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For limit order get status EXPIRED_IN_MATCH on Binance testnet #42

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DogsTailFarmer opened this issue Dec 12, 2023 · 3 comments
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@DogsTailFarmer
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ver: 2.0.3 + 2.0.4.post3 + 2.0.4.post2
main.account_name: Demo - Binance
main.exchange: binance
main.srv_version: 1.4.1

12/12 09:03:16 Exception in fetch_order: <AioRpcError of RPC that terminated with:
        status = StatusCode.UNKNOWN
        details = "Unexpected <class 'google.protobuf.json_format.ParseError'>: Message type "martin.FetchOrderResponse" has no field named "preventedMatchId" at "FetchOrderResponse".
 Available Fields(except extensions): "['symbol', 'orderId', 'orderListId', 'clientOrderId', 'price', 'origQty', 'executedQty', 'cummulativeQuoteQty', 'status', 'timeInForce', 'type', 'side', 'stopPrice', 'icebergQty', 'time', 'updateTime', 'isWorking', 'workingTime', 'origQuoteOrderQty', 'selfTradePreventionMode']""
        debug_error_string = "UNKNOWN:Error received from peer ipv4:127.0.0.1:50051 {created_time:"2023-12-12T09:03:16.12978971+00:00", grpc_status:2, grpc_message:"Unexpected <class \'google.protobuf.json_format.ParseError\'>: Message type \"martin.FetchOrderResponse\" has no field named \"preventedMatchId\" at \"FetchOrderResponse\".\n Available Fields(except extensions): \"[\'symbol\', \'orderId\', \'orderListId\', \'clientOrderId\', \'price\', \'origQty\', \'executedQty\', \'cummulativeQuoteQty\', \'status\', \'timeInForce\', \'type\', \'side\', \'stopPrice\', \'icebergQty\', \'time\', \'updateTime\', \'isWorking\', \'workingTime\', \'origQuoteOrderQty\', \'selfTradePreventionMode\']\""}"
>

@DogsTailFarmer DogsTailFarmer added the bug Something isn't working label Dec 12, 2023
@DogsTailFarmer DogsTailFarmer self-assigned this Dec 12, 2023
@DogsTailFarmer
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For limit order get status EXPIRED_IN_MATCH

[2023-12-12 09:03:16,128: DEBUG] fetch_order.binance_res: {'symbol': 'BTCUSDT', 'orderId': 2722819, 'orderListId': -1, 'clientOrderId': '706373', 'p
rice': '41825.47000000', 'origQty': '0.01204000', 'executedQty': '0.01183000', 'cummulativeQuoteQty': '494.79531010', 'status': 'EXPIRED_IN_MATCH',
'timeInForce': 'GTC', 'type': 'LIMIT', 'side': 'SELL', 'stopPrice': '0.00000000', 'icebergQty': '0.00000000', 'time': 1702366465422, 'updateTime': 1
702367083292, 'isWorking': True, 'workingTime': 1702366465422, 'origQuoteOrderQty': '0.00000000', 'selfTradePreventionMode': 'EXPIRE_MAKER', 'preven
tedMatchId': 646, 'preventedQuantity': '0.00021000'}
[2023-12-12 09:03:16,129: ERROR] Unexpected [ParseError] raised by servicer method [/martin.Martin/FetchOrder]
google.protobuf.json_format.ParseError: Message type "martin.FetchOrderResponse" has no field named "preventedMatchId" at "FetchOrderResponse".
 Available Fields(except extensions): "['symbol', 'orderId', 'orderListId', 'clientOrderId', 'price', 'origQty', 'executedQty', 'cummulativeQuoteQty
', 'status', 'timeInForce', 'type', 'side', 'stopPrice', 'icebergQty', 'time', 'updateTime', 'isWorking', 'workingTime', 'origQuoteOrderQty', 'selfT
radePreventionMode']"

@DogsTailFarmer DogsTailFarmer changed the title Change API on Binance testnet For limit order get status EXPIRED_IN_MATCH on Binance testnet Dec 12, 2023
@DogsTailFarmer DogsTailFarmer transferred this issue from DogsTailFarmer/martin-binance Dec 12, 2023
@DogsTailFarmer
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For each trade pair different rules :-(

12/12 17:35:52 Send order id:4247927 for SELL 4.17 by 77.59 = 323.5503
12/12 17:35:54 Exception creating order 4247927: UNKNOWN, This symbol does not allow the specified self-trade preve
ntion mode.
[2023-12-12 19:24:09,086: INFO] exchange_info_symbol: {'symbol': 'BTCUSDT', 'status': 'TRADING', 'baseAsset': 'BTC', 'baseAssetPrecision': 8, 'quoteAsset': 'USDT', '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': False, 'filters': [{'filterType': 'PRICE_FILTER', 'minPrice': '0.01000000', 'maxPrice': '1000000.00000000', 'tickSize': '0.01000000'}, {'filterType': 'LOT_SIZE', 'minQty': '0.00001000', 'maxQty': '9000.00000000', 'stepSize': '0.00001000'}, {'filterType': 'ICEBERG_PARTS', 'limit': 10}, {'filterType': 'MARKET_LOT_SIZE', 'minQty': '0.00000000', 'maxQty': '113.82525454', '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': '5.00000000', 'applyMinToMarket': True, 'maxNotional': '9000000.00000000', 'applyMaxToMarket': False, 'avgPriceMins': 5}, {'filterType': 'MAX_NUM_ORDERS', 'maxNumOrders': 200}, {'filterType': 'MAX_NUM_ALGO_ORDERS', 'maxNumAlgoOrders': 5}], 'permissions': ['SPOT'], 'defaultSelfTradePreventionMode': 'EXPIRE_MAKER', 'allowedSelfTradePreventionModes': ['NONE', 'EXPIRE_TAKER', 'EXPIRE_MAKER', 'EXPIRE_BOTH']}

martin-binance release 2.0.6 was rollback.

@DogsTailFarmer
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For some pair can't off STP mode:

'defaultSelfTradePreventionMode': 'EXPIRE_MAKER', 'allowedSelfTrade
PreventionModes': ['EXPIRE_TAKER', 'EXPIRE_MAKER', 'EXPIRE_BOTH']

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