulate good ’til date (GTD) and true good ’til canceled (GTC) orders for markets with limited support for such order types.
Compose multiple “smart orders,” moving one to the other at fixed intervals.
Stop order where the stop price is expressed as an offset (absolute or relative) of the market price.
Place an order at a given volatility level, updating the price as the underlying price changes.
This algo aims to reproduce market volume-weighted average price (VWAP) by adapting the volume repartition, based on the historical volume. The execution adapts to market conditions to minimize market impact.
This algo sends equal sized slices over a period of time, aiming to reproduce market time-weighted average price (TWAP). The execution adapts to market conditions to minimize market impact.
This algo aims to execute a percentage of the visible liquidity on the market. The participation can dynamically adapt to the market price and conditions.
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