openapi: 3.0.1
info:
title: Anboto Trading API
description: "Anboto Trading API
Authentication
Please visit\
\ Anboto's website to generate an API key
Production:
- https://api.pro.anboto.xyz (Settings API)
Testnet:
- https://api.testnet.anboto.xyz
(All trades are simulated\
\ on testnet and will not trade on any real exchange)
Select Your API\
\ Key Type
1) System-generated API Keys: The API key generated\
\ by Anboto use HMAC encryption. You will be provided with an API key and a secret\
\ key, that can be used to trade, please keep the keys safe.
2) Self-generated\
\ API keys operate with RSA encryption. You must create your public and private\
\ keys and only provide the public key to Anboto, we will never hold your private\
\ key.
Parameters for Authenticated EndpointsThe following HTTP\
\ header keys must be used for authentication on any endpoint annotated with\
\ 'ApiKeyAuth':
- X-API-KEY - API key
- X-TIMESTAMP\
\ - timestamp in milliseconds from epoch
- X-SIGN - a signature derived\
\ from the request's parameters
- X-RECV-WINDOW (unit in millisecond\
\ and default value is 5,000) to specify how long an HTTP request is valid. A\
\ smaller X-RECV-WINDOW is more secure, but your request may fail if the transmission\
\ time is greater than your X-RECV-WINDOW.
Basic steps:
1. The\
\ string to sign should be a concatenation of 'timestamp + API key + (recv_window)\
\ + (queryString | jsonBodyString)' The queryString should be assembled in alphabetical\
\ order.
2. Take your secret key and decode from Base64 into a byte array (standard\
\ Base64 if the secret contains '+', '/' or ends with '='; otherwise URL-safe\
\ Base64). Then use the HMAC_SHA256 (for system generated keys) or RSA_SHA256\
\ algorithm to sign the string in step 1.
3. Set X-SIGN to the standard Base64\
\ encoding of the signed value (not hex) for both HMAC and RSA keys.
4. Append\
\ the sign parameter to request header, and send the HTTP request.
Examples\
\ can be found here: https://github.com/anbotolabs/examples
Full\
\ reference documentation: https://api-docs.anboto.xyz;\
\ the OpenAPI spec can be found here: https://api-docs.anboto.xyz/spec/anboto-trading-api-2.0.yml
WebSocket\
\ API
Real-time order, trade, position and balance streams are available\
\ over WebSocket — see the WebSocket API reference. Authenticate with a listenKey from GET /api/v2/trading/listenKey."
version: "2.0"
paths:
/api/v2/data/exchanges:
get:
tags:
- Data Rest API
summary: Returns a list of exchanges supported
description: Return a list of exchanges available to trade
operationId: exchanges
responses:
"429":
description: "Rate limit exceeded, retry later"
"200":
description: The exchanges.
content:
application/json:
schema:
type: string
"401":
description: "Unauthorized: missing or unknown API key"
security:
- ApiKeyAuth: []
/api/v2/data/fundingRateHistory:
get:
tags:
- Data Rest API
summary: Returns funding rates history
description: Return the funding rate history for a symbol on an exchange. Both
'exchange' and 'symbol' are required.
operationId: fundingRateHistory
parameters:
- name: exchange
in: query
description: The exchange to return funding rate history for
schema:
type: string
nullable: true
- name: symbol
in: query
description: The symbol to return funding rate history for
schema:
type: string
nullable: true
responses:
"429":
description: "Rate limit exceeded, retry later"
"200":
description: The last funding rates.
content:
application/json:
schema:
$ref: '#/components/schemas/FundingRate'
"401":
description: "Unauthorized: missing or unknown API key"
security:
- ApiKeyAuth: []
/api/v2/data/instruments:
get:
tags:
- Data Rest API
summary: Returns list of instruments
description: Return all instruments based on filter parameters
operationId: instruments
parameters:
- name: exchange
in: query
description: Return all instruments on this exchange for each asset
schema:
type: string
nullable: true
- name: symbol
in: query
description: Return instrument with this symbol
schema:
type: string
nullable: true
responses:
"429":
description: "Rate limit exceeded, retry later"
"200":
description: The instruments
content:
application/json:
schema:
$ref: '#/components/schemas/Instrument'
"401":
description: "Unauthorized: missing or unknown API key"
security:
- ApiKeyAuth: []
/api/v2/data/lastFundingRates:
get:
tags:
- Data Rest API
summary: Returns last funding rates
description: Return all funding rates based on filter parameters
operationId: lastFundingRates
parameters:
- name: exchange
in: query
description: Return last funding rates on this exchange for each asset
schema:
type: string
nullable: true
- name: symbol
in: query
description: Return last funding rates for this asset on each exchange
schema:
type: string
nullable: true
responses:
"429":
description: "Rate limit exceeded, retry later"
"200":
description: The last funding rates.
content:
application/json:
schema:
$ref: '#/components/schemas/FundingRate'
"401":
description: "Unauthorized: missing or unknown API key"
security:
- ApiKeyAuth: []
/api/v2/data/preTradeAnalysis:
get:
tags:
- Data Rest API
summary: Pre-trade analysis of an order
description: "Market impact of an order before it is placed, computed from Anboto's\
\ live market snapshot (the same analysis as the trading UI): participation\
\ in the 5m volume and in the order book, impact tier LOW / MEDIUM / HIGH\
\ for TWAP / VWAP / IS at the given duration, the shortest low / medium impact\
\ durations, sweep price, slippage and share of the 24h volume. For POV, give\
\ `povRatio`: the impact tier at that participation, the estimated time to\
\ fill and the low / medium / high participation presets (`pov`). `cost_estimate`\
\ gives the expected slippage, price move and market risk from a market-impact\
\ model (uncalibrated estimate). `supported: false` with `missing` explains\
\ when the venue or symbol cannot be analysed (e.g. `exchange_not_supported`,\
\ `timeout`); `market` and `execution` are then null when no snapshot could\
\ be read or it is stale. The first call for a symbol can take a few seconds\
\ while the snapshot is built; later calls are immediate."
operationId: preTradeAnalysis
parameters:
- name: exchange
in: query
description: "Exchange, e.g. binance, bybit, okx"
schema:
type: string
nullable: true
- name: assetClass
in: query
description: "Asset class: spot or future"
schema:
type: string
nullable: true
- name: symbol
in: query
description: "Anboto symbol, e.g. BTC/USDT:USDT"
schema:
type: string
nullable: true
- name: quantity
in: query
description: Order quantity in base units (coins)
schema:
type: string
nullable: true
- name: strategy
in: query
description: "Strategy: twap, vwap, is, pov, iceberg, limit, market…"
schema:
type: string
nullable: true
- name: side
in: query
description: buy or sell; needed for the sweep price and slippage
schema:
type: string
nullable: true
- name: durationSeconds
in: query
description: Execution duration in seconds (TWAP / VWAP / IS)
schema:
type: string
nullable: true
- name: povRatio
in: query
description: "POV participation in percent of market volume, 0.01 to 33; required\
\ for pov"
schema:
type: string
nullable: true
responses:
"429":
description: "Rate limit exceeded, retry later"
"200":
description: The analysis.
content:
application/json:
schema:
$ref: '#/components/schemas/PreTradeAnalysis'
"400":
description: Invalid parameter
"401":
description: "Unauthorized: missing or unknown API key"
"503":
description: Pre-trade analysis is not available on this deployment
security:
- ApiKeyAuth: []
/api/v2/portfolio/flows:
get:
tags:
- Portfolio Rest API
summary: "Returns deposits, withdrawals and internal transfers"
description: "The flows the daily PnL subtracts, deduplicated and signed: `net_flow_usd`\
\ is a flow's contribution to `net_flows` (positive in, negative out; 0 with\
\ `counted_in_pnl: false` for transfers within one account and for unknown\
\ directions). When the asset could not be priced, `usd_value` and `net_flow_usd`\
\ are null (`counted_in_pnl: false`; transfers within one account stay 0)\
\ and the flow is counted in `totals.unpriced_count`. The window is half-open,\
\ [startMs, endMs): a flow at exactly endMs is not returned, so the next window\
\ starts at `to_ms`. Oldest first; pass `next_cursor` back as `cursor` for\
\ the next page; `totals` always cover the whole window."
operationId: flows
parameters:
- name: accounts
in: query
description: "Comma-separated accounts: `binance` = every account on Binance\
\ (main and subaccounts), `binance:` = the main account only, `binance:Sub1`\
\ = that subaccount. Omit for every account of the team. At most 20 items.\
\ Unlike /api/v2/trading/*, a missing subaccount means all accounts. Sign\
\ the raw value, e.g. `accounts=binance:,bybit:Sub1`."
schema:
type: string
nullable: true
example: binance
- name: startMs
in: query
description: "Start, ms since epoch (inclusive). Defaults to 30 days before\
\ endMs. Must be before endMs"
schema:
type: integer
format: int64
nullable: true
- name: endMs
in: query
description: "End, ms since epoch (exclusive: a flow at exactly endMs is not\
\ returned). Defaults to now; at most 4102444800000 (2100-01-01). The window\
\ spans at most 366 days"
schema:
type: integer
format: int64
nullable: true
- name: types
in: query
description: "Comma-separated flow types: deposit, withdrawal, internal_transfer.\
\ Default all"
schema:
type: string
nullable: true
example: "deposit,withdrawal"
- name: external
in: query
description: "true: only flows that cross the team's boundary (deposits, withdrawals);\
\ false: only transfers inside the team. Default both"
schema:
type: boolean
nullable: true
- name: limit
in: query
description: "Flows per page, 1 to 500 (default 500)"
schema:
maximum: 500
minimum: 1
type: integer
nullable: true
default: 500
- name: cursor
in: query
description: '`next_cursor` of the previous page'
schema:
type: string
nullable: true
responses:
"429":
description: "Rate limit exceeded, retry later"
"200":
description: The flows
content:
application/json:
schema:
$ref: '#/components/schemas/PortfolioFlowsResponse'
"400":
description: "Invalid parameter, {\"error\": \"...\"}"
"401":
description: "Unauthorized: missing or unknown API key"
"503":
description: "The portfolio service is unavailable, {\"error\": \"...\"}"
security:
- ApiKeyAuth: []
/api/v2/portfolio/pnl:
get:
tags:
- Portfolio Rest API
summary: Returns the daily PnL of the team (NAV based)
description: "Daily PnL from equity closes at 00:00 UTC, net of deposits and\
\ withdrawals: the same figures as the PnL page of the trading UI. `total`\
\ covers the whole selection; with `groupBy`, `groups` splits it per exchange\
\ or account (money values add up to the total, ratios do not). Every `*_pct`\
\ value is in percent. `period_return_pct` is a simple return, not time-weighted;\
\ `equity_prev` in each point gives the denominator for a time-weighted return.\
\ `nav_usd` and `today_pnl` come from live equity (`as_of`). Exchanges without\
\ daily PnL coverage are listed in `uncovered_exchanges` and never counted\
\ as zero. Scope spot or future is recomputed per day and limited to 366 days."
operationId: pnl
parameters:
- name: accounts
in: query
description: "Comma-separated accounts: `binance` = every account on Binance\
\ (main and subaccounts), `binance:` = the main account only, `binance:Sub1`\
\ = that subaccount. Omit for every account of the team. At most 20 items.\
\ Unlike /api/v2/trading/*, a missing subaccount means all accounts. Sign\
\ the raw value, e.g. `accounts=binance:,bybit:Sub1`."
schema:
type: string
nullable: true
example: "binance:,bybit:Sub1"
- name: scope
in: query
description: "Wallet scope: total (default), spot or future"
schema:
type: string
nullable: true
enum:
- total
- spot
- future
default: total
- name: groupBy
in: query
description: "Split the result into `groups`: none (default), exchange or\
\ account"
schema:
type: string
nullable: true
enum:
- none
- exchange
- account
default: none
- name: period
in: query
description: "Window ending at endDate: `d` (N from 1 to 3660), week, month,\
\ quarter or year. Default 30d. Ignored when startDate is given"
schema:
type: string
nullable: true
example: 90d
- name: startDate
in: query
description: "First day, YYYY-MM-DD (UTC, inclusive)"
schema:
type: string
format: date
nullable: true
- name: endDate
in: query
description: "Last day, YYYY-MM-DD (UTC, inclusive). At most today. The series\
\ ends yesterday at the latest, the last closed day: the default, and the\
\ day an endDate of today is answered up to (`to_date` gives the applied\
\ end; today's PnL so far is `today_pnl`). The window spans at most 3660\
\ days, or 366 days for scope spot or future"
schema:
type: string
format: date
nullable: true
responses:
"429":
description: "Rate limit exceeded, retry later"
"200":
description: The daily PnL
content:
application/json:
schema:
$ref: '#/components/schemas/PortfolioPnlResponse'
"400":
description: "Invalid parameter, {\"error\": \"...\"}"
"401":
description: "Unauthorized: missing or unknown API key"
"503":
description: "The portfolio service is unavailable, {\"error\": \"...\"}"
security:
- ApiKeyAuth: []
/api/v2/portfolio/pnl/ledger:
get:
tags:
- Portfolio Rest API
summary: "Returns realized PnL, funding and fees by day and symbol"
description: "Income from the exchange's own history: realized PnL, funding,\
\ commissions, rebates and other income, in USD. Signs are from the account's\
\ point of view: + is income, − is cost. `net` is the net realized PnL of\
\ futures (Net realized (futures)). Spot income is trading fees only: they\
\ are in `commission` and `fee_rebate` but not in `net`, and spot rows (and\
\ a spot-only selection's `totals`) have null `realized_pnl`, `funding`, `other`\
\ and `net`, never 0. `coverage` gives the ingestion status per account; venues\
\ without ingestion are listed there as `unsupported` and are never reported\
\ as zero. Today's figures are provisional. Results are paged: pass `next_cursor`\
\ back as `cursor`; `totals` always cover the whole window."
operationId: ledger
parameters:
- name: accounts
in: query
description: "Comma-separated accounts: `binance` = every account on Binance\
\ (main and subaccounts), `binance:` = the main account only, `binance:Sub1`\
\ = that subaccount. Omit for every account of the team. At most 20 items.\
\ Unlike /api/v2/trading/*, a missing subaccount means all accounts. Sign\
\ the raw value, e.g. `accounts=binance:,bybit:Sub1`."
schema:
type: string
nullable: true
example: 'binance:'
- name: groupBy
in: query
description: "Row grouping: day, symbol or day_symbol (default)"
schema:
type: string
nullable: true
enum:
- day
- symbol
- day_symbol
default: day_symbol
- name: symbol
in: query
description: "Only this Anboto symbol, e.g. BTC/USDT:USDT (futures) or BTC/USDT\
\ (spot)"
schema:
type: string
nullable: true
- name: market
in: query
description: "Only this market: spot or future"
schema:
type: string
nullable: true
enum:
- spot
- future
- name: period
in: query
description: "Window ending at endDate: `d`, week, month, quarter or year.\
\ Default 30d. Ignored when startDate is given"
schema:
type: string
nullable: true
- name: startDate
in: query
description: "First day, YYYY-MM-DD (UTC, inclusive)"
schema:
type: string
format: date
nullable: true
- name: endDate
in: query
description: "Last day, YYYY-MM-DD (UTC, inclusive). Defaults to today; at\
\ most today. The window spans at most 366 days"
schema:
type: string
format: date
nullable: true
- name: limit
in: query
description: "Rows per page, 1 to 5000 (default 1000)"
schema:
maximum: 5000
minimum: 1
type: integer
nullable: true
default: 1000
- name: cursor
in: query
description: '`next_cursor` of the previous page'
schema:
type: string
nullable: true
responses:
"429":
description: "Rate limit exceeded, retry later"
"200":
description: The income ledger
content:
application/json:
schema:
$ref: '#/components/schemas/PortfolioLedgerResponse'
"400":
description: "Invalid parameter, {\"error\": \"...\"}"
"401":
description: "Unauthorized: missing or unknown API key"
"503":
description: "The portfolio service is unavailable, {\"error\": \"...\"}"
security:
- ApiKeyAuth: []
/api/v2/strategies/campaigns:
get:
tags:
- Strategies Rest API
summary: List the team's PAPER-farm campaigns
description: "Newest first. `status` uses the public values this API reports,\
\ not the internal ones."
operationId: campaigns
parameters:
- name: type
in: query
description: Only this campaign type; today only paper_farm
schema:
type: string
nullable: true
- name: status
in: query
description: Only this status
schema:
type: string
nullable: true
enum:
- running
- paused
- stopped
- done
- error
- name: limit
in: query
description: "Campaigns per page, 1-200 (default 20)"
schema:
maximum: 200
minimum: 1
type: integer
nullable: true
default: 20
- name: offset
in: query
description: Campaigns to skip (default 0)
schema:
minimum: 0
type: integer
nullable: true
default: 0
responses:
"429":
description: "Rate limit exceeded, retry later, `{\"code\", \"error\", \"\
errors\"?}`"
"200":
description: A page of campaigns
content:
application/json:
schema:
$ref: '#/components/schemas/StrategyCampaignList'
"401":
description: "Unauthorized: missing or unknown API key"
"503":
description: "The strategies service is unavailable, `{\"code\", \"error\"\
, \"errors\"?}`"
security:
- ApiKeyAuth: []
/api/v2/strategies/campaigns/byId:
get:
tags:
- Strategies Rest API
summary: Get one campaign
operationId: byId
parameters:
- name: campaignId
in: query
description: The campaign's id (UUID)
required: true
schema:
type: string
responses:
"429":
description: "Rate limit exceeded, retry later, `{\"code\", \"error\", \"\
errors\"?}`"
"200":
description: The campaign
content:
application/json:
schema:
$ref: '#/components/schemas/StrategyCampaign'
"400":
description: "campaignId is not a valid id, `{\"code\", \"error\", \"errors\"\
?}`"
"401":
description: "Unauthorized: missing or unknown API key"
"404":
description: "No such campaign on this account, `{\"code\", \"error\", \"\
errors\"?}`"
"503":
description: "The strategies service is unavailable, `{\"code\", \"error\"\
, \"errors\"?}`"
security:
- ApiKeyAuth: []
/api/v2/strategies/campaigns/create:
post:
tags:
- Strategies Rest API
summary: Start a PAPER-farm campaign
description: "A delta-neutral long+short pair on Papertrade, repeated until\
\ stopped. 409 while the team already runs a campaign (one at a time per account),\
\ or while one in error still holds legs."
operationId: create
requestBody:
content:
application/json:
schema:
$ref: '#/components/schemas/CreateStrategyCampaignRequest'
required: true
responses:
"429":
description: "Rate limit exceeded, retry later, `{\"code\", \"error\", \"\
errors\"?}`"
"201":
description: "The campaign, started"
content:
application/json:
schema:
$ref: '#/components/schemas/StrategyCampaign'
"400":
description: "Invalid parameter, or the leverage guard rejected the combination,\
\ `{\"code\", \"error\", \"errors\"?}`"
"401":
description: "Unauthorized: missing or unknown API key"
"403":
description: "Forbidden: the API key is read-only, or the paper_farm_bot\
\ feature is not enabled for this team, `{\"code\", \"error\", \"errors\"\
?}`"
"409":
description: "The team already has an active campaign, `{\"code\", \"error\"\
, \"errors\"?}`"
"503":
description: "The strategies service is unavailable, `{\"code\", \"error\"\
, \"errors\"?}`"
security:
- ApiKeyAuth: []
/api/v2/strategies/campaigns/kill:
post:
tags:
- Strategies Rest API
summary: Hard-kill a campaign
description: "Close every open leg at market now, then the campaign reaches\
\ stopped. Valid from any status, including error."
operationId: kill
requestBody:
content:
application/json:
schema:
$ref: '#/components/schemas/StrategyCampaignActionRequest'
required: true
responses:
"429":
description: "Rate limit exceeded, retry later, `{\"code\", \"error\", \"\
errors\"?}`"
"202":
description: The kill was accepted; the campaign closes asynchronously
content:
application/json:
schema:
$ref: '#/components/schemas/StrategyCampaign'
"400":
description: "campaign_id is missing or not a valid id, `{\"code\", \"error\"\
, \"errors\"?}`"
"401":
description: "Unauthorized: missing or unknown API key"
"403":
description: "Forbidden: the API key is read-only, `{\"code\", \"error\"\
, \"errors\"?}`"
"404":
description: "No such campaign on this account, `{\"code\", \"error\", \"\
errors\"?}`"
"503":
description: "The strategies service is unavailable, `{\"code\", \"error\"\
, \"errors\"?}`"
security:
- ApiKeyAuth: []
/api/v2/strategies/campaigns/pause:
post:
tags:
- Strategies Rest API
summary: Pause a campaign
description: No new cycle starts; the open one still closes at its target.
operationId: pause
requestBody:
content:
application/json:
schema:
$ref: '#/components/schemas/StrategyCampaignActionRequest'
required: true
responses:
"429":
description: "Rate limit exceeded, retry later, `{\"code\", \"error\", \"\
errors\"?}`"
"200":
description: "The campaign, paused"
content:
application/json:
schema:
$ref: '#/components/schemas/StrategyCampaign'
"400":
description: "campaign_id is missing or not a valid id, `{\"code\", \"error\"\
, \"errors\"?}`"
"401":
description: "Unauthorized: missing or unknown API key"
"403":
description: "Forbidden: the API key is read-only, `{\"code\", \"error\"\
, \"errors\"?}`"
"404":
description: "No such campaign on this account, `{\"code\", \"error\", \"\
errors\"?}`"
"409":
description: "Not a valid transition from the campaign's current status,\
\ `{\"code\", \"error\", \"errors\"?}`"
"503":
description: "The strategies service is unavailable, `{\"code\", \"error\"\
, \"errors\"?}`"
security:
- ApiKeyAuth: []
/api/v2/strategies/campaigns/resume:
post:
tags:
- Strategies Rest API
summary: Resume a paused or errored campaign
description: "paused -> running. A campaign in error also retries from here:\
\ its open legs are watched again."
operationId: resume
requestBody:
content:
application/json:
schema:
$ref: '#/components/schemas/StrategyCampaignActionRequest'
required: true
responses:
"429":
description: "Rate limit exceeded, retry later, `{\"code\", \"error\", \"\
errors\"?}`"
"200":
description: "The campaign, running"
content:
application/json:
schema:
$ref: '#/components/schemas/StrategyCampaign'
"400":
description: "campaign_id is missing or not a valid id, `{\"code\", \"error\"\
, \"errors\"?}`"
"401":
description: "Unauthorized: missing or unknown API key"
"403":
description: "Forbidden: the API key is read-only, or the paper_farm_bot\
\ feature is not enabled for this team, `{\"code\", \"error\", \"errors\"\
?}`"
"404":
description: "No such campaign on this account, `{\"code\", \"error\", \"\
errors\"?}`"
"409":
description: "Not a valid transition from the campaign's current status,\
\ `{\"code\", \"error\", \"errors\"?}`"
"503":
description: "The strategies service is unavailable, `{\"code\", \"error\"\
, \"errors\"?}`"
security:
- ApiKeyAuth: []
/api/v2/strategies/campaigns/stop:
post:
tags:
- Strategies Rest API
summary: Stop a campaign gracefully
description: "The open cycle closes at its target first, then the campaign reaches\
\ stopped. Not valid from error (which still holds legs): resume or kill it\
\ instead."
operationId: stop
requestBody:
content:
application/json:
schema:
$ref: '#/components/schemas/StrategyCampaignActionRequest'
required: true
responses:
"429":
description: "Rate limit exceeded, retry later, `{\"code\", \"error\", \"\
errors\"?}`"
"200":
description: "The campaign, stopping or stopped"
content:
application/json:
schema:
$ref: '#/components/schemas/StrategyCampaign'
"400":
description: "campaign_id is missing or not a valid id, `{\"code\", \"error\"\
, \"errors\"?}`"
"401":
description: "Unauthorized: missing or unknown API key"
"403":
description: "Forbidden: the API key is read-only, `{\"code\", \"error\"\
, \"errors\"?}`"
"404":
description: "No such campaign on this account, `{\"code\", \"error\", \"\
errors\"?}`"
"409":
description: "Not a valid transition from the campaign's current status,\
\ `{\"code\", \"error\", \"errors\"?}`"
"503":
description: "The strategies service is unavailable, `{\"code\", \"error\"\
, \"errors\"?}`"
security:
- ApiKeyAuth: []
/api/v2/trading/balance:
get:
tags:
- Rest API
summary: Returns the balance of assets in an exchange on default account
description: shows the asset balance > 0
operationId: getBalance
parameters:
- name: exchange
in: query
description: The exchange
required: true
schema:
$ref: '#/components/schemas/TradingExchange'
- name: subaccount
in: query
description: Sub-account
schema:
type: string
nullable: true
responses:
"429":
description: "Rate limit exceeded, retry later"
"200":
description: The list of asset balance > 0
content:
application/json:
schema:
type: array
items:
$ref: '#/components/schemas/AssetBalanceResponse'
"401":
description: "Unauthorized: missing or unknown API key"
security:
- ApiKeyAuth: []
/api/v2/trading/listenKey:
get:
tags:
- Rest API
summary: Create a listenKey for the user data WebSocket stream
description: "Returns a listenKey (JWT, valid 1 hour) to authenticate on wss:///api/v2/ws?listenKey=.\
\ See the WebSocket API documentation (asynapi.yml)."
operationId: listenKey
responses:
"429":
description: "Rate limit exceeded, retry later"
"200":
description: The listenKey token
content:
application/json:
schema:
type: string
"401":
description: "Unauthorized: missing or unknown API key"
security:
- ApiKeyAuth: []
/api/v2/trading/margin:
get:
tags:
- Rest API
summary: Returns the margin and equity summary of a futures account on an exchange
description: "Account value is `equity`, which already includes unrealised PnL.\
\ `position_value` is exposure, not money. `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,\
\ as the exchange reports it. Fields the exchange does not report are omitted.\
\ An exchange without support, or a venue-side failure, returns 400 with {\"\
error\": \"...\"}."
operationId: getAccountMargin
parameters:
- name: exchange
in: query
description: The exchange
required: true
schema:
$ref: '#/components/schemas/TradingExchange'
- name: subaccount
in: query
description: Sub-account
schema:
type: string
nullable: true
responses:
"429":
description: "Rate limit exceeded, retry later"
"200":
description: The account margin summary
content:
application/json:
schema:
$ref: '#/components/schemas/AccountMarginResponse'
"400":
description: "The exchange does not support a margin summary, or the venue\
\ call failed"
"401":
description: "Unauthorized: missing or unknown API key"
security:
- ApiKeyAuth: []
/api/v2/trading/order/byId:
get:
tags:
- Rest API
summary: Returns the order details for all matching orders
description: Either orderIds or clientOrderIds has to be provided for matching
operationId: getOrders
parameters:
- name: orderIds
in: query
description: The list of anboto generated order ids
schema:
type: array
nullable: true
items:
type: integer
format: int64
- name: clientOrderIds
in: query
description: The list of client generated order ids
schema:
type: array
nullable: true
items:
type: string
- name: include_trades
in: query
description: Whether to include trades for the matching orders
schema:
type: boolean
nullable: true
- name: include_fees
in: query
description: Whether to include aggregated fees per currency for the matching
orders
schema:
type: boolean
nullable: true
responses:
"429":
description: "Rate limit exceeded, retry later"
"200":
description: return a list of matching orders
content:
application/json:
schema:
$ref: '#/components/schemas/OrderDetailsList'
"401":
description: "Unauthorized: missing or unknown API key"
security:
- ApiKeyAuth: []
/api/v2/trading/order/cancel:
post:
tags:
- Rest API
summary: Cancels the parent order
description: This will initiate a cancellation request and set the order state
to pending cancel. For the finalized state call /order/id?orderId=xxx
operationId: cancelOrder
requestBody:
content:
application/json:
schema:
$ref: '#/components/schemas/CancelUpstreamOrderRequest'
required: true
responses:
"429":
description: "Rate limit exceeded, retry later"
"200":
description: Cancellation request processed and in progress.
content:
application/json:
schema:
$ref: '#/components/schemas/OrderSummary'
"401":
description: "Unauthorized: missing or unknown API key"
"403":
description: "Forbidden: the API key is read-only (its owner has no trade\
\ permission on the account)"
security:
- ApiKeyAuth: []
/api/v2/trading/order/cancelAll:
get:
tags:
- Rest API
summary: Cancels all open orders
description: All orders that are not in a terminal state will be cancelled
operationId: cancelAllOpenOrders
responses:
"429":
description: "Rate limit exceeded, retry later"
"200":
description: The list of open orders that will be cancelled.
content:
application/json:
schema:
$ref: '#/components/schemas/OrderDetailsList'
"401":
description: "Unauthorized: missing or unknown API key"
"403":
description: "Forbidden: the API key is read-only (its owner has no trade\
\ permission on the account)"
security:
- ApiKeyAuth: []
/api/v2/trading/order/cancelMany:
post:
tags:
- Rest API
summary: Cancels all of the parent orders specified in the batch request
description: This will initiate the order cancellations and set the status of
all orders to pending cancel. For the finalized state call /order?orderId=xxx
operationId: cancelMany
requestBody:
content:
application/json:
schema:
$ref: '#/components/schemas/CancelManyUpstreamOrdersRequest'
required: true
responses:
"429":
description: "Rate limit exceeded, retry later"
"200":
description: Cancellation request processed and in progress.
content:
application/json:
schema:
$ref: '#/components/schemas/OrderSummary'
"401":
description: "Unauthorized: missing or unknown API key"
"403":
description: "Forbidden: the API key is read-only (its owner has no trade\
\ permission on the account)"
security:
- ApiKeyAuth: []
/api/v2/trading/order/create:
post:
tags:
- Rest API
summary: Create a new order
description: Process a new order request and return order response
operationId: createOrder
requestBody:
content:
application/json:
schema:
$ref: '#/components/schemas/CreateParentOrderRequest'
required: true
responses:
"429":
description: "Rate limit exceeded, retry later"
"201":
description: Order created successfully
content:
application/json:
schema:
$ref: '#/components/schemas/OrderSummary'
"401":
description: "Unauthorized: missing or unknown API key"
"403":
description: "Forbidden: the API key is read-only (its owner has no trade\
\ permission on the account)"
security:
- ApiKeyAuth: []
/api/v2/trading/order/createMany:
post:
tags:
- Rest API
summary: Creates many new orders in a single request.
description: "Process a set of new order request and returns a summary for each\
\ order, the orders are not linked during execution and this endpoint is for\
\ convenience only"
operationId: createManyOrders
requestBody:
content:
application/json:
schema:
$ref: '#/components/schemas/CreateManyParentOrdersRequest'
required: true
responses:
"429":
description: "Rate limit exceeded, retry later"
"201":
description: Order processed.
content:
application/json:
schema:
$ref: '#/components/schemas/OrderSummaryList'
"401":
description: "Unauthorized: missing or unknown API key"
"403":
description: "Forbidden: the API key is read-only (its owner has no trade\
\ permission on the account)"
security:
- ApiKeyAuth: []
/api/v2/trading/order/createMany/multilegs:
post:
tags:
- Rest API
summary: Creates many new multilegs orders in a single request.
description: "Process a set of new order request and returns a summary for each\
\ order, the orders are not linked during execution and this endpoint is for\
\ convenience only"
operationId: createManyMultiLegsOrders
requestBody:
content:
application/json:
schema:
$ref: '#/components/schemas/CreateManyMultiLegsParentOrdersRequest'
required: true
responses:
"429":
description: "Rate limit exceeded, retry later"
"201":
description: Order processed.
content:
application/json:
schema:
$ref: '#/components/schemas/OrderSummaryList'
"401":
description: "Unauthorized: missing or unknown API key"
"403":
description: "Forbidden: the API key is read-only (its owner has no trade\
\ permission on the account)"
security:
- ApiKeyAuth: []
/api/v2/trading/order/create_multiLegs:
post:
tags:
- Rest API
summary: Create a new multilegs order
description: Process a new order request and return order response
operationId: createMultiLegsOrder
requestBody:
content:
application/json:
schema:
$ref: '#/components/schemas/CreateMultiLegsParentOrderRequest'
required: true
responses:
"429":
description: "Rate limit exceeded, retry later"
"201":
description: Order created successfully
content:
application/json:
schema:
$ref: '#/components/schemas/OrderSummary'
"401":
description: "Unauthorized: missing or unknown API key"
"403":
description: "Forbidden: the API key is read-only (its owner has no trade\
\ permission on the account)"
security:
- ApiKeyAuth: []
/api/v2/trading/order/find:
get:
tags:
- Rest API
summary: Returns the order details for all matching orders
description: Only matched order within 3 days will be return
operationId: findOrders
parameters:
- name: startMs
in: query
description: The start time for the query as ms since epoch
schema:
type: integer
format: int64
nullable: true
- name: endMs
in: query
description: The end time for the query as ms since epoch
schema:
type: integer
format: int64
nullable: true
- name: limit
in: query
description: The maximum number of orders to return in the results
schema:
type: integer
format: int32
nullable: true
- name: include_trades
in: query
description: Whether to include the fills (trades) of the matching orders
schema:
type: boolean
nullable: true
- name: include_fees
in: query
description: Whether to include aggregated fees per currency for the matching
orders
schema:
type: boolean
nullable: true
responses:
"429":
description: "Rate limit exceeded, retry later"
"200":
description: The list of matching orders.
content:
application/json:
schema:
$ref: '#/components/schemas/OrderDetailsList'
"401":
description: "Unauthorized: missing or unknown API key"
security:
- ApiKeyAuth: []
/api/v2/trading/order/open:
get:
tags:
- Rest API
summary: Returns all open orders
description: All orders that are not in a terminal state will be returned
operationId: getOpenOrders
parameters:
- name: include_trades
in: query
description: "Whether to include the fills (trades) of the open orders, default\
\ false"
schema:
type: boolean
nullable: true
- name: include_fees
in: query
description: "Whether to include aggregated fees per currency for the open\
\ orders, default false"
schema:
type: boolean
nullable: true
responses:
"429":
description: "Rate limit exceeded, retry later"
"200":
description: The list of open orders.
content:
application/json:
schema:
$ref: '#/components/schemas/OrderDetailsList'
"401":
description: "Unauthorized: missing or unknown API key"
security:
- ApiKeyAuth: []
/api/v2/trading/position:
get:
tags:
- Rest API
summary: Returns the position of assets in an exchange on default account
description: shows the asset position != 0
operationId: getPosition
parameters:
- name: exchange
in: query
description: The exchange
required: true
schema:
$ref: '#/components/schemas/TradingExchange'
- name: subaccount
in: query
description: Sub-account
schema:
type: string
nullable: true
responses:
"429":
description: "Rate limit exceeded, retry later"
"200":
description: The list of asset positions != 0
content:
application/json:
schema:
type: array
items:
$ref: '#/components/schemas/AccountPositionResponse'
"401":
description: "Unauthorized: missing or unknown API key"
security:
- ApiKeyAuth: []
/api/v2/trading/userTrades:
get:
tags:
- Rest API
summary: Returns the trades of orders in an exchange on default account by a
list of order Ids/client order Ids
description: Either orderIds or clientOrderIds has to be provided for matching
operationId: getUserTrades
parameters:
- name: exchange
in: query
description: The exchange
required: true
schema:
$ref: '#/components/schemas/TradingExchange'
- name: subaccount
in: query
description: Sub-account
schema:
type: string
nullable: true
- name: orderIds
in: query
description: The list of anboto generated order ids
schema:
type: array
nullable: true
items:
type: integer
format: int64
- name: clientOrderIds
in: query
description: The list of client generated order ids
schema:
type: array
nullable: true
items:
type: string
responses:
"429":
description: "Rate limit exceeded, retry later"
"200":
description: A list of matching trades.
content:
application/json:
schema:
$ref: '#/components/schemas/TradeDetailsList'
"401":
description: "Unauthorized: missing or unknown API key"
security:
- ApiKeyAuth: []
/status/ping:
get:
tags:
- Status
summary: Service health check
description: Returns service status and the current server timestamp in milliseconds.
No authentication required.
operationId: status
responses:
"200":
description: Service is up
content:
application/json:
schema:
type: string
example: "{status=ok, timestamp=1783329083000}"
components:
schemas:
AccountMarginResponse:
type: object
properties:
equity:
type: number
description: "Account equity: wallet balance plus unrealised PnL"
format: double
nullable: true
balance:
type: number
description: "Wallet balance, excluding unrealised PnL"
format: double
nullable: true
unrealized_pnl:
type: number
description: Unrealised PnL across open positions
format: double
nullable: true
position_value:
type: number
description: "Total notional of open positions (exposure, not account value)"
format: double
nullable: true
total_initial_margin:
type: number
description: Initial margin locked by open positions
format: double
nullable: true
total_maint_margin:
type: number
description: Maintenance margin requirement
format: double
nullable: true
total_order_margin:
type: number
description: "Margin locked by open orders, where the exchange reports it\
\ separately"
format: double
nullable: true
margin_ratio:
type: number
description: "Maintenance margin over equity, normalised to 0..1 (liquidation\
\ approached at 1)"
format: double
nullable: true
raw_margin_ratio:
type: number
description: Venue-native account margin ratio as sent (conventions differ).
Omitted when the venue has no native account ratio.
format: double
nullable: true
raw_margin_field:
type: string
description: "Venue JSON key for raw_margin_ratio, e.g. uniMMR, mgnRatio,\
\ accountMMRate."
nullable: true
remaining_cushion:
type: number
description: 1 minus margin_ratio. Negative once equity is already below
maintenance margin.
format: double
nullable: true
liq_distance:
type: number
description: (equity − maintenance margin) / notional. Absent for Binance
portfolio-margin and Kraken accounts.
format: double
nullable: true
vol_cover:
type: number
description: "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."
format: double
nullable: true
vol_sigma_window:
type: string
description: "Label for the σ window used in vol_cover, e.g. 24h"
nullable: true
margin_estimated:
type: boolean
description: True when maintenance margin was estimated (Lighter) rather
than reported by the venue
nullable: true
effective_leverage:
type: number
description: Position value over equity
format: double
nullable: true
available_balance:
type: number
description: Balance available to open new positions
format: double
nullable: true
account_mode:
type: string
description: "Exchange account mode, where reported (for example cross or\
\ isolated)"
nullable: true
description: "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."
AccountPositionResponse:
type: object
properties:
collateral:
type: number
description: The collateral amount for the position
format: double
nullable: true
contracts:
type: number
description: The number of contracts
format: double
nullable: true
entryPrice:
type: number
description: The average entry price
format: double
nullable: true
leverage:
type: number
description: The position leverage
format: double
nullable: true
liquidationPrice:
type: number
description: The liquidation price
format: double
nullable: true
marginMode:
type: string
description: The margin mode of the position
nullable: true
enum:
- CROSS
- ISOLATED
markPrice:
type: number
description: The current mark price
format: double
nullable: true
notional:
type: number
description: The notional value of the position
format: double
nullable: true
side:
type: string
description: The position side
nullable: true
enum:
- LONG
- SHORT
- BOTH
symbol:
type: string
description: The trading symbol
nullable: true
timestamp:
type: integer
description: Unix timestamp in milliseconds
format: int64
nullable: true
unrealizedPnl:
type: number
description: The unrealized profit and loss
format: double
nullable: true
description: One open position of an account on an exchange
ApiErrorCode:
type: string
description: The error code used to describe why an order was rejected.
enum:
- 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:
type: object
properties:
balance:
type: number
description: The total balance of the asset
format: double
nullable: true
free:
type: number
description: The balance available for trading
format: double
nullable: true
symbol:
type: string
description: The asset symbol
nullable: true
example: BTC
description: Balance of one asset in an account on an exchange
AssetCategory:
type: string
description: The Asset category of the order.
enum:
- SPOT
- FUTURE
AssetClass:
type: string
enum:
- UNDEFINED
- SPOT
- FUTURE
- OPTION
- CFD
CancelManyUpstreamOrdersRequest:
required:
- orders
type: object
properties:
orders:
type: array
description: The list of parent cancellation requests
items:
$ref: '#/components/schemas/CancelUpstreamOrderRequest'
description: Used for cancelling many parent orders at the same time
CancelUpstreamOrderRequest:
type: object
properties:
order_id:
type: integer
description: The Anboto generated order id
format: int64
nullable: true
example: 123456
client_order_id:
type: string
description: The client provided order id
nullable: true
example: xxx-yyy-zzzz
description: Used for cancelling a parent order
ClipSizeType:
type: string
description: The clip size for the child orders. The default is AUTOMATIC
enum:
- ABSOLUTE
- PERCENTAGE
- AUTOMATIC
- ORDER_COUNT
CreateManyMultiLegsParentOrdersRequest:
required:
- orders
type: object
properties:
orders:
type: array
items:
$ref: '#/components/schemas/CreateMultiLegsParentOrderRequest'
description: A request to create many multilegs orders in a single request.
CreateManyParentOrdersRequest:
required:
- orders
type: object
properties:
orders:
type: array
items:
$ref: '#/components/schemas/CreateParentOrderRequest'
description: A request to create many parent orders in a single request.
CreateMultiLegsParentOrderRequest:
required:
- algo
- legs
type: object
properties:
client_order_id:
type: string
description: A custom string to identify the order
nullable: true
example: ABC-12345^12-10-23
subaccount:
type: string
description: The sub-account under which to trade the order
nullable: true
algo:
description: The algo to execute the order
allOf:
- $ref: '#/components/schemas/MultiLegsAlgo'
legs:
type: array
description: The order legs
items:
$ref: '#/components/schemas/CreateOrderLegRequest'
start_time:
type: string
description: The start time in UTC
nullable: true
example: 2024-01-22T22:05:00Z
end_time:
type: string
description: The end time in UTC
nullable: true
example: 2024-04-22T22:05:00Z
params:
nullable: true
allOf:
- $ref: '#/components/schemas/MultiLegsOrderParams'
description: Used for creating a parent order.
CreateOrderLegRequest:
required:
- asset_category
- ccy
- exchange
- side
- strategy
- symbol
- target_value
type: object
properties:
exchange:
description: "The execution exchange, e.g. BINANCE"
allOf:
- $ref: '#/components/schemas/TradingExchange'
symbol:
type: string
description: "The symbol using Anboto symbology, e.g. BTC/USDT"
asset_category:
allOf:
- $ref: '#/components/schemas/AssetCategory'
- type: string
description: The asset category
example: SPOT
side:
$ref: '#/components/schemas/Side'
target_value:
type: string
description: The target value to be filled
example: "12.0"
ccy:
type: string
description: The currency of target value
example: USD
limit_price:
type: string
description: The exchange valid limit price for the order leg
nullable: true
example: "2205.10"
strategy:
$ref: '#/components/schemas/ExecutionStrategy'
clip_size_type:
nullable: true
allOf:
- $ref: '#/components/schemas/ClipSizeType'
- type: string
description: The clip size type
example: AUTOMATIC
default: AUTOMATIC
default: AUTOMATIC
clip_size_val:
type: string
description: "The clip size value, required if the type is ABSOLUTE or PERCENTAGE"
nullable: true
example: "0.01"
params:
nullable: true
allOf:
- $ref: '#/components/schemas/OrderLegParams'
description: Used for creating a parent order.
CreateParentOrderRequest:
required:
- asset_category
- exchange
- quantity
- side
- strategy
- symbol
type: object
properties:
client_order_id:
type: string
description: A custom string to identify the order
nullable: true
example: ABC-12345^12-10-23
exchange:
description: "The execution exchange, e.g. BINANCE"
allOf:
- $ref: '#/components/schemas/TradingExchange'
subaccount:
type: string
description: The sub-account under which to trade the order
nullable: true
symbol:
type: string
description: "The symbol using Anboto symbology, e.g. BTC/USDT"
asset_category:
allOf:
- $ref: '#/components/schemas/AssetCategory'
- type: string
description: The asset category
example: SPOT
side:
$ref: '#/components/schemas/Side'
quantity:
type: string
description: "The quantity to trade as a exchange trade-able decimal value,\
\ e.g. 0.015"
strategy:
$ref: '#/components/schemas/ExecutionStrategy'
limit_price:
type: string
description: The exchange valid limit price for the order
nullable: true
example: "2205.10"
limit_is_arrival:
type: boolean
description: 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:
type: string
description: The start time in UTC
nullable: true
example: 2024-01-22T22:05:00Z
end_time:
type: string
description: The end time in UTC
nullable: true
example: 2024-04-22T22:05:00Z
clip_size_type:
nullable: true
allOf:
- $ref: '#/components/schemas/ClipSizeType'
- type: string
description: The clip size type
example: AUTOMATIC
default: AUTOMATIC
default: AUTOMATIC
clip_size_val:
type: string
description: "The clip size value, required if the type is ABSOLUTE or PERCENTAGE"
nullable: true
example: "0.01"
params:
nullable: true
allOf:
- $ref: '#/components/schemas/OrderParams'
description: Used for creating a parent order.
CreateStrategyCampaignRequest:
required:
- exchange_id
- leverage
- margin_per_leg
- symbol
- target_move_bps
- type
type: object
properties:
type:
type: string
description: Campaign type; today only paper_farm
default: paper_farm
exchange_id:
type: string
description: The venue to farm on; today only papertrade
default: papertrade
symbol:
type: string
description: "Anboto symbol, BTC/USDC:USDC or ETH/USDC:USDC"
nullable: true
example: BTC/USDC:USDC
leverage:
type: integer
description: "Leverage of each leg, 1-1000 (the leverage guard caps it well\
\ below 1000 in practice)"
format: int32
nullable: true
margin_per_leg:
type: number
description: "Margin to post per leg at the start of a cycle, in USDC (>=\
\ 10)"
format: double
nullable: true
target_move_bps:
type: integer
description: "Winning-leg move, in basis points, that closes a cycle (50-100)"
format: int32
nullable: true
max_cycles:
type: integer
description: Stop after this many cycles; omit or null for unlimited
format: int32
nullable: true
budget_usdc:
type: number
description: Stop once this much USDC has been spent; omit or null for no
cap
format: double
nullable: true
stop:
nullable: true
allOf:
- $ref: '#/components/schemas/StrategyStopRules'
- type: object
description: Optional stop rules; every field defaults as in StrategyStopRules
description: Start a PAPER-farm campaign
DepthMode:
type: string
description: How placement and cancel are measured. LEVEL walks the book. BPS_SPREAD
is basis points from the midpoint. Omitted means LEVEL.
enum:
- LEVEL
- BPS_SPREAD
ExchangeCode:
type: string
description: "Platform exchange identifier (all venues, including ones not tradable\
\ via the API)"
enum:
- BINANCE
- HUOBI
- COINBASE_ADV
- GATEIO
- KRAKEN
- KUCOIN
- OKX
- BYBIT
- WOO
- MEXC
- BITGET
- BULLISH
- B2C2
- HYPERLIQUID
- COINBASE_PRIME
- COINBASE_INTL
- EXTENDED
- LIGHTER
- PAPERTRADE
ExecutionStrategy:
type: string
description: The execution strategy for the order.
enum:
- TWAP
- VWAP
- ICEBERG
- POV
- MARKET
- LIMIT
- IS
- SCALE
FlowRecord:
required:
- asset
- counted_in_pnl
- direction
- exchange
- external
- id
- net_flow_usd
- qty
- source
- subaccount
- time
- type
- usd_value
type: object
properties:
id:
type: string
description: Stable identifier of the flow
nullable: true
time:
type: integer
description: "Event time, ms since epoch"
format: int64
nullable: true
exchange:
type: string
nullable: true
subaccount:
type: string
description: '"" is the main account'
nullable: true
type:
type: string
nullable: true
enum:
- deposit
- withdrawal
- internal_transfer
direction:
type: string
description: Direction for this account
nullable: true
enum:
- in
- out
- internal
- unknown
external:
type: boolean
description: True for flows that cross the team's boundary (deposits and
withdrawals)
nullable: true
asset:
type: string
nullable: true
qty:
type: number
description: "Absolute amount of the asset, with every stored decimal digit"
nullable: true
usd_value:
type: number
description: USD value at the event time; null when the asset could not
be priced
format: double
nullable: true
net_flow_usd:
type: number
description: "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"
format: double
nullable: true
counted_in_pnl:
type: boolean
description: "Whether the flow moves net_flows of the daily PnL: true when\
\ net_flow_usd is not null and direction is in or out"
nullable: true
source:
type: string
description: "Exchange history the flow was read from, e.g. binance_deposit,\
\ binance_sub_transfer"
nullable: true
description: "One deposit, withdrawal or internal transfer leg"
FlowTotals:
required:
- deposits_usd
- net_external_usd
- net_internal_usd
- unpriced_count
- withdrawals_usd
type: object
properties:
deposits_usd:
type: number
description: Sum of deposits (≥ 0)
format: double
nullable: true
withdrawals_usd:
type: number
description: "Sum of withdrawals, signed (≤ 0)"
format: double
nullable: true
net_external_usd:
type: number
description: deposits_usd + withdrawals_usd
format: double
nullable: true
net_internal_usd:
type: number
description: Net of internal transfers counted in PnL (non-zero when the
selection is part of the team)
format: double
nullable: true
unpriced_count:
type: integer
description: Flows whose net_flow_usd is null (unpriced); they are not in
the USD sums
format: int32
nullable: true
description: Sums of net_flow_usd over the whole window and selection
FundingRate:
required:
- exchange
- nextTime
- rate
- symbol
- time
type: object
properties:
exchange:
type: string
symbol:
type: string
time:
type: string
format: date-time
nextTime:
type: string
format: date-time
rate:
type: number
format: double
nextRate:
type: number
format: double
nullable: true
markPrice:
type: number
format: double
nullable: true
Instrument:
required:
- assetClass
- baseAsset
- enabled
- exchange
- exchangeAssetClass
- exchangeSymbol
- quoteAsset
- symbol
- timestamp
type: object
properties:
exchange:
$ref: '#/components/schemas/ExchangeCode'
symbol:
type: string
baseAsset:
type: string
quoteAsset:
type: string
exchangeSymbol:
type: string
exchangeAssetClass:
type: string
assetClass:
$ref: '#/components/schemas/AssetClass'
quantityPrecision:
type: integer
format: int32
nullable: true
pricePrecision:
type: integer
format: int32
nullable: true
maxQuantityLimit:
type: number
format: double
nullable: true
minQuantityLimit:
type: number
format: double
nullable: true
minCostLimit:
type: number
format: double
nullable: true
maxCostLimit:
type: number
format: double
nullable: true
contractSize:
type: number
format: double
nullable: true
minMarketLimit:
type: number
format: double
nullable: true
maxMarketLimit:
type: number
format: double
nullable: true
minPriceLimit:
type: number
format: double
nullable: true
maxPriceLimit:
type: number
format: double
nullable: true
enabled:
type: boolean
timestamp:
type: string
format: date-time
priceSignificantFigure:
type: integer
format: int32
nullable: true
quantitySignificantFigure:
type: integer
format: int32
nullable: true
assetId:
type: string
nullable: true
LedgerCoverage:
required:
- exchange
- ingested_through
- market
- reason
- status
- subaccount
type: object
properties:
exchange:
type: string
nullable: true
subaccount:
type: string
description: '"" is the main account; null means every account on the exchange'
nullable: true
market:
type: string
nullable: true
enum:
- spot
- future
status:
type: string
nullable: true
enum:
- complete
- partial
- unsupported
ingested_through:
type: string
description: UTC time up to which income is ingested
format: date-time
nullable: true
reason:
type: string
description: "Why the account is partial or unsupported, e.g. exchange_not_supported,\
\ key_invalid"
nullable: true
description: Income ingestion status of one account and market
LedgerRow:
required:
- commission
- date
- exchange
- fee_rebate
- funding
- interest
- market
- net
- other
- realized_pnl
- subaccount
- symbol
type: object
properties:
date:
type: string
description: UTC day (YYYY-MM-DD); null when group_by is symbol
format: date
nullable: true
exchange:
type: string
nullable: true
subaccount:
type: string
description: '"" is the main account'
nullable: true
symbol:
type: string
description: "Anboto symbol, e.g. BTC/USDT:USDT (futures) or BTC/USDT (spot);\
\ null when group_by is day or for income without a symbol"
nullable: true
market:
type: string
nullable: true
enum:
- spot
- future
realized_pnl:
type: number
description: "Realized trading PnL; null for market spot (trading fees only),\
\ never 0"
format: double
nullable: true
funding:
type: number
description: "Funding; null for market spot (trading fees only), never 0"
format: double
nullable: true
commission:
type: number
description: "Trading fees (≤ 0), spot and futures"
format: double
nullable: true
fee_rebate:
type: number
description: "Fee rebates (≥ 0), spot and futures"
format: double
nullable: true
interest:
type: number
description: "Margin interest: not ingested, 0"
format: double
nullable: true
other:
type: number
description: "Other PnL-relevant income; null for market spot (trading fees\
\ only), never 0"
format: double
nullable: true
net:
type: number
description: "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"
format: double
nullable: true
description: "Income of one day and/or symbol of one account, in USD"
LedgerTotals:
required:
- commission
- fee_rebate
- funding
- interest
- net
- other
- realized_pnl
type: object
properties:
realized_pnl:
type: number
description: Realized trading PnL; null when the selection has no futures
scope
format: double
nullable: true
funding:
type: number
description: "Funding: positive when received; null when the selection has\
\ no futures scope"
format: double
nullable: true
commission:
type: number
description: Trading fees (≤ 0)
format: double
nullable: true
fee_rebate:
type: number
description: Fee rebates (≥ 0)
format: double
nullable: true
interest:
type: number
description: "Margin interest: not ingested, 0"
format: double
nullable: true
other:
type: number
description: Other PnL-relevant income; null when the selection has no futures
scope
format: double
nullable: true
net:
type: number
description: "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"
format: double
nullable: true
description: "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"
MultiLegsAlgo:
type: string
description: The execution strategy for the order.
enum:
- PAIR
MultiLegsOrderParams:
type: object
properties: {}
description: The advanced order parameters to modify the execution behavior.
OrderDetails:
required:
- average_price
- filled_quantity
- last_price
- last_quantity
- leaves_quantity
type: object
properties:
order_id:
type: integer
description: The Anboto generated order id
format: int64
nullable: true
example: 123456
client_order_id:
type: string
description: The client provided order id
nullable: true
example: xxx-yyy-zzz
symbol:
type: string
description: The order symbol in Anboto's symbology
nullable: true
status:
description: The order status
allOf:
- $ref: '#/components/schemas/OrderStatus'
- type: string
description: The order status
asset_class:
description: The asset class
nullable: true
allOf:
- $ref: '#/components/schemas/AssetCategory'
- type: string
description: The asset classification
example: SPOT
exchange:
description: The exchange
nullable: true
allOf:
- $ref: '#/components/schemas/TradingExchange'
- type: string
description: The exchange where the order executing
strategy:
description: Order Strategy
nullable: true
allOf:
- $ref: '#/components/schemas/ExecutionStrategy'
- type: string
description: The trading strategy of the order
example: VWAP
start_time:
type: number
description: The time when the order start trading from epoch time in ms
nullable: true
end_time:
type: number
description: 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
nullable: true
quantity:
type: number
description: "The total quantity of the parent order in base asset, as placed.\
\ Absent for value-target (notional) orders, see target_value"
nullable: true
example: 6
filled_quantity:
type: number
description: The absolute amount of the order quantity filled
example: 0
leaves_quantity:
type: number
description: "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"
example: 0
progress:
type: number
description: "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"
nullable: true
example: 0.1783
side:
nullable: true
allOf:
- $ref: '#/components/schemas/Side'
last_quantity:
type: number
description: The last qty received in a fill from the exchange
example: 0
last_price:
type: number
description: The last price executed on the exchange
example: 0
average_price:
type: number
description: The average execution price of the order
example: 0
limit_price:
type: number
description: "The limit price of the parent order, if one was set"
nullable: true
clip_size_type:
description: "The clip size type of the parent order, if any."
nullable: true
allOf:
- $ref: '#/components/schemas/ClipSizeType'
- type: string
description: "The clip size type of the parent order, as placed"
clip_size_val:
type: number
description: "The clip size value of the parent order, as placed"
nullable: true
target_value:
type: number
description: The target notional of a value-target order (e.g. a multi-leg
order leg); quantity is absent for such orders
nullable: true
params:
description: The advanced parameters the parent order was placed with.
nullable: true
allOf:
- $ref: '#/components/schemas/OrderParams'
- type: object
description: "The advanced order parameters the parent order was placed\
\ with (duration_seconds, trading_style, ...). Absent when the order\
\ has none"
trades:
type: array
description: The list of trades associated with this order when include_trades=true
nullable: true
items:
$ref: '#/components/schemas/TradeDetails'
fees_infos:
type: object
additionalProperties:
type: number
description: Aggregated fees per currency when include_fees=true
nullable: true
OrderDetailsList:
required:
- orders
type: object
properties:
orders:
type: array
description: The list of order details for separate orders.
items:
$ref: '#/components/schemas/OrderDetails'
OrderLegParams:
type: object
properties:
duration_seconds:
type: string
description: "The duration of the order in seconds, this is a required field\
\ for TWAP and VWAP."
nullable: true
example: "120"
trading_style:
nullable: true
allOf:
- $ref: '#/components/schemas/TradingStyle'
- type: string
description: The trading style to use for the order
urgency:
description: IS strategy
nullable: true
allOf:
- $ref: '#/components/schemas/Urgency'
- type: string
description: "The urgency level to use for the IS strategy. Default: MEDIUM"
randomize_amount:
type: boolean
description: Whether to randomize the slice amount
nullable: true
would:
nullable: true
allOf:
- $ref: '#/components/schemas/WouldInfo'
trigger:
nullable: true
allOf:
- $ref: '#/components/schemas/TriggerInfo'
placement_infos:
nullable: true
allOf:
- $ref: '#/components/schemas/PlacementInfo'
- type: object
description: The placement information for the order
is_leading:
type: boolean
description: true if this is a leading leg
timer_iceberg_delay:
type: number
description: "Seconds between Iceberg and Scale clips, between 0.25 and\
\ 3600. Omitted: the engine uses 0.25"
nullable: true
example: 0.5
timer_iceberg_delay_min:
type: number
description: "Lower bound, in seconds, of the Iceberg/Scale clip delay.\
\ May be 0. Set together with timer_iceberg_delay_max"
nullable: true
example: 0
timer_iceberg_delay_max:
type: number
description: "Upper bound, in seconds, of the Iceberg/Scale clip delay,\
\ up to 3600. Set together with timer_iceberg_delay_min"
nullable: true
example: 10
randomize_iceberg_timer:
type: boolean
description: "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"
nullable: true
extend_duration:
type: boolean
description: "TWAP, VWAP, and IS: extend the scheduled end past duration_seconds\
\ by a buffer, still capped by end_time. Omitted: the engine uses true"
nullable: true
description: The advanced order parameters to modify the execution behavior.
OrderParams:
type: object
properties:
duration_seconds:
type: string
description: "The duration of the order in seconds, this is a required field\
\ for TWAP and VWAP."
nullable: true
example: "120"
trading_style:
nullable: true
allOf:
- $ref: '#/components/schemas/TradingStyle'
- type: string
description: The trading style to use for the order
urgency:
description: IS strategy
nullable: true
allOf:
- $ref: '#/components/schemas/Urgency'
- type: string
description: "The urgency level to use for the IS strategy. Default: MEDIUM"
pov_ratio:
type: number
description: "Target participation in market volume, in percent (e.g. 5\
\ = 5 %). Required for POV, between 0.01 and 33"
nullable: true
example: 5
pov_risk:
nullable: true
allOf:
- $ref: '#/components/schemas/PovRisk'
- type: string
description: "POV only: how far the order may fall behind its target before\
\ the next child order is sent (LOW 2 %, DEFAULT 7.5 %, HIGH 15 %).\
\ Default: DEFAULT"
randomize_amount:
type: boolean
description: Whether to randomize the slice amount
nullable: true
would:
nullable: true
allOf:
- $ref: '#/components/schemas/WouldInfo'
trigger:
nullable: true
allOf:
- $ref: '#/components/schemas/TriggerInfo'
placement_infos:
nullable: true
allOf:
- $ref: '#/components/schemas/PlacementInfo'
- type: object
description: The placement information for the order
reduce_only:
type: boolean
description: Reduce Only for future positions
start_ladder_price:
type: string
description: Start price for Scale (ICEBERG) ladder
nullable: true
end_ladder_price:
type: string
description: End price for Scale (ICEBERG) ladder
nullable: true
ladder_direction:
type: string
description: "Scale ladder direction: upwards or downwards"
nullable: true
ladder_profile:
type: string
description: "Scale ladder profile. Default: linear"
nullable: true
size_skew:
type: number
description: "Scale size skew (1 = linear). Default: 1"
nullable: true
ob_imbalance_cancel:
type: boolean
description: Cancel resting child orders and pause re-posting while the
orderbook L1 imbalance leans against the order
nullable: true
ob_imbalance_threshold:
type: string
description: "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"
nullable: true
example: "0.75"
price_lock_bps:
type: string
description: "Opportunistic completion: take the full remainder aggressively\
\ when the market is this many bps better than the arrival price, between\
\ 1 and 100"
nullable: true
example: "5"
limit_is_arrival:
type: boolean
description: 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.
nullable: true
limit_bps:
type: string
description: 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.
nullable: true
example: "-10"
timer_iceberg_delay:
type: number
description: "Seconds between Iceberg and Scale clips, between 0.25 and\
\ 3600. Omitted: the engine uses 0.25"
nullable: true
example: 0.5
timer_iceberg_delay_min:
type: number
description: "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"
nullable: true
example: 0
timer_iceberg_delay_max:
type: number
description: "Upper bound, in seconds, of the Iceberg/Scale clip delay,\
\ up to 3600. Set together with timer_iceberg_delay_min"
nullable: true
example: 10
randomize_iceberg_timer:
type: boolean
description: "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"
nullable: true
extend_duration:
type: boolean
description: "TWAP, VWAP, and IS: extend the scheduled end past duration_seconds\
\ by a buffer, still capped by end_time. Omitted: the engine uses true"
nullable: true
description: The advanced order parameters to modify the execution behavior.
OrderStatus:
type: string
description: The order status
enum:
- PENDING_NEW
- ACCEPTED
- REJECTED
- PARTIALLY_FILLED
- FILLED
- PENDING_CANCEL
- CANCELLED
- PENDING_PAUSE
- PAUSED
- PENDING_UNPAUSE
- EXPIRED
- CANCEL_REJECTED
OrderSummary:
required:
- created_at
type: object
properties:
order_id:
type: integer
description: The Anboto assigned order identifier
format: int64
nullable: true
client_order_id:
type: string
description: A custom string to identify the order
nullable: true
example: ABC-12345^12-10-23
status:
description: "The status of the order, e.g. PENDING_NEW"
nullable: true
allOf:
- $ref: '#/components/schemas/OrderStatus'
created_at:
type: string
description: The time in UTC when the order was created
format: date-time
nullable: true
example: 2024-01-22T22:05:00Z
message:
type: string
description: "Any additional information, usually if the order was rejected"
nullable: true
error_code:
description: The error code if the order was rejected
nullable: true
allOf:
- $ref: '#/components/schemas/ApiErrorCode'
- type: string
description: The error code if the order was rejected
example: INVALID_ORDER
description: Summarizes the state of the parent order
OrderSummaryList:
required:
- orders
type: object
properties:
orders:
type: array
description: The list of order summaries for separate orders.
items:
$ref: '#/components/schemas/OrderSummary'
PlacementInfo:
required:
- placement_mode
type: object
properties:
placement_mode:
allOf:
- $ref: '#/components/schemas/PlacementMode'
- type: string
description: How to place an order into the book
placement:
type: string
description: "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."
nullable: true
cancel:
type: string
description: "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."
nullable: true
depth_mode:
nullable: true
allOf:
- $ref: '#/components/schemas/DepthMode'
- type: string
description: "level walks the book. bps_spread measures placement and\
\ cancel as basis points from the midpoint and requires both numbers.\
\ Iceberg, Scale, POV, and DCA accept bps_spread only when trading_style\
\ is passive. Omitted: level"
description: How to place an order into the book
PlacementMode:
type: string
description: The style used to place an order in the book. DEFAULT is the default
and will be at the discretion of the trading strategy
enum:
- DEFAULT
- TIGHT
- CUSTOM
PnlDateRange:
required:
- first_date
- last_date
type: object
properties:
first_date:
type: string
description: "First day (YYYY-MM-DD, UTC)"
format: date
nullable: true
last_date:
type: string
description: "Last day (YYYY-MM-DD, UTC)"
format: date
nullable: true
description: First and last UTC day of a run of PnL points
PnlGroup:
required:
- as_of
- cumulative_pnl
- key
- max_drawdown_pct
- period_return_pct
- point_count
- reconstructed_range
- series
- sharpe
- since_inception_date
- since_inception_pnl
- since_inception_return_pct
- today_pnl
type: object
properties:
key:
nullable: true
allOf:
- $ref: '#/components/schemas/PnlGroupKey'
- type: object
description: The group; key fields not used by the grouping are null
as_of:
type: string
description: UTC time of the newest live snapshot used for this group's
today_pnl
format: date-time
nullable: true
today_pnl:
type: number
description: Group PnL since 00:00 UTC; null when not available for this
group
format: double
nullable: true
cumulative_pnl:
type: number
description: Sum of the group's daily_pnl over the window
format: double
nullable: true
period_return_pct:
type: number
description: "Simple return of the group over the window, in percent"
format: double
nullable: true
since_inception_pnl:
type: number
format: double
nullable: true
since_inception_return_pct:
type: number
format: double
nullable: true
since_inception_date:
type: string
format: date
nullable: true
sharpe:
type: number
format: double
nullable: true
max_drawdown_pct:
type: number
description: In percent (≤ 0)
format: double
nullable: true
estimated:
type: boolean
description: True when at least one of the group's days is estimated
nullable: true
reconstructed_range:
nullable: true
allOf:
- $ref: '#/components/schemas/PnlDateRange'
- type: object
description: First and last day of the series points with reconstructed
= true; null when there is none
point_count:
type: integer
description: Number of points in series
format: int32
nullable: true
series:
type: array
description: Only the days of total.series on which the group had data;
a missing day contributed 0
nullable: true
items:
$ref: '#/components/schemas/PnlPoint'
description: PnL of one group of accounts. Ratio fields are null when not computed
per group
PnlGroupKey:
required:
- exchange
- market
- subaccount
type: object
properties:
exchange:
type: string
nullable: true
subaccount:
type: string
description: '"" is the main account; null when grouping by exchange'
nullable: true
market:
type: string
description: Reserved for a later market grouping; null today
nullable: true
description: Identity of a PnL group
PnlPoint:
required:
- daily_pnl
- daily_return_pct
- daily_unrealized_pnl
- date
- drawdown_pct
- equity_close
- net_flows
- quality
- reconstructed
- unrealized_pnl_close
type: object
properties:
date:
type: string
description: UTC day (YYYY-MM-DD)
format: date
nullable: true
daily_pnl:
type: number
description: "PnL of the day, net of deposits and withdrawals"
format: double
nullable: true
net_flows:
type: number
description: "Net external flows of the day: positive for deposits, negative\
\ for withdrawals"
format: double
nullable: true
equity_close:
type: number
description: Equity at the day's close (00:00 UTC of the next day)
format: double
nullable: true
equity_prev:
type: number
description: Equity at the previous close; the denominator of a time-weighted
return
format: double
nullable: true
daily_return_pct:
type: number
description: "daily_pnl over the flow-adjusted previous equity, in percent"
format: double
nullable: true
drawdown_pct:
type: number
description: "Drawdown from the running peak, in percent (≤ 0)"
format: double
nullable: true
daily_unrealized_pnl:
type: number
description: "Change of unrealised PnL over the day, where the exchange\
\ reports it"
format: double
nullable: true
unrealized_pnl_close:
type: number
description: "Unrealised PnL at the close, where the exchange reports it"
format: double
nullable: true
quality:
type: string
description: "ok, or estimated when the close was not taken from a snapshot"
nullable: true
enum:
- ok
- estimated
reconstructed:
type: boolean
description: "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"
nullable: true
description: One UTC day. daily_pnl = equity_close - equity_prev - net_flows
PnlSummary:
required:
- cumulative_pnl
- max_drawdown_pct
- period_return_pct
- point_count
- reconstructed_range
- series
- sharpe
- since_inception_date
- since_inception_pnl
- since_inception_return_pct
- today_pnl
type: object
properties:
today_pnl:
type: number
description: PnL since 00:00 UTC from live equity; null when no live snapshot
exists or a flow today could not be priced
format: double
nullable: true
cumulative_pnl:
type: number
description: Sum of daily_pnl over the window
format: double
nullable: true
period_return_pct:
type: number
description: "Simple return over the window in percent: cumulative_pnl over\
\ the first flow-adjusted equity (not time-weighted)"
format: double
nullable: true
since_inception_pnl:
type: number
description: PnL since the selection's first closed day
format: double
nullable: true
since_inception_return_pct:
type: number
description: "Simple return since inception, in percent"
format: double
nullable: true
since_inception_date:
type: string
description: First closed day of the selection (YYYY-MM-DD)
format: date
nullable: true
sharpe:
type: number
description: "Sharpe ratio of the daily returns, annualised with √365; null\
\ with fewer than 2 points"
format: double
nullable: true
max_drawdown_pct:
type: number
description: "Largest peak-to-trough drawdown in the window, in percent\
\ (≤ 0)"
format: double
nullable: true
estimated:
type: boolean
description: True when at least one day in the window is estimated rather
than closed from snapshots
nullable: true
reconstructed_range:
nullable: true
allOf:
- $ref: '#/components/schemas/PnlDateRange'
- type: object
description: First and last day of the series points with reconstructed
= true; null when there is none
point_count:
type: integer
description: Number of points in series
format: int32
nullable: true
series:
type: array
description: "One point per UTC day, oldest first. Days without comparable\
\ data are skipped"
nullable: true
items:
$ref: '#/components/schemas/PnlPoint'
description: PnL figures and daily series of a selection
PortfolioAccountRef:
required:
- exchange
- subaccount
type: object
properties:
exchange:
type: string
description: "Exchange code, e.g. binance"
nullable: true
subaccount:
type: string
description: Subaccount name; "" is the main account and null means every
account on the exchange
nullable: true
description: "An exchange account: main account, one subaccount, or every account\
\ on the exchange"
PortfolioFlowsResponse:
required:
- flows
- from_ms
- next_cursor
- to_ms
- totals
type: object
properties:
from_ms:
type: integer
description: "Start of the window, ms since epoch (inclusive)"
format: int64
nullable: true
to_ms:
type: integer
description: "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"
format: int64
nullable: true
flows:
type: array
description: "Flows of this page, oldest first"
nullable: true
items:
$ref: '#/components/schemas/FlowRecord'
totals:
nullable: true
allOf:
- $ref: '#/components/schemas/FlowTotals'
- type: object
description: Sums over the whole window and selection (every page)
next_cursor:
type: string
description: Pass as `cursor` to read the next page; null on the last page
nullable: true
description: "Deposits, withdrawals and internal transfers of the team"
PortfolioLedgerResponse:
required:
- as_of
- coverage
- currency
- from_date
- group_by
- next_cursor
- rows
- to_date
- totals
type: object
properties:
as_of:
type: string
description: UTC time of the newest ingested income data
format: date-time
nullable: true
from_date:
type: string
description: "First day of the window (YYYY-MM-DD, UTC)"
format: date
nullable: true
to_date:
type: string
description: "Last day of the window (YYYY-MM-DD, UTC); today's figures\
\ are provisional"
format: date
nullable: true
group_by:
type: string
description: Grouping of `rows`
nullable: true
enum:
- day
- symbol
- day_symbol
currency:
type: string
description: Currency of every money value
nullable: true
example: USD
coverage:
type: array
description: "Ingestion status per account and market. Unsupported venues\
\ are listed here, not reported as zero"
nullable: true
items:
$ref: '#/components/schemas/LedgerCoverage'
totals:
nullable: true
allOf:
- $ref: '#/components/schemas/LedgerTotals'
- type: object
description: "Sums over the whole window and selection (every page). Every\
\ value is null when no day of the window is covered (see coverage),\
\ e.g. an account without ingested income. A component that no scope\
\ of the selection ingests is null too: spot income is trading fees\
\ only, so a spot-only selection has null realized_pnl, funding, other\
\ and net. Never reported as 0"
unpriced_assets:
type: array
description: Assets with income rows that could not be valued in USD; those
amounts are missing from the USD figures
nullable: true
items:
type: string
rows:
type: array
description: "One row per day, symbol or day and symbol, depending on group_by"
nullable: true
items:
$ref: '#/components/schemas/LedgerRow'
next_cursor:
type: string
description: Pass as `cursor` to read the next page; null on the last page
nullable: true
description: "Realized PnL, funding and fees from the exchange income history"
PortfolioPnlResponse:
required:
- accounts
- as_of
- currency
- from_date
- group_by
- nav_usd
- scope
- to_date
- total
type: object
properties:
as_of:
type: string
description: UTC time of the newest live equity snapshot used for today_pnl;
null when none was available
format: date-time
nullable: true
nav_usd:
type: number
description: "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"
format: double
nullable: true
from_date:
type: string
description: "First day of the window (YYYY-MM-DD, UTC), as applied"
format: date
nullable: true
to_date:
type: string
description: "Last day of the window (YYYY-MM-DD, UTC), as applied. Days\
\ are closed at 00:00 UTC, so this is at most yesterday"
format: date
nullable: true
scope:
type: string
description: Wallet scope
nullable: true
enum:
- total
- spot
- future
group_by:
type: string
description: Grouping of `groups`
nullable: true
enum:
- none
- exchange
- account
currency:
type: string
description: Currency of every money value
nullable: true
example: USD
accounts:
type: array
description: The resolved account selection; null when the request covered
every account of the team
nullable: true
items:
$ref: '#/components/schemas/PortfolioAccountRef'
uncovered_exchanges:
type: array
description: "Requested or connected exchanges without daily PnL coverage.\
\ They are left out of every figure, never counted as zero"
nullable: true
items:
type: string
total:
nullable: true
allOf:
- $ref: '#/components/schemas/PnlSummary'
- type: object
description: The whole selection
groups:
type: array
description: "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"
nullable: true
items:
$ref: '#/components/schemas/PnlGroup'
description: "NAV daily PnL of the team, overall and per group"
PovRisk:
type: string
description: "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."
enum:
- LOW
- DEFAULT
- HIGH
PreTradeAdvice:
type: object
properties:
safe_duration_seconds:
type: integer
description: Shortest duration rated LOW
format: int64
nullable: true
moderate_duration_seconds:
type: integer
description: Shortest duration rated MEDIUM or better
format: int64
nullable: true
description: "Advised durations, on Anboto's duration ladder"
PreTradeAnalysis:
required:
- missing
- supported
type: object
properties:
supported:
type: boolean
description: False when the venue or symbol cannot be analysed; see missing
missing:
type: array
description: "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)"
items:
type: string
snapshot_timestamp:
type: integer
description: "Epoch ms of the market snapshot used; null when no snapshot\
\ could be read (disabled, exchange_not_supported, timeout, rejected,\
\ error)"
format: int64
nullable: true
market:
nullable: true
oneOf:
- $ref: '#/components/schemas/PreTradeMarket'
impact:
nullable: true
allOf:
- $ref: '#/components/schemas/PreTradeImpact'
- type: object
description: "Null for strategies without a duration model (market, limit,\
\ order…)"
execution:
nullable: true
oneOf:
- $ref: '#/components/schemas/PreTradeExecution'
advice:
nullable: true
allOf:
- $ref: '#/components/schemas/PreTradeAdvice'
- type: object
description: Null for strategies without a duration model
pov:
nullable: true
allOf:
- $ref: '#/components/schemas/PreTradePov'
- type: object
description: "POV only: participation model, time to fill and participation\
\ presets"
cost_estimate:
nullable: true
allOf:
- $ref: '#/components/schemas/PreTradeCostEstimate'
- type: object
description: "Expected execution cost (TWAP / VWAP / IS with a duration,\
\ POV); null without volatility or volume data"
description: "Pre-trade analysis of an order, from Anboto's live market snapshot"
PreTradeCostEstimate:
required:
- calibrated
- horizon_seconds
- market_risk_bps
- model
- pace_pct
- permanent_bps
- price_move_bps
- slippage_bps
type: object
properties:
slippage_bps:
type: number
description: Expected average execution price against arrival
format: double
price_move_bps:
type: number
description: Expected price move by the end of the execution
format: double
permanent_bps:
type: number
description: Part of the move expected to remain after the order
format: double
market_risk_bps:
type: number
description: One standard deviation of the market's own move over the execution
time
format: double
horizon_seconds:
type: integer
description: "Execution time assumed: the duration, or the POV time to fill"
format: int64
pace_pct:
type: number
description: Order flow as a share of the rest of the market
format: double
model:
type: string
calibrated:
type: boolean
description: "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."
PreTradeExecution:
type: object
properties:
sweep_price:
type: number
description: "Price reached sweeping the book, half of each level assumed\
\ available"
format: double
nullable: true
slippage_pct:
type: number
format: double
nullable: true
percent_of_24h_volume:
type: number
format: double
nullable: true
description: Immediate execution figures
PreTradeImpact:
required:
- model
type: object
properties:
tier:
type: string
description: Null when no duration was given
nullable: true
enum:
- LOW
- MEDIUM
- HIGH
duration_seconds:
type: integer
format: int64
nullable: true
volume_participation_pct:
type: number
description: Percent of the median 5-minute volume
format: double
nullable: true
order_book_participation_pct:
type: number
description: "Percent of the book depth within 20 bps, per minute"
format: double
nullable: true
book_safe:
type: boolean
description: The book depth can absorb the flow
nullable: true
model:
$ref: '#/components/schemas/PreTradeImpactModel'
description: Participation and impact tier at the requested duration
PreTradeImpactModel:
required:
- low_order_book_participation_pct
- reference_duration_seconds
- thresholds_high_order_book
- thresholds_low_order_book
type: object
properties:
reference_duration_seconds:
type: integer
format: int64
volume_participation_pct:
type: number
format: double
nullable: true
order_book_participation_pct:
type: number
format: double
nullable: true
low_order_book_participation_pct:
type: number
format: double
thresholds_low_order_book:
$ref: '#/components/schemas/PreTradeThresholds'
thresholds_high_order_book:
$ref: '#/components/schemas/PreTradeThresholds'
description: "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"
PreTradeMarket:
type: object
properties:
last:
type: number
format: double
nullable: true
best_bid:
type: number
format: double
nullable: true
best_ask:
type: number
format: double
nullable: true
mark_price:
type: number
format: double
nullable: true
funding_rate:
type: number
description: "Current funding rate (fraction), perpetuals only"
format: double
nullable: true
open_interest:
type: number
format: double
nullable: true
high_24h:
type: number
format: double
nullable: true
low_24h:
type: number
format: double
nullable: true
base_volume_24h:
type: number
format: double
nullable: true
quote_volume_24h:
type: number
format: double
nullable: true
volatility_short:
type: number
description: "Per-minute std of log returns, 1m candles over 5 h"
format: double
nullable: true
volatility_long:
type: number
description: "Per-minute std of log returns, 1h candles over 3 d"
format: double
nullable: true
volatility_daily:
type: number
description: 1h log-return stdev scaled to 1 day (×√24)
format: double
nullable: true
median_volume_5m:
type: number
description: Median volume of the last 100 5-minute candles
format: double
nullable: true
volume_timeframe_min:
type: number
format: double
contract_size:
type: number
description: Base units per contract when volumes and depths are in contracts
(e.g. OKX); null when they are in base units
format: double
nullable: true
min_quantity:
type: number
format: double
nullable: true
quantity_precision:
type: integer
format: int32
nullable: true
book_levels:
type: integer
description: Order book levels used
format: int32
book_source:
type: string
description: "Order book the analysis used: memory (full exchange depth)\
\ or redis (top 10 levels only)"
nullable: true
description: Market figures of the symbol
PreTradePov:
required:
- pace_vs_market_pct
- pov_ratio_pct
- share_of_total_pct
- thresholds
type: object
properties:
pov_ratio_pct:
type: number
description: "Requested participation, percent of market volume"
format: double
pace_vs_market_pct:
type: number
description: Order flow as a share of the rest of the market (k)
format: double
share_of_total_pct:
type: number
description: "Order flow as a share of all market volume, own fills included"
format: double
estimated_fill_seconds:
type: integer
description: "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"
format: int64
nullable: true
estimated_fill_seconds_24h:
type: integer
description: Same at the 24h average volume
format: int64
nullable: true
thresholds:
$ref: '#/components/schemas/PreTradeThresholds'
safe_pov_pct:
type: number
description: Largest ladder participation rated LOW
format: double
nullable: true
moderate_pov_pct:
type: number
description: Largest ladder participation rated MEDIUM or better
format: double
nullable: true
high_pov_pct:
type: number
description: Smallest ladder participation rated HIGH
format: double
nullable: true
description: "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."
PreTradeThresholds:
required:
- high_pct
- medium_pct
type: object
properties:
medium_pct:
type: number
format: double
high_pct:
type: number
format: double
Side:
type: string
description: The side of the book to trade.
enum:
- BUY
- SELL
StrategyCampaign:
type: object
properties:
id:
type: string
description: Campaign id (UUID)
nullable: true
type:
type: string
description: Campaign type; today always paper_farm
nullable: true
status:
type: string
description: running | paused | stopped | done | error
nullable: true
enum:
- running
- paused
- stopped
- done
- error
stopping:
type: boolean
description: "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)"
nullable: true
phase:
type: string
description: "Cycle phase the runner is in: idle, opening, open, closing\
\ or settling"
nullable: true
stop_reason:
type: string
description: "Why a stopped/done campaign ended: cycles_done, budget_spent,\
\ session_key_expiring, queued_share, user_stop or user_kill. Empty while\
\ still running"
nullable: true
cycles_done:
type: integer
description: Cycles completed so far
format: int32
nullable: true
cycles_planned:
type: integer
description: "max_cycles from create, or null for unlimited"
format: int32
nullable: true
paper_minted:
type: number
description: Total PAPER minted by this campaign's losing legs
nullable: true
usdc_converted:
type: number
description: Total USDC spent converting minted PAPER (haircut + fee)
nullable: true
queued_usdc:
type: number
description: Profit queued to fund a future cycle's margin instead of being
paid out
nullable: true
haircut_paid:
type: number
description: Total haircut paid converting PAPER to USDC
nullable: true
fees_paid:
type: number
description: Total trading fees paid by this campaign
nullable: true
current_legs:
type: array
description: "Open legs of the current cycle (0 while idle, up to 2 while\
\ open)"
nullable: true
items:
$ref: '#/components/schemas/StrategyCampaignLeg'
last_cycle:
nullable: true
allOf:
- $ref: '#/components/schemas/StrategyCampaignCycle'
- type: object
description: "The most recently closed cycle, or null before the first\
\ one closes"
last_error:
type: string
description: Why the campaign is in error; empty otherwise
nullable: true
symbol:
type: string
description: "Anboto symbol being farmed, e.g. BTC/USDC:USDC"
nullable: true
leverage:
type: integer
description: Leverage of each leg
format: int32
nullable: true
margin_per_leg:
type: number
description: "Margin posted per leg at the start of a cycle, in USDC"
format: double
nullable: true
target_move_bps:
type: integer
description: "Winning-leg move, in basis points, that closes the cycle"
format: int32
nullable: true
budget_usdc:
type: number
description: "budget_usdc from create, or null for no spend cap"
format: double
nullable: true
stop:
nullable: true
allOf:
- $ref: '#/components/schemas/StrategyStopRules'
- type: object
description: This campaign's stop rules
created_at:
type: string
description: "UTC time the campaign was created, ISO 8601"
format: date-time
nullable: true
started_at:
type: string
description: "UTC time the campaign started, ISO 8601"
format: date-time
nullable: true
stopped_at:
type: string
description: "UTC time the campaign stopped, ISO 8601, or null while still\
\ running"
format: date-time
nullable: true
description: A PAPER-farm bot campaign
StrategyCampaignActionRequest:
required:
- campaign_id
type: object
properties:
campaign_id:
type: string
description: The campaign's id (UUID)
nullable: true
description: Names the campaign a pause/resume/stop/kill call acts on
StrategyCampaignCycle:
type: object
properties:
pnl_usdc:
type: number
description: "Net result of the cycle, in USDC (can be negative)"
format: double
nullable: true
paper:
type: number
description: PAPER minted by the losing leg of this cycle
format: double
nullable: true
closed_at:
type: string
description: "UTC time both legs were closed, ISO 8601"
format: date-time
nullable: true
multileg_order_id:
type: string
description: "The multileg (or paired single) order id the close went through,\
\ when known"
nullable: true
description: The campaign's most recently closed cycle
StrategyCampaignLeg:
type: object
properties:
position_id:
type: string
description: "The venue's position id, or null while the open is still unconfirmed"
nullable: true
side:
type: string
description: long or short
nullable: true
entry:
type: number
description: Entry (mark) price the leg opened at
format: double
nullable: true
move_pct:
type: number
description: "Signed move since entry, in percent, from this leg's point\
\ of view"
format: double
nullable: true
bust:
type: number
description: This leg's liquidation (bust) price
format: double
nullable: true
size:
type: number
description: Position size
format: double
nullable: true
margin:
type: number
description: "Margin posted for this leg, in USDC"
format: double
nullable: true
leverage:
type: integer
description: Leverage of this leg
format: int32
nullable: true
mark_price:
type: number
description: Latest mark price used to watch this leg
format: double
nullable: true
parent_order_id:
type: string
description: The order id that opened this leg
nullable: true
opened_at:
type: string
description: "UTC time the leg opened, ISO 8601"
format: date-time
nullable: true
description: One leg (long or short) of the campaign's open or just-closed cycle
StrategyCampaignList:
required:
- campaigns
type: object
properties:
count:
type: integer
description: "Total campaigns matching the filter, across every page"
format: int32
campaigns:
type: array
description: "This page's campaigns, newest first"
items:
$ref: '#/components/schemas/StrategyCampaign'
description: A page of the team's campaigns
StrategyStopRules:
type: object
properties:
queued_share_pct:
type: number
description: "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"
format: double
nullable: true
stop_before_key_expiry:
type: boolean
description: "Stop gracefully once the Papertrade session key has under\
\ an hour left, rather than risk a cycle stuck open past expiry"
nullable: true
default: true
hard_kill_on_stop:
type: boolean
description: "If a stop rule fires mid-cycle, close both legs at market\
\ now instead of waiting for the target"
nullable: true
default: false
description: "Stop conditions the campaign watches on its own, besides an explicit\
\ stop/kill"
TradeDetails:
required:
- price
- quantity
- symbol
type: object
properties:
trade_id:
type: string
description: "The trade id assigned by the exchange, or the Anboto platform\
\ trade id when no exchange trade id was captured"
nullable: true
example: "1204004183"
symbol:
type: string
description: The symbol of the fill in Anboto's symbology
example: BTC/USDT:USDT
exchange_order_id:
type: string
description: The exchange order id of the child order the fill belongs to
nullable: true
example: "151990408"
client_order_id:
type: string
description: The client order id of the child order the fill belongs to
nullable: true
quantity:
type: number
description: "The absolute amount filled by this trade, in base asset"
example: 0.5
price:
type: number
description: The traded price
example: 92.91
direction:
type: string
description: The direction of the trade
nullable: true
example: BUY
enum:
- BUY
- SELL
maker_or_taker:
type: string
description: Whether the fill was made as maker or taker
nullable: true
example: MAKER
enum:
- MAKER
- TAKER
exec_time:
type: integer
description: The execution time of the trade as ms since epoch
format: int64
nullable: true
example: 1758276000000
fee:
type: number
description: "The fee charged on the trade, in fee_currency"
nullable: true
example: 0.0021
fee_currency:
type: string
description: The asset the fee was charged in
nullable: true
example: USDT
parent_order_id:
type: integer
description: The Anboto id of the parent order the fill belongs to (the
order_id of the enclosing order)
format: int64
nullable: true
example: 596990285759373312
child_order_id:
type: integer
description: The Anboto id of the child (slice) order that executed on the
exchange; the WebSocket trade topic carries it as order_id
format: int64
nullable: true
example: 596990290020118528
description: "A fill of a child order, attached to its parent order"
TradeDetailsList:
required:
- trades
type: object
properties:
trades:
type: array
description: The list of trade details
items:
$ref: '#/components/schemas/TradeDetails'
TradingExchange:
type: string
description: The exchanges available for order placement via the API
enum:
- BINANCE
- HUOBI
- GATEIO
- KRAKEN
- KUCOIN
- OKX
- BYBIT
- BITGET
- WOO
- MEXC
- BULLISH
- B2C2
- COINBASE_PRIME
- COINBASE_INTL
- HYPERLIQUID
- LIGHTER
- PAPERTRADE
TradingStyle:
type: string
description: "The trading style of the order, the default is HYBRID"
enum:
- PASSIVE
- AGGRESSIVE
- HYBRID
TriggerCondition:
type: string
description: The trigger condition to start the order
enum:
- ABOVE
- BELOW
TriggerInfo:
required:
- trigger_condition
- trigger_price
type: object
properties:
trigger_price:
type: string
description: The price to monitor for the trigger
trigger_condition:
allOf:
- $ref: '#/components/schemas/TriggerCondition'
- type: string
description: The condition to trigger the order
description: Information related to how the order should be triggered.
Urgency:
type: string
description: "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"
enum:
- LOW
- MEDIUM
- HIGH
WouldInfo:
required:
- would_pct
- would_style
type: object
properties:
would_price:
type: string
description: The price to trigger Would mode
nullable: true
would_pct:
type: string
description: The percent of the order to trade when the Would price triggers
would_style:
allOf:
- $ref: '#/components/schemas/TradingStyle'
- type: string
description: The trading style to use when the Would price triggers
would_is_arrival:
type: boolean
description: Would price as arrival price
would_bps:
type: string
description: "Bps better than the would reference (arrival or would_price)\
\ before would children trigger. Default: 1 with would_is_arrival, 0 with\
\ would_price"
nullable: true
example: "5"
description: Information to instruct how to execute a Would price trigger.