* 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.
7.6 KiB
title, source, fetched_at
| title | source | fetched_at |
|---|---|---|
| Common Definition | Binance Open Platform | https://developers.binance.com/docs/derivatives/coin-margined-futures/common-definition | 2026-01-27T05:28:02.113Z |
Public Endpoints Info
Terminology
symbolrefers to the symbol name of a contract symbolpairrefers to the underlying symbol of a contracrt symbolbase assetrefers to the asset that is thequantityof a symbol.quote assetrefers to the asset that is thepriceof a symbol.margin assetrefers to the asset that is themarginof a symbol
ENUM definitions
Symbol type:
- DELIVERY_CONTRACT
- PERPETUAL_CONTRACT
Contract type (contractType):
- PERPETUAL
- CURRENT_QUARTER
- NEXT_QUARTER
- CURRENT_QUARTER_DELIVERING // Invalid type, only used for DELIVERING status
- NEXT_QUARTER_DELIVERING // Invalid type, only used for DELIVERING status
- PERPETUAL_DELIVERING
Contract status (contractStatus, status):
- PENDING_TRADING
- TRADING
- PRE_DELIVERING
- DELIVERING
- DELIVERED
Order status (status):
- NEW
- PARTIALLY_FILLED
- FILLED
- CANCELED
- EXPIRED
Order types (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
- IOC - Immediate or Cancel
- FOK - Fill or Kill
- GTX - Good Till Crossing (Post Only)
Working Type (workingType)
- MARK_PRICE
- CONTRACT_PRICE
New Order Response Type (newOrderRespType)
- ACK
- RESULT
Price Match (priceMatch)
- NONE: no price match
- OPPONENT: counterparty best price
- OPPONENT_5: counterparty 5th best price
- OPPONENT_10: counterparty 10th best price
- OPPONENT_20: counterparty 20th best price
- 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
Self-Trade Prevention mode (selfTradePreventionMode)
- NONE: No Self-Trade Prevention
- EXPIRE_TAKER: expire taker order when STP trigger
- EXPIRE_BOTH: expire taker and maker order when STP trigger
- EXPIRE_MAKER: expire maker order when STP trigger
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": 6000 }
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": "0.00000100", "maxPrice": "100000.00000000", "tickSize": "0.00000100" }
The PRICE_FILTER defines the price rules for a symbol. There are 3 parts:
minPricedefines the minimumprice/stopPriceallowed; disabled onminPrice== 0.maxPricedefines the maximumprice/stopPriceallowed; disabled onmaxPrice== 0.tickSizedefines the intervals that aprice/stopPricecan be increased/decreased by; disabled ontickSize== 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>=minPriceprice<=maxPrice- (
price-minPrice) %tickSize== 0
LOT_SIZE
/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:
minQtydefines the minimumquantityallowed.maxQtydefines the maximumquantityallowed.stepSizedefines the intervals that aquantitycan be increased/decreased by.
In order to pass the lot size, the following must be true for quantity:
quantity>=minQtyquantity<=maxQty- (
quantity-minQty) %stepSize== 0
MARKET_LOT_SIZE
/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:
minQtydefines the minimumquantityallowed.maxQtydefines the maximumquantityallowed.stepSizedefines the intervals that aquantitycan be increased/decreased by.
In order to pass the market lot size, the following must be true for quantity:
quantity>=minQtyquantity<=maxQty- (
quantity-minQty) %stepSize== 0
MAX_NUM_ORDERS
/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.
PERCENT_PRICE
/exchangeInfo format:
{ "filterType": "PERCENT_PRICE", "multiplierUp": "1.0500", "multiplierDown": "0.9500", "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