feat: add new algo service

README.md

@@ -56,7 +56,7 @@ https://t.me/nodebinanceapi
 Actively maintained, typed, and safe SDK for the Binance REST APIs and Websockets. Supports ESM and CJS out of the box.
 
 ### Features
-- Spot, Margin, Futures and Delivery API
+- Spot, Margin, Futures and Delivery API (including the new algoOrder service)
 - Demo trading support
 - Testnet support (deprecated)
 - Proxy support (REST and WS)

src/node-binance-api.ts

@@ -1187,9 +1187,70 @@ export default class Binance {
         if (!params.newClientOrderId) {
             params.newClientOrderId = this.CONTRACT_PREFIX + this.uuid22();
         }
+        // check if it is algoOrder
+        const conditionalTypes = [
+            'STOP',
+            'STOP_MARKET',
+            'TAKE_PROFIT',
+            'TAKE_PROFIT_MARKET',
+            'TRAILING_STOP_MARKET',
+        ];
+        const typeUpperCase = type.toUpperCase();
+        if (typeUpperCase && conditionalTypes.includes(typeUpperCase)) {
+            const algoPayload = { ...params };
+            if (!algoPayload.clientAlgoId) {
+                algoPayload.clientAlgoId = this.CONTRACT_PREFIX + this.uuid22();
+            }
+            delete algoPayload.newClientOrderId;
+            algoPayload.algoType = 'CONDITIONAL';
+            if (algoPayload.stopPrice && !algoPayload.triggerPrice) {
+                algoPayload.triggerPrice = algoPayload.stopPrice;
+                delete algoPayload.stopPrice;
+            }
+            return await this.privateFuturesRequest('v1/algoOrder', algoPayload, 'POST');
+        }
         return await this.privateFuturesRequest('v1/order', params, 'POST');
     }
 
+    // Futures internal functions
+    /**
+     * @see https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/New-Algo-Order
+     * @param type
+     * @param side
+     * @param symbol symbol if the market
+     * @param quantity
+     * @param price
+     * @param params extra parameters to be sent in the request
+     * @returns
+     */
+    async futuresAlgoOrder(type: OrderType, side: string, symbol: string, quantity: number, price?: number, params: Dict = {}): Promise<FuturesOrder> {
+        params.symbol = symbol;
+        params.side = side;
+        params.type = type;
+        if (quantity) params.quantity = quantity;
+        // if in the binance futures setting Hedged mode is active, positionSide parameter is mandatory
+        if (!params.positionSide && this.Options.hedgeMode) {
+            params.positionSide = side === 'BUY' ? 'LONG' : 'SHORT';
+        }
+        // LIMIT STOP MARKET STOP_MARKET TAKE_PROFIT TAKE_PROFIT_MARKET
+        // reduceOnly stopPrice
+        if (price) {
+            params.price = price;
+        }
+        if (!params.timeInForce && (params.type.includes('LIMIT') || params.type === 'STOP' || params.type === 'TAKE_PROFIT')) {
+            params.timeInForce = 'GTX'; // Post only by default. Use GTC for limit orders.
+        }
+
+        if (!params.clientAlgoId) {
+            params.clientAlgoId = this.CONTRACT_PREFIX + this.uuid22();
+        }
+
+        if (!params.algoType) {
+            params.algoType = 'CONDITIONAL';
+        }
+        return await this.privateFuturesRequest('v1/algoOrder', params, 'POST');
+    }
+
     /**
      * @see https://developers.binance.com/docs/derivatives/option/trade/New-Order
      * @param type type of order to create
@@ -4502,39 +4563,92 @@ export default class Binance {
 
     /**
      * @see https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/Query-Order
+     * @see https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/Query-Algo-Order
      * @param symbol symbol if the market
      * @param params extra parameters to be sent in the request
+     * @param params.conditional set to true to query algo order
      * @returns
      */
     async futuresOrderStatus(symbol: string, params: Dict = {}): Promise<FuturesOrder> { // Either orderId or origClientOrderId must be sent
         params.symbol = symbol;
+        if ('conditional' in params) {
+            delete params.conditional;
+            return await this.privateFuturesRequest('v1/algoOrder', params);
+        }
         return await this.privateFuturesRequest('v1/order', params);
     }
 
+    /**
+     * @see https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/Query-Algo-Order
+     * @param symbol symbol if the market
+     * @param params extra parameters to be sent in the request
+     * @returns
+     */
+    async futuresAlgoOrderStatus(symbol: string, params: Dict = {}): Promise<FuturesOrder> { // Either orderId or origClientOrderId must be sent
+        params.symbol = symbol;
+        return await this.privateFuturesRequest('v1/algoOrder', params);
+    }
+
     /**
      * @see https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/Cancel-Order
+     * @see https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/Cancel-Algo-Order
      * @param symbol symbol if the market
      * @param orderId
+     * @param params.conditional set to true to cancel algo order
      * @param params extra parameters to be sent in the request
      * @returns
      */
     async futuresCancel(symbol: string, orderId?: number | string, params: Dict = {}): Promise<CancelOrder> { // Either orderId or origClientOrderId must be sent
         params.symbol = symbol;
+        if ('conditional' in params) {
+            delete params.conditional;
+            if (orderId) params.algoid = orderId;
+            return await this.privateFuturesRequest('v1/algoOrder', params, 'DELETE');
+        }
         if (orderId) params.orderId = orderId;
         return await this.privateFuturesRequest('v1/order', params, 'DELETE');
     }
 
+    /**
+     * @see https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/Cancel-Algo-Order
+     * @param symbol symbol if the market
+     * @param orderId
+     * @param params extra parameters to be sent in the request
+     * @returns
+     */
+    async futuresCancelAlgoOrder(symbol: string, orderId?: number | string, params: Dict = {}): Promise<CancelOrder> { // Either orderId or origClientOrderId must be sent
+        params.symbol = symbol;
+        if (orderId) params.algoid = orderId;
+        return await this.privateFuturesRequest('v1/algoOrder', params, 'DELETE');
+    }
+
     /**
      * @see https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/Cancel-All-Open-Orders
      * @param symbol symbol if the market
      * @param params extra parameters to be sent in the request
+     * @param params.conditional set to true to cancel algo order
      * @returns
      */
     async futuresCancelAll(symbol: string, params: Dict = {}): Promise<Response> {
         params.symbol = symbol;
+        if ('conditional' in params) {
+            delete params.conditional;
+            return await this.privateFuturesRequest('v1/algoOpenOrders', params, 'DELETE');
+        }
         return await this.privateFuturesRequest('v1/allOpenOrders', params, 'DELETE');
     }
 
+    /**
+     * @see https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/Cancel-All-Algo-Open-Orders
+     * @param symbol symbol if the market
+     * @param params extra parameters to be sent in the request
+     * @returns
+     */
+    async futuresCancelAllAlgo(symbol: string, params: Dict = {}): Promise<Response> {
+        params.symbol = symbol;
+        return await this.privateFuturesRequest('v1/algoOpenOrders', params, 'DELETE');
+    }
+
     /**
      *
      * @param symbol symbol if the market
@@ -4552,13 +4666,29 @@ export default class Binance {
      * @see https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/Current-All-Open-Orders
      * @param symbol symbol if the market
      * @param params extra parameters to be sent in the request
+     * @param params.conditional set to true to query algo open orders
      * @returns
      */
     async futuresOpenOrders(symbol?: string, params: Dict = {}): Promise<FuturesOrder[]> {
         if (symbol) params.symbol = symbol;
+        if ('conditional' in params) {
+            delete params.conditional;
+            return await this.privateFuturesRequest('v1/algoOpenOrders', params);
+        }
         return await this.privateFuturesRequest('v1/openOrders', params);
     }
 
+    /**
+     * @see https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/Current-All-Algo-Open-Orders
+     * @param symbol symbol if the market
+     * @param params extra parameters to be sent in the request
+     * @returns
+     */
+    async futuresOpenAlgoOrders(symbol?: string, params: Dict = {}): Promise<FuturesOrder[]> {
+        if (symbol) params.symbol = symbol;
+        return await this.privateFuturesRequest('v1/openAlgoOrders', params);
+    }
+
     /**
      * @see https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/All-Orders
      * @param symbol symbol if the market
@@ -4570,6 +4700,17 @@ export default class Binance {
         return await this.privateFuturesRequest('v1/allOrders', params);
     }
 
+    /**
+     * @see https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/rest-api/Query-All-Algo-Orders
+     * @param symbol symbol if the market
+     * @param params extra parameters to be sent in the request
+     * @returns
+     */
+    async futuresAllAlgoOrders(symbol?: string, params: Dict = {}): Promise<FuturesOrder[]> { // Get all account orders; active, canceled, or filled.
+        if (symbol) params.symbol = symbol;
+        return await this.privateFuturesRequest('v1/allAlgoOrders', params);
+    }
+
     /**
      *
      * @param params extra parameters to be sent in the request

src/types.ts

@@ -96,28 +96,42 @@ export interface Order {
   }
 
 export interface FuturesOrder {
-    clientOrderId: string
-    cumQty: string
-    cumQuote: string
-    executedQty: string
-    orderId: number
-    avgPrice: string
-    origQty: string
+    clientOrderId?: string
+    cumQty?: string
+    cumQuote?: string
+    executedQty?: string
+    orderId?: number
+    avgPrice?: string
+    origQty?: string
     price: string
     reduceOnly: boolean
     side: OrderSide
     positionSide: PositionSide
-    status: OrderStatus
-    stopPrice: string
-    closePosition: boolean
+    status?: OrderStatus
+    stopPrice?: string
+    closePosition?: boolean
     symbol: string
-    timeInForce: TimeInForce
-    type: OrderType
-    origType: OrderType
-    activatePrice: string
-    priceRate: string
-    updateTime: number
-    workingType: WorkingType
+    timeInForce?: TimeInForce
+    type?: OrderType
+    origType?: OrderType
+    activatePrice?: string
+    priceRate?: string
+    updateTime?: number
+    workingType?: WorkingType
+    // algo orders fields
+    algoId?: number;
+    triggerPrice?: string;
+    orderStatus?: string;
+    clientAlgoId?: string;
+    algoStatus?: string;
+    actualOrderId?: string;
+    actualPrice?: string;
+    tpTriggerPrice?: string;
+    tpPrice?: string;
+    slTriggerPrice?: string;
+    slPrice?: string;
+    tpOrderType?: string;
+    slOrderType?: string;
 }
 
 export type PositionSide = 'BOTH' | 'SHORT' | 'LONG'

tests/binance-class-static.test.ts

@@ -235,6 +235,30 @@ describe( 'Static tests', async function () {
         assert(obj.newClientOrderId.startsWith(CONTRACT_PREFIX))
     })
 
+    it( 'Futures Limit trigger Buy', async function ( ) {
+        await binance.futuresOrder('STOP', 'BUY', 'LTCUSDT', 0.5, 100, {'triggerPrice': 90} )
+        assert.isTrue( interceptedUrl.startsWith('https://fapi.binance.com/fapi/v1/algoOrder' ))
+        const obj = urlToObject( interceptedUrl.replace('https://fapi.binance.com/fapi/v1/algoOrder?', '')  )
+        assert.equal( obj.symbol, 'LTCUSDT' )
+        assert.equal( obj.side, 'BUY' )
+        assert.equal( obj.type, 'STOP' )
+        assert.equal( obj.algoType, 'CONDITIONAL')
+        assert.equal( obj.quantity, 0.5 )
+        assert(obj.clientAlgoId.startsWith(CONTRACT_PREFIX))
+    })
+
+    it( 'Futures Limit trigger Buy using dedicated endpoint', async function ( ) {
+        await binance.futuresAlgoOrder('STOP', 'BUY', 'LTCUSDT', 0.5, 100, {'triggerPrice': 90} )
+        assert.isTrue( interceptedUrl.startsWith('https://fapi.binance.com/fapi/v1/algoOrder' ))
+        const obj = urlToObject( interceptedUrl.replace('https://fapi.binance.com/fapi/v1/algoOrder?', '')  )
+        assert.equal( obj.symbol, 'LTCUSDT' )
+        assert.equal( obj.side, 'BUY' )
+        assert.equal( obj.type, 'STOP' )
+        assert.equal( obj.algoType, 'CONDITIONAL')
+        assert.equal( obj.quantity, 0.5 )
+        assert(obj.clientAlgoId.startsWith(CONTRACT_PREFIX))
+    })
+
     it( 'Futures LimitSell', async function ( ) {
         await binance.futuresOrder('LIMIT', 'SELL', 'LTCUSDT', 0.5, 100 )
         assert.isTrue( interceptedUrl.startsWith('https://fapi.binance.com/fapi/v1/order' ))