Add proper types for futuresExchangeInfo

[valentiniljaz]

Exchange info for Futures API uses different structure then the API for Spot. PR contains new types for ExchangeInfo that reflect the actual state of the API.

Source of truth for the change is:

• https://binance-docs.github.io/apidocs/futures/en/#general-info
• actual API response /fapi/v1/exchangeInfo

[balthazar]

remove

[balthazar]

(all changes of gitignore)

[balthazar]

@bennycode what's the consensus on this one? Pretty sure there's a lot of back and forth on this which might be due to the fact the field changes depending on which endpoint is hit

[bennycode]

Yepp, that's why there is now a FuturesSymbolMinNotionalFilter and a SymbolMinNotionalFilter. 👍

[balthazar]

Oh actually you were part of the original convo, my bad

[balthazar]

Gotcha thank you for the confirmation

[bennycode]

@valentiniljaz thank you very much for making this PR 🙇‍♂️ Can you also change MIN_NOTIONAL = 'MIN_NOTIONAL' into MIN_NOTIONAL = 'NOTIONAL' as per our discovery (see #643 (comment))?

[valentiniljaz]

@valentiniljaz thank you very much for making this PR 🙇‍♂️ Can you also change MIN_NOTIONAL = 'MIN_NOTIONAL' into MIN_NOTIONAL = 'NOTIONAL' as per our discovery (see #643 (comment))?

Both filters: SPOT and FUTURES are still called "MIN_NOTIONAL". Only the property for Futures Symbol Filter is changed to "notional". That's why I would not change MIN_NOTIONAL => NOTIONAL. Or did you have something else in mind?

[bennycode]

@valentiniljaz If I call this.client.exchangeInfo() then I am getting returned products with a NOTIONAL filter type instead of a MIN_NOTIONAL type. Is it the same for you?

Example:

{
  "allowedSelfTradePreventionModes": [
    "NONE",
    "EXPIRE_TAKER",
    "EXPIRE_MAKER",
    "EXPIRE_BOTH"
  ],
  "allowTrailingStop": true,
  "baseAsset": "ETH",
  "baseAssetPrecision": 8,
  "baseCommissionPrecision": 8,
  "cancelReplaceAllowed": true,
  "defaultSelfTradePreventionMode": "NONE",
  "filters": [
    {
      "filterType": "PRICE_FILTER",
      "maxPrice": "922327.00000000",
      "minPrice": "0.00001000",
      "tickSize": "0.00001000"
    },
    {
      "filterType": "LOT_SIZE",
      "maxQty": "100000.00000000",
      "minQty": "0.00010000",
      "stepSize": "0.00010000"
    },
    {
      "filterType": "ICEBERG_PARTS",
      "limit": 10
    },
    {
      "filterType": "MARKET_LOT_SIZE",
      "maxQty": "2829.36596416",
      "minQty": "0.00000000",
      "stepSize": "0.00000000"
    },
    {
      "filterType": "TRAILING_DELTA",
      "maxTrailingAboveDelta": 2000,
      "maxTrailingBelowDelta": 2000,
      "minTrailingAboveDelta": 10,
      "minTrailingBelowDelta": 10
    },
    {
      "askMultiplierDown": "0.2",
      "askMultiplierUp": "5",
      "avgPriceMins": 5,
      "bidMultiplierDown": "0.2",
      "bidMultiplierUp": "5",
      "filterType": "PERCENT_PRICE_BY_SIDE"
    },
    {
      "applyMaxToMarket": false,
      "applyMinToMarket": true,
      "avgPriceMins": 5,
      "filterType": "NOTIONAL",
      "maxNotional": "9000000.00000000",
      "minNotional": "0.00010000"
    },
    {
      "filterType": "MAX_NUM_ORDERS",
      "maxNumOrders": 200
    },
    {
      "filterType": "MAX_NUM_ALGO_ORDERS",
      "maxNumAlgoOrders": 5
    }
  ],
  "icebergAllowed": true,
  "isMarginTradingAllowed": true,
  "isSpotTradingAllowed": true,
  "ocoAllowed": true,
  "orderTypes": [
    "LIMIT",
    "LIMIT_MAKER",
    "MARKET",
    "STOP_LOSS_LIMIT",
    "TAKE_PROFIT_LIMIT"
  ],
  "permissions": [
    "SPOT",
    "MARGIN",
    "TRD_GRP_004",
    "TRD_GRP_005",
    "TRD_GRP_006",
    "TRD_GRP_008",
    "TRD_GRP_009",
    "TRD_GRP_010",
    "TRD_GRP_011",
    "TRD_GRP_012",
    "TRD_GRP_013",
    "TRD_GRP_014",
    "TRD_GRP_015",
    "TRD_GRP_016",
    "TRD_GRP_017",
    "TRD_GRP_018",
    "TRD_GRP_019",
    "TRD_GRP_020",
    "TRD_GRP_021",
    "TRD_GRP_022",
    "TRD_GRP_023"
  ],
  "quoteAsset": "BTC",
  "quoteAssetPrecision": 8,
  "quoteCommissionPrecision": 8,
  "quoteOrderQtyMarketAllowed": true,
  "quotePrecision": 8,
  "status": "TRADING",
  "symbol": "ETHBTC"
}

[valentiniljaz]

@bennycode Referring to the official docs https://binance-docs.github.io/apidocs/spot/en/#filters

There are two distinct filters: MIN_NOTIONAL and NOTIONAL. As of this moment "binance-api-node" does not provide types for filter NOTIONAL.

With additional investigation there appears to be more missing types for Symbol Filters:
PERCENT_PRICE_BY_SIDE
ICEBERG_PARTS
MAX_NUM_ICEBERG_ORDERS
MAX_POSITION
TRAILING_DELTA
and NOTIONAL

and for Exchange Filter:
EXCHANGE_MAX_NUM_ICEBERG_ORDERS

I think it's better to prepare new PR just for these filters. What do you think?

[valentiniljaz]

I have edited the PR and added the missing filters for Spot. I've also decoupled Futures filters from Spot.

Take a look and let me know if there's anything else that I can do