Execute a "marketable limit order" against the orderbook with built-in slippage protection.

Key Features:

• Slippage Protection: Requires limit_price to prevent execution at unfavorable prices
• Immediate Execution: Fills immediately against available liquidity (IOC/FOK)
• Multi-Asset: Supports both options and perpetual futures

Unlike traditional market orders, Kyan's market orders won't execute beyond your limit_price, protecting you from excessive slippage during volatile conditions.

Important Constraints:

• Price Increment: The limit_price must be divisible by the minimum price increment for the base asset (see GET /api/v1/exchange_info → orderConstraints.priceIncrements)
• Size Increment: Order size in contracts (canonical for both options and perpetuals; or the legacy amount for perpetuals) must be divisible by the size increment (see GET /api/v1/exchange_info → orderConstraints.options.sizeIncrements or orderConstraints.perpetuals.sizeIncrements)
• Order size: Both options and perpetual orders use contracts (base contracts) as the canonical size field; for perpetuals the legacy amount field (USD notional) is still accepted for backward compatibility (supply exactly one of contracts or amount). The notional amount model is deprecated and will be removed in a future release — migrate to contracts
• Minimum Size: Order size must meet the per-asset minimum. Perpetual minimum size equals the size increment, in base contracts: BTC 0.0001, ETH 0.001, ARB 1
• Max Slippage: Order will be rejected if limit_price exceeds the maximum allowed slippage from fair value

Authentication Options:

• Signature: Include signature and signature_deadline fields in the request
• One-click session: Include x-one-click header with session hash (no signature needed)

When using one-click sessions, the signature fields can be omitted from the request.