Order Compatibility
This matrix shows which type × time_in_force × execution-attribute combinations are supported.
Type × Time in Force
| Type | GTC | GTT | IOC | FOK |
|---|
market | — | — | ✓ | ✓ |
limit | ✓ | ✓ | ✓ | ✓ |
peg | ✓ | ✓ | ✓ | — |
market requires an immediate TIF (IOC or FOK). Using GTC/GTT returns 400 invalid_request.peg does not support FOK: a pegged order's price is only meaningful at match time, so "fill now at the reference or kill" is ambiguous and disallowed.
Type × Execution Attributes
| Type | aon | min_fill_size |
|---|
market | — | ✓ |
limit | ✓ | ✓ |
peg | ✓ | — |
aon and min_fill_size are mutually exclusive on any order (see Execution Attributes).market orders do not support aon — they always execute as much as possible immediately.peg orders do not support min_fill_size (prevents edge cases where the reference moves mid-match).
Type × Price Field
| Type | price | peg_reference |
|---|
market | Optional (acts as price cap) | Not accepted |
limit | Required | Not accepted |
peg | Not accepted | Required (mid / bid / ask) |
Modifiability
| Type | PATCH /orders/{id} accepts |
|---|
market | Not modifiable (always immediate) |
limit | price and/or quantity |
peg | quantity only (price is derived from peg_reference) |
See Modify Order for queue-priority implications.
Mass Quote
Mass Quote legs must be limit orders with GTC or GTT. market, peg, and AON legs are rejected.