Implement trailing stop order for Binance

Author: evzpav

README.md

@@ -85,6 +85,11 @@ func (s *BasicStrategy) OnTick() error {
 	s.Exchange.OpenLong(symbol, OrderTypeLimit, 5000, 10)
 	s.Exchange.CloseLong(symbol, OrderTypeLimit, 6000, 10)
 
+	//Trailing Stop Market Order - sell stop loss order for long position
+	callbackRate := 5.0 // from 0.1% until 5% allowed
+	s.Exchange.PlaceOrder(symbol, Sell, OrderTypeTrailingStopMarket, 0.0, 10,
+		OrderCallbackRateOption(callbackRate), OrderReduceOnlyOption(true))
+
 	s.Exchange.PlaceOrder(symbol,
 		Buy, OrderTypeLimit, 1000.0, 10, OrderPostOnlyOption(true))
 

README_en.md

@@ -85,6 +85,11 @@ func (s *BasicStrategy) OnTick() error {
 	s.Exchange.OpenLong(symbol, OrderTypeLimit, 5000, 10)
 	s.Exchange.CloseLong(symbol, OrderTypeLimit, 6000, 10)
 
+	//Trailing Stop Market Order - sell stop loss order for long position
+	callbackRate := 5.0 // from 0.1% until 5% allowed
+	s.Exchange.PlaceOrder(symbol, Sell, OrderTypeTrailingStopMarket, 0.0, 10,
+		OrderCallbackRateOption(callbackRate), OrderReduceOnlyOption(true))
+
 	s.Exchange.PlaceOrder(symbol,
 		Buy, OrderTypeLimit, 1000.0, 10, OrderPostOnlyOption(true))
 

consts.go

@@ -58,6 +58,7 @@ const (
 	OrderTypeLimit                       // 限价单
 	OrderTypeStopMarket                  // 市价止损单
 	OrderTypeStopLimit                   // 限价止损单
+	OrderTypeTrailingStopMarket
 )
 
 func (t OrderType) String() string {
@@ -70,6 +71,8 @@ func (t OrderType) String() string {
 		return "StopMarket"
 	case OrderTypeStopLimit:
 		return "StopLimit"
+	case OrderTypeTrailingStopMarket:
+		return "TrailingStopMarket"
 	default:
 		return "None"
 	}

exchanges/binancefutures/binancefutures.go

@@ -209,6 +209,8 @@ func (b *BinanceFutures) PlaceOrder(symbol string, direction Direction, orderTyp
 	case OrderTypeStopLimit:
 		_orderType = futures.OrderTypeStop
 		service = service.StopPrice(fmt.Sprint(params.StopPx))
+	case OrderTypeTrailingStopMarket:
+		_orderType = futures.OrderTypeTrailingStopMarket
 	}
 
 	if orderType != OrderTypeMarket {
@@ -443,6 +445,8 @@ func (b *BinanceFutures) convertOrderType(orderType futures.OrderType) OrderType
 		return OrderTypeStopLimit
 	case futures.OrderTypeStopMarket:
 		return OrderTypeStopMarket
+	case futures.OrderTypeTrailingStopMarket:
+		return OrderTypeTrailingStopMarket
 	default:
 		return OrderTypeLimit
 	}

go.sum

@@ -58,8 +58,6 @@ github.com/OneOfOne/xxhash v1.2.2/go.mod h1:HSdplMjZKSmBqAxg5vPj2TmRDmfkzw+cTzAE
 github.com/OpenDNS/vegadns2client v0.0.0-20180418235048-a3fa4a771d87/go.mod h1:iGLljf5n9GjT6kc0HBvyI1nOKnGQbNB66VzSNbK5iks=
 github.com/Shopify/sarama v1.19.0/go.mod h1:FVkBWblsNy7DGZRfXLU0O9RCGt5g3g3yEuWXgklEdEo=
 github.com/Shopify/toxiproxy v2.1.4+incompatible/go.mod h1:OXgGpZ6Cli1/URJOF1DMxUHB2q5Ap20/P/eIdh4G0pI=
-github.com/adshao/go-binance/v2 v2.2.1 h1:H5tfXqDu+bx1mZqJP+5gc8ahidgDFvj683M3RStg9C4=
-github.com/adshao/go-binance/v2 v2.2.1/go.mod h1:o+84WK3DQxq9vEKV9ncRcQi+J7RFCGhM27osbECZiJQ=
 github.com/adshao/go-binance/v2 v2.2.2 h1:vKpvZupkgcUPG/CSl9uW0s5hqxzVZgNI/nEzKG1JiUs=
 github.com/adshao/go-binance/v2 v2.2.2/go.mod h1:o+84WK3DQxq9vEKV9ncRcQi+J7RFCGhM27osbECZiJQ=
 github.com/airbrake/gobrake v3.6.1+incompatible/go.mod h1:wM4gu3Cn0W0K7GUuVWnlXZU11AGBXMILnrdOU8Kn00o=