Ondo Finance TWAP Orders API

openapi: 3.0.4
info:
  title: GM Backend Account TWAP Orders API
  description: An API spec for the Ondo GM Backend API.
  version: 1.0.0
servers:
- url: https://api.gm.ondo.finance
  description: GM Backend API
tags:
- name: TWAP Orders
paths:
  /v1/perps/twap/order:
    post:
      summary: Create TWAP Order
      description: Creates a new TWAP (Time-Weighted Average Price) order. The order is split into child orders placed at regular intervals over the specified running time. Running time must be between 5 minutes and 24 hours and a multiple of the frequency. The number of child orders (runningTime / frequency) must be between 2 and 200.
      operationId: createTWAPOrder
      tags:
      - TWAP Orders
      security:
      - BearerAuth: []
      - ApiKeyAuth: []
      requestBody:
        required: true
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/CreateTWAPOrderReq'
      responses:
        '200':
          description: Created TWAP order
          content:
            application/json:
              schema:
                allOf:
                - $ref: '#/components/schemas/GenericResponse'
                - type: object
                  properties:
                    result:
                      $ref: '#/components/schemas/TWAPOrderApiResp'
              example:
                success: true
                result:
                  twapId: twap_70a37d8f972f2494837f9dba8364cbb4
                  market: AAPL-USD.P
                  side: buy
                  startTime: '2025-03-05T14:00:00Z'
                  runningTime: 3600
                  frequency: 60
                  avgFilledPrice: '0.00'
                  filledSize: '0.00'
                  totalSize: '20.00'
                  totalFees: '0.00'
                  orderStatus: running
                  reduceOnly: false
        '400':
          description: Bad request. The request was malformed or failed validation.
          content:
            application/json:
              schema:
                type: object
                properties:
                  success:
                    type: boolean
                    example: false
                  error:
                    type: string
                    description: Human-readable error message
                  error_code:
                    type: string
                    enum:
                    - feature_disabled
                    - invalid_market
                    - invalid_twap_order_request
                    - too_many_twap_orders
              example:
                success: false
                error: Description of the error
                error_code: feature_disabled
        '401':
          $ref: '#/components/responses/Unauthorized'
        '403':
          $ref: '#/components/responses/Forbidden'
        '429':
          $ref: '#/components/responses/TooManyRequests'
        '500':
          $ref: '#/components/responses/InternalServerError'
  /v1/perps/twap/order/{orderID}:
    get:
      summary: Get TWAP Order by ID
      description: Returns a single TWAP order by its ID.
      operationId: getTWAPOrderByID
      tags:
      - TWAP Orders
      security:
      - BearerAuth: []
      - ApiKeyAuth: []
      parameters:
      - name: orderID
        in: path
        description: TWAP order ID (prefixed with `twap_`)
        required: true
        schema:
          type: string
          example: twap_70a37d8f972f2494837f9dba8364cbb4
      responses:
        '200':
          description: TWAP order
          content:
            application/json:
              schema:
                allOf:
                - $ref: '#/components/schemas/GenericResponse'
                - type: object
                  properties:
                    result:
                      $ref: '#/components/schemas/TWAPOrderApiResp'
              example:
                success: true
                result:
                  twapId: twap_70a37d8f972f2494837f9dba8364cbb4
                  market: AAPL-USD.P
                  side: buy
                  startTime: '2025-03-05T14:00:00Z'
                  runningTime: 3600
                  frequency: 60
                  avgFilledPrice: '227.42'
                  filledSize: '10.00'
                  totalSize: '20.00'
                  totalFees: '1.14'
                  orderStatus: running
                  reduceOnly: false
                  successfulOrders: 30
                  failedOrders: 0
        '400':
          description: Bad request. The request was malformed or failed validation.
          content:
            application/json:
              schema:
                type: object
                properties:
                  success:
                    type: boolean
                    example: false
                  error:
                    type: string
                    description: Human-readable error message
                  error_code:
                    type: string
                    enum:
                    - feature_disabled
                    - invalid_twap_order_id
                    - missing_twap_order_id
                    - twap_order_not_found
              example:
                success: false
                error: Description of the error
                error_code: feature_disabled
        '401':
          $ref: '#/components/responses/Unauthorized'
        '403':
          $ref: '#/components/responses/Forbidden'
        '429':
          $ref: '#/components/responses/TooManyRequests'
        '500':
          $ref: '#/components/responses/InternalServerError'
    delete:
      summary: Cancel TWAP Order
      description: Cancels a running TWAP order. Child orders already placed are not affected.
      operationId: cancelTWAPOrder
      tags:
      - TWAP Orders
      security:
      - BearerAuth: []
      - ApiKeyAuth: []
      parameters:
      - name: orderID
        in: path
        description: TWAP order ID (prefixed with `twap_`)
        required: true
        schema:
          type: string
          example: twap_70a37d8f972f2494837f9dba8364cbb4
      responses:
        '200':
          description: TWAP order cancelled
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/GenericResponse'
              example:
                success: true
        '400':
          description: Bad request. The request was malformed or failed validation.
          content:
            application/json:
              schema:
                type: object
                properties:
                  success:
                    type: boolean
                    example: false
                  error:
                    type: string
                    description: Human-readable error message
                  error_code:
                    type: string
                    enum:
                    - feature_disabled
                    - invalid_twap_order_id
                    - missing_twap_order_id
                    - twap_order_not_found
              example:
                success: false
                error: Description of the error
                error_code: feature_disabled
        '401':
          $ref: '#/components/responses/Unauthorized'
        '403':
          $ref: '#/components/responses/Forbidden'
        '429':
          $ref: '#/components/responses/TooManyRequests'
        '500':
          $ref: '#/components/responses/InternalServerError'
  /v1/perps/twap/order/{orderID}/fills:
    get:
      summary: Get TWAP Order Fills
      description: Returns all fills for all child orders of a TWAP order.
      operationId: getTWAPOrderFills
      tags:
      - TWAP Orders
      security:
      - BearerAuth: []
      - ApiKeyAuth: []
      parameters:
      - name: orderID
        in: path
        description: TWAP order ID (prefixed with `twap_`)
        required: true
        schema:
          type: string
          example: twap_70a37d8f972f2494837f9dba8364cbb4
      responses:
        '200':
          description: List of fills for all child orders
          content:
            application/json:
              schema:
                allOf:
                - $ref: '#/components/schemas/GenericResponse'
                - type: object
                  properties:
                    result:
                      type: array
                      items:
                        $ref: '#/components/schemas/ApiFill'
              example:
                success: true
                result:
                - id: 70a37d8f972f2494837f9dba8364cbb4
                  orderId: child_abc123
                  parentOrderID: twap_70a37d8f972f2494837f9dba8364cbb4
                  market: AAPL-USD.P
                  price: '227.50'
                  size: '0.33'
                  side: buy
                  filledCost: '75.08'
                  fee: '0.04'
                  time: '2025-03-05T14:01:00Z'
                  isMaker: false
        '400':
          description: Bad request. The request was malformed or failed validation.
          content:
            application/json:
              schema:
                type: object
                properties:
                  success:
                    type: boolean
                    example: false
                  error:
                    type: string
                    description: Human-readable error message
                  error_code:
                    type: string
                    enum:
                    - feature_disabled
                    - invalid_twap_order_id
                    - missing_twap_order_id
                    - twap_order_not_found
              example:
                success: false
                error: Description of the error
                error_code: feature_disabled
        '401':
          $ref: '#/components/responses/Unauthorized'
        '403':
          $ref: '#/components/responses/Forbidden'
        '429':
          $ref: '#/components/responses/TooManyRequests'
        '500':
          $ref: '#/components/responses/InternalServerError'
  /v1/perps/twap/orders/running:
    get:
      summary: Get Running TWAP Orders
      description: Returns all currently running TWAP orders for the authenticated account. Optionally filter by market.
      operationId: getTWAPRunningOrders
      tags:
      - TWAP Orders
      security:
      - BearerAuth: []
      - ApiKeyAuth: []
      parameters:
      - name: market
        in: query
        description: Filter by market
        required: false
        schema:
          type: string
          example: AAPL-USD.P
      responses:
        '200':
          description: Array of running TWAP orders
          content:
            application/json:
              schema:
                allOf:
                - $ref: '#/components/schemas/GenericResponse'
                - type: object
                  properties:
                    result:
                      type: array
                      items:
                        $ref: '#/components/schemas/TWAPOrderApiResp'
              example:
                success: true
                result:
                - twapId: twap_70a37d8f972f2494837f9dba8364cbb4
                  market: AAPL-USD.P
                  side: buy
                  startTime: '2025-03-05T14:00:00Z'
                  runningTime: 3600
                  frequency: 60
                  avgFilledPrice: '227.42'
                  filledSize: '10.00'
                  totalSize: '20.00'
                  totalFees: '1.14'
                  orderStatus: running
                  reduceOnly: false
                  successfulOrders: 30
                  failedOrders: 0
        '400':
          description: Bad request. The request was malformed or failed validation.
          content:
            application/json:
              schema:
                type: object
                properties:
                  success:
                    type: boolean
                    example: false
                  error:
                    type: string
                    description: Human-readable error message
                  error_code:
                    type: string
                    enum:
                    - bad_query_param
                    - feature_disabled
              example:
                success: false
                error: Description of the error
                error_code: bad_query_param
        '401':
          $ref: '#/components/responses/Unauthorized'
        '403':
          $ref: '#/components/responses/Forbidden'
        '429':
          $ref: '#/components/responses/TooManyRequests'
        '500':
          $ref: '#/components/responses/InternalServerError'
  /v1/perps/twap/orders/history:
    get:
      summary: Get TWAP Order History
      description: Returns a paginated list of completed or cancelled TWAP orders for the authenticated account.
      operationId: getTWAPOrderHistory
      tags:
      - TWAP Orders
      security:
      - BearerAuth: []
      - ApiKeyAuth: []
      parameters:
      - name: market
        in: query
        description: Filter by market
        required: false
        schema:
          type: string
          example: AAPL-USD.P
      - name: limit
        in: query
        description: Maximum number of results to return
        required: false
        schema:
          type: integer
          example: 100
      - name: cursor
        in: query
        description: Pagination cursor
        required: false
        schema:
          type: string
          example: NQ5WWO3THN3Q====
      - name: startTime
        in: query
        description: Start time filter (UTC milliseconds)
        required: false
        schema:
          type: integer
          example: 1684814400000
      - name: endTime
        in: query
        description: End time filter (UTC milliseconds)
        required: false
        schema:
          type: integer
          example: 1672549200000
      responses:
        '200':
          description: Paginated list of TWAP orders
          content:
            application/json:
              schema:
                allOf:
                - $ref: '#/components/schemas/GenericResponse'
                - type: object
                  properties:
                    result:
                      type: array
                      items:
                        $ref: '#/components/schemas/TWAPOrderApiResp'
                    pageInfo:
                      $ref: '#/components/schemas/PageInfo'
              example:
                success: true
                result:
                - twapId: twap_70a37d8f972f2494837f9dba8364cbb4
                  market: AAPL-USD.P
                  side: buy
                  startTime: '2025-03-05T14:00:00Z'
                  finishTime: '2025-03-05T15:00:00Z'
                  runningTime: 3600
                  frequency: 60
                  avgFilledPrice: '227.42'
                  filledSize: '20.00'
                  totalSize: '20.00'
                  totalFees: '2.27'
                  orderStatus: completed
                  reduceOnly: false
                  successfulOrders: 60
                  failedOrders: 0
                pageInfo:
                  nextCursor: NQ5WWO3THN3Q====
        '400':
          description: Bad request. The request was malformed or failed validation.
          content:
            application/json:
              schema:
                type: object
                properties:
                  success:
                    type: boolean
                    example: false
                  error:
                    type: string
                    description: Human-readable error message
                  error_code:
                    type: string
                    enum:
                    - bad_query_param
                    - failed_to_parse_timestamp
                    - feature_disabled
                    - invalid_cursor
              example:
                success: false
                error: Description of the error
                error_code: bad_query_param
        '401':
          $ref: '#/components/responses/Unauthorized'
        '403':
          $ref: '#/components/responses/Forbidden'
        '429':
          $ref: '#/components/responses/TooManyRequests'
        '500':
          $ref: '#/components/responses/InternalServerError'
components:
  responses:
    Forbidden:
      description: Access denied. The authenticated account does not have permission.
      content:
        application/json:
          schema:
            type: object
            properties:
              success:
                type: boolean
                example: false
              error:
                type: string
                description: Human-readable error message
              error_code:
                type: string
                enum:
                - account_closed
                - account_not_allowed
                - forbidden
                - ip_not_permitted
                - key_doesnt_have_scope
          example:
            success: false
            error: Description of the error
            error_code: account_not_allowed
    TooManyRequests:
      description: Rate limit exceeded. Slow down request frequency.
      content:
        application/json:
          schema:
            type: object
            properties:
              success:
                type: boolean
                example: false
              error:
                type: string
                description: Human-readable error message
              error_code:
                type: string
                enum:
                - too_many_requests
          example:
            success: false
            error: Description of the error
            error_code: too_many_requests
    Unauthorized:
      description: Authentication required. Provide a valid JWT or API key.
      content:
        application/json:
          schema:
            type: object
            properties:
              success:
                type: boolean
                example: false
              error:
                type: string
                description: Human-readable error message
              error_code:
                type: string
                enum:
                - api_key_not_found
                - auth_expired
                - auth_invalid
                - auth_missing
                - failed_to_decode_hex_signature
                - failed_to_parse_timestamp
                - signature_mismatch
                - timestamp_too_far
          example:
            success: false
            error: Description of the error
            error_code: auth_missing
    InternalServerError:
      description: Internal server error.
      content:
        application/json:
          schema:
            type: object
            properties:
              success:
                type: boolean
                example: false
              error:
                type: string
                description: Human-readable error message
              error_code:
                type: string
                enum:
                - server_is_busy
                - service_unavailable
                - unknown
          example:
            success: false
            error: Description of the error
            error_code: unknown
  schemas:
    TWAPOrderApiResp:
      type: object
      required:
      - twapId
      - market
      - side
      - startTime
      - runningTime
      - frequency
      - avgFilledPrice
      - filledSize
      - totalSize
      - totalFees
      - orderStatus
      - reduceOnly
      properties:
        twapId:
          type: string
          description: TWAP order ID
          example: twap_70a37d8f972f2494837f9dba8364cbb4
        market:
          type: string
          description: Perps market
          example: AAPL-USD.P
        side:
          type: string
          description: Order side
          enum:
          - buy
          - sell
          example: buy
        startTime:
          type: string
          format: date-time
          description: Time the TWAP order was created
          example: '2024-01-04T16:00:00Z'
        finishTime:
          type: string
          format: date-time
          description: Time the TWAP order completed or was cancelled (omitted if still running)
          example: '2024-01-04T17:00:00Z'
        runningTime:
          type: integer
          description: Total duration of the TWAP order in seconds
          example: 3600
        frequency:
          type: integer
          description: Interval between child orders in seconds
          example: 60
        avgFilledPrice:
          type: string
          description: Volume-weighted average fill price across all child orders
          example: '150.25'
        filledSize:
          type: string
          description: Total base size filled across all child orders
          example: '10.00'
        totalSize:
          type: string
          description: Total target base size of the TWAP order
          example: '20.30'
        totalFees:
          type: string
          description: Total fees paid across all child orders
          example: '0.152'
        orderStatus:
          type: string
          description: Status of the TWAP order
          example: running
        reduceOnly:
          type: boolean
          description: Whether child orders are reduce-only
          example: false
        maxPrice:
          type: string
          description: Maximum allowed price for child orders (omitted if not set)
          example: '160.00'
        minPrice:
          type: string
          description: Minimum allowed price for child orders (omitted if not set)
          example: '140.00'
        successfulOrders:
          type: integer
          description: Number of successfully placed child orders (omitted if zero)
          example: 30
        failedOrders:
          type: integer
          description: Number of failed child order placements (omitted if zero)
          example: 0
        twapCancelReason:
          type: string
          description: Reason the TWAP order was cancelled (only set if cancelled)
          example: ''
        lastChildOrderError:
          type: string
          description: Error code of the last failed child order (only set for running orders, never for historical)
          example: ''
    CreateTWAPOrderReq:
      type: object
      required:
      - market
      - side
      - size
      - runningTime
      - frequency
      properties:
        market:
          type: string
          description: Perps trading market
          example: AAPL-USD.P
        side:
          type: string
          description: Order side
          enum:
          - buy
          - sell
          example: buy
        size:
          type: string
          description: Total order size in base currency to execute over the TWAP duration
          example: '20.30'
        runningTime:
          type: integer
          description: Total duration of the TWAP order in seconds. Must be between 300 (5 minutes) and 86400 (24 hours) and a multiple of `frequency`.
          example: 3600
        frequency:
          type: integer
          description: Interval between child orders in seconds. runningTime / frequency gives the number of child orders, which must be between 2 and 200.
          example: 60
        reduceOnly:
          type: boolean
          description: If true, child orders are reduce-only
          example: false
        maxPrice:
          type: string
          description: Maximum allowed price for child orders. Child orders will not be placed above this price.
          example: '160.00'
        minPrice:
          type: string
          description: Minimum allowed price for child orders. Child orders will not be placed below this price.
          example: '140.00'
    ApiFill:
      type: object
      required:
      - id
      - orderId
      - market
      - price
      - size
      - side
      - filledCost
      - fee
      - time
      - isMaker
      properties:
        id:
          type: string
          description: Fill ID
          example: 70a37d8f972f2494837f9dba8364cbb4
        orderId:
          type: string
          description: Order ID this fill belongs to
          example: 197ec08e001658690721be129e7fa595
        clientOrderId:
          type: string
          description: Client order ID (if set on the order)
          example: order123
        parentOrderID:
          type: string
          description: Parent order ID (e.g. for TWAP child orders)
          example: ''
        market:
          type: string
          description: Trading market
          example: AAPL-USD.P
        price:
          type: string
          description: Fill price
          example: '1.55'
        size:
          type: string
          description: Fill quantity in base currency
          example: '5.403'
        side:
          type: string
          description: buy or sell
          enum:
          - buy
          - sell
          example: buy
        direction:
          type: string
          description: 'Trade direction for perps fills. One of: "open long", "open short", "close long", "close short", "flip long to short", "flip short to long"

            '
          example: openLong
          enum:
          - openLong
          - openShort
          - closeLong
          - closeShort
          - flipLongToShort
          - flipShortToLong
        filledCost:
          type: string
          description: Total cost of the fill in quote currency
          example: '8.37465'
        fee:
          type: string
          description: Fees incurred on this fill
          example: '0.0837'
        feeRebate:
          type: string
          description: Fee rebate earned on this fill (perps only)
          example: '0.0042'
        pnl:
          type: string
          description: Realized PNL for this fill (perps only)
          example: '1.2345'
        time:
          type: string
          format: date-time
          description: Time the fill occurred
          example: '2022-06-16T12:35:11.123456Z'
        isMaker:
          type: boolean
          description: True if this was a maker (resting) fill
          example: false
        isADL:
          type: boolean
          description: True if this was an auto-deleveraging fill (perps only)
          example: false
    PageInfo:
      type: object
      properties:
        prevCursor:
          type: string
          description: Cursor value to get the previous page of results
          example: O4ZTGM3RGM2DG===
        nextCursor:
          type: string
          description: Cursor value to get the next page of results
          example: NQ5WWO3THN3Q====
    GenericResponse:
      type: object
      required:
      - success
      properties:
        success:
          type: boolean
          description: Whether the request was successful
          example: true
        error:
          type: string
          description: Error message, present only on failure
          example: ''
        error_code:
          type: string
          description: Semantic error code. See each endpoint's error responses for the specific codes it can return.
        deprecated:
          type: string
          description: Deprecation notice, if applicable
          example: ''
  securitySchemes:
    apiKey:
      type: apiKey
      name: x-api-key
      in: header