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/usds-margined-futures/common-definition"
+fetched_at: "2026-01-27T05:28:26.296Z"
+---
+# Public Endpoints Info
+
+## Terminology[](https://developers.binance.com/docs/derivatives/usds-margined-futures/common-definition)
+
+-   `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.
+
+## ENUM definitions[](https://developers.binance.com/docs/derivatives/usds-margined-futures/common-definition)
+
+**Symbol type:**
+
+-   FUTURE
+
+**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
+
+**Order status (status):**
+
+-   NEW
+-   PARTIALLY\_FILLED
+-   FILLED
+-   CANCELED
+-   REJECTED
+-   EXPIRED
+-   EXPIRED\_IN\_MATCH
+
+**Order types (orderTypes, 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(GTC order valitidy is 1 year from placement)
+-   IOC - Immediate or Cancel
+-   FOK - Fill or Kill
+-   GTX - Good Till Crossing (Post Only)
+-   GTD - Good Till Date
+-   RPI - Retail Price Improvement(RPI order is post only and only be matched with the order from APP or Web)
+
+**Working Type (workingType)**
+
+-   MARK\_PRICE
+-   CONTRACT\_PRICE
+
+**Response Type (newOrderRespType)**
+
+-   ACK
+-   RESULT
+
+**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
+
+**STP MODE (selfTradePreventionMode):**
+
+-   EXPIRE\_TAKER
+-   EXPIRE\_BOTH
+-   EXPIRE\_MAKER
+
+**Price Match (priceMatch)**
+
+-   NONE (No price match)
+-   OPPONENT (counterparty best price)
+-   OPPONENT\_5 (the 5th best price from the counterparty)
+-   OPPONENT\_10 (the 10th best price from the counterparty)
+-   OPPONENT\_20 (the 20th best price from the counterparty)
+-   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)
+
+**Rate limiters (rateLimitType)**
+
+> REQUEST\_WEIGHT
+
+```
+  {  	"rateLimitType": "REQUEST_WEIGHT",  	"interval": "MINUTE",  	"intervalNum": 1,  	"limit": 2400  }
+```
+
+> 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/usds-margined-futures/common-definition)
+
+### PRICE\_FILTER[](https://developers.binance.com/docs/derivatives/usds-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/usds-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/usds-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/usds-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.
+
+### MAX\_NUM\_ALGO\_ORDERS[](https://developers.binance.com/docs/derivatives/usds-margined-futures/common-definition)
+
+> **/exchangeInfo format:**
+
+```
+  {    "filterType": "MAX_NUM_ALGO_ORDERS",    "limit": 100  }
+```
+
+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.
+
+### PERCENT\_PRICE[](https://developers.binance.com/docs/derivatives/usds-margined-futures/common-definition)
+
+> **/exchangeInfo format:**
+
+```
+  {    "filterType": "PERCENT_PRICE",    "multiplierUp": "1.1500",    "multiplierDown": "0.8500",    "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`
+
+### MIN\_NOTIONAL[](https://developers.binance.com/docs/derivatives/usds-margined-futures/common-definition)
+
+> **/exchangeInfo format:**
+
+```
+  {    "filterType": "MIN_NOTIONAL",    "notional": "5.0"  }
+```
+
+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.
+
+-   [Terminology](https://developers.binance.com/docs/derivatives/usds-margined-futures/common-definition)
+-   [ENUM definitions](https://developers.binance.com/docs/derivatives/usds-margined-futures/common-definition)
+-   [Symbol filters](https://developers.binance.com/docs/derivatives/usds-margined-futures/common-definition)
+    -   [PRICE\_FILTER](https://developers.binance.com/docs/derivatives/usds-margined-futures/common-definition)
+    -   [LOT\_SIZE](https://developers.binance.com/docs/derivatives/usds-margined-futures/common-definition)
+    -   [MARKET\_LOT\_SIZE](https://developers.binance.com/docs/derivatives/usds-margined-futures/common-definition)
+    -   [MAX\_NUM\_ORDERS](https://developers.binance.com/docs/derivatives/usds-margined-futures/common-definition)
+    -   [MAX\_NUM\_ALGO\_ORDERS](https://developers.binance.com/docs/derivatives/usds-margined-futures/common-definition)
+    -   [PERCENT\_PRICE](https://developers.binance.com/docs/derivatives/usds-margined-futures/common-definition)
+    -   [MIN\_NOTIONAL](https://developers.binance.com/docs/derivatives/usds-margined-futures/common-definition)