feat: support algo trades #518
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
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@@ -516,7 +516,7 @@ public function cancel(string $symbol, ?string $orderid = null, $params = []) | |
| ]; | ||
| if (!is_null($orderid)) { | ||
| $request["orderId"] = $orderid; | ||
| } else if (!isset($params['origClientOrderId'])) { | ||
| throw new Exception("Either orderId or origClientOrderId must be provided"); | ||
| } | ||
| return $this->apiRequest("v3/order", "DELETE", array_merge($request, $params), true); | ||
|
|
@@ -545,7 +545,7 @@ public function orderStatus(string $symbol, ?string $orderid = null, array $para | |
| ]; | ||
| if (!is_null($orderid)) { | ||
| $request["orderId"] = $orderid; | ||
| } else if (!isset($params['origClientOrderId'])) { | ||
| throw new Exception("Either orderId or origClientOrderId must be provided"); | ||
| } | ||
| return $this->apiRequest("v3/order", "GET", array_merge($request, $params), true); | ||
|
|
@@ -1795,7 +1795,7 @@ protected function httpRequest(string $url, string $method = "GET", array $param | |
| $this->setXMbxUsedWeight1m($header['x-mbx-used-weight-1m']); | ||
| } | ||
| if (isset($json['msg']) && !empty($json['msg'])) { | ||
| if ($json['msg'] !== 'success' && $url != 'v1/system/status' && $url != 'v3/systemStatus.html' && $url != 'v3/accountStatus.html' && $url != 'v1/allOpenOrders' && $url != 'v1/algoOpenOrders') { | ||
| // should always output error, not only on httpdebug | ||
| // not outputing errors, hides it from users and ends up with tickets on github | ||
| throw new \Exception('signedRequest error: '.print_r($output, true)); | ||
|
|
@@ -4721,7 +4721,7 @@ protected function createFuturesOrderRequest(string $side, string $symbol, $quan | |
| echo "warning: price expected string got " . gettype($price) . PHP_EOL; | ||
| } | ||
|
|
||
| if ($type === "LIMIT" || $type === "STOP_LOSS_LIMIT" || $type === "TAKE_PROFIT_LIMIT" || $type === "STOP" || $type === "TAKE_PROFIT") { | ||
| $request["price"] = $price; | ||
| if (!isset($params['timeInForce'])) { | ||
| $request['timeInForce'] = 'GTC'; | ||
|
|
@@ -4804,8 +4804,56 @@ protected function createFuturesOrderRequest(string $side, string $symbol, $quan | |
| public function futuresOrder(string $side, string $symbol, $quantity = null, $price = null, string $type = 'LIMIT', array $params = [], $test = false) | ||
| { | ||
| $request = $this->createFuturesOrderRequest($side, $symbol, $quantity, $price, $type, $params); | ||
| $isAlgoOrder = $this->isAlgoFuturesOrderType($request['type']); | ||
| if ($isAlgoOrder) { | ||
| $algoRequest = $this->createAlgoFuturesOrderRequest($request); | ||
| return $this->fapiRequest('v1/algoOrder', 'POST', $algoRequest, true); | ||
| } else { | ||
| // regular order | ||
| $qstring = ($test === false) ? 'v1/order' : 'v1/order/test'; | ||
| return $this->fapiRequest($qstring, 'POST', $request, true); | ||
| } | ||
| } | ||
|
|
||
| /** | ||
| * isAlgoFuturesOrderType helper to determine if an order type is an algo order | ||
| * @param string $type order type | ||
| * @return bool true if it is an algo order type | ||
| */ | ||
| protected function isAlgoFuturesOrderType(string $type): bool | ||
| { | ||
| $algoOrderTypes = [ | ||
| 'STOP', | ||
| 'STOP_MARKET', | ||
| 'TAKE_PROFIT', | ||
| 'TAKE_PROFIT_MARKET', | ||
| 'TRAILING_STOP_MARKET', | ||
| ]; | ||
| if (in_array($type, $algoOrderTypes)) { | ||
| return true; | ||
| } | ||
| return false; | ||
| } | ||
|
|
||
| /** | ||
| * createAlgoFuturesOrderRequest | ||
| * helper for creating the request for algo futures order | ||
| * @param array $request regular order request | ||
| * @return array containing the request | ||
| */ | ||
| protected function createAlgoFuturesOrderRequest(array $request): array | ||
| { | ||
| $request['algoType'] = 'CONDITIONAL'; | ||
| if (!isset($request['clientAlgoId'])) { | ||
| $newClientOrderId = $request['newClientOrderId']; | ||
| $request['clientAlgoId'] = $newClientOrderId; | ||
| unset($request['newClientOrderId']); | ||
| } | ||
| if (!isset($request['triggerPrice']) && isset($request['stopPrice'])) { | ||
| $request['triggerPrice'] = $request['stopPrice']; | ||
| unset($request['stopPrice']); | ||
| } | ||
| return $request; | ||
| } | ||
|
|
||
| /** | ||
|
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@@ -5143,6 +5191,31 @@ public function futuresCancel(string $symbol, $orderid, $params = []) | |
| return $this->fapiRequest("v1/order", 'DELETE', array_merge($request, $params), true); | ||
| } | ||
|
|
||
| /** | ||
| * futuresCancelAlgo cancels a futures order | ||
| * | ||
| * $algoid = "123456789"; | ||
| * $order = $api->futuresCancelAlgo($algoid); | ||
| * | ||
| * @param string $algoid (optional) the algoid to cancel (mandatory if $params['clientalgoid'] is not set) | ||
| * @param array $params (optional) additional options | ||
| * - @param string $params['clientalgoid'] original client order id to cancel | ||
| * - @param int $params['recvWindow'] the time in milliseconds to wait for a response | ||
| * | ||
| * @return array with error message or the order details | ||
| * @throws \Exception | ||
| */ | ||
| public function futuresCancelAlgo($algoId, $params = []) | ||
| { | ||
| $request = []; | ||
| if ($algoId) { | ||
| $request['algoId'] = $algoId; | ||
| } else if (!isset($params['clientAlgoId'])) { | ||
| throw new \Exception('futuresCancelAlgo(): either algoId or clientAlgoId must be set'); | ||
| } | ||
| return $this->fapiRequest("v1/algoOrder", 'DELETE', array_merge($request, $params), true); | ||
| } | ||
|
|
||
| /** | ||
| * futuresCancelBatchOrders canceles multiple futures orders | ||
| * | ||
|
|
@@ -5181,11 +5254,13 @@ public function futuresCancelBatchOrders(string $symbol, $orderIdList = null, $o | |
| * futuresCancelOpenOrders cancels all open futures orders for a symbol | ||
| * | ||
| * @link https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/Cancel-All-Open-Orders | ||
| * @link https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/Cancel-All-Algo-Open-Orders | ||
| * $orders = $api->futuresCancelOpenOrders("BNBBTC"); | ||
| * | ||
| * @param string $symbol (mandatory) market symbol (e.g. ETHUSDT) | ||
| * @param array $params (optional) An array of additional parameters that the API endpoint allows | ||
| * - @param bool $params['isAlgo'] true for canceling algo orders | ||
| * - @param int $params['recvWindow'] (optional) the time in milliseconds to wait for the response | ||
| * | ||
| * @return array with error message or the orders details | ||
| * @throws \Exception | ||
|
|
@@ -5195,8 +5270,32 @@ public function futuresCancelOpenOrders(string $symbol, array $params = []) | |
| $request = [ | ||
| 'symbol' => $symbol, | ||
| ]; | ||
| if (isset($params['isAlgo']) && ($params['isAlgo'] === true)) { | ||
| unset($params['isAlgo']); | ||
| return $this->fapiRequest("v1/algoOpenOrders", 'DELETE', array_merge($request, $params), true); | ||
| } else { | ||
| return $this->fapiRequest("v1/allOpenOrders", 'DELETE', array_merge($request, $params), true); | ||
| } | ||
| } | ||
|
|
||
| /** | ||
| * futuresCancelOpenAlgoOrders cancels all open futures algo orders for a symbol | ||
| * | ||
| * @link https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/Cancel-All-Algo-Open-Orders | ||
| * | ||
| * $orders = $api->futuresCancelOpenAlgoOrders("BNBBTC"); | ||
| * | ||
| * @param string $symbol (mandatory) market symbol (e.g. ETHUSDT) | ||
| * @param array $params (optional) An array of additional parameters that the API endpoint allows | ||
| * - @param int $params['recvWindow'] (optional) the time in milliseconds to wait for the response | ||
| * | ||
| * @return array with error message or the orders details | ||
| * @throws \Exception | ||
| */ | ||
| public function futuresCancelOpenAlgoOrders (string $symbol, array $params = []) | ||
| { | ||
| $params['isAlgo'] = true; | ||
| return $this->futuresCancelOpenOrders($symbol, $params); | ||
| } | ||
|
|
||
| /** | ||
|
|
@@ -5240,7 +5339,7 @@ public function futuresCountdownCancelAllOrders(string $symbol, int $countdownTi | |
| * @return array with error message or the order details | ||
| * @throws \Exception | ||
| */ | ||
| public function futuresOrderStatus(string $symbol, $orderId = null, $origClientOrderId = null, array $params = [], ) | ||
| { | ||
| $request = [ | ||
| 'symbol' => $symbol, | ||
|
|
@@ -5256,6 +5355,35 @@ public function futuresOrderStatus(string $symbol, $orderId = null, $origClientO | |
| return $this->fapiRequest("v1/order", 'GET', array_merge($request, $params), true); | ||
| } | ||
|
|
||
| /** | ||
| * futuresAlgoOrderStatus gets the details of a futures algo order | ||
| * | ||
| * @link https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/Query-Algo-Order | ||
| * | ||
| * $order = $api->futuresAlgoOrderStatus("123456789"); | ||
| * | ||
| * @param string $algoId (optional) order id to get the response for (mandatory if clientAlgoId is not set) | ||
| * @param string $clientAlgoId (optional) original client order id to get the response for (mandatory if algoId is not set) | ||
| * @param array $params (optional) An array of additional parameters that the API endpoint allows | ||
| * - @param int $params['recvWindow'] (optional) the time in milliseconds to wait for the response | ||
| * | ||
| * @return array with error message or the order details | ||
| * @throws \Exception | ||
| */ | ||
| public function futuresAlgoOrderStatus($algoId = null, $clientAlgoId = null, array $params = []) | ||
| { | ||
| $request = []; | ||
| if ($algoId) { | ||
| $request['algoId'] = $algoId; | ||
|
Contributor
Author
There was a problem hiding this comment. Yeah, I checked both
Contributor
Author
There was a problem hiding this comment. Here must be camel case in the docs:
Collaborator
There was a problem hiding this comment. hum weird, I'm pretty sure the exchange is tripping here does not make sense to have both (unless they updated the docs in the meantime) |
||
| } else if ($clientAlgoId) { | ||
| $request['clientAlgoId'] = $clientAlgoId; | ||
| } else { | ||
| throw new \Exception('futuresAlgoOrderStatus(): either algoId or clientAlgoId must be set'); | ||
| } | ||
|
|
||
| return $this->fapiRequest("v1/algoOrder", 'GET', array_merge($request, $params), true); | ||
| } | ||
|
|
||
| /** | ||
| * futuresAllOrders gets all orders for a symbol | ||
| * query time period must be less then 7 days (default as the recent 7 days) | ||
|
|
@@ -5270,6 +5398,7 @@ public function futuresOrderStatus(string $symbol, $orderId = null, $origClientO | |
| * @param int $limit (optional) limit the amount of orders (default 500, max 1000) | ||
| * @param string $orderId (optional) order id to get the response from (if is set it will get orders >= that orderId) | ||
| * @param array $params (optional) An array of additional parameters that the API endpoint allows | ||
| * - @param bool $isAlgo (optional) true for algo orders | ||
| * - @param int $params['recvWindow'] (optional) the time in milliseconds to wait for the response | ||
| * | ||
| * @return array with error message or the orders details | ||
|
|
@@ -5289,11 +5418,42 @@ public function futuresAllOrders(string $symbol, $startTime = null, $endTime = n | |
| if ($limit) { | ||
| $request['limit'] = $limit; | ||
| } | ||
| if (isset($params['isAlgo']) && $params['isAlgo'] === true) { | ||
| unset($params['isAlgo']); | ||
| if ($orderId) { | ||
| $request['algoId'] = $orderId; | ||
| } | ||
| return $this->fapiRequest("v1/allAlgoOrders", 'GET', array_merge($request, $params), true); | ||
| } else { | ||
| if ($orderId) { | ||
| $request['orderId'] = $orderId; | ||
| } | ||
| return $this->fapiRequest("v1/allOrders", 'GET', array_merge($request, $params), true); | ||
| } | ||
| } | ||
|
|
||
| /** | ||
| * futuresAllAlgoOrders gets all open orders for a symbol | ||
| * | ||
| * @link https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/Query-All-Algo-Orders | ||
| * | ||
| * $orders = $api->futuresAllAlgoOrders("BNBBTC"); | ||
| * | ||
| * @param string $symbol (mandatory) market symbol (e.g. ETHUSDT) | ||
| * @param int $startTime (optional) timestamp in ms to get orders from INCLUSIVE | ||
| * @param int $endTime (optional) timestamp in ms to get orders until INCLUSIVE | ||
| * @param int $limit (optional) limit the amount of orders (default 500, max 1000) | ||
| * @param string $algoId (optional) order id to get the response from (if is set it will get orders >= that orderId) | ||
| * @param array $params (optional) An array of additional parameters that the API endpoint allows | ||
| * - @param int $params['recvWindow'] (optional) the time in milliseconds to wait for the response | ||
| * | ||
| * @return array with error message or the orders details | ||
| * @throws \Exception | ||
| */ | ||
| public function futuresAllAlgoOrders(string $symbol, $startTime = null, $endTime = null, $limit = null, $algoId = null, array $params = []) | ||
| { | ||
| $params['isAlgo'] = true; | ||
| return $this->futuresAllOrders($symbol, $startTime, $endTime, $limit, $algoId, $params); | ||
| } | ||
|
|
||
| /** | ||
|
|
@@ -5306,6 +5466,7 @@ public function futuresAllOrders(string $symbol, $startTime = null, $endTime = n | |
| * | ||
| * @param string $symbol (optional) market symbol (e.g. ETHUSDT) | ||
| * @param array $params (optional) An array of additional parameters that the API endpoint allows | ||
| * - @param bool $params['isAlgo'] (optional) true for getting algo orders | ||
| * - @param int $params['recvWindow'] (optional) the time in milliseconds to wait for the response | ||
| * | ||
| * @return array with error message or the orders details | ||
|
|
@@ -5317,10 +5478,34 @@ public function futuresOpenOrders($symbol = null, array $params = []) | |
| if ($symbol) { | ||
| $request['symbol'] = $symbol; | ||
| } | ||
| if (isset($params['isAlgo']) && ($params['isAlgo'] === true)) { | ||
| unset($params['algo']); | ||
| return $this->fapiRequest("v1/openAlgoOrders", 'GET', array_merge($request, $params), true); | ||
| } | ||
| return $this->fapiRequest("v1/openOrders", 'GET', array_merge($request, $params), true); | ||
| } | ||
|
|
||
| /** | ||
| * futuresOpenAlgoOrders gets all open orders for a symbol | ||
| * | ||
| * @link https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/Current-All-Algo-Open-Orders | ||
| * | ||
| * $orders = $api->futuresOpenAlgoOrders(); | ||
| * $orders = $api->futuresOpenAlgoOrders("BNBBTC"); | ||
| * | ||
| * @param string $symbol (optional) market symbol (e.g. ETHUSDT) | ||
| * @param array $params (optional) An array of additional parameters that the API endpoint allows | ||
| * - @param int $params['recvWindow'] (optional) the time in milliseconds to wait for the response | ||
| * | ||
| * @return array with error message or the orders details | ||
| * @throws \Exception | ||
| */ | ||
| public function futuresOpenAlgoOrders($symbol = null, array $params = []) | ||
| { | ||
| $params['isAlgo'] = true; | ||
| return $this->futuresOpenOrders($symbol, $params); | ||
| } | ||
|
|
||
| /** | ||
| * futuresOpenOrder gets an open futures order | ||
| * | ||
|
|
||
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