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chore: update docs for create_oco_order (#1545)
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@pcriadoperez
pcriadoperez authored Jan 20, 2025
1 parent 79eb4aa commit dba7a20
Showing 1 changed file with 123 additions and 42 deletions.
165 changes: 123 additions & 42 deletions binance/client.py
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Original file line number Diff line number Diff line change
Expand Up @@ -1516,63 +1516,144 @@ def order_market_sell(self, **params):
return self.order_market(**params)

def create_oco_order(self, **params):
"""Send in a new OCO order
"""Send in an one-cancels-the-other (OCO) pair, where activation of one order immediately cancels the other.
https://binance-docs.github.io/apidocs/spot/en/#new-order-list-oco-trade
https://developers.binance.com/docs/binance-spot-api-docs/rest-api/trading-endpoints#new-order-list---oco-trade
An OCO has 2 orders called the above order and below order.
One of the orders must be a LIMIT_MAKER/TAKE_PROFIT/TAKE_PROFIT_LIMIT order and the other must be STOP_LOSS or STOP_LOSS_LIMIT order.
Price restrictions:
If the OCO is on the SELL side:
LIMIT_MAKER/TAKE_PROFIT_LIMIT price > Last Traded Price > STOP_LOSS/STOP_LOSS_LIMIT stopPrice
TAKE_PROFIT stopPrice > Last Traded Price > STOP_LOSS/STOP_LOSS_LIMIT stopPrice
If the OCO is on the BUY side:
LIMIT_MAKER/TAKE_PROFIT_LIMIT price < Last Traded Price < stopPrice
TAKE_PROFIT stopPrice < Last Traded Price < STOP_LOSS/STOP_LOSS_LIMIT stopPrice
Weight: 1
:param symbol: required
:type symbol: str
:param listClientOrderId: A unique id for the list order. Automatically generated if not sent.
:param listClientOrderId: Arbitrary unique ID among open order lists. Automatically generated if not sent.
:type listClientOrderId: str
:param side: required
:param side: required - BUY or SELL
:type side: str
:param quantity: required
:param quantity: required - Quantity for both orders of the order list
:type quantity: decimal
:param limitClientOrderId: A unique id for the limit order. Automatically generated if not sent.
:type limitClientOrderId: str
:param price: required
:type price: str
:param limitIcebergQty: Used to make the LIMIT_MAKER leg an iceberg order.
:type limitIcebergQty: decimal
:param stopClientOrderId: A unique id for the stop order. Automatically generated if not sent.
:type stopClientOrderId: str
:param stopPrice: required
:type stopPrice: str
:param stopLimitPrice: If provided, stopLimitTimeInForce is required.
:type stopLimitPrice: str
:param stopIcebergQty: Used with STOP_LOSS_LIMIT leg to make an iceberg order.
:type stopIcebergQty: decimal
:param stopLimitTimeInForce: Valid values are GTC/FOK/IOC.
:type stopLimitTimeInForce: str
:param newOrderRespType: Set the response JSON. ACK, RESULT, or FULL; default: RESULT.
:param aboveType: required - STOP_LOSS_LIMIT, STOP_LOSS, LIMIT_MAKER, TAKE_PROFIT, TAKE_PROFIT_LIMIT
:type aboveType: str
:param aboveClientOrderId: Arbitrary unique ID among open orders for the above order
:type aboveClientOrderId: str
:param aboveIcebergQty: Note that this can only be used if aboveTimeInForce is GTC
:type aboveIcebergQty: decimal
:param abovePrice: Can be used if aboveType is STOP_LOSS_LIMIT, LIMIT_MAKER, or TAKE_PROFIT_LIMIT
:type abovePrice: decimal
:param aboveStopPrice: Can be used if aboveType is STOP_LOSS, STOP_LOSS_LIMIT, TAKE_PROFIT, TAKE_PROFIT_LIMIT
:type aboveStopPrice: decimal
:param aboveTrailingDelta: See Trailing Stop order FAQ
:type aboveTrailingDelta: int
:param aboveTimeInForce: Required if aboveType is STOP_LOSS_LIMIT or TAKE_PROFIT_LIMIT
:type aboveTimeInForce: str
:param aboveStrategyId: Arbitrary numeric value identifying the above order within an order strategy
:type aboveStrategyId: int
:param aboveStrategyType: Arbitrary numeric value identifying the above order strategy (>= 1000000)
:type aboveStrategyType: int
:param belowType: required - STOP_LOSS, STOP_LOSS_LIMIT, TAKE_PROFIT, TAKE_PROFIT_LIMIT
:type belowType: str
:param belowClientOrderId: Arbitrary unique ID among open orders for the below order
:type belowClientOrderId: str
:param belowIcebergQty: Note that this can only be used if belowTimeInForce is GTC
:type belowIcebergQty: decimal
:param belowPrice: Can be used if belowType is STOP_LOSS_LIMIT, LIMIT_MAKER, or TAKE_PROFIT_LIMIT
:type belowPrice: decimal
:param belowStopPrice: Can be used if belowType is STOP_LOSS, STOP_LOSS_LIMIT, TAKE_PROFIT or TAKE_PROFIT_LIMIT
:type belowStopPrice: decimal
:param belowTrailingDelta: See Trailing Stop order FAQ
:type belowTrailingDelta: int
:param belowTimeInForce: Required if belowType is STOP_LOSS_LIMIT or TAKE_PROFIT_LIMIT
:type belowTimeInForce: str
:param belowStrategyId: Arbitrary numeric value identifying the below order within an order strategy
:type belowStrategyId: int
:param belowStrategyType: Arbitrary numeric value identifying the below order strategy (>= 1000000)
:type belowStrategyType: int
:param newOrderRespType: Select response format: ACK, RESULT, FULL
:type newOrderRespType: str
:param recvWindow: the number of milliseconds the request is valid for
:param selfTradePreventionMode: The allowed enums is dependent on what is configured on the symbol
:type selfTradePreventionMode: str
:param recvWindow: The value cannot be greater than 60000
:type recvWindow: int
:param timestamp: required
:type timestamp: int
:returns: API response
Response ACK:
.. code-block:: python
{
}
Response RESULT:
.. code-block:: python
{
}
Response FULL:
.. code-block:: python
{
"orderListId": 1,
"contingencyType": "OCO",
"listStatusType": "EXEC_STARTED",
"listOrderStatus": "EXECUTING",
"listClientOrderId": "lH1YDkuQKWiXVXHPSKYEIp",
"transactionTime": 1710485608839,
"symbol": "LTCBTC",
"orders": [
{
"symbol": "LTCBTC",
"orderId": 10,
"clientOrderId": "44nZvqpemY7sVYgPYbvPih"
},
{
"symbol": "LTCBTC",
"orderId": 11,
"clientOrderId": "NuMp0nVYnciDiFmVqfpBqK"
}
],
"orderReports": [
{
"symbol": "LTCBTC",
"orderId": 10,
"orderListId": 1,
"clientOrderId": "44nZvqpemY7sVYgPYbvPih",
"transactTime": 1710485608839,
"price": "1.00000000",
"origQty": "5.00000000",
"executedQty": "0.00000000",
"origQuoteOrderQty": "0.000000",
"cummulativeQuoteQty": "0.00000000",
"status": "NEW",
"timeInForce": "GTC",
"type": "STOP_LOSS_LIMIT",
"side": "SELL",
"stopPrice": "1.00000000",
"workingTime": -1,
"icebergQty": "1.00000000",
"selfTradePreventionMode": "NONE"
},
{
"symbol": "LTCBTC",
"orderId": 11,
"orderListId": 1,
"clientOrderId": "NuMp0nVYnciDiFmVqfpBqK",
"transactTime": 1710485608839,
"price": "3.00000000",
"origQty": "5.00000000",
"executedQty": "0.00000000",
"origQuoteOrderQty": "0.000000",
"cummulativeQuoteQty": "0.00000000",
"status": "NEW",
"timeInForce": "GTC",
"type": "LIMIT_MAKER",
"side": "SELL",
"workingTime": 1710485608839,
"selfTradePreventionMode": "NONE"
}
]
}
:raises: BinanceRequestException, BinanceAPIException, BinanceOrderException, BinanceOrderMinAmountException, BinanceOrderMinPriceException, BinanceOrderMinTotalException, BinanceOrderUnknownSymbolException, BinanceOrderInactiveSymbolException
:raises: BinanceRequestException, BinanceAPIException, BinanceOrderException,
BinanceOrderMinAmountException, BinanceOrderMinPriceException,
BinanceOrderMinTotalException, BinanceOrderUnknownSymbolException,
BinanceOrderInactiveSymbolException
"""
if "listClientOrderId" not in params:
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