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ritmex-bot/docs/binance/binance_derivatives/docs_derivatives_usds-margined-futures_user-data-streams_Event-Algo-Order-Update.md
DisneyandGitHub d6399b92aa 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.
2026-02-27 11:37:44 +08:00

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title source fetched_at
Event Algo Order Update | Binance Open Platform https://developers.binance.com/docs/derivatives/usds-margined-futures/user-data-streams/Event-Algo-Order-Update 2026-01-27T05:28:33.016Z

Event: Algo Order Update

Event Description

When new algo order created, order status changed will push such event. event type is ALGO_UPDATE.

Algo Status

  • NEW: This status indicates that the conditional order was successfully placed into the Algo Service but has not yet been triggered.
  • CANCELED: This status signifies that the conditional order has been canceled.
  • TRIGGERING: This status suggests that the order has met the triggering condition and has been forwarded to the matching engine.
  • TRIGGERED: This status means that the order has been successfully placed into the matching engine.
  • FINISHED: This status shows that the triggered conditional order has been filled or canceled in the matching engine.
  • REJECTED: This status signifies that the conditional order has been denied by the matching engine, such as in scenarios of margin check failures.
  • EXPIRED: This status denotes that the conditional order has been canceled by the system. An example would be when a user places a GTE_GTC Time-In-Force conditional order but then closes all positions on that symbol, resulting in system-led cancellation of the conditional order.

Event Name

ALGO_UPDATE

Response Example

{  "e":"ALGO_UPDATE",  // Event Type  "T":1750515742297,  // Transaction Time  "E":1750515742303,  // Event Time  "o":{    "caid":"Q5xaq5EGKgXXa0fD7fs0Ip",  // Client Algo Id    "aid":2148719,  // Algo Id    "at":"CONDITIONAL",  // Algo Type    "o":"TAKE_PROFIT",  //Order Type    "s":"BNBUSDT",  //Symbol    "S":"SELL",  //Side    "ps":"BOTH",  //Position Side    "f":"GTC",  //Time in force    "q":"0.01",  //quantity    "X":"CANCELED",  //Algo status    "ai":"",  // order id    "ap": "0.00000", // avg fill price in matching engine, only display when order is triggered and placed in matching engine    "aq": "0.00000", // execuated quantity in matching engine, only display when order is triggered and placed in matching engine    "act": "0", // actual order type in matching engine, only display when order is triggered and placed in matching engine    "tp":"750",  //Trigger price    "p":"750", //Order Price    "V":"EXPIRE_MAKER",  //STP mode    "wt":"CONTRACT_PRICE", //Working type    "pm":"NONE",  // Price match mode    "cp":false,  //If Close-All    "pP":false, //If price protection is turned on    "R":false,  // Is this reduce only    "tt":0,  //Trigger time    "gtd":0,  // good till time for GTD time in force    "rm": "Reduce Only reject"  // algo order failed reason  }}