Yes, I definitely used DELETE. And 99% of the time it works correctly - if I had used GET, it wouldn’t work at all, but it cancels fine 99% of the time. It only failed for me in the circumstances I described, but it failed repeatedly. I don’t know why, but I imagine that maybe timing of calls and maybe the distance of first and second order from the current price matter.
Here’s the specific log of such a thing happening, but this time I include all the trading calls to the API I made in the entire run (so excluding connecting websocket for data feed, exchangeInfo, historic klines, time and account API calls, as they’re just reads abnd also I don’t have precise logs for them):
// Server = https://api.binance.com/api/
Order (POST): symbol=BTCFDUSD&side=BUY&type=LIMIT_MAKER&price=104858.190000&newOrderRespType=RESULT&quantity=0.000050
Order reply: {“symbol”:“BTCFDUSD”,“orderId”:12685002024,“orderListId”:-1,“clientOrderId”:“orE2lcrVrMaq3NVejd0CAw”,“transactTime”:1737927480652,“price”:“104858.19000000”,“origQty”:“0.00005000”,“executedQty”:“0.00000000”,“origQuoteOrderQty”:“0.00000000”,“cummulativeQuoteQty”:“0.00000000”,“status”:“NEW”,“timeInForce”:“GTC”,“type”:“LIMIT_MAKER”,“side”:“BUY”,“workingTime”:1737927480652,“selfTradePreventionMode”:“EXPIRE_MAKER”}
Order info request (GET): symbol=BTCFDUSD&origClientOrderId=orE2lcrVrMaq3NVejd0CAw
Order info reply: {“symbol”:“BTCFDUSD”,“orderId”:12685002024,“orderListId”:-1,“clientOrderId”:“orE2lcrVrMaq3NVejd0CAw”,“price”:“104858.19000000”,“origQty”:“0.00005000”,“executedQty”:“0.00000000”,“cummulativeQuoteQty”:“0.00000000”,“status”:“NEW”,“timeInForce”:“GTC”,“type”:“LIMIT_MAKER”,“side”:“BUY”,“stopPrice”:“0.00000000”,“icebergQty”:“0.00000000”,“time”:1737927480652,“updateTime”:1737927480652,“isWorking”:true,“workingTime”:1737927480652,“origQuoteOrderQty”:“0.00000000”,“selfTradePreventionMode”:“EXPIRE_MAKER”}
Order info request (GET): symbol=BTCFDUSD&origClientOrderId=orE2lcrVrMaq3NVejd0CAw
Order info reply: {“symbol”:“BTCFDUSD”,“orderId”:12685002024,“orderListId”:-1,“clientOrderId”:“orE2lcrVrMaq3NVejd0CAw”,“price”:“104858.19000000”,“origQty”:“0.00005000”,“executedQty”:“0.00005000”,“cummulativeQuoteQty”:“5.24290950”,“status”:“FILLED”,“timeInForce”:“GTC”,“type”:“LIMIT_MAKER”,“side”:“BUY”,“stopPrice”:“0.00000000”,“icebergQty”:“0.00000000”,“time”:1737927480652,“updateTime”:1737927481503,“isWorking”:true,“workingTime”:1737927480652,“origQuoteOrderQty”:“0.00000000”,“selfTradePreventionMode”:“EXPIRE_MAKER”}
Order (POST): symbol=BTCFDUSD&side=SELL&type=LIMIT_MAKER&price=104954.810000&newOrderRespType=RESULT&quantity=0.000050
Order reply: {“symbol”:“BTCFDUSD”,“orderId”:12685007967,“orderListId”:-1,“clientOrderId”:“eppJ77KTnbvPyIFvWnW8Jx”,“transactTime”:1737927542355,“price”:“104954.81000000”,“origQty”:“0.00005000”,“executedQty”:“0.00000000”,“origQuoteOrderQty”:“0.00000000”,“cummulativeQuoteQty”:“0.00000000”,“status”:“NEW”,“timeInForce”:“GTC”,“type”:“LIMIT_MAKER”,“side”:“SELL”,“workingTime”:1737927542355,“selfTradePreventionMode”:“EXPIRE_MAKER”}
Order info request (GET): symbol=BTCFDUSD&origClientOrderId=eppJ77KTnbvPyIFvWnW8Jx
Order info reply: {“symbol”:“BTCFDUSD”,“orderId”:12685007967,“orderListId”:-1,“clientOrderId”:“eppJ77KTnbvPyIFvWnW8Jx”,“price”:“104954.81000000”,“origQty”:“0.00005000”,“executedQty”:“0.00000000”,“cummulativeQuoteQty”:“0.00000000”,“status”:“NEW”,“timeInForce”:“GTC”,“type”:“LIMIT_MAKER”,“side”:“SELL”,“stopPrice”:“0.00000000”,“icebergQty”:“0.00000000”,“time”:1737927542355,“updateTime”:1737927542355,“isWorking”:true,“workingTime”:1737927542355,“origQuoteOrderQty”:“0.00000000”,“selfTradePreventionMode”:“EXPIRE_MAKER”}
Cancel request (DELETE): symbol=BTCFDUSD&origClientOrderId=eppJ77KTnbvPyIFvWnW8Jx
Cancel reply: {“symbol”:“BTCFDUSD”,“orderId”:12685007967,“orderListId”:-1,“clientOrderId”:“eppJ77KTnbvPyIFvWnW8Jx”,“price”:“104954.81000000”,“origQty”:“0.00005000”,“executedQty”:“0.00000000”,“cummulativeQuoteQty”:“0.00000000”,“status”:“NEW”,“timeInForce”:“GTC”,“type”:“LIMIT_MAKER”,“side”:“SELL”,“stopPrice”:“0.00000000”,“icebergQty”:“0.00000000”,“time”:1737927542355,“updateTime”:1737927542355,“isWorking”:true,“workingTime”:1737927542355,“origQuoteOrderQty”:“0.00000000”,“selfTradePreventionMode”:“EXPIRE_MAKER”}
Cancel request (DELETE): symbol=BTCFDUSD&origClientOrderId=eppJ77KTnbvPyIFvWnW8Jx
Cancel reply: {“symbol”:“BTCFDUSD”,“orderId”:12685007967,“orderListId”:-1,“clientOrderId”:“eppJ77KTnbvPyIFvWnW8Jx”,“price”:“104954.81000000”,“origQty”:“0.00005000”,“executedQty”:“0.00000000”,“cummulativeQuoteQty”:“0.00000000”,“status”:“NEW”,“timeInForce”:“GTC”,“type”:“LIMIT_MAKER”,“side”:“SELL”,“stopPrice”:“0.00000000”,“icebergQty”:“0.00000000”,“time”:1737927542355,“updateTime”:1737927542355,“isWorking”:true,“workingTime”:1737927542355,“origQuoteOrderQty”:“0.00000000”,“selfTradePreventionMode”:“EXPIRE_MAKER”}
Cancel request (DELETE): symbol=BTCFDUSD&origClientOrderId=eppJ77KTnbvPyIFvWnW8Jx
Cancel reply: {“symbol”:“BTCFDUSD”,“orderId”:12685007967,“orderListId”:-1,“clientOrderId”:“eppJ77KTnbvPyIFvWnW8Jx”,“price”:“104954.81000000”,“origQty”:“0.00005000”,“executedQty”:“0.00000000”,“cummulativeQuoteQty”:“0.00000000”,“status”:“NEW”,“timeInForce”:“GTC”,“type”:“LIMIT_MAKER”,“side”:“SELL”,“stopPrice”:“0.00000000”,“icebergQty”:“0.00000000”,“time”:1737927542355,“updateTime”:1737927542355,“isWorking”:true,“workingTime”:1737927542355,“origQuoteOrderQty”:“0.00000000”,“selfTradePreventionMode”:“EXPIRE_MAKER”}
Cancel request (DELETE): symbol=BTCFDUSD&origClientOrderId=eppJ77KTnbvPyIFvWnW8Jx
Cancel reply: {“symbol”:“BTCFDUSD”,“orderId”:12685007967,“orderListId”:-1,“clientOrderId”:“eppJ77KTnbvPyIFvWnW8Jx”,“price”:“104954.81000000”,“origQty”:“0.00005000”,“executedQty”:“0.00000000”,“cummulativeQuoteQty”:“0.00000000”,“status”:“NEW”,“timeInForce”:“GTC”,“type”:“LIMIT_MAKER”,“side”:“SELL”,“stopPrice”:“0.00000000”,“icebergQty”:“0.00000000”,“time”:1737927542355,“updateTime”:1737927542355,“isWorking”:true,“workingTime”:1737927542355,“origQuoteOrderQty”:“0.00000000”,“selfTradePreventionMode”:“EXPIRE_MAKER”}
Cancel request (DELETE): symbol=BTCFDUSD&origClientOrderId=eppJ77KTnbvPyIFvWnW8Jx
Cancel reply: {“symbol”:“BTCFDUSD”,“orderId”:12685007967,“orderListId”:-1,“clientOrderId”:“eppJ77KTnbvPyIFvWnW8Jx”,“price”:“104954.81000000”,“origQty”:“0.00005000”,“executedQty”:“0.00000000”,“cummulativeQuoteQty”:“0.00000000”,“status”:“NEW”,“timeInForce”:“GTC”,“type”:“LIMIT_MAKER”,“side”:“SELL”,“stopPrice”:“0.00000000”,“icebergQty”:“0.00000000”,“time”:1737927542355,“updateTime”:1737927542355,“isWorking”:true,“workingTime”:1737927542355,“origQuoteOrderQty”:“0.00000000”,“selfTradePreventionMode”:“EXPIRE_MAKER”}
Cancel request (DELETE): symbol=BTCFDUSD&origClientOrderId=eppJ77KTnbvPyIFvWnW8Jx
Cancel reply: {“symbol”:“BTCFDUSD”,“orderId”:12685007967,“orderListId”:-1,“clientOrderId”:“eppJ77KTnbvPyIFvWnW8Jx”,“price”:“104954.81000000”,“origQty”:“0.00005000”,“executedQty”:“0.00000000”,“cummulativeQuoteQty”:“0.00000000”,“status”:“NEW”,“timeInForce”:“GTC”,“type”:“LIMIT_MAKER”,“side”:“SELL”,“stopPrice”:“0.00000000”,“icebergQty”:“0.00000000”,“time”:1737927542355,“updateTime”:1737927542355,“isWorking”:true,“workingTime”:1737927542355,“origQuoteOrderQty”:“0.00000000”,“selfTradePreventionMode”:“EXPIRE_MAKER”}
Cancel request (DELETE): symbol=BTCFDUSD&origClientOrderId=eppJ77KTnbvPyIFvWnW8Jx
Cancel reply: {“symbol”:“BTCFDUSD”,“orderId”:12685007967,“orderListId”:-1,“clientOrderId”:“eppJ77KTnbvPyIFvWnW8Jx”,“price”:“104954.81000000”,“origQty”:“0.00005000”,“executedQty”:“0.00000000”,“cummulativeQuoteQty”:“0.00000000”,“status”:“NEW”,“timeInForce”:“GTC”,“type”:“LIMIT_MAKER”,“side”:“SELL”,“stopPrice”:“0.00000000”,“icebergQty”:“0.00000000”,“time”:1737927542355,“updateTime”:1737927542355,“isWorking”:true,“workingTime”:1737927542355,“origQuoteOrderQty”:“0.00000000”,“selfTradePreventionMode”:“EXPIRE_MAKER”}
Cancel request (DELETE): symbol=BTCFDUSD&origClientOrderId=eppJ77KTnbvPyIFvWnW8Jx
Cancel reply: {“symbol”:“BTCFDUSD”,“orderId”:12685007967,“orderListId”:-1,“clientOrderId”:“eppJ77KTnbvPyIFvWnW8Jx”,“price”:“104954.81000000”,“origQty”:“0.00005000”,“executedQty”:“0.00000000”,“cummulativeQuoteQty”:“0.00000000”,“status”:“NEW”,“timeInForce”:“GTC”,“type”:“LIMIT_MAKER”,“side”:“SELL”,“stopPrice”:“0.00000000”,“icebergQty”:“0.00000000”,“time”:1737927542355,“updateTime”:1737927542355,“isWorking”:true,“workingTime”:1737927542355,“origQuoteOrderQty”:“0.00000000”,“selfTradePreventionMode”:“EXPIRE_MAKER”}
Cancel request (DELETE): symbol=BTCFDUSD&origClientOrderId=eppJ77KTnbvPyIFvWnW8Jx
Cancel reply: {“symbol”:“BTCFDUSD”,“orderId”:12685007967,“orderListId”:-1,“clientOrderId”:“eppJ77KTnbvPyIFvWnW8Jx”,“price”:“104954.81000000”,“origQty”:“0.00005000”,“executedQty”:“0.00000000”,“cummulativeQuoteQty”:“0.00000000”,“status”:“NEW”,“timeInForce”:“GTC”,“type”:“LIMIT_MAKER”,“side”:“SELL”,“stopPrice”:“0.00000000”,“icebergQty”:“0.00000000”,“time”:1737927542355,“updateTime”:1737927542355,“isWorking”:true,“workingTime”:1737927542355,“origQuoteOrderQty”:“0.00000000”,“selfTradePreventionMode”:“EXPIRE_MAKER”}
(and many more cancel requests)