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Implement trailing stop order for Binance #42

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merged 2 commits into from
Jun 27, 2021
Merged

Implement trailing stop order for Binance #42

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da7742d
Implement trailing stop order for Binance
Jun 24, 2021
8dc9bf4
Add activation price option to README
Jun 26, 2021
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8 changes: 8 additions & 0 deletions README.md
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Original file line number Diff line number Diff line change
Expand Up @@ -85,6 +85,14 @@ func (s *BasicStrategy) OnTick() error {
s.Exchange.OpenLong(symbol, OrderTypeLimit, 5000, 10)
s.Exchange.CloseLong(symbol, OrderTypeLimit, 6000, 10)

//Trailing Stop Market Order - Binance - 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),
OrderActivationPriceOption(5000.0), // optional - default as the latest price
OrderReduceOnlyOption(true),
)

s.Exchange.PlaceOrder(symbol,
Buy, OrderTypeLimit, 1000.0, 10, OrderPostOnlyOption(true))

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8 changes: 8 additions & 0 deletions README_en.md
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Original file line number Diff line number Diff line change
Expand Up @@ -85,6 +85,14 @@ func (s *BasicStrategy) OnTick() error {
s.Exchange.OpenLong(symbol, OrderTypeLimit, 5000, 10)
s.Exchange.CloseLong(symbol, OrderTypeLimit, 6000, 10)

//Trailing Stop Market Order - Binance - 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),
OrderActivationPriceOption(5000.0), // optional - default as the latest price
OrderReduceOnlyOption(true),
)

s.Exchange.PlaceOrder(symbol,
Buy, OrderTypeLimit, 1000.0, 10, OrderPostOnlyOption(true))

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3 changes: 3 additions & 0 deletions consts.go
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Original file line number Diff line number Diff line change
Expand Up @@ -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 {
Expand All @@ -70,6 +71,8 @@ func (t OrderType) String() string {
return "StopMarket"
case OrderTypeStopLimit:
return "StopLimit"
case OrderTypeTrailingStopMarket:
return "TrailingStopMarket"
default:
return "None"
}
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4 changes: 4 additions & 0 deletions exchanges/binancefutures/binancefutures.go
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Original file line number Diff line number Diff line change
Expand Up @@ -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 {
Expand Down Expand Up @@ -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
}
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2 changes: 0 additions & 2 deletions go.sum
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Original file line number Diff line number Diff line change
Expand Up @@ -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=
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