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ux: introduced limit price tolerance
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‎projects/binance/README.md‎

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@@ -29,11 +29,13 @@ Integration between HeyAnon.ai and Binance Spot and Futures trading.
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- Market buy 1 BTC on @binance when the price goes below 50000 USDT
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- Buy 1 BTC at 45000 USDT on @binance when the price goes below 50000 USDT
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- Sell 100 USDT for BTC for 10% profit on @binance
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- Buy 1 BTC for USDT with a stop loss of 15% on @binance
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1. **Take profit & stop loss (OCO)**
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- Sell 0.01 BTC with a 10% take profit and a 15% stop loss on @binance
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- Sell all of my BTC with a 10% take profit and a 15% stop loss on @binance
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- Sell 1 BTC for USDT with a 10% take profit and a 15% stop loss on @binance
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- Sell all of my BTC for USDT with a 10% take profit and a 15% stop loss on @binance
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- Buy BTC with 1000 USDT a 10% take profit and a 15% stop loss on @binance
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1. **Cancel orders**
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@@ -52,6 +54,7 @@ Integration between HeyAnon.ai and Binance Spot and Futures trading.
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## Binance specific behaviors
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- OCO order not supported on CCXT > implemented helper function `createBinanceOcoOrder`
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- `fetchOrder` and `cancelOrder` require both `id` and `symbol`
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- `cancelAllOrders` requires a `symbol`
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- Binance APIs [lack a trigger price parameter](https://developers.binance.com/docs/binance-spot-api-docs/rest-api/trading-endpoints#new-order-trade), so specifying `triggerPrice` automatically creates a `STOP_LOSS` order ([see Discord](https://discord.com/channels/690203284119617602/690203284727660739/1367189081418633389))

‎projects/binance/src/constants.ts‎

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Original file line numberDiff line numberDiff line change
@@ -3,3 +3,12 @@
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* important to avoid the 500 token limit for getters.
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*/
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export const MAX_ORDERS_IN_RESULTS = 25;
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/**
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* By default, attempts of sending a limit order that will execute immediately
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* will be rejected. This tolerance allows for a small deviation from the
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* current price. Set to 0 to block all limit orders that will execute immediately.
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* Set to a few permille to allow for some deviation that might happens due to
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* current price fluctuations while the order is being placed.
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*/
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export const LIMIT_PRICE_TOLERANCE = 0.005;

‎projects/binance/src/helpers/orders.ts‎

Lines changed: 3 additions & 153 deletions
Original file line numberDiff line numberDiff line change
@@ -1,17 +1,18 @@
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import { Exchange, Order } from 'ccxt';
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import { getMarketLastPriceBySymbol } from './markets';
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import util from 'util';
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import { LIMIT_PRICE_TOLERANCE } from '../constants';
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/**
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* Create a simple order, that is, an order that has no triggers attached to it.
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*/
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export async function createSimpleOrder(exchange: Exchange, symbol: string, side: 'buy' | 'sell', amount: number, limitPrice?: number): Promise<Order> {
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// Warn the user if their limit price is useless
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if (limitPrice) {
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const lastPrice = await getMarketLastPriceBySymbol(symbol, exchange);
11-
if (side === 'buy' && limitPrice > lastPrice) {
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if (side === 'buy' && limitPrice * (1 - LIMIT_PRICE_TOLERANCE) > lastPrice) {
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throw new Error(`Current price ${lastPrice} is higher than your limit price ${limitPrice}, so the order will be filled immediately. Use a market order instead.`);
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}
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if (side === 'sell' && limitPrice < lastPrice) {
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if (side === 'sell' && limitPrice * (1 + LIMIT_PRICE_TOLERANCE) < lastPrice) {
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throw new Error(`Current price ${lastPrice} is lower than your limit price ${limitPrice}, so the order will be filled immediately. Use a market order instead.`);
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}
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}
@@ -104,157 +105,6 @@ export async function createBinanceOcoOrder(
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return response;
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}
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// /**
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// * Create an advanced order with support for various order types.
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// *
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// * @link https://docs.ccxt.com/#/README?id=placing-orders
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// *
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// * @param exchange CCXT exchange instance
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// * @param symbol Trading pair symbol, e.g. "BTC/USDT"
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// * @param type Order type: 'market', 'limit', 'trigger', 'stop_loss', 'take_profit', 'oco', 'trailing'
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// * @param side Order side: 'buy' or 'sell'
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// * @param amount Amount to trade
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// * @param price Price for limit orders (required for limit orders)
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// * @param options Additional options based on order type
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// * @returns The created order
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// */
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// export async function createOrder(
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// exchange: Exchange,
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// symbol: string,
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// type: (typeof ORDER_TYPES)[number],
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// side: string,
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// amount: number,
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// price: number | null,
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// options: any = {},
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// ): Promise<Order> {
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// // Default params for all order types
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// const params: any = {};
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// let ccxtType = type; // Default, will be overridden for special order types
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// // Handle different order types
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// switch (type) {
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// case 'market':
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// case 'limit':
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// // Standard order types, no special handling needed
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// ccxtType = type;
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// break;
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// case 'trigger':
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// // Trigger orders use the triggerPrice parameter
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// if (!options.triggerPrice) {
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// throw new Error('Trigger orders require a triggerPrice');
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// }
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// ccxtType = price ? 'limit' : 'market';
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// // params.reduceOnly = options.reduceOnly !== false; // Default to true for take profit
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// // TODO: A command like this:
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// // 'Send a sell order for 0.05 AAVE at 110 USDC when AAVE price goes below 180 USDC'
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// // if AAVE current price is already below 180 USDC, it should trigger immediately
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// // but with our logic it sets up a trigger for >=180 USDC, because we 180 USDC is larger
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// // than current price, so we classify the order as a take profit order. We should get
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// // the triggerDirection as well from the command, so that at least we can stop the user
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// // with a message "The current price is already below 180 USDC, so the trigger price should be
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// // less than 180 USDC".
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// // Other case:
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// // Sell 0.05 AAVE at 200 USDC with a 10% stop loss
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// // Should:
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// // 1. If current price of AAVE is above 200 USDC, it should stop and warn the user
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// // 2. If current price is not
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// // 2. Otherwise, it should create a take profit order at 200 USDC and a market stop loss
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// // order at 180 USDC
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// // Trigger orders are not supported by Binance
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// // @link https://developers.binance.com/docs/binance-spot-api-docs/enums#order-types-ordertypes-type
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// // CCXT automatically converts them to STOP_LOSS orders
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// // @link https://discord.com/channels/690203284119617602/690203284727660739/1367185601572376636
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// // So, we need to manually check if the user wants a take profit order,
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// // lest Binance return with error "Stop price would trigger immediately".
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// // In other words, we are simulating what the UI does when you select
177-
// // a "Stop limit" or a "Stop market" order from the dropdown menu.
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// const lastPrice = await getMarketLastPriceBySymbol(symbol, exchange);
179-
// if ((options.triggerPrice > lastPrice && side === 'sell') || (options.triggerPrice < lastPrice && side === 'buy')) {
180-
// console.log('take profit order');
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// // a take profit order is a trigger order with direction from below (sell) or above (buy)
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// params.takeProfitPrice = options.triggerPrice;
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// } else if ((options.triggerPrice > lastPrice && side === 'buy') || (options.triggerPrice < lastPrice && side === 'sell')) {
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// console.log('stop loss order');
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// // a stop loss order is a trigger order with direction from above (sell) or below (buy)
186-
// params.stopLossPrice = options.triggerPrice;
187-
// }
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// break;
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190-
// case 'oco':
191-
// // One Cancels the Other orders (stop loss + take profit)
192-
// if (!options.ocoConfiguration.ocoStopLoss || !options.ocoConfiguration.ocoTakeProfit) {
193-
// throw new Error('OCO orders require both stopLoss and takeProfit configurations');
194-
// }
195-
196-
// ccxtType = price ? 'limit' : 'market';
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198-
// // Configure stop loss
199-
// params.stopLoss = {
200-
// triggerPrice: options.ocoConfiguration.ocoStopLoss.triggerPrice,
201-
// };
202-
203-
// if (options.ocoConfiguration.ocoStopLoss.price) {
204-
// params.stopLoss.price = options.ocoConfiguration.ocoStopLoss.price;
205-
// }
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207-
// // Configure take profit
208-
// params.takeProfit = {
209-
// triggerPrice: options.ocoConfiguration.ocoTakeProfit.triggerPrice,
210-
// };
211-
212-
// if (options.ocoConfiguration.ocoTakeProfit.price) {
213-
// params.takeProfit.price = options.ocoConfiguration.ocoTakeProfit.price;
214-
// }
215-
// break;
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217-
// case 'trailing':
218-
// // Trailing stop orders
219-
// if (options.trailingPercent === undefined && options.trailingAmount === undefined) {
220-
// throw new Error('Trailing orders require either trailingPercent or trailingAmount');
221-
// }
222-
223-
// ccxtType = price ? 'limit' : 'market';
224-
225-
// if (options.trailingPercent !== undefined) {
226-
// params.trailingPercent = options.trailingPercent;
227-
// }
228-
229-
// if (options.trailingAmount !== undefined) {
230-
// params.trailingAmount = options.trailingAmount;
231-
// }
232-
233-
// if (options.triggerPrice) {
234-
// params.trailingTriggerPrice = options.triggerPrice;
235-
// }
236-
// break;
237-
238-
// default:
239-
// throw new Error(`Unsupported order type: ${type}`);
240-
// }
241-
242-
// if (ccxtType === 'limit' && price === null) {
243-
// throw new Error('Limit orders require a price');
244-
// }
245-
246-
// // Throw if any of the parameters is null or undefined
247-
// for (const key in params) {
248-
// if (params[key] === null || params[key] === undefined) {
249-
// throw new Error(`createOrder: Parameter ${key} is null or undefined`);
250-
// }
251-
// }
252-
253-
// // Create the order with CCXT
254-
// const order = await exchange.createOrder(symbol, ccxtType, side, amount, price === null ? undefined : price, params);
255-
// return order;
256-
// }
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/**
259109
* Get all open orders of the user on the given exchange
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*

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