Add BinanceOrderStatus.EXPIRED_IN_MATCH

nautechsystems · Jan 5, 2024 · 9789e10 · 9789e10
1 parent 73b4729
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diff --git a/RELEASES.md b/RELEASES.md
@@ -31,6 +31,7 @@ Released on TBD (UTC).
 - Fixed handling of configuration objects to work with `StreamingFeatherWriter`
 - Fixed `BinanceSpotInstrumentProvider` fee loading key error for partial instruments load, thanks for reporting @doublier1
 - Added `BinanceErrorCode.SERVER_BUSY` (-1008). Also added to the retry error codes.
+- Added `BinanceOrderStatus.EXPIRED_IN_MATCH` which is when an order was canceled by the exchange due self-trade prevention (STP), thanks for reporting @doublier1
 
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diff --git a/nautilus_trader/adapters/binance/common/enums.py b/nautilus_trader/adapters/binance/common/enums.py
@@ -193,6 +193,7 @@ class BinanceOrderStatus(Enum):
     PENDING_CANCEL = "PENDING_CANCEL"
     REJECTED = "REJECTED"
     EXPIRED = "EXPIRED"
+    EXPIRED_IN_MATCH = "EXPIRED_IN_MATCH"
     NEW_INSURANCE = "NEW_INSURANCE"  # Liquidation with Insurance Fund
     NEW_ADL = "NEW_ADL"  # Counterparty Liquidation
 
@@ -478,6 +479,7 @@ def __init__(self) -> None:
             BinanceOrderStatus.NEW_ADL: OrderStatus.FILLED,
             BinanceOrderStatus.NEW_INSURANCE: OrderStatus.FILLED,
             BinanceOrderStatus.EXPIRED: OrderStatus.EXPIRED,
+            BinanceOrderStatus.EXPIRED_IN_MATCH: OrderStatus.CANCELED,  # Canceled due self-trade prevention (STP)
         }
 
         self.ext_to_int_order_side = {