Feat/support binance (#22)

* 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.
2026-09-11 09:18:08 +00:00 · 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/portfolio-margin/common-definition"
+fetched_at: "2026-01-27T05:28:19.052Z"
+---
+# Public API Definitions
+
+## Terminology[](https://developers.binance.com/docs/derivatives/portfolio-margin/common-definition)
+
+-   `baseasseet` refers to the asset that is the `quantity` of a symbol.
+-   `quoteAsset` refers to the asset that is the `price` of a symbol.
+-   `Margin` refers to `Cross Margin`
+-   `UM` refers to `USD-M Futures`
+-   `CM` refers to `Coin-M Futures`
+
+## ENUM definitions[](https://developers.binance.com/docs/derivatives/portfolio-margin/common-definition)
+
+**Order side (side)**
+
+-   BUY
+-   SELL
+
+**Position side for Futures (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)
+
+**Stop-Limit Time in force (stopLimitTimeInForce)**
+
+-   GTC - Good Till Cancel
+-   IOC - Immediate or Cancel
+-   FOK - Fill or Kill
+
+**Side Effect Type (sideEffectType)**
+
+-   NO\_SIDE\_EFFECT
+-   MARGIN\_BUY
+-   AUTO\_REPAY
+
+**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
+
+**Response Type (newOrderRespType)**
+
+-   ACK
+-   RESULT
+
+**Order types (type)**
+
+-   LIMIT
+-   MARKET
+
+**Conditional Order types (strategyType)**
+
+-   STOP
+-   STOP\_MARKET
+-   TAKE\_PROFIT
+-   TAKE\_PROFIT\_MARKET
+-   TRAILING\_STOP\_MARKET
+
+**Working Type for Futures Conditional Orders (workingType)**
+
+-   MARK\_PRICE
+
+**Order status (status)**
+
+-   NEW
+-   CANCELED
+-   REJECTED
+-   PARTIALLY\_FILLED
+-   FILLED
+-   EXPIRED
+
+**Conditional Order status (strategyStatus)**
+
+-   NEW
+-   CANCELED
+-   TRIGGERED - conditional order is triggered
+-   FINISHED - triggered order is filled
+-   EXPIRED
+
+**Futures Contract type (contractType):**
+
+-   PERPETUAL
+-   CURRENT\_MONTH
+-   NEXT\_MONTH
+-   CURRENT\_QUARTER
+-   NEXT\_QUARTER
+-   PERPETUAL\_DELIVERING
+
+**Contract status (contractStatus, status):**
+
+-   PENDING\_TRADING
+-   TRADING
+-   PRE\_DELIVERING
+-   DELIVERING
+-   DELIVERED
+-   PRE\_SETTLE
+-   SETTLING
+-   CLOSE
+
+**Rate limiters (rateLimitType)**
+
+-   REQUEST\_WEIGHT
+-   ORDERS
+
+> **REQUEST\_WEIGHT**
+
+```
+  {    "rateLimitType": "REQUEST_WEIGHT",    "interval": "MINUTE",    "intervalNum": 1,    "limit": 2400  }
+```
+
+> **ORDERS**
+
+```
+  {    "rateLimitType": "ORDERS",    "interval": "MINUTE",    "intervalNum": 1,    "limit": 1200   }
+```
+
+**Rate limit intervals (interval)**
+
+-   MINUTE
+
+# Filters
+
+Filters define trading rules on a symbol or an exchange.
+
+## Symbol filters[](https://developers.binance.com/docs/derivatives/portfolio-margin/common-definition)
+
+### PRICE\_FILTER[](https://developers.binance.com/docs/derivatives/portfolio-margin/common-definition)
+
+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:
+
+-   sell order `price` >= `minPrice`
+-   buy order `price` <= `maxPrice`
+-   (`price`\-`minPrice`) % `tickSize` == 0
+
+> **ExchangeInfo format:**
+
+```
+{    "filterType": "PRICE_FILTER",    "minPrice": "0.00000100",    "maxPrice": "100000.00000000",    "tickSize": "0.00000100"}
+```
+
+### LOT\_SIZE[](https://developers.binance.com/docs/derivatives/portfolio-margin/common-definition)
+
+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
+
+> **/exchangeInfo format:**
+
+```
+{    "filterType": "LOT_SIZE",    "minQty": "0.00100000",    "maxQty": "100000.00000000",    "stepSize": "0.00100000"}
+```
+
+### PERCENT\_PRICE[](https://developers.binance.com/docs/derivatives/portfolio-margin/common-definition)
+
+The `PERCENT_PRICE` filter defines valid range for a price based on the mark price in Futures and on the average of the previous trades in Cross Margin. For Cross Margin `avgPriceMins` is the number of minutes the average price is calculated over. 0 means the last price is used.
+
+In order to pass the `percent price`, the following must be true for `price`:
+
+-   Futures BUY: `price` <= `markPrice` \_ `multiplierUp` SELL: `price` >= `markPrice` \_ `multiplierDown`
+-   Cross Margin BUY: `price` <= `weightedAveragePrice` \_ `multiplierUp` SELL: `price` >= `weightedAveragePrice` \_ `multiplierDown`
+
+### MIN\_NOTIONAL[](https://developers.binance.com/docs/derivatives/portfolio-margin/common-definition)
+
+The `MIN_NOTIONAL` filter defines the minimum notional value allowed for an order on a symbol. An order's notional value is the `price` \* `quantity`. Since `MARKET` orders have no price, the `mark price` is used in Futures and the average price is used over the last `avgPriceMins` for Cross Margin. `avgPriceMins` is the number of minutes the average price is calculated over. 0 means the last price is used.
+
+### MARKET\_LOT\_SIZE[](https://developers.binance.com/docs/derivatives/portfolio-margin/common-definition)
+
+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
+
+> **/exchangeInfo format:**
+
+```
+{  "filterType": "MARKET_LOT_SIZE",  "minQty": "0.00100000",  "maxQty": "100000.00000000",  "stepSize": "0.00100000"}
+```
+
+### MAX\_NUM\_ORDERS[](https://developers.binance.com/docs/derivatives/portfolio-margin/common-definition)
+
+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.
+
+> **/exchangeInfo format:**
+
+```
+{  "filterType": "MAX_NUM_ORDERS",  "limit": 200}
+```
+
+### MAX\_NUM\_ALGO\_ORDERS[](https://developers.binance.com/docs/derivatives/portfolio-margin/common-definition)
+
+The `MAX_NUM_ALGO_ORDERS` filter defines the maximum number of all kinds of algo orders an account is allowed to have open on a symbol. The algo orders include `STOP`, `STOP_MARKET`, `TAKE_PROFIT`, `TAKE_PROFIT_MARKET`, and `TRAILING_STOP_MARKET` orders.
+
+> **/exchangeInfo format:**
+
+```
+{  "filterType": "MAX_NUM_ALGO_ORDERS",  "limit": 100}
+```
+
+-   [Terminology](https://developers.binance.com/docs/derivatives/portfolio-margin/common-definition)
+-   [ENUM definitions](https://developers.binance.com/docs/derivatives/portfolio-margin/common-definition)
+-   [Symbol filters](https://developers.binance.com/docs/derivatives/portfolio-margin/common-definition)
+    -   [PRICE\_FILTER](https://developers.binance.com/docs/derivatives/portfolio-margin/common-definition)
+    -   [LOT\_SIZE](https://developers.binance.com/docs/derivatives/portfolio-margin/common-definition)
+    -   [PERCENT\_PRICE](https://developers.binance.com/docs/derivatives/portfolio-margin/common-definition)
+    -   [MIN\_NOTIONAL](https://developers.binance.com/docs/derivatives/portfolio-margin/common-definition)
+    -   [MARKET\_LOT\_SIZE](https://developers.binance.com/docs/derivatives/portfolio-margin/common-definition)
+    -   [MAX\_NUM\_ORDERS](https://developers.binance.com/docs/derivatives/portfolio-margin/common-definition)
+    -   [MAX\_NUM\_ALGO\_ORDERS](https://developers.binance.com/docs/derivatives/portfolio-margin/common-definition)