relate trades to their origin order

API Spot/Margin API
1

As long as Add parameter "orderId" to "GET /api/v3/myTrades" is not provided, I need a solution for the following question:

How can I currently associate a bunch of trades to their origin order in a correct and complete way? Could someone provide an example of how I can do this with the actual API?

2

I start loading trades from the order’s open timestamp, skip irrelevant trades and repeat trade requests with advanced fromTime until loaded trades’ volume equals to the order’s filled volume. That’s super ugly but I haven’t found any better way.

3

There are some other workarounds:

  1. If your orders are able to be filled fast, set newOrderRespType as FULL. The API will return some of the info you need from the aforementioned endpoint. https://binance-docs.github.io/apidocs/spot/en/#new-order-trade
  2. Subscribe user data stream and fetch from the executionReport. https://binance-docs.github.io/apidocs/spot/en/#payload-order-update
4

If your orders are able to be filled fast, set newOrderRespType as FULL

And if not, then I must use some other logic…similar to the solution suggested by @Artur_Brugeman.

I hope Binance API will offer a clear approach for this common use case.