Expired close, would like to understand the reason

API Futures API
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1

I have the following situation:

clientid                     |type                  |status       |qty          |filled     |price   |stop     |triggered  |timestamp

Screenshot 2021-11-19 at 00.02.56
Screenshot 2021-11-19 at 00.02.563434×368 148 KB

The sequence starts at the bottom and goes up.

  • An open order fills -415 at 0.13757 (row #4)
  • A stop limit close order sits at 0.13758, with a price of 0.13551
  • the price hits the stop (0.13758)
  • the stop limit order gets expired (row #3)
  • a limit order replaces it with the quantity matching the open position (+415) (row #2)
  • then the limit order… gets expired (row #1)

Why is it expired?

  • There was no liquidation/ADL event.
  • There was no other close that would be closer.
  • There is an open position.
2

The above information is not enough the determine the cause of the expiration.

Could you provide the payload, for the orders mentioned above, from the API using the All Orders endpoint and omit and sensitive data?

3

Here is the order list:

Date(UTC) orderId clientOrderId Pair Type Order Price Order Amount AvgTrading Price Filled Total status Strategy Id Strategy Type
2021-11-17 04:12:22 13632825710 C-0-VET.S-q5wlIrCRfgw VETUSDT BUY 0.13551000 415.00000000 0 0.00000000 0.00000000 EXPIRED -
2021-11-17 04:12:22 13632825711 O-2-VET.S-q5wlIrCRfgw VETUSDT SELL 0.14209000 968.00000000 0 0.00000000 0.00000000 CANCELED -
2021-11-17 04:12:22 13632825712 C-1-VET.S-q5wlIrCRfgw VETUSDT BUY 0.13614000 1250000.00000000 0 0.00000000 0.00000000 CANCELED -
2021-11-17 04:12:22 13632825713 O-0-VET.S-q5wlIrCRfgw VETUSDT SELL 0.13757000 415.00000000 0.137570 415.00000000 57.09155000 FILLED -
Date(UTC) Trading Price Filled Total Fee
2021-11-17 04:12:40 0.13757000 415.00000000 57.0915500000000000 0.01141831USDT
2021-11-17 04:12:22 13632825714 O-1-VET.S-q5wlIrCRfgw VETUSDT SELL 0.13931000 242.00000000 0 0.00000000 0.00000000 CANCELED -
2021-11-17 04:12:22 13632825720 O-3-VET.S-q5wlIrCRfgw VETUSDT SELL 0.14655000 3872.00000000 0 0.00000000 0.00000000 CANCELED -
2021-11-17 04:12:22 13632825721 C-3-VET.S-q5wlIrCRfgw VETUSDT BUY 0.14260000 1250000.00000000 0 0.00000000 0.00000000 CANCELED -
2021-11-17 04:12:22 13632825722 C-2-VET.S-q5wlIrCRfgw VETUSDT BUY 0.13841000 1250000.00000000 0 0.00000000 0.00000000 CANCELED -
2021-11-17 04:12:22 13632825723 C-4-VET.S-q5wlIrCRfgw VETUSDT BUY 0.14908000 1250000.00000000 0 0.00000000 0.00000000 CANCELED -
2021-11-17 04:12:22 13632825724 O-4-VET.S-q5wlIrCRfgw VETUSDT SELL 0.15368000 15490.00000000 0 0.00000000 0.00000000 CANCELED -
2021-11-17 04:12:22 13632825726 C-5-VET.S-q5wlIrCRfgw VETUSDT BUY 0.15918000 1250000.00000000 0 0.00000000 0.00000000 CANCELED -
2021-11-17 04:12:22 13632825727 O-5-VET.S-q5wlIrCRfgw VETUSDT SELL 0.16508000 61959.00000000 0 0.00000000 0.00000000 CANCELED -

but it shows less than the socket messages that show the orders being updated.

4

We didn’t keep a copy of the orders themselves, with the assumption that binance keeps a log. Support doesn’t have access to milliseconds for some incomprehensible reason.

Support is telling me that it’s because several orders happened at the same time… without having access to milliseconds, so this is not helping.

The final close order sent was sent as a response to the expired socket notification. So it is not possible they have executed at the same time (despite the truncated time showing the same second :roll_eyes: ).

Support has me now with their 4th guy. #1 and #2 wasted my time, #3 tried to tell me it was canceled because the price moved and it was to protect me from slippage… the price moved 0.5% at that time, so he forwarded me to #4 that assumes times are the same because they’re on the same second.
And then he suggested I go to the telegram group … where no one has access to the accounts… really logical.

Has anyone access to the account history with proper timestamps and with details as to what happened in a transaction history?
Because right now the two explanations from support are ludicrous, and there is still nothing that makes any sense.