> For the complete documentation index, see [llms.txt](https://docs.turbine.exchange/llms.txt). Markdown versions of documentation pages are available by appending `.md` to page URLs; this page is available as [Markdown](https://docs.turbine.exchange/trading/readme/auto-mode.md).

# Auto Mode

**Auto Spread** settles your trade within your deadline at the lowest possible spread.

You pick the deadline; Turbine dynamically manages the spread to optimize your surplus.

### How Auto works

When you place an Auto order, Turbine builds a target-spread schedule that spans the order's lifetime.

The maximum spread the order accepts changes over time: it starts deeply below market (*negative spread*) and relaxes toward the current DEX aggregator rate (+ buffer) by your deadline.

There are two types of spread schedules: one type for the shortest orders (10 minutes), and another for the rest.

#### Long order spread schedule

This schedule applies to all orders whose lifetime is longer than 10 minutes.

<figure><img src="/files/988gDFjBvPVnMjYVqnvc" alt=""><figcaption></figcaption></figure>

The schedule walks through four phases:

<table><thead><tr><th width="124">Phase</th><th width="136">Time fraction</th><th width="485">Mechanism</th></tr></thead><tbody><tr><td>1 · yolo</td><td>0–10%</td><td>Target spread is deeply negative. The order fills only against an exceptional match, like a whale order with significant price impact.</td></tr><tr><td>2 · earn</td><td>10–50%</td><td>Target spread crosses through the negative-spread band. Most peer matching happens here; this is the widest phase.</td></tr><tr><td>3 · ultra</td><td>50–75%</td><td>Target spread approaches the aggregator rate. Turbine LP sits just above the aggregator rate to wait for swings in AMM spread.</td></tr><tr><td>4 · sure thing</td><td>75–100%</td><td>Target spread crosses the aggregator rate slightly to guarantee settlement.</td></tr></tbody></table>

The schedule starts at **−10%** (the "yolo" anchor) and ends at **the aggregator rate plus platform fees plus a small buffer** (the "sure thing" floor). These are the two fixed anchors; Turbine manages the shape between them.

#### Short order spread schedule

This schedule applies to 10-minute orders. It is better suited for short orders which don't have so much time to spare to hope for negative spread.

<figure><img src="/files/YaAxF9HaEVI1GMJGGxu3" alt=""><figcaption></figcaption></figure>

The schedule walks through three phases:

<table><thead><tr><th width="124">Phase</th><th width="136">Time fraction</th><th width="485">Mechanism</th></tr></thead><tbody><tr><td>2 · earn</td><td>0-10%</td><td>Target spread starts at negative values and quickly goes to slightly positive.</td></tr><tr><td>3 · normal</td><td>10–80%</td><td>Target spread approaches and slightly crosses the aggregator rate.</td></tr><tr><td>4 · sure thing</td><td>80–100%</td><td>Target spread aggressively goes to twice the market spread, to ensure settlement.</td></tr></tbody></table>

### What happens in each batch

Every batch (about 12 seconds):

1. Turbine fetches the current market mid-price.
2. Your order's target spread is read from its schedule.
3. Your order enters the book for this batch at `limit price = market price - target spread`.
4. The batch clears and sets a uniform price for the pair. If the clearing price is at or below your target spread, your order settles (fully or partially) at that clearing price against a peer, [Turbine LP](/features/market-tracking-lp.md), or on-chain liquidity (Tycho-routed DEXs and PMM RFQ).
5. If no match clears at the target spread, your order remains in the book. The next batch reads the next point on the schedule.

The schedule keeps moving regardless of fills: every batch, the target spread decays slightly, until by the deadline it reaches the "sure thing" floor, where on-chain liquidity fills it.

### Worst case, best case

* **Worst case:** the spread you would get on any DEX aggregator right now, or larger if the order is in danger of not getting filled.
* **Best case:** much lower spread. Can include negative spread, meaning you receive more than mid-price.

The longer your deadline, the more time your trade spends in the negative-spread and near-mid bands where peer matches and AMM dislocations concentrate, and you settle at a significant surplus.

### Picking a deadline

The *Fill within* slider is the only setting you need. Pick the longest deadline you're comfortable with. The order is private, MEV-protected, and tracks the market the whole time. You can cancel at any point.

#### See also

{% content-ref url="/pages/oSTrZMbruCmH5RYx8BlN" %}
[Market Tracking Order](/features/market-tracking-order.md)
{% endcontent-ref %}

{% content-ref url="/pages/xi5YyZiGwS95iyNddZfr" %}
[The Speedbump](/features/the-speedbump.md)
{% endcontent-ref %}

{% content-ref url="/pages/EgLMwAmgTx9vjQVwJixV" %}
[Batching Solver](/features/batching-solver.md)
{% endcontent-ref %}


---

# Agent Instructions
This documentation is published with GitBook. GitBook is the documentation platform designed so that both humans and AI agents can read, navigate, and reason over technical content effectively. Learn more at gitbook.com.

## Querying This Documentation
If you need additional information that is not directly available in this page, you can query the documentation dynamically by asking a question.

Perform an HTTP GET request on the current page URL with the `ask` query parameter:

```
GET https://docs.turbine.exchange/trading/readme/auto-mode.md?ask=<question>
```

The question should be specific, self-contained, and written in natural language.
The response will contain a direct answer to the question and relevant excerpts and sources from the documentation.

Use this mechanism when the answer is not explicitly present in the current page, you need clarification or additional context, or you want to retrieve related documentation sections.