QuickTrade is a partner feature. Reach out to the Definitive team to find out whether it is a good fit for your use case and to enable it on your API key.
Why it is fast
A normal market order fetches a fresh quote at submission time, then simulates and routes it before execution. QuickTrade removes that round trip:- Reusable quotes. QuickTrade executes against a recently computed quote instead of fetching a new one. Quotes are pre-populated by the quote/preview endpoint (which clients typically call in the background) and reused for a short window, so a submit can skip straight to execution. Under the hood the cached quote’s calldata is rewritten to your exact amount.
- Prioritized execution. QuickTrade tolerates more slippage and prioritizes gas so the transaction lands quickly and reliably in competitive blocks, rather than retrying its way in.
When to use it
Use QuickTrade when time-to-fill is the priority:- Entering a newly launched token where the market is moving within seconds.
- Any market buy or sell where a certain, fast fill is worth more than shaving basis points off the price.
quickTrade) when you want the tightest price and can tolerate normal quoting latency.
Trade-offs
QuickTrade optimizes for landing the fill, so you accept:- A wider effective price. QuickTrade does not have a fixed simulated amount out at quote time, so
maxPriceImpactbounds the fill against the reference price available at execution. If the fill cannot meet that bound, no funds move. - Higher gas. QuickTrade prioritizes gas to land the transaction faster, so gas costs are higher than a standard market order.
- A slightly older quote. Because execution reuses a recent quote rather than pulling a fresh one, the reference price can be marginally staler than a standard order.
Constraints
Field reference
Placing Orders
The target/contra framework and every order parameter, including where
quickTrade fits.Order Statuses
How orders transition between statuses and the reason codes for cancels and rejects.