Problem with OCO - order not filled after reaching stopPrice

API Spot/Margin API
1

Hello, I think I do something wrong, but do not know what;
I set OCO for SELL. I set Limit price above current price and Stop price below current price. I wanted the order to fill immediately when reaching the Stop price, so first I set oco without stopLimitPrice. On testnet, I got error that for that pair (means all pairs) that OCO order is not available, so after I searched for errors I found that placing OCO order requires both stopPrice AND stopLimitPrice.
So I have set stopPrice and stopLimit price to SAME value, because I do not want activation and then wait for order. I need full FILL at market rate immediately when reaching stopPrice and stopLimitPrice.

The problem is, that sometimes, after price goes down below stopPrice, the order is not filled and in open order list there is one active order remaining instead of two or none.

How can I make 100% sure that when SELL OCO order reaches stoPrice, it is filled immediately at market rate?

2

Use /api/v3/exchangeInfo endpoint to check which orderTypes are allowed for each symbol.

What you’re executing is not a STOP_LOSS order for the 2nd leg of OCO, but a STOP_LOSS_LIMIT (have stopLimitPrice param), which might not get filled at the specified stopLimitPrice.