SPOT an OPEN order didnt excecute after the price cross it.

Hi guy!
I am testing a bot and a new strategy but is not the first time that the price pass over an opne order and do not excecuted it.

Let me share the resume:

  • bougth at 21184.29 (18:09:15 UTC)

  • after the price go up the algorithm puted an STOPLIMITORDER in 21222.4(18:30:58 UTC).

  • After some minutes the price went down passing by the price order but the order didtn excecute.

After wait for som minutes and study what happened, at 21106.72(18:58:38UTC) I canceled the order and sell manually.
I am using time force GTC.

Note: This is not the first time that happen this, I am writing code to do this for las two year and happen 5 time may by, but should not happend NEVER!

I am in Mexico, to let you check I am using UTC.

can you share the order details, should include:

  • symbol
  • side
  • type
  • price
  • timeInForce
  • created time
  • update time
  • status

Thanks

Hi, I was so busy to answer but NOW happend again:

The order “Stop Loss” is open, because was’t filled !!! the price is down …

Let me share the API return with all informatio about …

Thanks

Buy order => 13:00:00 UTC

{‘symbol’: ‘BTCUSDT’, ‘orderId’: 11257514141, ‘orderListId’: -1, ‘clientOrderId’: ‘SPOT_BOT_BUY_BTCUSDT5m’, ‘transactTime’: 1656334820436, ‘price’: ‘0.00000000’, ‘origQty’: ‘0.00051000’, ‘executedQty’: ‘0.00051000’, ‘cummulativeQuoteQty’: ‘10.82687160’, ‘status’: ‘FILLED’, ‘timeInForce’: ‘GTC’, ‘type’: ‘MARKET’, ‘side’: ‘BUY’, ‘fills’: [{‘price’: ‘21229.16000000’, ‘qty’: ‘0.00051000’, ‘commission’: ‘0.00003414’, ‘commissionAsset’: ‘BNB’, ‘tradeId’: 1426665679}], ‘url’: ‘https://api.binance.com/api/v3/order’}

Stop loss => Immediately

{‘symbol’: ‘BTCUSDT’, ‘orderId’: 11257514180, ‘orderListId’: -1, ‘clientOrderId’: ‘SPOT_BOT_SL_BTCUSDT5m’, ‘price’: ‘21161.97000000’, ‘origQty’: ‘0.00051000’, ‘executedQty’: ‘0.00000000’, ‘cummulativeQuoteQty’: ‘0.00000000’, ‘status’: ‘NEW’, ‘timeInForce’: ‘GTC’, ‘type’: ‘STOP_LOSS_LIMIT’, ‘side’: ‘SELL’, ‘stopPrice’: ‘21161.97000000’, ‘icebergQty’: ‘0.00000000’, ‘time’: 1656334820820, ‘updateTime’: 1656334820820, ‘isWorking’: False, ‘origQuoteOrderQty’: ‘0.00000000’, ‘url’: ‘https://api.binance.com/api/v3/order’}

The order is OPEN or status=NEW
{‘symbol’: ‘BTCUSDT’, ‘orderId’: 11257514180, ‘orderListId’: -1, ‘clientOrderId’: ‘SPOT_BOT_SL_BTCUSDT5m’, ‘price’: ‘21161.97000000’, ‘origQty’: ‘0.00051000’, ‘executedQty’: ‘0.00000000’, ‘cummulativeQuoteQty’: ‘0.00000000’, ‘status’: ‘NEW’, ‘timeInForce’: ‘GTC’, ‘type’: ‘STOP_LOSS_LIMIT’, ‘side’: ‘SELL’, ‘stopPrice’: ‘21161.97000000’, ‘icebergQty’: ‘0.00000000’, ‘time’: 1656334820820, ‘updateTime’: 1656336780310, ‘isWorking’: True, ‘origQuoteOrderQty’: ‘0.00000000’, ‘url’: ‘https://api.binance.com/api/v3/order’}