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Feat/support binance (#22)

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* add docs

* Add Binance exchange support

- Updated the environment configuration to include Binance as a selectable exchange option.
- Enhanced the README documentation to reflect the addition of Binance.
- Implemented the Binance exchange adapter and integrated it into the existing exchange framework.
- Modified the basis arbitrage strategy to support Binance alongside existing exchanges.
- Added tests to ensure proper functionality and integration of Binance within the trading system.

* Enhance README with detailed Binance exchange configuration

- Added comprehensive instructions for setting up Binance as an exchange option.
- Included environment variable specifications for API keys, market types, and trading symbols.
- Provided examples for both perpetual and spot trading strategies.
- Clarified the use of WebSocket and REST for the Binance adapter.

* Enhance exchange support and testing framework

- Added a new test suite for exchange contracts to ensure consistency and functionality across supported exchanges.
- Refactored exchange ID handling to utilize a centralized list of supported exchanges, improving maintainability.
- Updated CLI argument parsing and help documentation to reflect the new exchange structure.
- Introduced utility functions for validating supported exchanges and their display names.
- Enhanced the BasisApp and strategy runner to leverage the new exchange validation logic.
- Added a new test command for running exchange-related tests.

* Refactor exchange contract tests and update CLI commands

- Removed the trailing supported exchanges set and simplified the logic for trailing stop support in the exchange contract tests.
- Updated the test command for exchange contracts to exclude unnecessary tests, streamlining the testing process.
- Enhanced test descriptions for clarity and improved understanding of the functionality being tested.
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2026-02-27 11:37:44 +08:00
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---
title: "Common Definition | Binance Open Platform"
source: "https://developers.binance.com/docs/derivatives/coin-margined-futures/common-definition"
fetched_at: "2026-01-27T05:28:02.113Z"
---
# Public Endpoints Info
## Terminology[​](https://developers.binance.com/docs/derivatives/coin-margined-futures/common-definition)
- `symbol` refers to the symbol name of a contract symbol
- `pair` refers to the underlying symbol of a contracrt symbol
- `base asset` refers to the asset that is the `quantity` of a symbol.
- `quote asset` refers to the asset that is the `price` of a symbol.
- `margin asset` refers to the asset that is the `margin` of a symbol
## ENUM definitions[​](https://developers.binance.com/docs/derivatives/coin-margined-futures/common-definition)
**Symbol type:**
- DELIVERY\_CONTRACT
- PERPETUAL\_CONTRACT
**Contract type (contractType):**
- PERPETUAL
- CURRENT\_QUARTER
- NEXT\_QUARTER
- CURRENT\_QUARTER\_DELIVERING // Invalid type, only used for DELIVERING status
- NEXT\_QUARTER\_DELIVERING // Invalid type, only used for DELIVERING status
- PERPETUAL\_DELIVERING
**Contract status (contractStatus, status):**
- PENDING\_TRADING
- TRADING
- PRE\_DELIVERING
- DELIVERING
- DELIVERED
**Order status (status):**
- NEW
- PARTIALLY\_FILLED
- FILLED
- CANCELED
- EXPIRED
**Order types (type):**
- LIMIT
- MARKET
- STOP
- STOP\_MARKET
- TAKE\_PROFIT
- TAKE\_PROFIT\_MARKET
- TRAILING\_STOP\_MARKET
**Order side (side):**
- BUY
- SELL
**Position side (positionSide):**
- BOTH
- LONG
- SHORT
**Time in force (timeInForce):**
- GTC - Good Till Cancel
- IOC - Immediate or Cancel
- FOK - Fill or Kill
- GTX - Good Till Crossing (Post Only)
**Working Type (workingType)**
- MARK\_PRICE
- CONTRACT\_PRICE
**New Order Response Type (newOrderRespType)**
- ACK
- RESULT
**Price Match (priceMatch)**
- NONE: no price match
- OPPONENT: counterparty best price
- OPPONENT\_5: counterparty 5th best price
- OPPONENT\_10: counterparty 10th best price
- OPPONENT\_20: counterparty 20th best price
- QUEUE: the best price on the same side of the order book
- QUEUE\_5: the 5th best price on the same side of the order book
- QUEUE\_10: the 10th best price on the same side of the order book
- QUEUE\_20: the 20th best price on the same side of the order book
**Self-Trade Prevention mode (selfTradePreventionMode)**
- NONE: No Self-Trade Prevention
- EXPIRE\_TAKER: expire taker order when STP trigger
- EXPIRE\_BOTH: expire taker and maker order when STP trigger
- EXPIRE\_MAKER: expire maker order when STP trigger
**Kline/Candlestick chart intervals:**
m -> minutes; h -> hours; d -> days; w -> weeks; M -> months
- 1m
- 3m
- 5m
- 15m
- 30m
- 1h
- 2h
- 4h
- 6h
- 8h
- 12h
- 1d
- 3d
- 1w
- 1M
**Rate limiters (rateLimitType)**
> REQUEST\_WEIGHT
```
{ "rateLimitType": "REQUEST_WEIGHT", "interval": "MINUTE", "intervalNum": 1, "limit": 6000 }
```
> ORDERS
```
{ "rateLimitType": "ORDERS", "interval": "MINUTE", "intervalNum": 1, "limit": 1200 }
```
- REQUEST\_WEIGHT
- ORDERS
**Rate limit intervals (interval)**
- MINUTE
# Filters
Filters define trading rules on a symbol or an exchange.
## Symbol filters[​](https://developers.binance.com/docs/derivatives/coin-margined-futures/common-definition)
### PRICE\_FILTER[​](https://developers.binance.com/docs/derivatives/coin-margined-futures/common-definition)
> **/exchangeInfo format:**
```
{ "filterType": "PRICE_FILTER", "minPrice": "0.00000100", "maxPrice": "100000.00000000", "tickSize": "0.00000100" }
```
The `PRICE_FILTER` defines the `price` rules for a symbol. There are 3 parts:
- `minPrice` defines the minimum `price`/`stopPrice` allowed; disabled on `minPrice` == 0.
- `maxPrice` defines the maximum `price`/`stopPrice` allowed; disabled on `maxPrice` == 0.
- `tickSize` defines the intervals that a `price`/`stopPrice` can be increased/decreased by; disabled on `tickSize` == 0.
Any of the above variables can be set to 0, which disables that rule in the `price filter`. In order to pass the `price filter`, the following must be true for `price`/`stopPrice` of the enabled rules:
- `price` >= `minPrice`
- `price` <= `maxPrice`
- (`price`\-`minPrice`) % `tickSize` == 0
### LOT\_SIZE[​](https://developers.binance.com/docs/derivatives/coin-margined-futures/common-definition)
> **/exchangeInfo format:**
```
{ "filterType": "LOT_SIZE", "minQty": "0.00100000", "maxQty": "100000.00000000", "stepSize": "0.00100000" }
```
The `LOT_SIZE` filter defines the `quantity` (aka "lots" in auction terms) rules for a symbol. There are 3 parts:
- `minQty` defines the minimum `quantity` allowed.
- `maxQty` defines the maximum `quantity` allowed.
- `stepSize` defines the intervals that a `quantity` can be increased/decreased by.
In order to pass the `lot size`, the following must be true for `quantity`:
- `quantity` >= `minQty`
- `quantity` <= `maxQty`
- (`quantity`\-`minQty`) % `stepSize` == 0
### MARKET\_LOT\_SIZE[​](https://developers.binance.com/docs/derivatives/coin-margined-futures/common-definition)
> **/exchangeInfo format:**
```
{ "filterType": "MARKET_LOT_SIZE", "minQty": "0.00100000", "maxQty": "100000.00000000", "stepSize": "0.00100000" }
```
The `MARKET_LOT_SIZE` filter defines the `quantity` (aka "lots" in auction terms) rules for `MARKET` orders on a symbol. There are 3 parts:
- `minQty` defines the minimum `quantity` allowed.
- `maxQty` defines the maximum `quantity` allowed.
- `stepSize` defines the intervals that a `quantity` can be increased/decreased by.
In order to pass the `market lot size`, the following must be true for `quantity`:
- `quantity` >= `minQty`
- `quantity` <= `maxQty`
- (`quantity`\-`minQty`) % `stepSize` == 0
### MAX\_NUM\_ORDERS[​](https://developers.binance.com/docs/derivatives/coin-margined-futures/common-definition)
> **/exchangeInfo format:**
```
{ "filterType": "MAX_NUM_ORDERS", "limit": 200 }
```
The `MAX_NUM_ORDERS` filter defines the maximum number of orders an account is allowed to have open on a symbol.
Note that both "algo" orders and normal orders are counted for this filter.
### PERCENT\_PRICE[​](https://developers.binance.com/docs/derivatives/coin-margined-futures/common-definition)
> **/exchangeInfo format:**
```
{ "filterType": "PERCENT_PRICE", "multiplierUp": "1.0500", "multiplierDown": "0.9500", "multiplierDecimal": 4 }
```
The `PERCENT_PRICE` filter defines valid range for a price based on the mark price.
In order to pass the `percent price`, the following must be true for `price`:
- BUY: `price` <= `markPrice` \* `multiplierUp`
- SELL: `price` >= `markPrice` \* `multiplierDown`
- [Terminology](https://developers.binance.com/docs/derivatives/coin-margined-futures/common-definition)
- [ENUM definitions](https://developers.binance.com/docs/derivatives/coin-margined-futures/common-definition)
- [Symbol filters](https://developers.binance.com/docs/derivatives/coin-margined-futures/common-definition)
- [PRICE\_FILTER](https://developers.binance.com/docs/derivatives/coin-margined-futures/common-definition)
- [LOT\_SIZE](https://developers.binance.com/docs/derivatives/coin-margined-futures/common-definition)
- [MARKET\_LOT\_SIZE](https://developers.binance.com/docs/derivatives/coin-margined-futures/common-definition)
- [MAX\_NUM\_ORDERS](https://developers.binance.com/docs/derivatives/coin-margined-futures/common-definition)
- [PERCENT\_PRICE](https://developers.binance.com/docs/derivatives/coin-margined-futures/common-definition)