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    Interface GridTradeRule

    Grid trading rule — parameters for submit / replace.

    Prices and quantities are decimals; trigger price type, time in force and limit events are named enums.

    interface GridTradeRule {
        submittedBasePrice?: Decimal;
        upperLimitPrice?: Decimal;
        lowerLimitPrice?: Decimal;
        triggerPriceType?: TriggerPriceType;
        triggerSpreadUp?: Decimal;
        triggerSpreadDown?: Decimal;
        triggerPercentUp?: Decimal;
        triggerPercentDown?: Decimal;
        multipleTrigger?: boolean;
        timeInForce?: GridTimeInForce;
        upperLimitQuantity?: Decimal;
        lowerLimitQuantity?: Decimal;
        expireTime?: number;
        upperLimitEvent?: GridLimitEvent;
        lowerLimitEvent?: GridLimitEvent;
        triggerSellDepth?: number;
        triggerBuyDepth?: number;
        triggerQuantity?: Decimal;
        supportShortsell?: boolean;
        rth?: number;
        gridOrderTypeUp?: string;
        gridOrderTypeDown?: string;
    }
    Index
    submittedBasePrice? upperLimitPrice? lowerLimitPrice? triggerPriceType? triggerSpreadUp? triggerSpreadDown? triggerPercentUp? triggerPercentDown? multipleTrigger? timeInForce? upperLimitQuantity? lowerLimitQuantity? expireTime? upperLimitEvent? lowerLimitEvent? triggerSellDepth? triggerBuyDepth? triggerQuantity? supportShortsell? rth? gridOrderTypeUp? gridOrderTypeDown?
    submittedBasePrice?: Decimal

    Base price the grid is anchored to

    upperLimitPrice?: Decimal

    Upper price bound

    lowerLimitPrice?: Decimal

    Lower price bound

    triggerPriceType?: TriggerPriceType

    Trigger price type (Spread / Percent)

    triggerSpreadUp?: Decimal

    Upward trigger spread (absolute)

    triggerSpreadDown?: Decimal

    Downward trigger spread (absolute)

    triggerPercentUp?: Decimal

    Upward trigger percent

    triggerPercentDown?: Decimal

    Downward trigger percent

    multipleTrigger?: boolean

    Whether a single grid level may trigger multiple times

    timeInForce?: GridTimeInForce

    Time in force (Day / GoodTilCanceled / GoodTilDate)

    upperLimitQuantity?: Decimal

    Quantity handled when the upper bound is reached

    lowerLimitQuantity?: Decimal

    Quantity handled when the lower bound is reached

    expireTime?: number

    Expiry time (unix seconds), used with GTD

    upperLimitEvent?: GridLimitEvent

    Action when the upper bound is reached (Ignore / CloseAtLast)

    lowerLimitEvent?: GridLimitEvent

    Action when the lower bound is reached (Ignore / CloseAtLast)

    triggerSellDepth?: number

    Sell-side order-book depth (-5..5, 0 = use grid_order_type_up)

    triggerBuyDepth?: number

    Buy-side order-book depth (-5..5, 0 = use grid_order_type_down)

    triggerQuantity?: Decimal

    Quantity per trigger

    supportShortsell?: boolean

    Whether short selling is allowed

    rth?: number

    Regular trading hours flag (0 / 1 / 2)

    gridOrderTypeUp?: string

    Sell-side order type when depth is 0 (GMO / GLO / GTG)

    gridOrderTypeDown?: string

    Buy-side order type when depth is 0 (GMO / GLO / GTG)

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