> This page is for API Reference. > For clean Markdown of any page, append .md to the page URL. > For a complete documentation index, see https://okx-demo.ferndocs.com/llms.txt. > For AI client integration (Claude Code, Cursor, etc.), connect to the MCP server at https://okx-demo.ferndocs.com/_mcp/server. # Place algo order POST https://www.okx.com/api/v5/trade/order-algo Content-Type: application/json The algo order includes `trigger` order, `oco` order, `chase` order, `conditional` order, `twap` order and trailing order. Reference: https://okx-demo.ferndocs.com/api/api-reference/trade/place-algo-order ## Authentication - `OK-ACCESS-KEY` header (required) — Your API key. - `OK-ACCESS-SIGN` header (required) — Base64-encoded HMAC-SHA256 signature of the prehash string. - `OK-ACCESS-TIMESTAMP` header (required) — ISO 8601 UTC timestamp, e.g. 2020-12-08T09:08:57.715Z. - `OK-ACCESS-PASSPHRASE` header (required) — The passphrase you set when creating the API key. ## Request ### Body (application/json) This endpoint expects an object. - `instId` (string, required) — Instrument ID, e.g. `BTC-USDT` - `tdMode` (enum, required) — Trade mode Margin mode `cross` `isolated` Non-Margin mode `cash` `spot_isolated` (only applicable to SPOT lead trading) Note: `isolated` is not available in multi-currency margin mode and portfolio margin mode. - Allowed values: `cross`, `isolated`, `cash`, `spot_isolated` - `side` (enum, required) — Order side, `buy` `sell` - Allowed values: `buy`, `sell` - `ordType` (enum, required) — Order type `conditional`: One-way stop order `oco`: One-cancels-the-other order `chase`: chase order, only applicable to FUTURES and SWAP `trigger`: Trigger order `move_order_stop`: Trailing order `twap`: TWAP order `smart_iceberg`: Iceberg order - Allowed values: `conditional`, `oco`, `trigger`, `move_order_stop`, `iceberg`, `twap`, `chase` - `sz` (string, required) — Quantity to buy or sell Either `sz` or `closeFraction` is required. - `ccy` (string, optional) — Margin currency Applicable to all `isolated` `MARGIN` orders and `cross` `MARGIN` orders in `Futures mode`. - `posSide` (enum, optional) — Position side Required in `long/short` mode and only be `long` or `short` - Allowed values: `long`, `short` - `algoClOrdId` (string, optional) — Client-supplied Algo ID A combination of case-sensitive alphanumerics, all numbers, or all letters of up to 32 characters. - `tag` (string, optional) — Order tag A combination of case-sensitive alphanumerics, all numbers, or all letters of up to 16 characters. - `reduceOnly` (boolean, optional) — Whether the order can only reduce the position size. Valid options: `true` or `false`. The default value is `false`. This parameter is only valid in the `FUTRUES`/`SWAP` net mode, and is ignored in the long/short mode. - `tgtCcy` (string, optional) — Order quantity unit setting for `sz` `base_ccy`: Base currency ,`quote_ccy`: Quote currency Only applicable to `SPOT` traded with Market buy `conditional` order Default is `quote_ccy` for buy, `base_ccy` for sell - `tpTriggerPx` (string, optional) — Take-profit trigger price If you fill in this parameter, you should fill in the take-profit order price as well. - `tpTriggerPxType` (enum, optional) — Take-profit trigger price type `last`: last price `index`: index price `mark`: mark price The default is `last` - Allowed values: `last`, `index`, `mark` - `tpOrdPx` (string, optional) — Take-profit order price For condition TP order, if you fill in this parameter, you should fill in the take-profit trigger price as well. For limit TP order, you need to fill in this parameter, but the take-profit trigger price doesn’t need to be filled. If the price is `-1`, take-profit will be executed at the market price. - `slTriggerPx` (string, optional) — Stop-loss trigger price If you fill in this parameter, you should fill in the stop-loss order price. - `slTriggerPxType` (enum, optional) — Stop-loss trigger price type `last`: last price `index`: index price `mark`: mark price The default is `last` - Allowed values: `last`, `index`, `mark` - `slOrdPx` (string, optional) — Stop-loss order price If you fill in this parameter, you should fill in the stop-loss trigger price. If the price is `-1`, stop-loss will be executed at the market price. - `triggerPx` (string, optional) — The price level that activates this algo order. Unit: same as `px` for the instrument. Which price feed is compared depends on `triggerPxType` (default: last trade price). Direction: for a sell stop-loss, trigger must be below orderPx; for a buy stop, above orderPx. Error codes 51046–51049 are returned for direction violations. - `triggerPxType` (enum, optional) — Trigger price type: `last`: triggers when any trade occurs at or beyond `triggerPx` — most responsive but vulnerable to brief price wicks in thin markets. `index`: triggers on the underlying multi-exchange composite index — stable, not affected by OKX-specific wicks. `mark`: triggers on OKX mark price — smoothed and wick-resistant; recommended for derivatives. `last` is the only option available for SPOT instruments. The default is `last`. - Allowed values: `last`, `index`, `mark` - `orderPx` (string, optional) — Price of the order submitted when `triggerPx` is reached. This is separate from `triggerPx` (which determines when the algo activates). Set to `-1` to submit a market order when triggered; set to a specific price to submit a limit order. Not applicable when `advanceOrdType` is `chase` (a chase has no fixed price). - `callbackRatio` (string, optional) — Callback price ratio, e.g. `0.01` represents `1%` Either `callbackRatio` or `callbackSpread` is allowed to be passed. - `callbackSpread` (string, optional) — Callback price variance - `activePx` (string, optional) — Active price The system will only start tracking the market and calculating your trigger price after the activation price is reached. If you don’t set a price, your order will be activated as soon as it’s placed. - `pxVar` (string, optional) — Price variance by percentage, range between [0.0001 ~ 0.01], e.g. `0.01` represents `1%` Take buy orders as an example. When the market price is lower than the limit price, small buy orders will be placed above the best bid price within a certain range. This parameter determines the range by percentage. Either `pxVar` or `pxSpread` is allowed to be passed. - `pxSpread` (string, optional) — Price variance by constant, should be no less then 0 (no upper limit) Take buy orders as an example. When the market price is lower than the limit price, small buy orders will be placed above the best bid price within a certain range. This parameter determines the range by constant. - `szLimit` (string, optional) — Minimum order size per execution. Only applicable to `smart_iceberg` - `pxLimit` (string, optional) — Price limit. Only applicable to `smart_iceberg` - `timeInterval` (string, optional) — Time interval in unit of `second` ake buy orders as an example. When the market price is lower than the limit price, small buy orders will be placed above the best bid price within a certain range based on the time cycle. This parameter represents the time cycle. ## Response ### 200 Successful response - `code` (string, optional) — Result code. `0` means success; any other value is an error code. - `msg` (string, optional) — Error message. Empty on success. - `data` (list of ApiV5TradeOrderAlgoPostResponsesContentApplicationJsonSchemaDataItems, optional) ## Types ### ApiV5TradeOrderAlgoPostResponsesContentApplicationJsonSchemaDataItems - `algoId` (string, optional) — Algo ID - `algoClOrdId` (string, optional) — Client-supplied Algo ID - `sCode` (string, optional) — The code of the event execution result, `0` means success. - `sMsg` (string, optional) — Rejection message if the request is unsuccessful. ## Examples **Request** ```json { "instId": "BTC-USDT", "tdMode": "cross", "side": "buy", "ordType": "conditional", "sz": "0.01" } ``` **Response** ```json { "code": "0", "msg": "", "data": [ { "algoId": "1836487817828872192", "algoClOrdId": "order1234", "sCode": "0", "sMsg": "", "clOrdId": "", "tag": "" } ] } ``` **SDK Code** ```python trade_placeAlgoOrder_example import requests url = "https://www.okx.com/api/v5/trade/order-algo" payload = { "instId": "BTC-USDT", "tdMode": "cross", "side": "buy", "ordType": "conditional", "sz": "0.01" } headers = { "OK-ACCESS-KEY": "", "Content-Type": "application/json" } response = requests.post(url, json=payload, headers=headers) print(response.json()) ``` ```javascript trade_placeAlgoOrder_example const url = 'https://www.okx.com/api/v5/trade/order-algo'; const options = { method: 'POST', headers: {'OK-ACCESS-KEY': '', 'Content-Type': 'application/json'}, body: '{"instId":"BTC-USDT","tdMode":"cross","side":"buy","ordType":"conditional","sz":"0.01"}' }; try { const response = await fetch(url, options); const data = await response.json(); console.log(data); } catch (error) { console.error(error); } ``` ```go trade_placeAlgoOrder_example package main import ( "fmt" "strings" "net/http" "io" ) func main() { url := "https://www.okx.com/api/v5/trade/order-algo" payload := strings.NewReader("{\n \"instId\": \"BTC-USDT\",\n \"tdMode\": \"cross\",\n \"side\": \"buy\",\n \"ordType\": \"conditional\",\n \"sz\": \"0.01\"\n}") req, _ := http.NewRequest("POST", url, payload) req.Header.Add("OK-ACCESS-KEY", "") req.Header.Add("Content-Type", "application/json") res, _ := http.DefaultClient.Do(req) defer res.Body.Close() body, _ := io.ReadAll(res.Body) fmt.Println(res) fmt.Println(string(body)) } ``` ```ruby trade_placeAlgoOrder_example require 'uri' require 'net/http' url = URI("https://www.okx.com/api/v5/trade/order-algo") http = Net::HTTP.new(url.host, url.port) http.use_ssl = true request = Net::HTTP::Post.new(url) request["OK-ACCESS-KEY"] = '' request["Content-Type"] = 'application/json' request.body = "{\n \"instId\": \"BTC-USDT\",\n \"tdMode\": \"cross\",\n \"side\": \"buy\",\n \"ordType\": \"conditional\",\n \"sz\": \"0.01\"\n}" response = http.request(request) puts response.read_body ``` ```java trade_placeAlgoOrder_example import com.mashape.unirest.http.HttpResponse; import com.mashape.unirest.http.Unirest; HttpResponse response = Unirest.post("https://www.okx.com/api/v5/trade/order-algo") .header("OK-ACCESS-KEY", "") .header("Content-Type", "application/json") .body("{\n \"instId\": \"BTC-USDT\",\n \"tdMode\": \"cross\",\n \"side\": \"buy\",\n \"ordType\": \"conditional\",\n \"sz\": \"0.01\"\n}") .asString(); ``` ```php trade_placeAlgoOrder_example request('POST', 'https://www.okx.com/api/v5/trade/order-algo', [ 'body' => '{ "instId": "BTC-USDT", "tdMode": "cross", "side": "buy", "ordType": "conditional", "sz": "0.01" }', 'headers' => [ 'Content-Type' => 'application/json', 'OK-ACCESS-KEY' => '', ], ]); echo $response->getBody(); ``` ```csharp trade_placeAlgoOrder_example using RestSharp; var client = new RestClient("https://www.okx.com/api/v5/trade/order-algo"); var request = new RestRequest(Method.POST); request.AddHeader("OK-ACCESS-KEY", ""); request.AddHeader("Content-Type", "application/json"); request.AddParameter("application/json", "{\n \"instId\": \"BTC-USDT\",\n \"tdMode\": \"cross\",\n \"side\": \"buy\",\n \"ordType\": \"conditional\",\n \"sz\": \"0.01\"\n}", ParameterType.RequestBody); IRestResponse response = client.Execute(request); ``` ```swift trade_placeAlgoOrder_example import Foundation let headers = [ "OK-ACCESS-KEY": "", "Content-Type": "application/json" ] let parameters = [ "instId": "BTC-USDT", "tdMode": "cross", "side": "buy", "ordType": "conditional", "sz": "0.01" ] as [String : Any] let postData = JSONSerialization.data(withJSONObject: parameters, options: []) let request = NSMutableURLRequest(url: NSURL(string: "https://www.okx.com/api/v5/trade/order-algo")! as URL, cachePolicy: .useProtocolCachePolicy, timeoutInterval: 10.0) request.httpMethod = "POST" request.allHTTPHeaderFields = headers request.httpBody = postData as Data let session = URLSession.shared let dataTask = session.dataTask(with: request as URLRequest, completionHandler: { (data, response, error) -> Void in if (error != nil) { print(error as Any) } else { let httpResponse = response as? HTTPURLResponse print(httpResponse) } }) dataTask.resume() ```