Strategy API (ctx)

A strategy is one JavaScript function. Backtest and live use exactly the same interface — nothing exists on only one side.

function onUpdate(ctx) {
  // called per candle (backtest) / per update (live)
  // return null, one order object, or an array of orders
}

Rules

• Pure function — no network, no imports, no async. Only the ctx below.
• qty is always an amount of coin (not cash).
• Indicators return null without enough data — always null-check.
• Keep your variables in ctx.state; they persist across calls.
• ctx.ref slots use logical names ('hedge' etc.) — real symbols are bound at deploy time.

Order objects

• Market: { side: 'buy'|'sell', qty } — walks the book (slippage, partial fills, taker fee).
• Limit: { side, qty, type: 'limit', price } — fills at your price with maker fee when touched. postOnly: true rejects a limit that would fill immediately.
• Smart (work order): { side, qty, type: 'smart', chase?, slices?, trigger?, hardStopMs? } — executed over time: chasing (peg the book → cross at deadline), slicing, stop/trailing triggers, and a hard time budget, in live and paper runs. Backtests approximate it as a market order — validate with a live paper run.
• Cancel all: { cancel: 'all' } — cancels resting limits AND all work orders (chasing can't be stopped by canceling a single order).

The table below is the entire ctx (generated from the same source as the editor autocompletion). To get strategy code from an AI, use the studio's AI-prompt button or paste the whole AI reference.