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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.
This commit is contained in:
Disney
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---
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title: "Self Trade Prevention | Binance Open Platform"
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source: "https://developers.binance.com/docs/derivatives/usds-margined-futures/faq/stp-faq"
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fetched_at: "2026-01-27T05:28:26.817Z"
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---
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# Self Trade Prevention (STP) FAQ
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## What is Self Trade Prevention?[](https://developers.binance.com/docs/derivatives/usds-margined-futures/faq/stp-faq)
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Self Trade Prevention (or STP) prevents orders of users, or the user's `tradeGroupId` to match against their own.
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## What defines a self-trade?[](https://developers.binance.com/docs/derivatives/usds-margined-futures/faq/stp-faq)
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A self-trade can occur in either scenario:
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- The order traded against the same account.
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- The order traded against an account with the same `tradeGroupId`.
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## What happens when STP is triggered?[](https://developers.binance.com/docs/derivatives/usds-margined-futures/faq/stp-faq)
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There are three possible modes for what the system will do if an order could create a self-trade.
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`EXPIRE_TAKER` - This mode prevents a trade by immediately expiring the taker order's remaining quantity.
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`EXPIRE_MAKER` - This mode prevents a trade by immediately expiring the potential maker order's remaining quantity.
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`EXPIRE_BOTH` - This mode prevents a trade by immediately expiring both the taker and the potential maker orders' remaining quantities.
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The STP event will occur depending on the STP mode of the **taker order**.
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Thus, the STP mode of an order that goes on the book is no longer relevant and will be ignored for all future order processing.
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## Where do I set STP mode for an order?[](https://developers.binance.com/docs/derivatives/usds-margined-futures/faq/stp-faq)
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STP can only be set using field `selfTradePreventionMode` through API endpoints below:
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- POST `/fapi/v1/order`
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- POST `/fapi/v1/batchOrders`
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## What is a Trade Group Id?[](https://developers.binance.com/docs/derivatives/usds-margined-futures/faq/stp-faq)
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Different accounts with the same `tradeGroupId` are considered part of the same "trade group". Orders submitted by members of a trade group are eligible for STP according to the taker-order's STP mode.
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A user can confirm if their accounts are under the same `tradeGroupId` from the API either from `GET /fapi/v1/accountConfig` (REST API).
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If the value is `-1`, then the `tradeGroupId` has not been set for that account, so the STP may only take place between orders of the same account.
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We will release feature for user to group subaccounts to same `tradeGroupId` on website in future updates.
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## How do I know which symbol uses STP?[](https://developers.binance.com/docs/derivatives/usds-margined-futures/faq/stp-faq)
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Placing orders on all symbols in `GET fapi/v1/exchangeInfo` can set `selfTradePreventionMode`.
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## What order types support STP?[](https://developers.binance.com/docs/derivatives/usds-margined-futures/faq/stp-faq)
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`LIMIT`/`MARKET`/`STOP`/`TAKE_PROFIT`/`STOP_MARKET`/`TAKE_PROFIT_MARKET`/`TRAILING_STOP_MARKET` all supports STP when Time in force(timeInForce) set to `GTC`/ `IOC`/ `GTD`. STP won't take effect for Time in force(timeInForce) `FOK` or `GTX`
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## Does Modify order support STP?[](https://developers.binance.com/docs/derivatives/usds-margined-futures/faq/stp-faq)
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No. Modify order that has reset `selfTradePreventionMode` to `NONE`
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## How do I know if an order expired due to STP?[](https://developers.binance.com/docs/derivatives/usds-margined-futures/faq/stp-faq)
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The order will have the status `EXPIRED_IN_MATCH`.
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In user data stream event `ORDER_TRADE_UPDATE`, field `X` would be `EXPIRED_IN_MATCH` if order is expired due to STP
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```
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{ "e":"ORDER_TRADE_UPDATE", // Event Type "E":1568879465651, // Event Time "T":1568879465650, // Transaction Time "o":{ "s":"BTCUSDT", // Symbol "c":"TEST", // Client Order Id // special client order id: // starts with "autoclose-": liquidation order // "adl_autoclose": ADL auto close order // "settlement_autoclose-": settlement order for delisting or delivery "S":"SELL", // Side "o":"TRAILING_STOP_MARKET", // Order Type "f":"GTC", // Time in Force "q":"0.001", // Original Quantity "p":"0", // Original Price "ap":"0", // Average Price "sp":"7103.04", // Stop Price. Please ignore with TRAILING_STOP_MARKET order "x":"EXPIRED", // Execution Type "X":"EXPIRED_IN_MATCH", // Order Status "i":8886774, // Order Id "l":"0", // Order Last Filled Quantity "z":"0", // Order Filled Accumulated Quantity "L":"0", // Last Filled Price "N":"USDT", // Commission Asset, will not push if no commission "n":"0", // Commission, will not push if no commission "T":1568879465650, // Order Trade Time "t":0, // Trade Id "b":"0", // Bids Notional "a":"9.91", // Ask Notional "m":false, // Is this trade the maker side? "R":false, // Is this reduce only "wt":"CONTRACT_PRICE", // Stop Price Working Type "ot":"TRAILING_STOP_MARKET", // Original Order Type "ps":"LONG", // Position Side "cp":false, // If Close-All, pushed with conditional order "AP":"7476.89", // Activation Price, only puhed with TRAILING_STOP_MARKET order "cr":"5.0", // Callback Rate, only puhed with TRAILING_STOP_MARKET order "pP": false, // ignore "si": 0, // ignore "ss": 0, // ignore "rp":"0", // Realized Profit of the trade "V": "EXPIRE_MAKER", // selfTradePreventionMode "pm":"QUEUE", // price match type "gtd":1768879465650 // good till date }}
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```
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## STP Examples:[](https://developers.binance.com/docs/derivatives/usds-margined-futures/faq/stp-faq)
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For all these cases, assume that all orders for these examples are made on the same account.
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**Scenario A- A user sends an order with `EXPIRE_MAKER` that would match with their orders that are already on the book.**
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```
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Maker Order 1: symbol=BTCUSDT side=BUY type=LIMIT quantity=1 price=20002 selfTradePreventionMode=EXPIRE_MAKERMaker Order 2: symbol=BTCUSDT side=BUY type=LIMIT quantity=1 price=20001 selfTradePreventionMode=EXPIRE_MAKERTaker Order 1: symbol=BTCUSDT side=SELL type=LIMIT quantity=1 price=20000 selfTradePreventionMode=EXPIRE_MAKER
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```
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**Result**: The orders that were on the book will expire due to STP, and the taker order will go on the book.
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Maker Order 1
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```
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{ "orderId": 292864710, "symbol": "BTCUSDT", "status": "FILLED", "clientOrderId": "testMaker1", "price": "20002", "avgPrice": "20002", "origQty": "1", "executedQty": "1", "cumQuote": "20002", "timeInForce": "GTC", "type": "LIMIT", "reduceOnly": false, "closePosition": false, "side": "BUY", "positionSide": "BOTH", "stopPrice": "0", "workingType": "CONTRACT_PRICE", "priceMatch": "NONE", "selfTradePreventionMode": "EXPIRE_MAKER", "goodTillDate": "null", "priceProtect": false, "origType": "LIMIT", "time": 1692849639460, "updateTime": 1692849639460}
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```
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Maker Order 2
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```
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{ "orderId": 292864711, "symbol": "BTCUSDT", "status": "EXPIRED_IN_MATCH", "clientOrderId": "testMaker2", "price": "20001", "avgPrice": "0.0000", "origQty": "1", "executedQty": "0", "cumQuote": "0", "timeInForce": "GTC", "type": "LIMIT", "reduceOnly": false, "closePosition": false, "side": "BUY", "positionSide": "BOTH", "stopPrice": "0", "workingType": "CONTRACT_PRICE", "priceMatch": "NONE", "selfTradePreventionMode": "EXPIRE_MAKER", "goodTillDate": "null", "priceProtect": false, "origType": "LIMIT", "time": 1692849639460, "updateTime": 1692849639460}
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```
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Output of the Taker Order
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```
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{ "orderId": 292864712, "symbol": "BTCUSDT", "status": "PARTIALLY_FILLED", "clientOrderId": "testTaker1", "price": "20000", "avgPrice": "20002", "origQty": "2", "executedQty": "1", "cumQuote": "20002", "timeInForce": "GTC", "type": "LIMIT", "reduceOnly": false, "closePosition": false, "side": "SELL", "positionSide": "BOTH", "stopPrice": "0", "workingType": "CONTRACT_PRICE", "priceMatch": "NONE", "selfTradePreventionMode": "EXPIRE_MAKER", "goodTillDate": "null", "priceProtect": false, "origType": "LIMIT", "time": 1692849639460, "updateTime": 1692849639460}
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```
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**Scenario B - A user sends an order with `EXPIRE_TAKER` that would match with their orders already on the book.**
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```
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Maker Order 1: symbol=BTCUSDT side=BUY type=LIMIT quantity=1 price=20002 selfTradePreventionMode=EXPIRE_MAKERMaker Order 2: symbol=BTCUSDT side=BUY type=LIMIT quantity=1 price=20001 selfTradePreventionMode=EXPIRE_MAKERTaker Order 1: symbol=BTCUSDT side=SELL type=LIMIT quantity=2 price=3 selfTradePreventionMode=EXPIRE_TAKER
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```
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**Result**: The orders already on the book will remain, while the taker order will expire.
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Maker Order 1
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```
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{ "orderId": 292864710, "symbol": "BTCUSDT", "status": "FILLED", "clientOrderId": "testMaker1", "price": "20002", "avgPrice": "0.0000", "origQty": "1", "executedQty": "0", "cumQuote": "0", "timeInForce": "GTC", "type": "LIMIT", "reduceOnly": false, "closePosition": false, "side": "BUY", "positionSide": "BOTH", "stopPrice": "0", "workingType": "CONTRACT_PRICE", "priceMatch": "NONE", "selfTradePreventionMode": "EXPIRE_MAKER", "goodTillDate": "null", "priceProtect": false, "origType": "LIMIT", "time": 1692849639460, "updateTime": 1692849639460}
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```
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Maker Order 2
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```
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{ "orderId": 292864711, "symbol": "BTCUSDT", "status": "EXPIRED_IN_MATCH", "clientOrderId": "testMaker2", "price": "20001", "avgPrice": "0.0000", "origQty": "1", "executedQty": "0", "cumQuote": "0", "timeInForce": "GTC", "type": "LIMIT", "reduceOnly": false, "closePosition": false, "side": "BUY", "positionSide": "BOTH", "stopPrice": "0", "workingType": "CONTRACT_PRICE", "priceMatch": "NONE", "selfTradePreventionMode": "EXPIRE_MAKER", "goodTillDate": "null", "priceProtect": false, "origType": "LIMIT", "time": 1692849639460, "updateTime": 1692849639460}
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```
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Output of the Taker order
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```
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{ "orderId": 292864712, "symbol": "BTCUSDT", "status": "EXPIRED_IN_MATCH", "clientOrderId": "testTaker1", "price": "20000", "avgPrice": "0.0000", "origQty": "3", "executedQty": "0", "cumQuote": "0", "timeInForce": "GTC", "type": "LIMIT", "reduceOnly": false, "closePosition": false, "side": "SELL", "positionSide": "BOTH", "stopPrice": "0", "workingType": "CONTRACT_PRICE", "priceMatch": "NONE", "selfTradePreventionMode": "EXPIRE_TAKER", "goodTillDate": "null", "priceProtect": false, "origType": "LIMIT", "time": 1692849639460, "updateTime": 1692849639460}
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```
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**Scenario C- A user has an order on the book, and then sends an order with `EXPIRE_BOTH` that would match with the existing order.**
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```
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Maker Order: symbol=BTCUSDT side=BUY type=LIMIT quantity=1 price=20002 selfTradePreventionMode=EXPIRE_MAKERTaker Order: symbol=BTCUSDT side=SELL type=LIMIT quantity=3 price=20000 selfTradePreventionMode=EXPIRE_BOTH
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```
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**Result:** Both orders will expire.
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Maker Order
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```
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{ "orderId": 292864710, "symbol": "BTCUSDT", "status": "EXPIRED_IN_MATCH", "clientOrderId": "testMaker1", "price": "20002", "avgPrice": "0.0000", "origQty": "1", "executedQty": "0", "cumQuote": "0", "timeInForce": "GTC", "type": "LIMIT", "reduceOnly": false, "closePosition": false, "side": "BUY", "positionSide": "BOTH", "stopPrice": "0", "workingType": "CONTRACT_PRICE", "priceMatch": "NONE", "selfTradePreventionMode": "EXPIRE_MAKER", "goodTillDate": "null", "priceProtect": false, "origType": "LIMIT", "time": 1692849639460, "updateTime": 1692849639460}
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```
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Taker Order
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```
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{ "orderId": 292864712, "symbol": "BTCUSDT", "status": "EXPIRED_IN_MATCH", "clientOrderId": "testTaker1", "price": "20000", "avgPrice": "0.0000", "origQty": "3", "executedQty": "0", "cumQuote": "0", "timeInForce": "GTC", "type": "LIMIT", "reduceOnly": false, "closePosition": false, "side": "SELL", "positionSide": "BOTH", "stopPrice": "0", "workingType": "CONTRACT_PRICE", "priceMatch": "NONE", "selfTradePreventionMode": "EXPIRE_BOTH", "goodTillDate": "null", "priceProtect": false, "origType": "LIMIT", "time": 1692849639460, "updateTime": 1692849639460}
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```
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**Scenario D - A user has an order on the book with `EXPIRE_MAKER`, and then sends a new order with `EXPIRE_TAKER` which would match with the existing order.**
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```
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Maker Order: symbol=BTCUSDT side=BUY type=LIMIT quantity=1 price=1 selfTradePreventionMode=EXPIRE_MAKERTaker Order: symbol=BTCUSDT side=SELL type=LIMIT quantity=1 price=1 selfTradePreventionMode=EXPIRE_TAKER
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```
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**Result**: The taker order's STP mode will be used, so the taker order will be expired.
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Maker Order
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```
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{ "orderId": 292864710, "symbol": "BTCUSDT", "status": "NEW", "clientOrderId": "testMaker1", "price": "20002", "avgPrice": "0.0000", "origQty": "1", "executedQty": "0", "cumQuote": "0", "timeInForce": "GTC", "type": "LIMIT", "reduceOnly": false, "closePosition": false, "side": "BUY", "positionSide": "BOTH", "stopPrice": "0", "workingType": "CONTRACT_PRICE", "priceMatch": "NONE", "selfTradePreventionMode": "EXPIRE_MAKER", "goodTillDate": "null", "priceProtect": false, "origType": "LIMIT", "time": 1692849639460, "updateTime": 1692849639460}
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```
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Taker Order
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```
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{ "orderId": 292864712, "symbol": "BTCUSDT", "status": "EXPIRED_IN_MATCH", "clientOrderId": "testTaker1", "price": "20000", "avgPrice": "0.0000", "origQty": "3", "executedQty": "0", "cumQuote": "0", "timeInForce": "GTC", "type": "LIMIT", "reduceOnly": false, "closePosition": false, "side": "SELL", "positionSide": "BOTH", "stopPrice": "0", "workingType": "CONTRACT_PRICE", "priceMatch": "NONE", "selfTradePreventionMode": "EXPIRE_TAKER", "goodTillDate": "null", "priceProtect": false, "origType": "LIMIT", "time": 1692849639460, "updateTime": 1692849639460}
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```
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**Scenario E - A user sends a market order with `EXPIRE_MAKER` which would match with an existing order.**
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```
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Maker Order: symbol=ABCDEF side=BUY type=LIMIT quantity=1 price=1 selfTradePreventionMode=EXPIRE_MAKERTaker Order: symbol=ABCDEF side=SELL type=MARKET quantity=3 selfTradePreventionMode=EXPIRE_MAKER
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```
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**Result**: The existing order expires with the status `EXPIRED_IN_MATCH`, due to STP. The new order also expires but with status `EXPIRED`, due to low liquidity on the order book.
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Maker Order
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```
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{ "orderId": 292864710, "symbol": "BTCUSDT", "status": "EXPIRED_IN_MATCH", "clientOrderId": "testMaker1", "price": "20002", "avgPrice": "0.0000", "origQty": "1", "executedQty": "0", "cumQuote": "0", "timeInForce": "GTC", "type": "LIMIT", "reduceOnly": false, "closePosition": false, "side": "BUY", "positionSide": "BOTH", "stopPrice": "0", "workingType": "CONTRACT_PRICE", "priceMatch": "NONE", "selfTradePreventionMode": "EXPIRE_MAKER", "goodTillDate": "null", "priceProtect": false, "origType": "LIMIT", "time": 1692849639460, "updateTime": 1692849639460}
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```
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Taker Order
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```
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{ "orderId": 292864712, "symbol": "BTCUSDT", "status": "EXPIRED", "clientOrderId": "testTaker1", "price": "20000", "avgPrice": "0.0000", "origQty": "3", "executedQty": "0", "cumQuote": "0", "timeInForce": "GTC", "type": "LIMIT", "reduceOnly": false, "closePosition": false, "side": "SELL", "positionSide": "BOTH", "stopPrice": "0", "workingType": "CONTRACT_PRICE", "priceMatch": "NONE", "selfTradePreventionMode": "EXPIRE_MAKER", "goodTillDate": "null", "priceProtect": false, "origType": "LIMIT", "time": 1692849639460, "updateTime": 1692849639460}
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```
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- [What is Self Trade Prevention?](https://developers.binance.com/docs/derivatives/usds-margined-futures/faq/stp-faq)
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- [What defines a self-trade?](https://developers.binance.com/docs/derivatives/usds-margined-futures/faq/stp-faq)
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- [What happens when STP is triggered?](https://developers.binance.com/docs/derivatives/usds-margined-futures/faq/stp-faq)
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- [Where do I set STP mode for an order?](https://developers.binance.com/docs/derivatives/usds-margined-futures/faq/stp-faq)
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- [What is a Trade Group Id?](https://developers.binance.com/docs/derivatives/usds-margined-futures/faq/stp-faq)
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- [How do I know which symbol uses STP?](https://developers.binance.com/docs/derivatives/usds-margined-futures/faq/stp-faq)
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- [What order types support STP?](https://developers.binance.com/docs/derivatives/usds-margined-futures/faq/stp-faq)
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- [Does Modify order support STP?](https://developers.binance.com/docs/derivatives/usds-margined-futures/faq/stp-faq)
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- [How do I know if an order expired due to STP?](https://developers.binance.com/docs/derivatives/usds-margined-futures/faq/stp-faq)
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- [STP Examples:](https://developers.binance.com/docs/derivatives/usds-margined-futures/faq/stp-faq)
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