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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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Common Definition | Binance Open Platform https://developers.binance.com/docs/derivatives/options-trading/common-definition 2026-01-27T05:28:09.314Z

Public Endpoints Info

Terminology​

  • symbol refers to the symbol name of a options contract symbol
  • underlying refers to the underlying symbol of a options contract symbol
  • quoteAsset refers to the asset that is the price of a symbol.
  • settleAsset refers to the settlement asset when options are exercised

ENUM definitions​

Options contract type

  • CALL
  • PUT

Order side (side)

  • BUY
  • SELL

Position side (positionSide)

  • LONG
  • SHORT

Time in force (timeInForce)

  • GTC - Good Till Cancel
  • IOC - Immediate or Cancel
  • FOK - Fill or Kill
  • GTX - Post only

Response Type (newOrderRespType)

  • ACK
  • RESULT

Order types (type)

  • LIMIT

Order status (status)

  • NEW
  • REJECTED
  • PARTIALLY_FILLED
  • FILLED
  • CANCELED
  • EXPIRED

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

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​

PRICE_FILTER​

/exchangeInfo format:

{  "filterType": "PRICE_FILTER",  "minPrice": "793.112",  "maxPrice": "1189.668",  "tickSize": "5.000"}

The PRICE_FILTER defines the price rules for a symbol. There are 3 parts:

  • minPrice defines the minimum price allowed; disabled on minPrice == 0.
  • maxPrice defines the maximum price allowed; disabled on maxPrice == 0.
  • tickSize defines the intervals that a price 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

LOT_SIZE​

/exchangeInfo format:

{  "filterType": "LOT_SIZE",  "minQty": "0.0001",  "maxQty": "1000",  "stepSize": "0.0100"}

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:

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