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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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5.1 KiB
title, source, fetched_at
| title | source | fetched_at |
|---|---|---|
| Event Order Update | Binance Open Platform | https://developers.binance.com/docs/derivatives/coin-margined-futures/user-data-streams/Event-Order-Update | 2026-01-27T05:28:06.914Z |
Event: Order Update
Event Description
When new order created, modified, order status changed will push such event. event type is ORDER_TRADE_UPDATE.
Side
- BUY
- SELL
Position side:
- BOTH
- LONG
- SHORT
Order Type
- MARKET
- LIMIT
- STOP
- TAKE_PROFIT
- LIQUIDATION
Execution Type
- NEW
- CANCELED
- CALCULATED - Liquidation Execution
- EXPIRED
- TRADE
- AMENDMENT - Order Modified
Order Status
- NEW
- PARTIALLY_FILLED
- FILLED
- CANCELED
- EXPIRED
- EXPIRED_IN_MATCH
Time in force
- GTC
- IOC
- FOK
- GTX
Liquidation and ADL:
-
If user gets liquidated due to insufficient margin balance:
cshows as "autoclose-XXX",Xshows as "NEW"
-
If user has enough margin balance but gets ADL:
cshows as “adl_autoclose”,Xshows as “NEW”
Expiry Reason
0: None, the default value1: Order has expired to prevent users from inadvertently trading against themselves2: IOC order could not be filled completely, remaining quantity is canceled3: IOC order could not be filled completely to prevent users from inadvertently trading against themselves, remaining quantity is canceled4: Order has been canceled, as it's knocked out by another higher priority RO (market) order or reversed positions would be opened5: Order has expired when the account was liquidated6: Order has expired as GTE condition unsatisfied7: Order has been canceled as the symbol is delisted8: The initial order has expired after the stop order is triggered9: Market order could not be filled completely, remaining quantity is canceled10: FOK order could not be filled completely, the order is canceled11: Order has been canceled, as it's failed Post-only check.
Event Name
ORDER_TRADE_UPDATE
Response Example
{ "e":"ORDER_TRADE_UPDATE", // Event Type "E":1591274595442, // Event Time "T":1591274595442, // Transaction Time "i":"SfsR", // Account Alias "o":{ "s":"BTCUSD_200925", // Symbol "c":"TEST", // Client Order Id // special client order id: // starts with "autoclose-": liquidation order // "adl_autoclose": ADL auto close order // "delivery_autoclose-": settlement order for delisting or delivery "S":"SELL", // Side "o":"TRAILING_STOP_MARKET", // Order Type "f":"GTC", // Time in Force "q":"2", // Original Quantity "p":"0", // Original Price "ap":"0", // Average Price "sp":"9103.1", // Stop Price. Please ignore with TRAILING_STOP_MARKET order "x":"NEW", // Execution Type "X":"NEW", // Order Status "i":8888888, // Order Id "l":"0", // Order Last Filled Quantity "z":"0", // Order Filled Accumulated Quantity "L":"0", // Last Filled Price "ma": "BTC", // Margin Asset "N":"BTC", // Commission Asset of the trade, will not push if no commission "n":"0", // Commission of the trade, will not push if no commission "T":1591274595442, // Order Trade Time "t":0, // Trade Id "rp": "0", // Realized Profit of the trade "b":"0", // Bid quantity of base asset "a":"0", // Ask quantity of base asset "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":"9476.8", // Activation Price, only puhed with TRAILING_STOP_MARKET order "cr":"5.0", // Callback Rate, only puhed with TRAILING_STOP_MARKET order "pP": false, // If conditional order trigger is protected "V":"EXPIRE_TAKER", // STP mode "pm":"OPPONENT", // Price match mode "er":"0" // Expiry Reason }}