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Schemas

Request and response objects of the Anboto Trading API. Endpoint pages link here from their type columns.

AccountMarginResponse

Margin and equity summary of a futures account on one exchange. Account value is equity: it already includes unrealised PnL, so a portfolio total adds spot holdings to equity and must not add unrealized_pnl again. position_value is exposure, not money. Fields the exchange does not report are absent rather than zero. remaining_cushion, liq_distance and vol_cover measure margin the same way on every exchange; they are absent for Binance portfolio-margin and Kraken accounts, and when price history is missing. raw_margin_ratio is the exchange's own account ratio; its convention differs between exchanges.

Field	Type		Description	Example
equity	number		Account equity: wallet balance plus unrealised PnL
balance	number		Wallet balance, excluding unrealised PnL
unrealized_pnl	number		Unrealised PnL across open positions
position_value	number		Total notional of open positions (exposure, not account value)
total_initial_margin	number		Initial margin locked by open positions
total_maint_margin	number		Maintenance margin requirement
total_order_margin	number		Margin locked by open orders, where the exchange reports it separately
margin_ratio	number		Maintenance margin over equity, normalised to 0..1 (liquidation approached at 1)
raw_margin_ratio	number		Venue-native account margin ratio as sent (conventions differ). Omitted when the venue has no native account ratio.
raw_margin_field	string		Venue JSON key for raw_margin_ratio, e.g. uniMMR, mgnRatio, accountMMRate.
remaining_cushion	number		1 minus margin_ratio. Negative once equity is already below maintenance margin.
liq_distance	number		(equity − maintenance margin) / notional. Absent for Binance portfolio-margin and Kraken accounts.
vol_cover	number		Pessimistic volatility cover: (equity − maintenance margin) / Σ(|notional| × σ). Absent for Binance portfolio-margin and Kraken accounts, with no open positions, or when price history is missing.
vol_sigma_window	string		Label for the σ window used in vol_cover, e.g. 24h
margin_estimated	boolean		True when maintenance margin was estimated (Lighter) rather than reported by the venue
effective_leverage	number		Position value over equity
available_balance	number		Balance available to open new positions
account_mode	string		Exchange account mode, where reported (for example cross or isolated)

AccountPositionResponse

One open position of an account on an exchange

Field	Type		Description	Example
collateral	number		The collateral amount for the position
contracts	number		The number of contracts
entryPrice	number		The average entry price
leverage	number		The position leverage
liquidationPrice	number		The liquidation price
marginMode	enum		The margin mode of the position — CROSS, ISOLATED
markPrice	number		The current mark price
notional	number		The notional value of the position
side	enum		The position side — LONG, SHORT, BOTH
symbol	string		The trading symbol
timestamp	integer		Unix timestamp in milliseconds
unrealizedPnl	number		The unrealized profit and loss

ApiErrorCode

The error code used to describe why an order was rejected.

Values: OTHER, QUANTITY_EXCEED, AUTHENTICATION_ERROR, INSUFFICIENT_FUNDS, RATE_LIMIT_EXCEEDED, DDOS_PROTECTION, EXCHANGE_NOT_AVAILABLE, NETWORK_ERROR, INVALID_ORDER, EXCHANGE_ERROR, EMS_INSTANCES_DOWN, SLIPPAGE_EXCEEDED, EXPIRY_REACHED, MAX_FEE_PER_GAS_IS_TOO_LOW, PARENT_ORDER_WAS_TERMINATED, MAX_PRIORITY_FEE_PER_GAS_IS_TOO_LOW, INVALID_QUANTITY, INVALID_END_TIME, INVALID_TRADE_TIME, INVALID_FEE, INVALID_SYMBOL, INVALID_TRADE_STRATEGY, INVALID_LIMIT_PRICE, INVALID_WOULD_PRICE, INVALID_TRIGGER_PRICE, INVALID_PARAM, INVALID_EXCHANGE, INVALID_SIGNATURE, INVALID_API_KEY, INVALID_TIMESTAMP, BATCH_OVERSIZE, SYSTEM_ERROR, INVALID_REQUEST, SYSTEM_BUSY

AssetBalanceResponse

Balance of one asset in an account on an exchange

Field	Type		Description	Example
balance	number		The total balance of the asset
free	number		The balance available for trading
symbol	string		The asset symbol	BTC

AssetCategory

The Asset category of the order.

Values: SPOT, FUTURE

AssetClass

Values: UNDEFINED, SPOT, FUTURE, OPTION, CFD

CancelManyUpstreamOrdersRequest

Used for cancelling many parent orders at the same time

Field	Type		Description	Example
orders	array[CancelUpstreamOrderRequest]	required	The list of parent cancellation requests
orders[].order_id	integer		The Anboto generated order id	123456
orders[].client_order_id	string		The client provided order id	xxx-yyy-zzzz

CancelUpstreamOrderRequest

Used for cancelling a parent order

Field	Type		Description	Example
order_id	integer		The Anboto generated order id	123456
client_order_id	string		The client provided order id	xxx-yyy-zzzz

ClipSizeType

The clip size for the child orders. The default is AUTOMATIC

Values: ABSOLUTE, PERCENTAGE, AUTOMATIC, ORDER_COUNT

CreateManyMultiLegsParentOrdersRequest

A request to create many multilegs orders in a single request.

Field	Type		Description	Example
orders	array[CreateMultiLegsParentOrderRequest]	required
orders[].client_order_id	string		A custom string to identify the order	ABC-12345^12-10-23
orders[].subaccount	string		The sub-account under which to trade the order
orders[].algo	enum	required	The execution strategy for the order. — PAIR
orders[].legs	array[CreateOrderLegRequest]	required	The order legs
orders[].start_time	string		The start time in UTC	2024-01-22T22:05:00Z
orders[].end_time	string		The end time in UTC	2024-04-22T22:05:00Z
orders[].params	MultiLegsOrderParams		The advanced order parameters to modify the execution behavior.

CreateManyParentOrdersRequest

A request to create many parent orders in a single request.

Field	Type		Description	Example
orders	array[CreateParentOrderRequest]	required
orders[].client_order_id	string		A custom string to identify the order	ABC-12345^12-10-23
orders[].exchange	enum	required	The exchanges available for order placement via the API — BINANCE, HUOBI, GATEIO, KRAKEN, KUCOIN, OKX, BYBIT, BITGET, … (17 values)
orders[].subaccount	string		The sub-account under which to trade the order
orders[].symbol	string	required	The symbol using Anboto symbology, e.g. BTC/USDT
orders[].asset_category	enum	required	The Asset category of the order. — SPOT, FUTURE	SPOT
orders[].side	enum	required	The side of the book to trade. — BUY, SELL
orders[].quantity	string	required	The quantity to trade as a exchange trade-able decimal value, e.g. 0.015
orders[].strategy	enum	required	The execution strategy for the order. — TWAP, VWAP, ICEBERG, POV, MARKET, LIMIT, IS, SCALE
orders[].limit_price	string		The exchange valid limit price for the order	2205.10
orders[].limit_is_arrival	boolean		Use the arrival price (the midpoint when Anboto accepts the order) as the limit price; params.limit_bps shifts it. Mutually exclusive with limit_price.
orders[].start_time	string		The start time in UTC	2024-01-22T22:05:00Z
orders[].end_time	string		The end time in UTC	2024-04-22T22:05:00Z
orders[].clip_size_type	enum		The clip size for the child orders. The default is AUTOMATIC — ABSOLUTE, PERCENTAGE, AUTOMATIC, ORDER_COUNT	AUTOMATIC
orders[].clip_size_val	string		The clip size value, required if the type is ABSOLUTE or PERCENTAGE	0.01
orders[].params	OrderParams		The advanced order parameters to modify the execution behavior.

CreateMultiLegsParentOrderRequest

Used for creating a parent order.

Field	Type		Description	Example
client_order_id	string		A custom string to identify the order	ABC-12345^12-10-23
subaccount	string		The sub-account under which to trade the order
algo	enum	required	The execution strategy for the order. — PAIR
legs	array[CreateOrderLegRequest]	required	The order legs
legs[].exchange	enum	required	The exchanges available for order placement via the API — BINANCE, HUOBI, GATEIO, KRAKEN, KUCOIN, OKX, BYBIT, BITGET, … (17 values)
legs[].symbol	string	required	The symbol using Anboto symbology, e.g. BTC/USDT
legs[].asset_category	enum	required	The Asset category of the order. — SPOT, FUTURE	SPOT
legs[].side	enum	required	The side of the book to trade. — BUY, SELL
legs[].target_value	string	required	The target value to be filled	12.0
legs[].ccy	string	required	The currency of target value	USD
legs[].limit_price	string		The exchange valid limit price for the order leg	2205.10
legs[].strategy	enum	required	The execution strategy for the order. — TWAP, VWAP, ICEBERG, POV, MARKET, LIMIT, IS, SCALE
legs[].clip_size_type	enum		The clip size for the child orders. The default is AUTOMATIC — ABSOLUTE, PERCENTAGE, AUTOMATIC, ORDER_COUNT	AUTOMATIC
legs[].clip_size_val	string		The clip size value, required if the type is ABSOLUTE or PERCENTAGE	0.01
legs[].params	OrderLegParams		The advanced order parameters to modify the execution behavior.
start_time	string		The start time in UTC	2024-01-22T22:05:00Z
end_time	string		The end time in UTC	2024-04-22T22:05:00Z
params	MultiLegsOrderParams		The advanced order parameters to modify the execution behavior.

CreateOrderLegRequest

Used for creating a parent order.

Field	Type		Description	Example
exchange	enum	required	The exchanges available for order placement via the API — BINANCE, HUOBI, GATEIO, KRAKEN, KUCOIN, OKX, BYBIT, BITGET, … (17 values)
symbol	string	required	The symbol using Anboto symbology, e.g. BTC/USDT
asset_category	enum	required	The Asset category of the order. — SPOT, FUTURE	SPOT
side	enum	required	The side of the book to trade. — BUY, SELL
target_value	string	required	The target value to be filled	12.0
ccy	string	required	The currency of target value	USD
limit_price	string		The exchange valid limit price for the order leg	2205.10
strategy	enum	required	The execution strategy for the order. — TWAP, VWAP, ICEBERG, POV, MARKET, LIMIT, IS, SCALE
clip_size_type	enum		The clip size for the child orders. The default is AUTOMATIC — ABSOLUTE, PERCENTAGE, AUTOMATIC, ORDER_COUNT	AUTOMATIC
clip_size_val	string		The clip size value, required if the type is ABSOLUTE or PERCENTAGE	0.01
params	OrderLegParams		The advanced order parameters to modify the execution behavior.
params.duration_seconds	string		The duration of the order in seconds, this is a required field for TWAP and VWAP.	120
params.trading_style	enum		The trading style of the order, the default is HYBRID — PASSIVE, AGGRESSIVE, HYBRID
params.urgency	enum		The Urgency or Risk Aversion of the IS strategy, the default is MEDIUM. The parameter is not case-sensitive. Each risk aversion levels correspond to a lambda value, "that is, how much we penalize variance relative to expected cost" Low : 0.2e-6 Medium: 1e-6 High: 5e-6 Based on the paper from Almgren Chriss https://www.smallake.kr/wp-content/uploads/2016/03/optliq.pdf — LOW, MEDIUM, HIGH
params.randomize_amount	boolean		Whether to randomize the slice amount
params.would	WouldInfo		Information to instruct how to execute a Would price trigger.
params.trigger	TriggerInfo		Information related to how the order should be triggered.
params.placement_infos	PlacementInfo		How to place an order into the book
params.is_leading	boolean		true if this is a leading leg
params.timer_iceberg_delay	number		Seconds between Iceberg and Scale clips, between 0.25 and 3600. Omitted: the engine uses 0.25	0.5
params.timer_iceberg_delay_min	number		Lower bound, in seconds, of the Iceberg/Scale clip delay. May be 0. Set together with timer_iceberg_delay_max	0
params.timer_iceberg_delay_max	number		Upper bound, in seconds, of the Iceberg/Scale clip delay, up to 3600. Set together with timer_iceberg_delay_min	10
params.randomize_iceberg_timer	boolean		Randomize the Iceberg/Scale clip delay between 80% and 120% of timer_iceberg_delay. A min/max band replaces that draw when both bounds are set. Omitted: the engine uses true. Explicit false cannot be combined with the band
params.extend_duration	boolean		TWAP, VWAP, and IS: extend the scheduled end past duration_seconds by a buffer, still capped by end_time. Omitted: the engine uses true

CreateParentOrderRequest

Used for creating a parent order.

Field	Type		Description	Example
client_order_id	string		A custom string to identify the order	ABC-12345^12-10-23
exchange	enum	required	The exchanges available for order placement via the API — BINANCE, HUOBI, GATEIO, KRAKEN, KUCOIN, OKX, BYBIT, BITGET, … (17 values)
subaccount	string		The sub-account under which to trade the order
symbol	string	required	The symbol using Anboto symbology, e.g. BTC/USDT
asset_category	enum	required	The Asset category of the order. — SPOT, FUTURE	SPOT
side	enum	required	The side of the book to trade. — BUY, SELL
quantity	string	required	The quantity to trade as a exchange trade-able decimal value, e.g. 0.015
strategy	enum	required	The execution strategy for the order. — TWAP, VWAP, ICEBERG, POV, MARKET, LIMIT, IS, SCALE
limit_price	string		The exchange valid limit price for the order	2205.10
limit_is_arrival	boolean		Use the arrival price (the midpoint when Anboto accepts the order) as the limit price; params.limit_bps shifts it. Mutually exclusive with limit_price.
start_time	string		The start time in UTC	2024-01-22T22:05:00Z
end_time	string		The end time in UTC	2024-04-22T22:05:00Z
clip_size_type	enum		The clip size for the child orders. The default is AUTOMATIC — ABSOLUTE, PERCENTAGE, AUTOMATIC, ORDER_COUNT	AUTOMATIC
clip_size_val	string		The clip size value, required if the type is ABSOLUTE or PERCENTAGE	0.01
params	OrderParams		The advanced order parameters to modify the execution behavior.
params.duration_seconds	string		The duration of the order in seconds, this is a required field for TWAP and VWAP.	120
params.trading_style	enum		The trading style of the order, the default is HYBRID — PASSIVE, AGGRESSIVE, HYBRID
params.urgency	enum		The Urgency or Risk Aversion of the IS strategy, the default is MEDIUM. The parameter is not case-sensitive. Each risk aversion levels correspond to a lambda value, "that is, how much we penalize variance relative to expected cost" Low : 0.2e-6 Medium: 1e-6 High: 5e-6 Based on the paper from Almgren Chriss https://www.smallake.kr/wp-content/uploads/2016/03/optliq.pdf — LOW, MEDIUM, HIGH
params.pov_ratio	number		Target participation in market volume, in percent (e.g. 5 = 5 %). Required for POV, between 0.01 and 33	5
params.pov_risk	enum		How far the POV strategy may fall behind its target before it sends the next child order: LOW 2 %, DEFAULT 7.5 %, HIGH 15 % of the executed quantity. The parameter is not case-sensitive. — LOW, DEFAULT, HIGH
params.randomize_amount	boolean		Whether to randomize the slice amount
params.would	WouldInfo		Information to instruct how to execute a Would price trigger.
params.trigger	TriggerInfo		Information related to how the order should be triggered.
params.placement_infos	PlacementInfo		How to place an order into the book
params.reduce_only	boolean		Reduce Only for future positions
params.start_ladder_price	string		Start price for Scale (ICEBERG) ladder
params.end_ladder_price	string		End price for Scale (ICEBERG) ladder
params.ladder_direction	string		Scale ladder direction: upwards or downwards
params.ladder_profile	string		Scale ladder profile. Default: linear
params.size_skew	number		Scale size skew (1 = linear). Default: 1
params.ob_imbalance_cancel	boolean		Cancel resting child orders and pause re-posting while the orderbook L1 imbalance leans against the order
params.ob_imbalance_threshold	string		Opposing-side share of L1 quantity that triggers the imbalance cancel, between 0.5 and 0.99. Default: 0.75. Only used with ob_imbalance_cancel	0.75
params.price_lock_bps	string		Opportunistic completion: take the full remainder aggressively when the market is this many bps better than the arrival price, between 1 and 100	5
params.limit_is_arrival	boolean		Use the arrival price (the midpoint when Anboto accepts the order) as the limit price; limit_bps shifts it. Mutually exclusive with top-level limit_price.
params.limit_bps	string		Signed bps vs the parent cap (arrival or numeric limit_price). Positive = must be better; negative = may be worse. Range -100 to 100. Omitted or 0 leaves the cap unchanged.	-10
params.timer_iceberg_delay	number		Seconds between Iceberg and Scale clips, between 0.25 and 3600. Omitted: the engine uses 0.25	0.5
params.timer_iceberg_delay_min	number		Lower bound, in seconds, of the Iceberg/Scale clip delay. May be 0. Set together with timer_iceberg_delay_max. When both are set, the engine draws once from this band instead of 80–120% of timer_iceberg_delay	0
params.timer_iceberg_delay_max	number		Upper bound, in seconds, of the Iceberg/Scale clip delay, up to 3600. Set together with timer_iceberg_delay_min	10
params.randomize_iceberg_timer	boolean		Randomize the Iceberg/Scale clip delay between 80% and 120% of timer_iceberg_delay. A min/max band replaces that draw when both bounds are set. Omitted: the engine uses true. Explicit false cannot be combined with the band
params.extend_duration	boolean		TWAP, VWAP, and IS: extend the scheduled end past duration_seconds by a buffer, still capped by end_time. Omitted: the engine uses true

CreateStrategyCampaignRequest

Start a PAPER-farm campaign

Field	Type		Description	Example
type	string	required	Campaign type; today only paper_farm
exchange_id	string	required	The venue to farm on; today only papertrade
symbol	string	required	Anboto symbol, BTC/USDC:USDC or ETH/USDC:USDC	BTC/USDC:USDC
leverage	integer	required	Leverage of each leg, 1-1000 (the leverage guard caps it well below 1000 in practice)
margin_per_leg	number	required	Margin to post per leg at the start of a cycle, in USDC (>= 10)
target_move_bps	integer	required	Winning-leg move, in basis points, that closes a cycle (50-100)
max_cycles	integer		Stop after this many cycles; omit or null for unlimited
budget_usdc	number		Stop once this much USDC has been spent; omit or null for no cap
stop	StrategyStopRules		Stop conditions the campaign watches on its own, besides an explicit stop/kill
stop.queued_share_pct	number		Stop once this percent (0-100) of a new cycle's margin would come from queued profit rather than fresh budget. Null or omitted: off
stop.stop_before_key_expiry	boolean		Stop gracefully once the Papertrade session key has under an hour left, rather than risk a cycle stuck open past expiry
stop.hard_kill_on_stop	boolean		If a stop rule fires mid-cycle, close both legs at market now instead of waiting for the target

DepthMode

How placement and cancel are measured. LEVEL walks the book. BPS_SPREAD is basis points from the midpoint. Omitted means LEVEL.

Values: LEVEL, BPS_SPREAD

ExchangeCode

Platform exchange identifier (all venues, including ones not tradable via the API)

Values: BINANCE, HUOBI, COINBASE_ADV, GATEIO, KRAKEN, KUCOIN, OKX, BYBIT, WOO, MEXC, BITGET, BULLISH, B2C2, HYPERLIQUID, COINBASE_PRIME, COINBASE_INTL, EXTENDED, LIGHTER, PAPERTRADE

ExecutionStrategy

The execution strategy for the order.

Values: TWAP, VWAP, ICEBERG, POV, MARKET, LIMIT, IS, SCALE

FlowRecord

One deposit, withdrawal or internal transfer leg

Field	Type		Description	Example
id	string	required	Stable identifier of the flow
time	integer	required	Event time, ms since epoch
exchange	string	required
subaccount	string	required	"" is the main account
type	enum	required	deposit, withdrawal, internal_transfer
direction	enum	required	Direction for this account — in, out, internal, unknown
external	boolean	required	True for flows that cross the team's boundary (deposits and withdrawals)
asset	string	required
qty	number	required	Absolute amount of the asset, with every stored decimal digit
usd_value	number	required	USD value at the event time; null when the asset could not be priced
net_flow_usd	number	required	Signed contribution to the total-scope net_flows of the daily PnL (positive in, negative out). 0 for transfers within one account (whatever the price) and for unknown directions. null when the asset could not be priced: the flow is then not in the USD totals and is counted in totals.unpriced_count. counted_in_pnl is false whenever net_flow_usd is 0 for those reasons or null
counted_in_pnl	boolean	required	Whether the flow moves net_flows of the daily PnL: true when net_flow_usd is not null and direction is in or out
source	string	required	Exchange history the flow was read from, e.g. binance_deposit, binance_sub_transfer

FlowTotals

Sums of net_flow_usd over the whole window and selection

Field	Type		Description	Example
deposits_usd	number	required	Sum of deposits (≥ 0)
withdrawals_usd	number	required	Sum of withdrawals, signed (≤ 0)
net_external_usd	number	required	deposits_usd + withdrawals_usd
net_internal_usd	number	required	Net of internal transfers counted in PnL (non-zero when the selection is part of the team)
unpriced_count	integer	required	Flows whose net_flow_usd is null (unpriced); they are not in the USD sums

FundingRate

Field	Type		Description	Example
exchange	string	required
symbol	string	required
time	date-time	required
nextTime	date-time	required
rate	number	required
nextRate	number
markPrice	number

Instrument

Field	Type		Description	Example
exchange	enum	required	Platform exchange identifier (all venues, including ones not tradable via the API) — BINANCE, HUOBI, COINBASE_ADV, GATEIO, KRAKEN, KUCOIN, OKX, BYBIT, … (19 values)
symbol	string	required
baseAsset	string	required
quoteAsset	string	required
exchangeSymbol	string	required
exchangeAssetClass	string	required
assetClass	enum	required	UNDEFINED, SPOT, FUTURE, OPTION, CFD
quantityPrecision	integer
pricePrecision	integer
maxQuantityLimit	number
minQuantityLimit	number
minCostLimit	number
maxCostLimit	number
contractSize	number
minMarketLimit	number
maxMarketLimit	number
minPriceLimit	number
maxPriceLimit	number
enabled	boolean	required
timestamp	date-time	required
priceSignificantFigure	integer
quantitySignificantFigure	integer
assetId	string

LedgerCoverage

Income ingestion status of one account and market

Field	Type		Description	Example
exchange	string	required
subaccount	string	required	"" is the main account; null means every account on the exchange
market	enum	required	spot, future
status	enum	required	complete, partial, unsupported
ingested_through	date-time	required	UTC time up to which income is ingested
reason	string	required	Why the account is partial or unsupported, e.g. exchange_not_supported, key_invalid

LedgerRow

Income of one day and/or symbol of one account, in USD

Field	Type		Description	Example
date	date	required	UTC day (YYYY-MM-DD); null when group_by is symbol
exchange	string	required
subaccount	string	required	"" is the main account
symbol	string	required	Anboto symbol, e.g. BTC/USDT:USDT (futures) or BTC/USDT (spot); null when group_by is day or for income without a symbol
market	enum	required	spot, future
realized_pnl	number	required	Realized trading PnL; null for market spot (trading fees only), never 0
funding	number	required	Funding; null for market spot (trading fees only), never 0
commission	number	required	Trading fees (≤ 0), spot and futures
fee_rebate	number	required	Fee rebates (≥ 0), spot and futures
interest	number	required	Margin interest: not ingested, 0
other	number	required	Other PnL-relevant income; null for market spot (trading fees only), never 0
net	number	required	Net realized (futures): sum of the row's components. Null for market spot: spot trading fees are in commission and fee_rebate only, never in net

LedgerTotals

Income components in USD. net is the net realized PnL of the futures scopes only: spot trading fees are in commission and fee_rebate but not in net. Every value is null when no day of the window is covered

Field	Type		Description	Example
realized_pnl	number	required	Realized trading PnL; null when the selection has no futures scope
funding	number	required	Funding: positive when received; null when the selection has no futures scope
commission	number	required	Trading fees (≤ 0)
fee_rebate	number	required	Fee rebates (≥ 0)
interest	number	required	Margin interest: not ingested, 0
other	number	required	Other PnL-relevant income; null when the selection has no futures scope
net	number	required	Net realized (futures): the sum of the futures components. Spot trading fees are in commission and fee_rebate but not in net, so with a spot scope in the selection net is not the sum of the values above. Null when the selection has no futures scope

MultiLegsAlgo

The execution strategy for the order.

Values: PAIR

MultiLegsOrderParams

The advanced order parameters to modify the execution behavior.

Type: object

OrderDetails

Field	Type		Description	Example
order_id	integer		The Anboto generated order id	123456
client_order_id	string		The client provided order id	xxx-yyy-zzz
symbol	string		The order symbol in Anboto's symbology
status	enum		The order status — PENDING_NEW, ACCEPTED, REJECTED, PARTIALLY_FILLED, FILLED, PENDING_CANCEL, CANCELLED, PENDING_PAUSE, … (12 values)
asset_class	enum		The Asset category of the order. — SPOT, FUTURE	SPOT
exchange	enum		The exchanges available for order placement via the API — BINANCE, HUOBI, GATEIO, KRAKEN, KUCOIN, OKX, BYBIT, BITGET, … (17 values)
strategy	enum		The execution strategy for the order. — TWAP, VWAP, ICEBERG, POV, MARKET, LIMIT, IS, SCALE	VWAP
start_time	number		The time when the order start trading from epoch time in ms
end_time	number		The scheduled end of the execution from epoch time in ms while the order is working (e.g. start_time + duration for a TWAP); the time the order reached its terminal state once finished
quantity	number		The total quantity of the parent order in base asset, as placed. Absent for value-target (notional) orders, see target_value	6
filled_quantity	number	required	The absolute amount of the order quantity filled	0
leaves_quantity	number	required	The absolute amount of the parent order quantity remaining to be filled (quantity - filled_quantity, 0 once the order is terminal). This is the parent order's remainder, never the leaves of the child order currently working it	0
progress	number		Execution progress of the parent order between 0 and 1: filled_quantity / quantity, or filled notional / target_value for value-target orders. Same computation as the WebSocket order topic orderProgress; 1 once FILLED. Absent when the parent order is not known	0.1783
side	enum		The side of the book to trade. — BUY, SELL
last_quantity	number	required	The last qty received in a fill from the exchange	0
last_price	number	required	The last price executed on the exchange	0
average_price	number	required	The average execution price of the order	0
limit_price	number		The limit price of the parent order, if one was set
clip_size_type	enum		The clip size for the child orders. The default is AUTOMATIC — ABSOLUTE, PERCENTAGE, AUTOMATIC, ORDER_COUNT
clip_size_val	number		The clip size value of the parent order, as placed
target_value	number		The target notional of a value-target order (e.g. a multi-leg order leg); quantity is absent for such orders
params	OrderParams		The advanced order parameters to modify the execution behavior.
params.duration_seconds	string		The duration of the order in seconds, this is a required field for TWAP and VWAP.	120
params.trading_style	enum		The trading style of the order, the default is HYBRID — PASSIVE, AGGRESSIVE, HYBRID
params.urgency	enum		The Urgency or Risk Aversion of the IS strategy, the default is MEDIUM. The parameter is not case-sensitive. Each risk aversion levels correspond to a lambda value, "that is, how much we penalize variance relative to expected cost" Low : 0.2e-6 Medium: 1e-6 High: 5e-6 Based on the paper from Almgren Chriss https://www.smallake.kr/wp-content/uploads/2016/03/optliq.pdf — LOW, MEDIUM, HIGH
params.pov_ratio	number		Target participation in market volume, in percent (e.g. 5 = 5 %). Required for POV, between 0.01 and 33	5
params.pov_risk	enum		How far the POV strategy may fall behind its target before it sends the next child order: LOW 2 %, DEFAULT 7.5 %, HIGH 15 % of the executed quantity. The parameter is not case-sensitive. — LOW, DEFAULT, HIGH
params.randomize_amount	boolean		Whether to randomize the slice amount
params.would	WouldInfo		Information to instruct how to execute a Would price trigger.
params.trigger	TriggerInfo		Information related to how the order should be triggered.
params.placement_infos	PlacementInfo		How to place an order into the book
params.reduce_only	boolean		Reduce Only for future positions
params.start_ladder_price	string		Start price for Scale (ICEBERG) ladder
params.end_ladder_price	string		End price for Scale (ICEBERG) ladder
params.ladder_direction	string		Scale ladder direction: upwards or downwards
params.ladder_profile	string		Scale ladder profile. Default: linear
params.size_skew	number		Scale size skew (1 = linear). Default: 1
params.ob_imbalance_cancel	boolean		Cancel resting child orders and pause re-posting while the orderbook L1 imbalance leans against the order
params.ob_imbalance_threshold	string		Opposing-side share of L1 quantity that triggers the imbalance cancel, between 0.5 and 0.99. Default: 0.75. Only used with ob_imbalance_cancel	0.75
params.price_lock_bps	string		Opportunistic completion: take the full remainder aggressively when the market is this many bps better than the arrival price, between 1 and 100	5
params.limit_is_arrival	boolean		Use the arrival price (the midpoint when Anboto accepts the order) as the limit price; limit_bps shifts it. Mutually exclusive with top-level limit_price.
params.limit_bps	string		Signed bps vs the parent cap (arrival or numeric limit_price). Positive = must be better; negative = may be worse. Range -100 to 100. Omitted or 0 leaves the cap unchanged.	-10
params.timer_iceberg_delay	number		Seconds between Iceberg and Scale clips, between 0.25 and 3600. Omitted: the engine uses 0.25	0.5
params.timer_iceberg_delay_min	number		Lower bound, in seconds, of the Iceberg/Scale clip delay. May be 0. Set together with timer_iceberg_delay_max. When both are set, the engine draws once from this band instead of 80–120% of timer_iceberg_delay	0
params.timer_iceberg_delay_max	number		Upper bound, in seconds, of the Iceberg/Scale clip delay, up to 3600. Set together with timer_iceberg_delay_min	10
params.randomize_iceberg_timer	boolean		Randomize the Iceberg/Scale clip delay between 80% and 120% of timer_iceberg_delay. A min/max band replaces that draw when both bounds are set. Omitted: the engine uses true. Explicit false cannot be combined with the band
params.extend_duration	boolean		TWAP, VWAP, and IS: extend the scheduled end past duration_seconds by a buffer, still capped by end_time. Omitted: the engine uses true
trades	array[TradeDetails]		The list of trades associated with this order when include_trades=true
trades[].trade_id	string		The trade id assigned by the exchange, or the Anboto platform trade id when no exchange trade id was captured	1204004183
trades[].symbol	string	required	The symbol of the fill in Anboto's symbology	BTC/USDT:USDT
trades[].exchange_order_id	string		The exchange order id of the child order the fill belongs to	151990408
trades[].client_order_id	string		The client order id of the child order the fill belongs to
trades[].quantity	number	required	The absolute amount filled by this trade, in base asset	0.5
trades[].price	number	required	The traded price	92.91
trades[].direction	enum		The direction of the trade — BUY, SELL	BUY
trades[].maker_or_taker	enum		Whether the fill was made as maker or taker — MAKER, TAKER	MAKER
trades[].exec_time	integer		The execution time of the trade as ms since epoch	1758276000000
trades[].fee	number		The fee charged on the trade, in fee_currency	0.0021
trades[].fee_currency	string		The asset the fee was charged in	USDT
trades[].parent_order_id	integer		The Anboto id of the parent order the fill belongs to (the order_id of the enclosing order)	596990285759373312
trades[].child_order_id	integer		The Anboto id of the child (slice) order that executed on the exchange; the WebSocket trade topic carries it as order_id	596990290020118528
fees_infos	object		Aggregated fees per currency when include_fees=true

OrderDetailsList

Field	Type		Description	Example
orders	array[OrderDetails]	required	The list of order details for separate orders.
orders[].order_id	integer		The Anboto generated order id	123456
orders[].client_order_id	string		The client provided order id	xxx-yyy-zzz
orders[].symbol	string		The order symbol in Anboto's symbology
orders[].status	enum		The order status — PENDING_NEW, ACCEPTED, REJECTED, PARTIALLY_FILLED, FILLED, PENDING_CANCEL, CANCELLED, PENDING_PAUSE, … (12 values)
orders[].asset_class	enum		The Asset category of the order. — SPOT, FUTURE	SPOT
orders[].exchange	enum		The exchanges available for order placement via the API — BINANCE, HUOBI, GATEIO, KRAKEN, KUCOIN, OKX, BYBIT, BITGET, … (17 values)
orders[].strategy	enum		The execution strategy for the order. — TWAP, VWAP, ICEBERG, POV, MARKET, LIMIT, IS, SCALE	VWAP
orders[].start_time	number		The time when the order start trading from epoch time in ms
orders[].end_time	number		The scheduled end of the execution from epoch time in ms while the order is working (e.g. start_time + duration for a TWAP); the time the order reached its terminal state once finished
orders[].quantity	number		The total quantity of the parent order in base asset, as placed. Absent for value-target (notional) orders, see target_value	6
orders[].filled_quantity	number	required	The absolute amount of the order quantity filled	0
orders[].leaves_quantity	number	required	The absolute amount of the parent order quantity remaining to be filled (quantity - filled_quantity, 0 once the order is terminal). This is the parent order's remainder, never the leaves of the child order currently working it	0
orders[].progress	number		Execution progress of the parent order between 0 and 1: filled_quantity / quantity, or filled notional / target_value for value-target orders. Same computation as the WebSocket order topic orderProgress; 1 once FILLED. Absent when the parent order is not known	0.1783
orders[].side	enum		The side of the book to trade. — BUY, SELL
orders[].last_quantity	number	required	The last qty received in a fill from the exchange	0
orders[].last_price	number	required	The last price executed on the exchange	0
orders[].average_price	number	required	The average execution price of the order	0
orders[].limit_price	number		The limit price of the parent order, if one was set
orders[].clip_size_type	enum		The clip size for the child orders. The default is AUTOMATIC — ABSOLUTE, PERCENTAGE, AUTOMATIC, ORDER_COUNT
orders[].clip_size_val	number		The clip size value of the parent order, as placed
orders[].target_value	number		The target notional of a value-target order (e.g. a multi-leg order leg); quantity is absent for such orders
orders[].params	OrderParams		The advanced order parameters to modify the execution behavior.
orders[].trades	array[TradeDetails]		The list of trades associated with this order when include_trades=true
orders[].fees_infos	object		Aggregated fees per currency when include_fees=true

OrderLegParams

The advanced order parameters to modify the execution behavior.

Field	Type		Description	Example
duration_seconds	string		The duration of the order in seconds, this is a required field for TWAP and VWAP.	120
trading_style	enum		The trading style of the order, the default is HYBRID — PASSIVE, AGGRESSIVE, HYBRID
urgency	enum		The Urgency or Risk Aversion of the IS strategy, the default is MEDIUM. The parameter is not case-sensitive. Each risk aversion levels correspond to a lambda value, "that is, how much we penalize variance relative to expected cost" Low : 0.2e-6 Medium: 1e-6 High: 5e-6 Based on the paper from Almgren Chriss https://www.smallake.kr/wp-content/uploads/2016/03/optliq.pdf — LOW, MEDIUM, HIGH
randomize_amount	boolean		Whether to randomize the slice amount
would	WouldInfo		Information to instruct how to execute a Would price trigger.
would.would_price	string		The price to trigger Would mode
would.would_pct	string	required	The percent of the order to trade when the Would price triggers
would.would_style	enum	required	The trading style of the order, the default is HYBRID — PASSIVE, AGGRESSIVE, HYBRID
would.would_is_arrival	boolean		Would price as arrival price
would.would_bps	string		Bps better than the would reference (arrival or would_price) before would children trigger. Default: 1 with would_is_arrival, 0 with would_price	5
trigger	TriggerInfo		Information related to how the order should be triggered.
trigger.trigger_price	string	required	The price to monitor for the trigger
trigger.trigger_condition	enum	required	The trigger condition to start the order — ABOVE, BELOW
placement_infos	PlacementInfo		How to place an order into the book
placement_infos.placement_mode	enum	required	The style used to place an order in the book. DEFAULT is the default and will be at the discretion of the trading strategy — DEFAULT, TIGHT, CUSTOM
placement_infos.placement	string		Where to place new orders in the book. With depth_mode level (default) it is a book level, e.g. 2 places at the second best price. With depth_mode bps_spread it is basis points from the midpoint, a whole number from 1 to 500.
placement_infos.cancel	string		When to cancel a resting order. With depth_mode level (default) it is a book level, e.g. 6 cancels the order once it is at level 6 of the book. With depth_mode bps_spread it is basis points from the midpoint, a whole number greater than placement and at most 1000.
placement_infos.depth_mode	enum		How placement and cancel are measured. LEVEL walks the book. BPS_SPREAD is basis points from the midpoint. Omitted means LEVEL. — LEVEL, BPS_SPREAD
is_leading	boolean		true if this is a leading leg
timer_iceberg_delay	number		Seconds between Iceberg and Scale clips, between 0.25 and 3600. Omitted: the engine uses 0.25	0.5
timer_iceberg_delay_min	number		Lower bound, in seconds, of the Iceberg/Scale clip delay. May be 0. Set together with timer_iceberg_delay_max	0
timer_iceberg_delay_max	number		Upper bound, in seconds, of the Iceberg/Scale clip delay, up to 3600. Set together with timer_iceberg_delay_min	10
randomize_iceberg_timer	boolean		Randomize the Iceberg/Scale clip delay between 80% and 120% of timer_iceberg_delay. A min/max band replaces that draw when both bounds are set. Omitted: the engine uses true. Explicit false cannot be combined with the band
extend_duration	boolean		TWAP, VWAP, and IS: extend the scheduled end past duration_seconds by a buffer, still capped by end_time. Omitted: the engine uses true

OrderParams

The advanced order parameters to modify the execution behavior.

Field	Type		Description	Example
duration_seconds	string		The duration of the order in seconds, this is a required field for TWAP and VWAP.	120
trading_style	enum		The trading style of the order, the default is HYBRID — PASSIVE, AGGRESSIVE, HYBRID
urgency	enum		The Urgency or Risk Aversion of the IS strategy, the default is MEDIUM. The parameter is not case-sensitive. Each risk aversion levels correspond to a lambda value, "that is, how much we penalize variance relative to expected cost" Low : 0.2e-6 Medium: 1e-6 High: 5e-6 Based on the paper from Almgren Chriss https://www.smallake.kr/wp-content/uploads/2016/03/optliq.pdf — LOW, MEDIUM, HIGH
pov_ratio	number		Target participation in market volume, in percent (e.g. 5 = 5 %). Required for POV, between 0.01 and 33	5
pov_risk	enum		How far the POV strategy may fall behind its target before it sends the next child order: LOW 2 %, DEFAULT 7.5 %, HIGH 15 % of the executed quantity. The parameter is not case-sensitive. — LOW, DEFAULT, HIGH
randomize_amount	boolean		Whether to randomize the slice amount
would	WouldInfo		Information to instruct how to execute a Would price trigger.
would.would_price	string		The price to trigger Would mode
would.would_pct	string	required	The percent of the order to trade when the Would price triggers
would.would_style	enum	required	The trading style of the order, the default is HYBRID — PASSIVE, AGGRESSIVE, HYBRID
would.would_is_arrival	boolean		Would price as arrival price
would.would_bps	string		Bps better than the would reference (arrival or would_price) before would children trigger. Default: 1 with would_is_arrival, 0 with would_price	5
trigger	TriggerInfo		Information related to how the order should be triggered.
trigger.trigger_price	string	required	The price to monitor for the trigger
trigger.trigger_condition	enum	required	The trigger condition to start the order — ABOVE, BELOW
placement_infos	PlacementInfo		How to place an order into the book
placement_infos.placement_mode	enum	required	The style used to place an order in the book. DEFAULT is the default and will be at the discretion of the trading strategy — DEFAULT, TIGHT, CUSTOM
placement_infos.placement	string		Where to place new orders in the book. With depth_mode level (default) it is a book level, e.g. 2 places at the second best price. With depth_mode bps_spread it is basis points from the midpoint, a whole number from 1 to 500.
placement_infos.cancel	string		When to cancel a resting order. With depth_mode level (default) it is a book level, e.g. 6 cancels the order once it is at level 6 of the book. With depth_mode bps_spread it is basis points from the midpoint, a whole number greater than placement and at most 1000.
placement_infos.depth_mode	enum		How placement and cancel are measured. LEVEL walks the book. BPS_SPREAD is basis points from the midpoint. Omitted means LEVEL. — LEVEL, BPS_SPREAD
reduce_only	boolean		Reduce Only for future positions
start_ladder_price	string		Start price for Scale (ICEBERG) ladder
end_ladder_price	string		End price for Scale (ICEBERG) ladder
ladder_direction	string		Scale ladder direction: upwards or downwards
ladder_profile	string		Scale ladder profile. Default: linear
size_skew	number		Scale size skew (1 = linear). Default: 1
ob_imbalance_cancel	boolean		Cancel resting child orders and pause re-posting while the orderbook L1 imbalance leans against the order
ob_imbalance_threshold	string		Opposing-side share of L1 quantity that triggers the imbalance cancel, between 0.5 and 0.99. Default: 0.75. Only used with ob_imbalance_cancel	0.75
price_lock_bps	string		Opportunistic completion: take the full remainder aggressively when the market is this many bps better than the arrival price, between 1 and 100	5
limit_is_arrival	boolean		Use the arrival price (the midpoint when Anboto accepts the order) as the limit price; limit_bps shifts it. Mutually exclusive with top-level limit_price.
limit_bps	string		Signed bps vs the parent cap (arrival or numeric limit_price). Positive = must be better; negative = may be worse. Range -100 to 100. Omitted or 0 leaves the cap unchanged.	-10
timer_iceberg_delay	number		Seconds between Iceberg and Scale clips, between 0.25 and 3600. Omitted: the engine uses 0.25	0.5
timer_iceberg_delay_min	number		Lower bound, in seconds, of the Iceberg/Scale clip delay. May be 0. Set together with timer_iceberg_delay_max. When both are set, the engine draws once from this band instead of 80–120% of timer_iceberg_delay	0
timer_iceberg_delay_max	number		Upper bound, in seconds, of the Iceberg/Scale clip delay, up to 3600. Set together with timer_iceberg_delay_min	10
randomize_iceberg_timer	boolean		Randomize the Iceberg/Scale clip delay between 80% and 120% of timer_iceberg_delay. A min/max band replaces that draw when both bounds are set. Omitted: the engine uses true. Explicit false cannot be combined with the band
extend_duration	boolean		TWAP, VWAP, and IS: extend the scheduled end past duration_seconds by a buffer, still capped by end_time. Omitted: the engine uses true

OrderStatus

The order status

Values: PENDING_NEW, ACCEPTED, REJECTED, PARTIALLY_FILLED, FILLED, PENDING_CANCEL, CANCELLED, PENDING_PAUSE, PAUSED, PENDING_UNPAUSE, EXPIRED, CANCEL_REJECTED

OrderSummary

Summarizes the state of the parent order

Field	Type		Description	Example
order_id	integer		The Anboto assigned order identifier
client_order_id	string		A custom string to identify the order	ABC-12345^12-10-23
status	enum		The order status — PENDING_NEW, ACCEPTED, REJECTED, PARTIALLY_FILLED, FILLED, PENDING_CANCEL, CANCELLED, PENDING_PAUSE, … (12 values)
created_at	date-time	required	The time in UTC when the order was created	2024-01-22T22:05:00Z
message	string		Any additional information, usually if the order was rejected
error_code	enum		The error code used to describe why an order was rejected. — OTHER, QUANTITY_EXCEED, AUTHENTICATION_ERROR, INSUFFICIENT_FUNDS, RATE_LIMIT_EXCEEDED, DDOS_PROTECTION, EXCHANGE_NOT_AVAILABLE, NETWORK_ERROR, … (34 values)	INVALID_ORDER

OrderSummaryList

Field	Type		Description	Example
orders	array[OrderSummary]	required	The list of order summaries for separate orders.
orders[].order_id	integer		The Anboto assigned order identifier
orders[].client_order_id	string		A custom string to identify the order	ABC-12345^12-10-23
orders[].status	enum		The order status — PENDING_NEW, ACCEPTED, REJECTED, PARTIALLY_FILLED, FILLED, PENDING_CANCEL, CANCELLED, PENDING_PAUSE, … (12 values)
orders[].created_at	date-time	required	The time in UTC when the order was created	2024-01-22T22:05:00Z
orders[].message	string		Any additional information, usually if the order was rejected
orders[].error_code	enum		The error code used to describe why an order was rejected. — OTHER, QUANTITY_EXCEED, AUTHENTICATION_ERROR, INSUFFICIENT_FUNDS, RATE_LIMIT_EXCEEDED, DDOS_PROTECTION, EXCHANGE_NOT_AVAILABLE, NETWORK_ERROR, … (34 values)	INVALID_ORDER

PlacementInfo

How to place an order into the book

Field	Type		Description	Example
placement_mode	enum	required	The style used to place an order in the book. DEFAULT is the default and will be at the discretion of the trading strategy — DEFAULT, TIGHT, CUSTOM
placement	string		Where to place new orders in the book. With depth_mode level (default) it is a book level, e.g. 2 places at the second best price. With depth_mode bps_spread it is basis points from the midpoint, a whole number from 1 to 500.
cancel	string		When to cancel a resting order. With depth_mode level (default) it is a book level, e.g. 6 cancels the order once it is at level 6 of the book. With depth_mode bps_spread it is basis points from the midpoint, a whole number greater than placement and at most 1000.
depth_mode	enum		How placement and cancel are measured. LEVEL walks the book. BPS_SPREAD is basis points from the midpoint. Omitted means LEVEL. — LEVEL, BPS_SPREAD

PlacementMode

The style used to place an order in the book. DEFAULT is the default and will be at the discretion of the trading strategy

Values: DEFAULT, TIGHT, CUSTOM

PnlDateRange

First and last UTC day of a run of PnL points

Field	Type		Description	Example
first_date	date	required	First day (YYYY-MM-DD, UTC)
last_date	date	required	Last day (YYYY-MM-DD, UTC)

PnlGroup

PnL of one group of accounts. Ratio fields are null when not computed per group

Field	Type		Description	Example
key	PnlGroupKey	required	Identity of a PnL group
key.exchange	string	required
key.subaccount	string	required	"" is the main account; null when grouping by exchange
key.market	string	required	Reserved for a later market grouping; null today
as_of	date-time	required	UTC time of the newest live snapshot used for this group's today_pnl
today_pnl	number	required	Group PnL since 00:00 UTC; null when not available for this group
cumulative_pnl	number	required	Sum of the group's daily_pnl over the window
period_return_pct	number	required	Simple return of the group over the window, in percent
since_inception_pnl	number	required
since_inception_return_pct	number	required
since_inception_date	date	required
sharpe	number	required
max_drawdown_pct	number	required	In percent (≤ 0)
estimated	boolean		True when at least one of the group's days is estimated
reconstructed_range	PnlDateRange	required	First and last UTC day of a run of PnL points
reconstructed_range.first_date	date	required	First day (YYYY-MM-DD, UTC)
reconstructed_range.last_date	date	required	Last day (YYYY-MM-DD, UTC)
point_count	integer	required	Number of points in series
series	array[PnlPoint]	required	Only the days of total.series on which the group had data; a missing day contributed 0
series[].date	date	required	UTC day (YYYY-MM-DD)
series[].daily_pnl	number	required	PnL of the day, net of deposits and withdrawals
series[].net_flows	number	required	Net external flows of the day: positive for deposits, negative for withdrawals
series[].equity_close	number	required	Equity at the day's close (00:00 UTC of the next day)
series[].equity_prev	number		Equity at the previous close; the denominator of a time-weighted return
series[].daily_return_pct	number	required	daily_pnl over the flow-adjusted previous equity, in percent
series[].drawdown_pct	number	required	Drawdown from the running peak, in percent (≤ 0)
series[].daily_unrealized_pnl	number	required	Change of unrealised PnL over the day, where the exchange reports it
series[].unrealized_pnl_close	number	required	Unrealised PnL at the close, where the exchange reports it
series[].quality	enum	required	ok, or estimated when the close was not taken from a snapshot — ok, estimated
series[].reconstructed	boolean	required	True when the day's close or the previous close was rebuilt from the account's fills, income history and daily mark prices, for days before its first stored daily close. quality is estimated on those days

PnlGroupKey

Identity of a PnL group

Field	Type		Description	Example
exchange	string	required
subaccount	string	required	"" is the main account; null when grouping by exchange
market	string	required	Reserved for a later market grouping; null today

PnlPoint

One UTC day. daily_pnl = equity_close - equity_prev - net_flows

Field	Type		Description	Example
date	date	required	UTC day (YYYY-MM-DD)
daily_pnl	number	required	PnL of the day, net of deposits and withdrawals
net_flows	number	required	Net external flows of the day: positive for deposits, negative for withdrawals
equity_close	number	required	Equity at the day's close (00:00 UTC of the next day)
equity_prev	number		Equity at the previous close; the denominator of a time-weighted return
daily_return_pct	number	required	daily_pnl over the flow-adjusted previous equity, in percent
drawdown_pct	number	required	Drawdown from the running peak, in percent (≤ 0)
daily_unrealized_pnl	number	required	Change of unrealised PnL over the day, where the exchange reports it
unrealized_pnl_close	number	required	Unrealised PnL at the close, where the exchange reports it
quality	enum	required	ok, or estimated when the close was not taken from a snapshot — ok, estimated
reconstructed	boolean	required	True when the day's close or the previous close was rebuilt from the account's fills, income history and daily mark prices, for days before its first stored daily close. quality is estimated on those days

PnlSummary

PnL figures and daily series of a selection

Field	Type		Description	Example
today_pnl	number	required	PnL since 00:00 UTC from live equity; null when no live snapshot exists or a flow today could not be priced
cumulative_pnl	number	required	Sum of daily_pnl over the window
period_return_pct	number	required	Simple return over the window in percent: cumulative_pnl over the first flow-adjusted equity (not time-weighted)
since_inception_pnl	number	required	PnL since the selection's first closed day
since_inception_return_pct	number	required	Simple return since inception, in percent
since_inception_date	date	required	First closed day of the selection (YYYY-MM-DD)
sharpe	number	required	Sharpe ratio of the daily returns, annualised with √365; null with fewer than 2 points
max_drawdown_pct	number	required	Largest peak-to-trough drawdown in the window, in percent (≤ 0)
estimated	boolean		True when at least one day in the window is estimated rather than closed from snapshots
reconstructed_range	PnlDateRange	required	First and last UTC day of a run of PnL points
reconstructed_range.first_date	date	required	First day (YYYY-MM-DD, UTC)
reconstructed_range.last_date	date	required	Last day (YYYY-MM-DD, UTC)
point_count	integer	required	Number of points in series
series	array[PnlPoint]	required	One point per UTC day, oldest first. Days without comparable data are skipped
series[].date	date	required	UTC day (YYYY-MM-DD)
series[].daily_pnl	number	required	PnL of the day, net of deposits and withdrawals
series[].net_flows	number	required	Net external flows of the day: positive for deposits, negative for withdrawals
series[].equity_close	number	required	Equity at the day's close (00:00 UTC of the next day)
series[].equity_prev	number		Equity at the previous close; the denominator of a time-weighted return
series[].daily_return_pct	number	required	daily_pnl over the flow-adjusted previous equity, in percent
series[].drawdown_pct	number	required	Drawdown from the running peak, in percent (≤ 0)
series[].daily_unrealized_pnl	number	required	Change of unrealised PnL over the day, where the exchange reports it
series[].unrealized_pnl_close	number	required	Unrealised PnL at the close, where the exchange reports it
series[].quality	enum	required	ok, or estimated when the close was not taken from a snapshot — ok, estimated
series[].reconstructed	boolean	required	True when the day's close or the previous close was rebuilt from the account's fills, income history and daily mark prices, for days before its first stored daily close. quality is estimated on those days

PortfolioAccountRef

An exchange account: main account, one subaccount, or every account on the exchange

Field	Type		Description	Example
exchange	string	required	Exchange code, e.g. binance
subaccount	string	required	Subaccount name; "" is the main account and null means every account on the exchange

PortfolioFlowsResponse

Deposits, withdrawals and internal transfers of the team

Field	Type		Description	Example
from_ms	integer	required	Start of the window, ms since epoch (inclusive)
to_ms	integer	required	End of the window, ms since epoch (exclusive): a flow at exactly to_ms is not in this window. Pass it as startMs to read the next window
flows	array[FlowRecord]	required	Flows of this page, oldest first
flows[].id	string	required	Stable identifier of the flow
flows[].time	integer	required	Event time, ms since epoch
flows[].exchange	string	required
flows[].subaccount	string	required	"" is the main account
flows[].type	enum	required	deposit, withdrawal, internal_transfer
flows[].direction	enum	required	Direction for this account — in, out, internal, unknown
flows[].external	boolean	required	True for flows that cross the team's boundary (deposits and withdrawals)
flows[].asset	string	required
flows[].qty	number	required	Absolute amount of the asset, with every stored decimal digit
flows[].usd_value	number	required	USD value at the event time; null when the asset could not be priced
flows[].net_flow_usd	number	required	Signed contribution to the total-scope net_flows of the daily PnL (positive in, negative out). 0 for transfers within one account (whatever the price) and for unknown directions. null when the asset could not be priced: the flow is then not in the USD totals and is counted in totals.unpriced_count. counted_in_pnl is false whenever net_flow_usd is 0 for those reasons or null
flows[].counted_in_pnl	boolean	required	Whether the flow moves net_flows of the daily PnL: true when net_flow_usd is not null and direction is in or out
flows[].source	string	required	Exchange history the flow was read from, e.g. binance_deposit, binance_sub_transfer
totals	FlowTotals	required	Sums of net_flow_usd over the whole window and selection
totals.deposits_usd	number	required	Sum of deposits (≥ 0)
totals.withdrawals_usd	number	required	Sum of withdrawals, signed (≤ 0)
totals.net_external_usd	number	required	deposits_usd + withdrawals_usd
totals.net_internal_usd	number	required	Net of internal transfers counted in PnL (non-zero when the selection is part of the team)
totals.unpriced_count	integer	required	Flows whose net_flow_usd is null (unpriced); they are not in the USD sums
next_cursor	string	required	Pass as cursor to read the next page; null on the last page

PortfolioLedgerResponse

Realized PnL, funding and fees from the exchange income history

Field	Type		Description	Example
as_of	date-time	required	UTC time of the newest ingested income data
from_date	date	required	First day of the window (YYYY-MM-DD, UTC)
to_date	date	required	Last day of the window (YYYY-MM-DD, UTC); today's figures are provisional
group_by	enum	required	Grouping of rows — day, symbol, day_symbol
currency	string	required	Currency of every money value	USD
coverage	array[LedgerCoverage]	required	Ingestion status per account and market. Unsupported venues are listed here, not reported as zero
coverage[].exchange	string	required
coverage[].subaccount	string	required	"" is the main account; null means every account on the exchange
coverage[].market	enum	required	spot, future
coverage[].status	enum	required	complete, partial, unsupported
coverage[].ingested_through	date-time	required	UTC time up to which income is ingested
coverage[].reason	string	required	Why the account is partial or unsupported, e.g. exchange_not_supported, key_invalid
totals	LedgerTotals	required	Income components in USD. net is the net realized PnL of the futures scopes only: spot trading fees are in commission and fee_rebate but not in net. Every value is null when no day of the window is covered
totals.realized_pnl	number	required	Realized trading PnL; null when the selection has no futures scope
totals.funding	number	required	Funding: positive when received; null when the selection has no futures scope
totals.commission	number	required	Trading fees (≤ 0)
totals.fee_rebate	number	required	Fee rebates (≥ 0)
totals.interest	number	required	Margin interest: not ingested, 0
totals.other	number	required	Other PnL-relevant income; null when the selection has no futures scope
totals.net	number	required	Net realized (futures): the sum of the futures components. Spot trading fees are in commission and fee_rebate but not in net, so with a spot scope in the selection net is not the sum of the values above. Null when the selection has no futures scope
unpriced_assets	array[string]		Assets with income rows that could not be valued in USD; those amounts are missing from the USD figures
rows	array[LedgerRow]	required	One row per day, symbol or day and symbol, depending on group_by
rows[].date	date	required	UTC day (YYYY-MM-DD); null when group_by is symbol
rows[].exchange	string	required
rows[].subaccount	string	required	"" is the main account
rows[].symbol	string	required	Anboto symbol, e.g. BTC/USDT:USDT (futures) or BTC/USDT (spot); null when group_by is day or for income without a symbol
rows[].market	enum	required	spot, future
rows[].realized_pnl	number	required	Realized trading PnL; null for market spot (trading fees only), never 0
rows[].funding	number	required	Funding; null for market spot (trading fees only), never 0
rows[].commission	number	required	Trading fees (≤ 0), spot and futures
rows[].fee_rebate	number	required	Fee rebates (≥ 0), spot and futures
rows[].interest	number	required	Margin interest: not ingested, 0
rows[].other	number	required	Other PnL-relevant income; null for market spot (trading fees only), never 0
rows[].net	number	required	Net realized (futures): sum of the row's components. Null for market spot: spot trading fees are in commission and fee_rebate only, never in net
next_cursor	string	required	Pass as cursor to read the next page; null on the last page

PortfolioPnlResponse

NAV daily PnL of the team, overall and per group

Field	Type		Description	Example
as_of	date-time	required	UTC time of the newest live equity snapshot used for today_pnl; null when none was available
nav_usd	number	required	Net asset value of the selection now: the sum of each account's newest live equity snapshot (at most 3 days old; for scope spot or future, that wallet's equity), in USD. Null when no snapshot was available
from_date	date	required	First day of the window (YYYY-MM-DD, UTC), as applied
to_date	date	required	Last day of the window (YYYY-MM-DD, UTC), as applied. Days are closed at 00:00 UTC, so this is at most yesterday
scope	enum	required	Wallet scope — total, spot, future
group_by	enum	required	Grouping of groups — none, exchange, account
currency	string	required	Currency of every money value	USD
accounts	array[PortfolioAccountRef]	required	The resolved account selection; null when the request covered every account of the team
accounts[].exchange	string	required	Exchange code, e.g. binance
accounts[].subaccount	string	required	Subaccount name; "" is the main account and null means every account on the exchange
uncovered_exchanges	array[string]		Requested or connected exchanges without daily PnL coverage. They are left out of every figure, never counted as zero
total	PnlSummary	required	PnL figures and daily series of a selection
total.today_pnl	number	required	PnL since 00:00 UTC from live equity; null when no live snapshot exists or a flow today could not be priced
total.cumulative_pnl	number	required	Sum of daily_pnl over the window
total.period_return_pct	number	required	Simple return over the window in percent: cumulative_pnl over the first flow-adjusted equity (not time-weighted)
total.since_inception_pnl	number	required	PnL since the selection's first closed day
total.since_inception_return_pct	number	required	Simple return since inception, in percent
total.since_inception_date	date	required	First closed day of the selection (YYYY-MM-DD)
total.sharpe	number	required	Sharpe ratio of the daily returns, annualised with √365; null with fewer than 2 points
total.max_drawdown_pct	number	required	Largest peak-to-trough drawdown in the window, in percent (≤ 0)
total.estimated	boolean		True when at least one day in the window is estimated rather than closed from snapshots
total.reconstructed_range	PnlDateRange	required	First and last UTC day of a run of PnL points
total.point_count	integer	required	Number of points in series
total.series	array[PnlPoint]	required	One point per UTC day, oldest first. Days without comparable data are skipped
groups	array[PnlGroup]		One entry per exchange or account; present only when group_by is not none. Money values add up to total; ratios (returns, sharpe, drawdown) do not
groups[].key	PnlGroupKey	required	Identity of a PnL group
groups[].as_of	date-time	required	UTC time of the newest live snapshot used for this group's today_pnl
groups[].today_pnl	number	required	Group PnL since 00:00 UTC; null when not available for this group
groups[].cumulative_pnl	number	required	Sum of the group's daily_pnl over the window
groups[].period_return_pct	number	required	Simple return of the group over the window, in percent
groups[].since_inception_pnl	number	required
groups[].since_inception_return_pct	number	required
groups[].since_inception_date	date	required
groups[].sharpe	number	required
groups[].max_drawdown_pct	number	required	In percent (≤ 0)
groups[].estimated	boolean		True when at least one of the group's days is estimated
groups[].reconstructed_range	PnlDateRange	required	First and last UTC day of a run of PnL points
groups[].point_count	integer	required	Number of points in series
groups[].series	array[PnlPoint]	required	Only the days of total.series on which the group had data; a missing day contributed 0

PovRisk

How far the POV strategy may fall behind its target before it sends the next child order: LOW 2 %, DEFAULT 7.5 %, HIGH 15 % of the executed quantity. The parameter is not case-sensitive.

Values: LOW, DEFAULT, HIGH

PreTradeAdvice

Advised durations, on Anboto's duration ladder

Field	Type		Description	Example
safe_duration_seconds	integer		Shortest duration rated LOW
moderate_duration_seconds	integer		Shortest duration rated MEDIUM or better

PreTradeAnalysis

Pre-trade analysis of an order, from Anboto's live market snapshot

Field	Type		Description	Example
supported	boolean	required	False when the venue or symbol cannot be analysed; see missing
missing	array[string]	required	Inputs that could not be sourced (e.g. deep_book, ohlcv_1m) or why the analysis is unavailable (disabled, exchange_not_supported, timeout, rejected, error, stale)
snapshot_timestamp	integer		Epoch ms of the market snapshot used; null when no snapshot could be read (disabled, exchange_not_supported, timeout, rejected, error)
market	object
impact	PreTradeImpact		Participation and impact tier at the requested duration
impact.tier	enum		Null when no duration was given — LOW, MEDIUM, HIGH
impact.duration_seconds	integer
impact.volume_participation_pct	number		Percent of the median 5-minute volume
impact.order_book_participation_pct	number		Percent of the book depth within 20 bps, per minute
impact.book_safe	boolean		The book depth can absorb the flow
impact.model	PreTradeImpactModel	required	Participation at a reference duration; pct(D) = pct × reference_duration_seconds / D. Volume participation above medium_pct is MEDIUM and above high_pct is HIGH, with the low order book thresholds while the order book participation is below low_order_book_participation_pct
execution	object
advice	PreTradeAdvice		Advised durations, on Anboto's duration ladder
advice.safe_duration_seconds	integer		Shortest duration rated LOW
advice.moderate_duration_seconds	integer		Shortest duration rated MEDIUM or better
pov	PreTradePov		POV model. At a participation p the order trades k = p / (1 - 2p) of everyone else's volume, because the engine counts its own fills. The impact tier depends on p alone: pace_vs_market_pct above medium_pct is MEDIUM, above high_pct is HIGH, whatever the book depth. The quantity only sets the time to fill.
pov.pov_ratio_pct	number	required	Requested participation, percent of market volume
pov.pace_vs_market_pct	number	required	Order flow as a share of the rest of the market (k)
pov.share_of_total_pct	number	required	Order flow as a share of all market volume, own fills included
pov.estimated_fill_seconds	integer		Time to fill the quantity if market volume stays at its recent median 5-minute volume. An estimate only: POV speeds up when volume rises and slows down when it falls; passive and hybrid styles, or a limit price, can be slower
pov.estimated_fill_seconds_24h	integer		Same at the 24h average volume
pov.thresholds	PreTradeThresholds	required
pov.safe_pov_pct	number		Largest ladder participation rated LOW
pov.moderate_pov_pct	number		Largest ladder participation rated MEDIUM or better
pov.high_pov_pct	number		Smallest ladder participation rated HIGH
cost_estimate	PreTradeCostEstimate		Expected execution cost from a market-impact model (Almgren, Thum, Hauptmann and Li, 2005) with its published coefficients, in basis points of the arrival price. Assumes normal liquidity: market makers refill the book and nobody trades heavily against the order. calibrated is false until the coefficients are fitted on Anboto fills.
cost_estimate.slippage_bps	number	required	Expected average execution price against arrival
cost_estimate.price_move_bps	number	required	Expected price move by the end of the execution
cost_estimate.permanent_bps	number	required	Part of the move expected to remain after the order
cost_estimate.market_risk_bps	number	required	One standard deviation of the market's own move over the execution time
cost_estimate.horizon_seconds	integer	required	Execution time assumed: the duration, or the POV time to fill
cost_estimate.pace_pct	number	required	Order flow as a share of the rest of the market
cost_estimate.model	string	required
cost_estimate.calibrated	boolean	required

PreTradeCostEstimate

Expected execution cost from a market-impact model (Almgren, Thum, Hauptmann and Li, 2005) with its published coefficients, in basis points of the arrival price. Assumes normal liquidity: market makers refill the book and nobody trades heavily against the order. calibrated is false until the coefficients are fitted on Anboto fills.

Field	Type		Description	Example
slippage_bps	number	required	Expected average execution price against arrival
price_move_bps	number	required	Expected price move by the end of the execution
permanent_bps	number	required	Part of the move expected to remain after the order
market_risk_bps	number	required	One standard deviation of the market's own move over the execution time
horizon_seconds	integer	required	Execution time assumed: the duration, or the POV time to fill
pace_pct	number	required	Order flow as a share of the rest of the market
model	string	required
calibrated	boolean	required

PreTradeExecution

Immediate execution figures

Field	Type		Description	Example
sweep_price	number		Price reached sweeping the book, half of each level assumed available
slippage_pct	number
percent_of_24h_volume	number

PreTradeImpact

Participation and impact tier at the requested duration

Field	Type		Description	Example
tier	enum		Null when no duration was given — LOW, MEDIUM, HIGH
duration_seconds	integer
volume_participation_pct	number		Percent of the median 5-minute volume
order_book_participation_pct	number		Percent of the book depth within 20 bps, per minute
book_safe	boolean		The book depth can absorb the flow
model	PreTradeImpactModel	required	Participation at a reference duration; pct(D) = pct × reference_duration_seconds / D. Volume participation above medium_pct is MEDIUM and above high_pct is HIGH, with the low order book thresholds while the order book participation is below low_order_book_participation_pct
model.reference_duration_seconds	integer	required
model.volume_participation_pct	number
model.order_book_participation_pct	number
model.low_order_book_participation_pct	number	required
model.thresholds_low_order_book	PreTradeThresholds	required
model.thresholds_high_order_book	PreTradeThresholds	required

PreTradeImpactModel

Participation at a reference duration; pct(D) = pct × reference_duration_seconds / D. Volume participation above medium_pct is MEDIUM and above high_pct is HIGH, with the low order book thresholds while the order book participation is below low_order_book_participation_pct

Field	Type		Description	Example
reference_duration_seconds	integer	required
volume_participation_pct	number
order_book_participation_pct	number
low_order_book_participation_pct	number	required
thresholds_low_order_book	PreTradeThresholds	required
thresholds_low_order_book.medium_pct	number	required
thresholds_low_order_book.high_pct	number	required
thresholds_high_order_book	PreTradeThresholds	required
thresholds_high_order_book.medium_pct	number	required
thresholds_high_order_book.high_pct	number	required

PreTradeMarket

Market figures of the symbol

Field	Type		Description	Example
last	number
best_bid	number
best_ask	number
mark_price	number
funding_rate	number		Current funding rate (fraction), perpetuals only
open_interest	number
high_24h	number
low_24h	number
base_volume_24h	number
quote_volume_24h	number
volatility_short	number		Per-minute std of log returns, 1m candles over 5 h
volatility_long	number		Per-minute std of log returns, 1h candles over 3 d
volatility_daily	number		1h log-return stdev scaled to 1 day (×√24)
median_volume_5m	number		Median volume of the last 100 5-minute candles
volume_timeframe_min	number
contract_size	number		Base units per contract when volumes and depths are in contracts (e.g. OKX); null when they are in base units
min_quantity	number
quantity_precision	integer
book_levels	integer		Order book levels used
book_source	string		Order book the analysis used: memory (full exchange depth) or redis (top 10 levels only)

PreTradePov

POV model. At a participation p the order trades k = p / (1 - 2p) of everyone else's volume, because the engine counts its own fills. The impact tier depends on p alone: pace_vs_market_pct above medium_pct is MEDIUM, above high_pct is HIGH, whatever the book depth. The quantity only sets the time to fill.

Field	Type		Description	Example
pov_ratio_pct	number	required	Requested participation, percent of market volume
pace_vs_market_pct	number	required	Order flow as a share of the rest of the market (k)
share_of_total_pct	number	required	Order flow as a share of all market volume, own fills included
estimated_fill_seconds	integer		Time to fill the quantity if market volume stays at its recent median 5-minute volume. An estimate only: POV speeds up when volume rises and slows down when it falls; passive and hybrid styles, or a limit price, can be slower
estimated_fill_seconds_24h	integer		Same at the 24h average volume
thresholds	PreTradeThresholds	required
thresholds.medium_pct	number	required
thresholds.high_pct	number	required
safe_pov_pct	number		Largest ladder participation rated LOW
moderate_pov_pct	number		Largest ladder participation rated MEDIUM or better
high_pov_pct	number		Smallest ladder participation rated HIGH

PreTradeThresholds

Field	Type		Description	Example
medium_pct	number	required
high_pct	number	required

Side

The side of the book to trade.

Values: BUY, SELL

StrategyCampaign

A PAPER-farm bot campaign

Field	Type		Description	Example
id	string		Campaign id (UUID)
type	string		Campaign type; today always paper_farm
status	enum		running | paused | stopped | done | error — running, paused, stopped, done, error
stopping	boolean		A graceful stop or a hard kill is under way. Independent of status: can be true while status stays error (the open legs are being closed before the campaign reaches stopped)
phase	string		Cycle phase the runner is in: idle, opening, open, closing or settling
stop_reason	string		Why a stopped/done campaign ended: cycles_done, budget_spent, session_key_expiring, queued_share, user_stop or user_kill. Empty while still running
cycles_done	integer		Cycles completed so far
cycles_planned	integer		max_cycles from create, or null for unlimited
paper_minted	number		Total PAPER minted by this campaign's losing legs
usdc_converted	number		Total USDC spent converting minted PAPER (haircut + fee)
queued_usdc	number		Profit queued to fund a future cycle's margin instead of being paid out
haircut_paid	number		Total haircut paid converting PAPER to USDC
fees_paid	number		Total trading fees paid by this campaign
current_legs	array[StrategyCampaignLeg]		Open legs of the current cycle (0 while idle, up to 2 while open)
current_legs[].position_id	string		The venue's position id, or null while the open is still unconfirmed
current_legs[].side	string		long or short
current_legs[].entry	number		Entry (mark) price the leg opened at
current_legs[].move_pct	number		Signed move since entry, in percent, from this leg's point of view
current_legs[].bust	number		This leg's liquidation (bust) price
current_legs[].size	number		Position size
current_legs[].margin	number		Margin posted for this leg, in USDC
current_legs[].leverage	integer		Leverage of this leg
current_legs[].mark_price	number		Latest mark price used to watch this leg
current_legs[].parent_order_id	string		The order id that opened this leg
current_legs[].opened_at	date-time		UTC time the leg opened, ISO 8601
last_cycle	StrategyCampaignCycle		The campaign's most recently closed cycle
last_cycle.pnl_usdc	number		Net result of the cycle, in USDC (can be negative)
last_cycle.paper	number		PAPER minted by the losing leg of this cycle
last_cycle.closed_at	date-time		UTC time both legs were closed, ISO 8601
last_cycle.multileg_order_id	string		The multileg (or paired single) order id the close went through, when known
last_error	string		Why the campaign is in error; empty otherwise
symbol	string		Anboto symbol being farmed, e.g. BTC/USDC:USDC
leverage	integer		Leverage of each leg
margin_per_leg	number		Margin posted per leg at the start of a cycle, in USDC
target_move_bps	integer		Winning-leg move, in basis points, that closes the cycle
budget_usdc	number		budget_usdc from create, or null for no spend cap
stop	StrategyStopRules		Stop conditions the campaign watches on its own, besides an explicit stop/kill
stop.queued_share_pct	number		Stop once this percent (0-100) of a new cycle's margin would come from queued profit rather than fresh budget. Null or omitted: off
stop.stop_before_key_expiry	boolean		Stop gracefully once the Papertrade session key has under an hour left, rather than risk a cycle stuck open past expiry
stop.hard_kill_on_stop	boolean		If a stop rule fires mid-cycle, close both legs at market now instead of waiting for the target
created_at	date-time		UTC time the campaign was created, ISO 8601
started_at	date-time		UTC time the campaign started, ISO 8601
stopped_at	date-time		UTC time the campaign stopped, ISO 8601, or null while still running

StrategyCampaignActionRequest

Names the campaign a pause/resume/stop/kill call acts on

Field	Type		Description	Example
campaign_id	string	required	The campaign's id (UUID)

StrategyCampaignCycle

The campaign's most recently closed cycle

Field	Type		Description	Example
pnl_usdc	number		Net result of the cycle, in USDC (can be negative)
paper	number		PAPER minted by the losing leg of this cycle
closed_at	date-time		UTC time both legs were closed, ISO 8601
multileg_order_id	string		The multileg (or paired single) order id the close went through, when known

StrategyCampaignLeg

One leg (long or short) of the campaign's open or just-closed cycle

Field	Type		Description	Example
position_id	string		The venue's position id, or null while the open is still unconfirmed
side	string		long or short
entry	number		Entry (mark) price the leg opened at
move_pct	number		Signed move since entry, in percent, from this leg's point of view
bust	number		This leg's liquidation (bust) price
size	number		Position size
margin	number		Margin posted for this leg, in USDC
leverage	integer		Leverage of this leg
mark_price	number		Latest mark price used to watch this leg
parent_order_id	string		The order id that opened this leg
opened_at	date-time		UTC time the leg opened, ISO 8601

StrategyCampaignList

A page of the team's campaigns

Field	Type		Description	Example
count	integer		Total campaigns matching the filter, across every page
campaigns	array[StrategyCampaign]	required	This page's campaigns, newest first
campaigns[].id	string		Campaign id (UUID)
campaigns[].type	string		Campaign type; today always paper_farm
campaigns[].status	enum		running | paused | stopped | done | error — running, paused, stopped, done, error
campaigns[].stopping	boolean		A graceful stop or a hard kill is under way. Independent of status: can be true while status stays error (the open legs are being closed before the campaign reaches stopped)
campaigns[].phase	string		Cycle phase the runner is in: idle, opening, open, closing or settling
campaigns[].stop_reason	string		Why a stopped/done campaign ended: cycles_done, budget_spent, session_key_expiring, queued_share, user_stop or user_kill. Empty while still running
campaigns[].cycles_done	integer		Cycles completed so far
campaigns[].cycles_planned	integer		max_cycles from create, or null for unlimited
campaigns[].paper_minted	number		Total PAPER minted by this campaign's losing legs
campaigns[].usdc_converted	number		Total USDC spent converting minted PAPER (haircut + fee)
campaigns[].queued_usdc	number		Profit queued to fund a future cycle's margin instead of being paid out
campaigns[].haircut_paid	number		Total haircut paid converting PAPER to USDC
campaigns[].fees_paid	number		Total trading fees paid by this campaign
campaigns[].current_legs	array[StrategyCampaignLeg]		Open legs of the current cycle (0 while idle, up to 2 while open)
campaigns[].last_cycle	StrategyCampaignCycle		The campaign's most recently closed cycle
campaigns[].last_error	string		Why the campaign is in error; empty otherwise
campaigns[].symbol	string		Anboto symbol being farmed, e.g. BTC/USDC:USDC
campaigns[].leverage	integer		Leverage of each leg
campaigns[].margin_per_leg	number		Margin posted per leg at the start of a cycle, in USDC
campaigns[].target_move_bps	integer		Winning-leg move, in basis points, that closes the cycle
campaigns[].budget_usdc	number		budget_usdc from create, or null for no spend cap
campaigns[].stop	StrategyStopRules		Stop conditions the campaign watches on its own, besides an explicit stop/kill
campaigns[].created_at	date-time		UTC time the campaign was created, ISO 8601
campaigns[].started_at	date-time		UTC time the campaign started, ISO 8601
campaigns[].stopped_at	date-time		UTC time the campaign stopped, ISO 8601, or null while still running

StrategyStopRules

Stop conditions the campaign watches on its own, besides an explicit stop/kill

Field	Type		Description	Example
queued_share_pct	number		Stop once this percent (0-100) of a new cycle's margin would come from queued profit rather than fresh budget. Null or omitted: off
stop_before_key_expiry	boolean		Stop gracefully once the Papertrade session key has under an hour left, rather than risk a cycle stuck open past expiry
hard_kill_on_stop	boolean		If a stop rule fires mid-cycle, close both legs at market now instead of waiting for the target

TradeDetails

A fill of a child order, attached to its parent order

Field	Type		Description	Example
trade_id	string		The trade id assigned by the exchange, or the Anboto platform trade id when no exchange trade id was captured	1204004183
symbol	string	required	The symbol of the fill in Anboto's symbology	BTC/USDT:USDT
exchange_order_id	string		The exchange order id of the child order the fill belongs to	151990408
client_order_id	string		The client order id of the child order the fill belongs to
quantity	number	required	The absolute amount filled by this trade, in base asset	0.5
price	number	required	The traded price	92.91
direction	enum		The direction of the trade — BUY, SELL	BUY
maker_or_taker	enum		Whether the fill was made as maker or taker — MAKER, TAKER	MAKER
exec_time	integer		The execution time of the trade as ms since epoch	1758276000000
fee	number		The fee charged on the trade, in fee_currency	0.0021
fee_currency	string		The asset the fee was charged in	USDT
parent_order_id	integer		The Anboto id of the parent order the fill belongs to (the order_id of the enclosing order)	596990285759373312
child_order_id	integer		The Anboto id of the child (slice) order that executed on the exchange; the WebSocket trade topic carries it as order_id	596990290020118528

TradeDetailsList

Field	Type		Description	Example
trades	array[TradeDetails]	required	The list of trade details
trades[].trade_id	string		The trade id assigned by the exchange, or the Anboto platform trade id when no exchange trade id was captured	1204004183
trades[].symbol	string	required	The symbol of the fill in Anboto's symbology	BTC/USDT:USDT
trades[].exchange_order_id	string		The exchange order id of the child order the fill belongs to	151990408
trades[].client_order_id	string		The client order id of the child order the fill belongs to
trades[].quantity	number	required	The absolute amount filled by this trade, in base asset	0.5
trades[].price	number	required	The traded price	92.91
trades[].direction	enum		The direction of the trade — BUY, SELL	BUY
trades[].maker_or_taker	enum		Whether the fill was made as maker or taker — MAKER, TAKER	MAKER
trades[].exec_time	integer		The execution time of the trade as ms since epoch	1758276000000
trades[].fee	number		The fee charged on the trade, in fee_currency	0.0021
trades[].fee_currency	string		The asset the fee was charged in	USDT
trades[].parent_order_id	integer		The Anboto id of the parent order the fill belongs to (the order_id of the enclosing order)	596990285759373312
trades[].child_order_id	integer		The Anboto id of the child (slice) order that executed on the exchange; the WebSocket trade topic carries it as order_id	596990290020118528

TradingExchange

The exchanges available for order placement via the API

Values: BINANCE, HUOBI, GATEIO, KRAKEN, KUCOIN, OKX, BYBIT, BITGET, WOO, MEXC, BULLISH, B2C2, COINBASE_PRIME, COINBASE_INTL, HYPERLIQUID, LIGHTER, PAPERTRADE

TradingStyle

The trading style of the order, the default is HYBRID

Values: PASSIVE, AGGRESSIVE, HYBRID

TriggerCondition

The trigger condition to start the order

Values: ABOVE, BELOW

TriggerInfo

Information related to how the order should be triggered.

Field	Type		Description	Example
trigger_price	string	required	The price to monitor for the trigger
trigger_condition	enum	required	The trigger condition to start the order — ABOVE, BELOW

Urgency

The Urgency or Risk Aversion of the IS strategy, the default is MEDIUM. The parameter is not case-sensitive. Each risk aversion levels correspond to a lambda value, "that is, how much we penalize variance relative to expected cost" Low : 0.2e-6 Medium: 1e-6 High: 5e-6 Based on the paper from Almgren Chriss https://www.smallake.kr/wp-content/uploads/2016/03/optliq.pdf

Values: LOW, MEDIUM, HIGH

WouldInfo

Information to instruct how to execute a Would price trigger.

Field	Type		Description	Example
would_price	string		The price to trigger Would mode
would_pct	string	required	The percent of the order to trade when the Would price triggers
would_style	enum	required	The trading style of the order, the default is HYBRID — PASSIVE, AGGRESSIVE, HYBRID
would_is_arrival	boolean		Would price as arrival price
would_bps	string		Bps better than the would reference (arrival or would_price) before would children trigger. Default: 1 with would_is_arrival, 0 with would_price	5