Merge pull request #946 from ccxt/trailing-delta-binance

fix(client): add trailingDelta check

Author: carlosmiei

src/node-binance-api.ts

@@ -735,6 +735,9 @@ export default class Binance {
      * @param {string} quantity - The quantity to buy or sell
      * @param {string} price - The price per unit to transact each unit at
      * @param {object} params - additional order settings
+     * @param {number} [params.quoteOrderQty] - The quote order quantity, used for MARKET orders
+     * @param {number} [params.stopPrice] - The stop price, used for STOP_LOSS, STOP_LOSS_LIMIT, TAKE_PROFIT, TAKE_PROFIT_LIMIT orders
+     * @param {number} [params.trailingDelta] - Delta price
      * @return {undefined}
      */
     async order(type: OrderType, side: OrderSide, symbol: string, quantity: number, price?: number, params: Dict = {}): Promise<Order> {
@@ -778,6 +781,15 @@ export default class Binance {
             request.newClientOrderId = this.SPOT_PREFIX + this.uuid22();
         }
 
+        const allowedTypesForStopAndTrailing = ['STOP_LOSS', 'STOP_LOSS_LIMIT', 'TAKE_PROFIT', 'TAKE_PROFIT_LIMIT'];
+        if (params.trailingDelta) {
+            request.trailingDelta = params.trailingDelta;
+
+            if (!allowedTypesForStopAndTrailing.includes(request.type)) {
+                throw Error('trailingDelta: Must set "type" to one of the following: STOP_LOSS, STOP_LOSS_LIMIT, TAKE_PROFIT, TAKE_PROFIT_LIMIT');
+            }
+        }
+
         /*
          * STOP_LOSS
          * STOP_LOSS_LIMIT
@@ -788,7 +800,9 @@ export default class Binance {
         // if (typeof params.icebergQty !== 'undefined') request.icebergQty = params.icebergQty;
         if (params.stopPrice) {
             request.stopPrice = params.stopPrice;
-            if (request.type === 'LIMIT') throw Error('stopPrice: Must set "type" to one of the following: STOP_LOSS, STOP_LOSS_LIMIT, TAKE_PROFIT, TAKE_PROFIT_LIMIT');
+            if (!allowedTypesForStopAndTrailing.includes(request.type)) {
+                throw Error('stopPrice: Must set "type" to one of the following: STOP_LOSS, STOP_LOSS_LIMIT, TAKE_PROFIT, TAKE_PROFIT_LIMIT');
+            }
         }
         const response = await this.privateSpotRequest(endpoint, this.extend(request, params), 'POST');
         // to do error handling

tests/binance-class-live.test.ts

@@ -272,7 +272,10 @@ describe('Limit buy Order', function () {
                 assert(res['orderId'] !== undefined)
                 spotOrderId = res['orderId'];
             } catch (e) {
-                assert(e.toString().includes('{"code":-2010,"msg":"Account has insufficient balance for requested action."}'));
+                const exceptionA = '{"code":-2010,"msg":"Account has insufficient balance for requested action."}';
+                const exceptionB = '{"code":-2019,"msg":"Margin is insufficient."}'
+                const eStr = e.toString();
+                assert(eStr.includes(exceptionA) || eStr.includes(exceptionB));
             }
         }
 
@@ -287,7 +290,10 @@ describe('MarketSell', function () {
             const res = await binance.marketSell('LTCUSDT', quantity)
             assert(res['orderId'] !== undefined)
         } catch (e) {
-            assert(e.toString().includes('{"code":-2010,"msg":"Account has insufficient balance for requested action."}'));
+            const exceptionA = '{"code":-2010,"msg":"Account has insufficient balance for requested action."}';
+            const exceptionB = '{"code":-2019,"msg":"Margin is insufficient."}'
+            const eStr = e.toString();
+            assert(eStr.includes(exceptionA) || eStr.includes(exceptionB));
         }
 
     }).timeout(TIMEOUT);
@@ -301,28 +307,46 @@ describe('Futures MarketBuy', function () {
             assert(res['orderId'] !== undefined)
             futuresOrderId = res['orderId'];
         } catch (e) {
-            assert(e.toString().includes('{"code":-2010,"msg":"Account has insufficient balance for requested action."}'));
+            const exceptionA = '{"code":-2010,"msg":"Account has insufficient balance for requested action."}';
+            const exceptionB = '{"code":-2019,"msg":"Margin is insufficient."}'
+            const eStr = e.toString();
+            assert(eStr.includes(exceptionA) || eStr.includes(exceptionB));
         }
 
     }).timeout(TIMEOUT);
 });
 
 describe('Futures Limit buy Order', function () {
     it('Attempt to buy ETH', async function () {
-        if (ethusdtPrice !== 0) {
-            let quantity = 0.1;
-            const res = await futuresBinance.futuresOrder('LIMIT', 'BUY', 'ETHUSDT', quantity, Math.round(ethusdtPrice * 0.8))
-            assert(res['orderId'] !== undefined)
-            futuresOrderId = res['orderId'];
+        try {
+            if (ethusdtPrice !== 0) {
+                let quantity = 0.1;
+                const res = await futuresBinance.futuresOrder('LIMIT', 'BUY', 'ETHUSDT', quantity, Math.round(ethusdtPrice * 0.8))
+                assert(res['orderId'] !== undefined)
+                futuresOrderId = res['orderId'];
+            }
+        } catch (e) {
+            const exceptionA = '{"code":-2010,"msg":"Account has insufficient balance for requested action."}';
+            const exceptionB = '{"code":-2019,"msg":"Margin is insufficient."}'
+            const eStr = e.toString();
+            assert(eStr.includes(exceptionA) || eStr.includes(exceptionB));
         }
+
     }).timeout(TIMEOUT);
 });
 
 describe('Futures MarketSell', function () {
     it('futures Attempt to buy ETH at market price', async function () {
-        let quantity = 0.1;
-        const res = await futuresBinance.futuresMarketSell('ETHUSDT', quantity)
-        assert(res['orderId'] !== undefined)
+        try {
+            let quantity = 0.1;
+            const res = await futuresBinance.futuresMarketSell('ETHUSDT', quantity)
+            assert(res['orderId'] !== undefined)
+        } catch (e) {
+            const exceptionA = '{"code":-2010,"msg":"Account has insufficient balance for requested action."}';
+            const exceptionB = '{"code":-2019,"msg":"Margin is insufficient."}'
+            const eStr = e.toString();
+            assert(eStr.includes(exceptionA) || eStr.includes(exceptionB));
+        }
 
     }).timeout(TIMEOUT);
 });