Trading

Order entry requires a NordUser with a valid session — see Accounts and sessions.

Place an order

import { FillMode, Side } from "@n1xyz/nord-ts";

const { actionId, orderId, fills, reducedOrders, selfTradeCancels, triggerMutations } =
  await user.placeOrder({
    marketId: 0,
    side: Side.Bid,
    fillMode: FillMode.Limit,
    isReduceOnly: false,
    size: 0.1,
    price: 50000,
  });

Parameter	Required	Notes
marketId	yes	From nord.markets
side	yes	Side.Bid or Side.Ask
fillMode	yes	See below
isReduceOnly	yes	Rejects or trims anything that would increase the position
size	one of	Base size, in decimals
price	one of	Limit price, in decimals
quoteSize	one of	Bounds the order by quote amount instead of base size
accountId	no	Defaults to the wallet's first account
clientOrderId	no	Your own identifier, usable for cancels
selfTradePrevention	no	"expireMaker" cancels the resting side instead of self-matching
referrer	no	Referral identifier, see Referrals
triggers	no	Attached take-profit, stop-loss, or OCO pair; not allowed on reduce-only orders. See Triggers

At least one of size, price, or quoteSize must be provided. Prices and sizes are decimals; the SDK scales them to wire integers using the market's priceDecimals and sizeDecimals.

Fill modes

FillMode	Behavior
Limit	Rests on the book after taking any crossing liquidity
PostOnly	Never takes; rejected if it would cross
ImmediateOrCancel	Takes what it can, cancels the remainder
FillOrKill	Fills entirely or is canceled

Semantics are documented in Order Types.

Reading the result

• orderId — present only if part of the order rests on the book. A fully filled ImmediateOrCancel or FillOrKill order has none.
• fills — trades that executed immediately, with size, price, and trade ID.
• reducedOrders — resting orders trimmed by this action (for example under reduce-only), with remaining and canceled size.
• selfTradeCancels — your own orders canceled by self-trade prevention.
• triggerMutations — attached triggers placed, activated, or canceled by the action.

Treat orderId === undefined as "nothing to cancel later", not as a failure.

Cancel

await user.cancelOrder(orderId);
await user.cancelOrderByClientId(clientOrderId);

Both accept an optional accountId and return { actionId, orderId, accountId, triggerMutations }. Canceling a parent order can activate or cancel its attached triggers. Using clientOrderId lets you cancel without persisting exchange order IDs — the common pattern for market makers restarting from their own state.

Read your orders and positions

await user.fetchInfo();

const accountId = user.accountIds![0];
user.orders[accountId];    // open orders
user.positions[accountId]; // positions
user.balances[accountId];  // balances
user.margins[accountId];   // margin state

For history and analytics, query through the client:

await nord.getAccountOrders(accountId, { pageSize: 100 });
await nord.getAccountPositionSummary(accountId);
await nord.getAccountPnlSummary(accountId);
await nord.getAccountPnl(accountId, { since, until, pageSize: 100 });
await nord.getAccountPositionHistory(accountId, { pageSize: 100 });

Live updates come from the account stream — see WebSockets.

Batching related actions

user.atomic([...]) submits several subactions as one action, so they succeed or fail together — for example replacing a quote by canceling and re-placing in a single round trip. user.placeRfqOrder is built on it.

Liquidations

user.takePositions({ targetAccountId }) moves each position of an eligible account to the backstop account of its market. It returns takers, with the positions each backstop account received in takenPositions. This is the integration point for liquidators; eligibility and pricing are described in Liquidations.

Next steps

• Triggers — stop-loss and take-profit.
• RFQ — request-for-quote markets.
• Fees — what a fill costs.