Update types for SymbolMinNotionalFilter: minNotional -> notional #643
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Collaborator
|
Thank you :) |
Contributor
|
@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 
Source #2: https://github.com/binance/binance-spot-api-docs/blob/0b14fadf8e1be3160a75721b2ec2d9123e48a774/filters.md?plain=1#L96 
@balthazar have you tested this change? |
Contributor
Author
|
My source of truth is the actual API response: {
"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 |
Contributor
Author
|
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 |
Contributor
|
With the latest version of
My code tries to use the Symbol interface and fails because |
Contributor
|
I am making my requests with client.exchangeInfo() and it looks like the 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"
]
},
// ...
] |
Contributor
Author
|
I'll prepare new PR where I'll define new SymbolFilter type, specifically for Futures API. |
Contributor
|
That would be cool. In this PR we can also update the name of Source: https://binance-docs.github.io/apidocs/spot/en/#change-log 2022-06-15
|
Contributor
Author
|
I have prepared new PR: #649 |
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The actual property on the "symbol" object is called "notional". Changed the types to reflect the actual state.