balthazar
commented
10 months ago Thank you :)
Closed valentiniljaz closed 10 months ago
balthazar
commented
10 months ago Thank you :)
bennycode
commented
9 months ago @valentiniljaz what's your source of truth? The official Binance API documentation says it's "minNotional" and not "notional":
Source #1: https://binance-docs.github.io/apidocs/spot/en/#filters
@balthazar have you tested this change?
valentiniljaz
commented
9 months ago My source of truth is the actual API response: /fapi/v1/exchangeInfo
{
"timezone": "UTC",
"serverTime": 1696831210908,
"futuresType": "U_MARGINED",
"rateLimits": [
{
"rateLimitType": "REQUEST_WEIGHT",
"interval": "MINUTE",
"intervalNum": 1,
"limit": 2400
},
{
"rateLimitType": "ORDERS",
"interval": "MINUTE",
"intervalNum": 1,
"limit": 1200
},
{
"rateLimitType": "ORDERS",
"interval": "SECOND",
"intervalNum": 10,
"limit": 300
}
],
"exchangeFilters": [],
"assets": [
{
"asset": "USDT",
"marginAvailable": true,
"autoAssetExchange": "-10000"
},
{
"asset": "BTC",
"marginAvailable": true,
"autoAssetExchange": "-0.00100000"
},
{
"asset": "BNB",
"marginAvailable": true,
"autoAssetExchange": "-10"
},
{
"asset": "ETH",
"marginAvailable": true,
"autoAssetExchange": "-5"
},
{
"asset": "XRP",
"marginAvailable": true,
"autoAssetExchange": "0"
},
{
"asset": "BUSD",
"marginAvailable": true,
"autoAssetExchange": "-10000"
},
{
"asset": "USDC",
"marginAvailable": true,
"autoAssetExchange": "0"
},
{
"asset": "TUSD",
"marginAvailable": true,
"autoAssetExchange": "0"
},
{
"asset": "USDP",
"marginAvailable": true,
"autoAssetExchange": "0"
}
],
"symbols": [
{
"symbol": "BTCUSDT",
"pair": "BTCUSDT",
"contractType": "PERPETUAL",
"deliveryDate": 4133404800000,
"onboardDate": 1569398400000,
"status": "TRADING",
"maintMarginPercent": "2.5000",
"requiredMarginPercent": "5.0000",
"baseAsset": "BTC",
"quoteAsset": "USDT",
"marginAsset": "USDT",
"pricePrecision": 2,
"quantityPrecision": 3,
"baseAssetPrecision": 8,
"quotePrecision": 8,
"underlyingType": "COIN",
"underlyingSubType": [
"PoW"
],
"settlePlan": 0,
"triggerProtect": "0.0500",
"liquidationFee": "0.012500",
"marketTakeBound": "0.05",
"maxMoveOrderLimit": 10000,
"filters": [
{
"filterType": "PRICE_FILTER",
"minPrice": "556.80",
"tickSize": "0.10",
"maxPrice": "4529764"
},
{
"stepSize": "0.001",
"filterType": "LOT_SIZE",
"minQty": "0.001",
"maxQty": "1000"
},
{
"minQty": "0.001",
"maxQty": "120",
"stepSize": "0.001",
"filterType": "MARKET_LOT_SIZE"
},
{
"filterType": "MAX_NUM_ORDERS",
"limit": 200
},
{
"limit": 10,
"filterType": "MAX_NUM_ALGO_ORDERS"
},
{
"filterType": "MIN_NOTIONAL",
"notional": "5"
},
{
"multiplierUp": "1.0500",
"multiplierDecimal": "4",
"filterType": "PERCENT_PRICE",
"multiplierDown": "0.9500"
}
],
"orderTypes": [
"LIMIT",
"MARKET",
"STOP",
"STOP_MARKET",
"TAKE_PROFIT",
"TAKE_PROFIT_MARKET",
"TRAILING_STOP_MARKET"
],
"timeInForce": [
"GTC",
"IOC",
"FOK",
"GTX",
"GTD"
]
},
{
"symbol": "ETHUSDT",
"pair": "ETHUSDT",
"contractType": "PERPETUAL",
"deliveryDate": 4133404800000,
"onboardDate": 1569398400000,
"status": "TRADING",
"maintMarginPercent": "2.5000",
"requiredMarginPercent": "5.0000",
"baseAsset": "ETH",
"quoteAsset": "USDT",
"marginAsset": "USDT",
"pricePrecision": 2,
"quantityPrecision": 3,
"baseAssetPrecision": 8,
"quotePrecision": 8,
"underlyingType": "COIN",
"underlyingSubType": [
"Layer-1"
],
"settlePlan": 0,
"triggerProtect": "0.0500",
"liquidationFee": "0.012500",
"marketTakeBound": "0.05",
"maxMoveOrderLimit": 10000,
"filters": [
{
"minPrice": "39.86",
"maxPrice": "306177",
"filterType": "PRICE_FILTER",
"tickSize": "0.01"
},
{
"stepSize": "0.001",
"minQty": "0.001",
"filterType": "LOT_SIZE",
"maxQty": "10000"
},
{
"filterType": "MARKET_LOT_SIZE",
"maxQty": "2000",
"stepSize": "0.001",
"minQty": "0.001"
},
{
"filterType": "MAX_NUM_ORDERS",
"limit": 200
},
{
"filterType": "MAX_NUM_ALGO_ORDERS",
"limit": 10
},
{
"filterType": "MIN_NOTIONAL",
"notional": "5"
},
{
"multiplierDecimal": "4",
"multiplierDown": "0.9500",
"filterType": "PERCENT_PRICE",
"multiplierUp": "1.0500"
}
],
"orderTypes": [
"LIMIT",
"MARKET",
"STOP",
"STOP_MARKET",
"TAKE_PROFIT",
"TAKE_PROFIT_MARKET",
"TRAILING_STOP_MARKET"
],
"timeInForce": [
"GTC",
"IOC",
"FOK",
"GTX",
"GTD"
]
},
...Under symbols -> filters -> MIN_NOTIONAL it is clear that the value is stored in notional property.
valentiniljaz
commented
9 months ago I see the confusion now. You are referring to the SPOT API and I was referring to the Futures. API calls for ExchangeInfo are different for Futures vs. Spot.
Actually all filters are defined differently on the Futures market. Maybe we should define FuturesSymbolFilter?
bennycode
commented
9 months ago With the latest version of binance-api-node my code fails to compile with the following error message:
error TS2551: Property 'minNotional' does not exist on type 'SymbolMinNotionalFilter'. Did you mean 'notional'?
My code tries to use the Symbol interface and fails because Symbol.filters can be of the union type SymbolFilter but the SymbolMinNotionalFilter (of type SymbolFilter) doesn't include a minNotional property anymore (because it has been renamed to notional).
bennycode
commented
9 months ago I am making my requests with client.exchangeInfo() and it looks like the "MIN_NOTIONAL" filter type got replaced by "NOTIONAL" but keeping the minNotional property.
Example Response Payload:
[
{
"symbol": "ETHBTC",
"status": "TRADING",
"baseAsset": "ETH",
"baseAssetPrecision": 8,
"quoteAsset": "BTC",
"quotePrecision": 8,
"quoteAssetPrecision": 8,
"baseCommissionPrecision": 8,
"quoteCommissionPrecision": 8,
"orderTypes": [
"LIMIT",
"LIMIT_MAKER",
"MARKET",
"STOP_LOSS_LIMIT",
"TAKE_PROFIT_LIMIT"
],
"icebergAllowed": true,
"ocoAllowed": true,
"quoteOrderQtyMarketAllowed": true,
"allowTrailingStop": true,
"cancelReplaceAllowed": true,
"isSpotTradingAllowed": true,
"isMarginTradingAllowed": true,
"filters": [
{
"filterType": "PRICE_FILTER",
"minPrice": "0.00001000",
"maxPrice": "922327.00000000",
"tickSize": "0.00001000"
},
{
"filterType": "LOT_SIZE",
"minQty": "0.00010000",
"maxQty": "100000.00000000",
"stepSize": "0.00010000"
},
{
"filterType": "ICEBERG_PARTS",
"limit": 10
},
{
"filterType": "MARKET_LOT_SIZE",
"minQty": "0.00000000",
"maxQty": "2883.77798242",
"stepSize": "0.00000000"
},
{
"filterType": "TRAILING_DELTA",
"minTrailingAboveDelta": 10,
"maxTrailingAboveDelta": 2000,
"minTrailingBelowDelta": 10,
"maxTrailingBelowDelta": 2000
},
{
"filterType": "PERCENT_PRICE_BY_SIDE",
"bidMultiplierUp": "5",
"bidMultiplierDown": "0.2",
"askMultiplierUp": "5",
"askMultiplierDown": "0.2",
"avgPriceMins": 5
},
{
"filterType": "NOTIONAL",
"minNotional": "0.00010000",
"applyMinToMarket": true,
"maxNotional": "9000000.00000000",
"applyMaxToMarket": false,
"avgPriceMins": 5
},
{
"filterType": "MAX_NUM_ORDERS",
"maxNumOrders": 200
},
{
"filterType": "MAX_NUM_ALGO_ORDERS",
"maxNumAlgoOrders": 5
}
],
"permissions": [
"SPOT",
"MARGIN",
"TRD_GRP_004",
"TRD_GRP_005",
"TRD_GRP_006",
"TRD_GRP_008",
"TRD_GRP_009",
"TRD_GRP_010",
"TRD_GRP_011",
"TRD_GRP_012",
"TRD_GRP_013",
"TRD_GRP_014",
"TRD_GRP_015",
"TRD_GRP_016",
"TRD_GRP_017",
"TRD_GRP_018",
"TRD_GRP_019",
"TRD_GRP_020",
"TRD_GRP_021",
"TRD_GRP_022",
"TRD_GRP_023"
],
"defaultSelfTradePreventionMode": "NONE",
"allowedSelfTradePreventionModes": [
"NONE",
"EXPIRE_TAKER",
"EXPIRE_MAKER",
"EXPIRE_BOTH"
]
},
// ...
]I'll prepare new PR where I'll define new SymbolFilter type, specifically for Futures API.
bennycode
commented
9 months ago That would be cool. In this PR we can also update the name of SymbolMinNotionalFilter from "MIN_NOTIONAL" to "NOTIONAL".
Source: https://binance-docs.github.io/apidocs/spot/en/#change-log
2022-06-15
valentiniljaz
commented
8 months ago I have prepared new PR: https://github.com/ViewBlock/binance-api-node/pull/649
The actual property on the "symbol" object is called "notional". Changed the types to reflect the actual state.