30f4a22fb4
在 `binance_client` 中引入 K线和最优挂单的 WebSocket 流，优先从缓存中获取价格数据，减少对 REST API 的依赖。同时，更新了价格获取逻辑，确保在未能获取价格时提供详细的错误信息。增强了异常处理，确保在请求超时或失败时记录相关日志，提升系统的稳定性和可追溯性。
338 lines
14 KiB
Plaintext
338 lines
14 KiB
Plaintext
下单 (TRADE)
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接口描述
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下单
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方式
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order.place
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请求
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order.place
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{
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"id": "3f7df6e3-2df4-44b9-9919-d2f38f90a99a",
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"method": "order.place",
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"params": {
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"apiKey": "HMOchcfii9ZRZnhjp2XjGXhsOBd6msAhKz9joQaWwZ7arcJTlD2hGPHQj1lGdTjR",
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"positionSide": "BOTH",
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"price": 43187.00,
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"quantity": 0.1,
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"side": "BUY",
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"symbol": "BTCUSDT",
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"timeInForce": "GTC",
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"timestamp": 1702555533821,
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"type": "LIMIT",
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"signature": "0f04368b2d22aafd0ggc8809ea34297eff602272917b5f01267db4efbc1c9422"
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}
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}
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请求权重
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0
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请求参数
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名称 类型 是否必需 描述
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symbol STRING YES 交易对
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side ENUM YES 买卖方向 SELL, BUY
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positionSide ENUM NO 持仓方向，单向持仓模式下非必填，默认且仅可填BOTH;在双向持仓模式下必填,且仅可选择 LONG 或 SHORT
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type ENUM YES 订单类型 LIMIT, MARKET, STOP, TAKE_PROFIT, STOP_MARKET, TAKE_PROFIT_MARKET, TRAILING_STOP_MARKET
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reduceOnly STRING NO true, false; 非双开模式下默认false；双开模式下不接受此参数； 使用closePosition不支持此参数。
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quantity DECIMAL NO 下单数量,使用closePosition不支持此参数。
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price DECIMAL NO 委托价格
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newClientOrderId STRING NO 用户自定义的订单号，不可以重复出现在挂单中。如空缺系统会自动赋值。必须满足正则规则 ^[\.A-Z\:/a-z0-9_-]{1,36}$
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stopPrice DECIMAL NO 触发价, 仅 STOP, STOP_MARKET, TAKE_PROFIT, TAKE_PROFIT_MARKET 需要此参数
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closePosition STRING NO true, false；触发后全部平仓，仅支持STOP_MARKET和TAKE_PROFIT_MARKET；不与quantity合用；自带只平仓效果，不与reduceOnly 合用
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activationPrice DECIMAL NO 追踪止损激活价格，仅TRAILING_STOP_MARKET 需要此参数, 默认为下单当前市场价格(支持不同workingType)
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callbackRate DECIMAL NO 追踪止损回调比例，可取值范围[0.1, 10],其中 1代表1% ,仅TRAILING_STOP_MARKET 需要此参数
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timeInForce ENUM NO 有效方法
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workingType ENUM NO stopPrice 触发类型: MARK_PRICE(标记价格), CONTRACT_PRICE(合约最新价). 默认 CONTRACT_PRICE
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priceProtect STRING NO 条件单触发保护："TRUE","FALSE", 默认"FALSE". 仅 STOP, STOP_MARKET, TAKE_PROFIT, TAKE_PROFIT_MARKET 需要此参数
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newOrderRespType ENUM NO "ACK", "RESULT", 默认 "ACK"
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priceMatch ENUM NO OPPONENT/ OPPONENT_5/ OPPONENT_10/ OPPONENT_20/QUEUE/ QUEUE_5/ QUEUE_10/ QUEUE_20；不能与price同时传
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selfTradePreventionMode ENUM NO NONE / EXPIRE_TAKER/ EXPIRE_MAKER/ EXPIRE_BOTH； 默认NONE
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goodTillDate LONG NO TIF为GTD时订单的自动取消时间， 当timeInforce为GTD时必传；传入的时间戳仅保留秒级精度，毫秒级部分会被自动忽略，时间戳需大于当前时间+600s且小于253402300799000
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recvWindow LONG NO
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timestamp LONG YES
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根据 order type的不同，某些参数强制要求，具体如下:
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Type 强制要求的参数
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LIMIT timeInForce, quantity, price或priceMatch
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MARKET quantity
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STOP, TAKE_PROFIT quantity, stopPrice
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STOP_MARKET, TAKE_PROFIT_MARKET stopPrice, price或priceMatch
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TRAILING_STOP_MARKET callbackRate
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条件单的触发必须:
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如果订单参数priceProtect为true:
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达到触发价时，MARK_PRICE(标记价格)与CONTRACT_PRICE(合约最新价)之间的价差不能超过改symbol触发保护阈值
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触发保护阈值请参考接口GET /fapi/v1/exchangeInfo 返回内容相应symbol中"triggerProtect"字段
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STOP, STOP_MARKET 止损单:
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买入: 最新合约价格/标记价格高于等于触发价stopPrice
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卖出: 最新合约价格/标记价格低于等于触发价stopPrice
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TAKE_PROFIT, TAKE_PROFIT_MARKET 止盈单:
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买入: 最新合约价格/标记价格低于等于触发价stopPrice
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卖出: 最新合约价格/标记价格高于等于触发价stopPrice
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TRAILING_STOP_MARKET 跟踪止损单:
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买入: 当合约价格/标记价格区间最低价格低于激活价格activationPrice,且最新合约价格/标记价高于等于最低价设定回调幅度。
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卖出: 当合约价格/标记价格区间最高价格高于激活价格activationPrice,且最新合约价格/标记价低于等于最高价设定回调幅度。
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TRAILING_STOP_MARKET 跟踪止损单如果遇到报错 {"code": -2021, "msg": "Order would immediately trigger."}
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表示订单不满足以下条件:
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买入: 指定的activationPrice 必须小于 latest price
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卖出: 指定的activationPrice 必须大于 latest price
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newOrderRespType 如果传 RESULT:
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MARKET 订单将直接返回成交结果；
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配合使用特殊 timeInForce 的 LIMIT 订单将直接返回成交或过期拒绝结果。
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STOP_MARKET, TAKE_PROFIT_MARKET 配合 closePosition=true:
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条件单触发依照上述条件单触发逻辑
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条件触发后，平掉当时持有所有多头仓位(若为卖单)或当时持有所有空头仓位(若为买单)
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不支持 quantity 参数
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自带只平仓属性，不支持reduceOnly参数
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双开模式下,LONG方向上不支持BUY; SHORT 方向上不支持SELL
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响应示例
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{
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"id": "3f7df6e3-2df4-44b9-9919-d2f38f90a99a",
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"status": 200,
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"result": {
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"orderId": 325078477,
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"symbol": "BTCUSDT",
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"status": "NEW",
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"clientOrderId": "iCXL1BywlBaf2sesNUrVl3",
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"price": "43187.00",
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"avgPrice": "0.00",
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"origQty": "0.100",
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"executedQty": "0.000",
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"cumQty": "0.000",
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"cumQuote": "0.00000",
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"timeInForce": "GTC",
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"type": "LIMIT",
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"reduceOnly": false,
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"closePosition": false,
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"side": "BUY",
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"positionSide": "BOTH",
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"stopPrice": "0.00",
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"workingType": "CONTRACT_PRICE",
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"priceProtect": false,
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"origType": "LIMIT",
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"priceMatch": "NONE",
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"selfTradePreventionMode": "NONE",
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"goodTillDate": 0,
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"updateTime": 1702555534435
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},
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"rateLimits": [
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{
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"rateLimitType": "ORDERS",
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"interval": "SECOND",
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"intervalNum": 10,
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"limit": 300,
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"count": 1
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},
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{
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"rateLimitType": "ORDERS",
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"interval": "MINUTE",
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"intervalNum": 1,
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"limit": 1200,
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"count": 1
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},
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{
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"rateLimitType": "REQUEST_WEIGHT",
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"interval": "MINUTE",
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"intervalNum": 1,
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"limit": 2400,
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"count": 1
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}
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]
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}
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查询订单
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查询订单 (USER_DATA)
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接口描述
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查询订单状态
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请注意，如果订单满足如下条件，不会被查询到：
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订单的最终状态为 CANCELED 或者 EXPIRED 并且 订单没有任何的成交记录 并且 订单生成时间 + 3天 < 当前时间
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订单创建时间 + 90天 < 当前时间
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方式
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order.status
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请求
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{
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"id": "0ce5d070-a5e5-4ff2-b57f-1556741a4204",
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"method": "order.status",
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"params": {
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"apiKey": "HMOchcfii9ZRZnhjp2XjGXhsOBd6msAhKz9joQaWwZ7arcJTlD2hGPHQj1lGdTjR",
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"orderId": 328999071,
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"symbol": "BTCUSDT",
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"timestamp": 1703441060152,
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"signature": "ba48184fc38a71d03d2b5435bd67c1206e3191e989fe99bda1bc643a880dfdbf"
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}
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}
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请求权重
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1
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请求参数
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名称 类型 是否必需 描述
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symbol STRING YES 交易对
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orderId LONG NO 系统订单号
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origClientOrderId STRING NO 用户自定义的订单号
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recvWindow LONG NO
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timestamp LONG YES
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注意:
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至少需要发送 orderId 与 origClientOrderId中的一个
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orderId在symbol维度是自增的
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响应示例
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{
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"avgPrice": "0.00000", // 平均成交价
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"clientOrderId": "abc", // 用户自定义的订单号
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"cumQuote": "0", // 成交金额
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"executedQty": "0", // 成交量
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"orderId": 1573346959, // 系统订单号
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"origQty": "0.40", // 原始委托数量
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"origType": "TRAILING_STOP_MARKET", // 触发前订单类型
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"price": "0", // 委托价格
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"reduceOnly": false, // 是否仅减仓
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"side": "BUY", // 买卖方向
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"positionSide": "SHORT", // 持仓方向
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"status": "NEW", // 订单状态
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"stopPrice": "9300", // 触发价，对`TRAILING_STOP_MARKET`无效
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"closePosition": false, // 是否条件全平仓
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"symbol": "BTCUSDT", // 交易对
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"time": 1579276756075, // 订单时间
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"timeInForce": "GTC", // 有效方法
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"type": "TRAILING_STOP_MARKET", // 订单类型
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"activatePrice": "9020", // 跟踪止损激活价格, 仅`TRAILING_STOP_MARKET` 订单返回此字段
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"priceRate": "0.3", // 跟踪止损回调比例, 仅`TRAILING_STOP_MARKET` 订单返回此字段
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"updateTime": 1579276756075, // 更新时间
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"workingType": "CONTRACT_PRICE", // 条件价格触发类型
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"priceProtect": false // 是否开启条件单触发保护
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}
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条件单下单 (TRADE)
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接口描述
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条件单下单
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方式
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algoOrder.place
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请求
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{
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"id": "7731f6b5-8d5e-419c-a424-016b0a5fe8d7",
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"method": "algoOrder.place",
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"params": {
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"algoType": "CONDITIONAL",
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"apiKey": "autoApiKey7mM4kPWaRuTUypdTEZKG8U8tDjO64xdBJBrmE1nXU2XSwdxGPyXcYx",
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"newOrderRespType": "RESULT",
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"positionSide": "SHORT",
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"price": "160000",
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"quantity": "1",
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"recvWindow": "99999999",
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"side": "SELL",
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"symbol": "BTCUSDT",
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"timeInForce": "GTC",
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"timestamp": 1762506268690,
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"triggerprice": 120000,
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"type": "TAKE_PROFIT",
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"signature": "ec6e529c69fd8193b19484907bc713114eae06259fcab9728dafd5910f9cac5a"
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}
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}
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请求权重
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0
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请求参数
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名称 类型 是否必需 描述
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algoType ENUM YES 仅支持 CONDITIONAL
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symbol STRING YES 交易对
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side ENUM YES 买卖方向 SELL, BUY
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positionSide ENUM NO 持仓方向，单向持仓模式下非必填，默认且仅可填BOTH;在双向持仓模式下必填,且仅可选择 LONG 或 SHORT
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type ENUM YES 条件订单类型 STOP, TAKE_PROFIT, STOP_MARKET, TAKE_PROFIT_MARKET, TRAILING_STOP_MARKET
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timeInForce ENUM NO IOC or GTC or FOK, 默认 GTC
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quantity DECIMAL NO 下单数量,使用closePosition不支持此参数。
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price DECIMAL NO 委托价格
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triggerPrice DECIMAL NO 触发价
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workingType ENUM NO 触发类型: MARK_PRICE(标记价格), CONTRACT_PRICE(合约最新价). 默认 CONTRACT_PRICE
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priceMatch ENUM NO OPPONENT/ OPPONENT_5/ OPPONENT_10/ OPPONENT_20/QUEUE/ QUEUE_5/ QUEUE_10/ QUEUE_20；不能与price同时传
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closePosition STRING NO true, false；触发后全部平仓，仅支持STOP_MARKET和TAKE_PROFIT_MARKET；不与quantity合用；自带只平仓效果，不与reduceOnly 合用
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priceProtect STRING NO 条件单触发保护："TRUE","FALSE", 默认"FALSE".
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reduceOnly STRING NO true, false; 非双开模式下默认false；双开模式下不接受此参数； 使用closePosition不支持此参数。
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activatePrice DECIMAL NO 追踪止损激活价格，仅TRAILING_STOP_MARKET 需要此参数, 默认为下单当前市场价格(支持不同workingType)
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callbackRate DECIMAL NO 追踪止损回调比例，可取值范围[0.1, 10],其中 1代表1% ,仅TRAILING_STOP_MARKET 需要此参数
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clientAlgoId STRING NO 用户自定义的条件订单号，不可以重复出现在挂单中。如空缺系统会自动赋值。必须满足正则规则 ^[\.A-Z\:/a-z0-9_-]{1,36}$
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newOrderRespType ENUM NO "ACK", "RESULT", 默认 "ACK"
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selfTradePreventionMode ENUM NO EXPIRE_TAKER/ EXPIRE_MAKER/ EXPIRE_BOTH； 默认NONE
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goodTillDate LONG NO TIF为GTD时订单的自动取消时间， 当timeInforce为GTD时必传；传入的时间戳仅保留秒级精度，毫秒级部分会被自动忽略，时间戳需大于当前时间+600s且小于253402300799000
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recvWindow LONG NO
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timestamp LONG YES
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条件单的触发必须:
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如果订单参数priceProtect为true:
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达到触发价时，MARK_PRICE(标记价格)与CONTRACT_PRICE(合约最新价)之间的价差不能超过改symbol触发保护阈值
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触发保护阈值请参考接口GET /fapi/v1/exchangeInfo 返回内容相应symbol中"triggerProtect"字段
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STOP, STOP_MARKET 止损单:
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买入: 最新合约价格/标记价格高于等于触发价stopPrice
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卖出: 最新合约价格/标记价格低于等于触发价stopPrice
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TAKE_PROFIT, TAKE_PROFIT_MARKET 止盈单:
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买入: 最新合约价格/标记价格低于等于触发价stopPrice
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卖出: 最新合约价格/标记价格高于等于触发价stopPrice
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TRAILING_STOP_MARKET 跟踪止损单:
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买入: 当合约价格/标记价格区间最低价格低于激活价格activatePrice,且最新合约价格/标记价高于等于最低价设定回调幅度。
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卖出: 当合约价格/标记价格区间最高价格高于激活价格activatePrice,且最新合约价格/标记价低于等于最高价设定回调幅度。
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TRAILING_STOP_MARKET 跟踪止损单如果遇到报错 {"code": -2021, "msg": "Order would immediately trigger."}
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表示订单不满足以下条件:
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买入: 指定的activatePrice 必须小于 latest price
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卖出: 指定的activatePrice 必须大于 latest price
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STOP_MARKET, TAKE_PROFIT_MARKET 配合 closePosition=true:
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条件单触发依照上述条件单触发逻辑
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条件触发后，平掉当时持有所有多头仓位(若为卖单)或当时持有所有空头仓位(若为买单)
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不支持 quantity 参数
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自带只平仓属性，不支持reduceOnly参数
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双开模式下,LONG方向上不支持BUY; SHORT 方向上不支持SELL
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selfTradePreventionMode 仅在 timeInForce为IOC或GTC或GTD时生效.
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响应示例
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{
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"id": "06c9dbd8-ccbf-4ecf-a29c-fe31495ac73f",
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"status": 200,
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"result": {
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"algoId": 3000000000003505,
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"clientAlgoId": "0Xkl1p621E4EryvufmYre1",
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"algoType": "CONDITIONAL",
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"orderType": "TAKE_PROFIT",
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"symbol": "BTCUSDT",
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"side": "SELL",
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"positionSide": "SHORT",
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"timeInForce": "GTC",
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"quantity": "1.000",
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"algoStatus": "NEW",
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"triggerPrice": "120000.00",
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"price": "160000.00",
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"icebergQuantity": null,
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"selfTradePreventionMode": "EXPIRE_MAKER",
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"workingType": "CONTRACT_PRICE",
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"priceMatch": "NONE",
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"closePosition": false,
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"priceProtect": false,
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"reduceOnly": false,
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"createTime": 1762507264142,
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"updateTime": 1762507264143,
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"triggerTime": 0,
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"goodTillDate": 0
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},
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"rateLimits": [
|
||
{
|
||
"rateLimitType": "REQUEST_WEIGHT",
|
||
"interval": "MINUTE",
|
||
"intervalNum": 1,
|
||
"limit": 2400,
|
||
"count": 1
|
||
}
|
||
]
|
||
} |