Binance gives the wrong price for executed order

[fredfortier]

In relation to issue #150 , I noticed that binance gives the wrong price for an executed order. Based on this screenshot, I'd expect Binance to respond to the "Avg" price of the order (0.00000827). Instead, it responds with the limit price of the order. This explains why we don't get a price for market orders.

Here is the order object (0.00000827 not in the payload):

{  
   'status':'closed',
   'timestamp':1515641853506,
   'price':8.36e-06,
   'datetime':'2018-01-11T03:37:33.506Z',
   'cost':0.0030346799999999997,
   'id':'17210371',
   'remaining':0.0,
   'info':{  
      u'orderId':17210371,
      u'clientOrderId':u'z8xl93tiQH5ZRTOGEtNI9D',
      u'origQty':u'363.00000000',
      u'icebergQty':u'0.00000000',
      u'symbol':u'TRXBTC',
      u'side':u'BUY',
      u'timeInForce':u'GTC',
      u'status':u'FILLED',
      u'stopPrice':u'0.00000000',
      u'time':1515641853506,
      u'isWorking':True,
      u'type':u'LIMIT',
      u'price':u'0.00000836',
      u'executedQty':u'363.00000000'
   },
   'fee':None,
   'side':u'buy',
   'amount':363.0,
   'type':u'limit',
   'symbol':u'TRX/BTC',
   'filled':363.0
}

We may fix this on the CCXT side after further investigation.

[fredfortier]

So, this was answered in the attached CCXT issue. Binance (and a handful of other exchanges) don't put the trade execution data in the filled order objects. We need to use the fetch_my_trades() api to work around this issue. Looking into it.

[fredfortier]

Currently testing in live trading before releasing.

[q8888620002]

Is binance available on catalyst ? It seems that the ingest function does not work for it.

[fredfortier]

Only in live and paper trading modes.

…

On Tue, Jan 16, 2018 at 7:10 AM Ming Yu Lu ***@***.***> wrote: Is binance available on catalyst ? It seems that the ingest function does not work for it. — You are receiving this because you authored the thread. Reply to this email directly, view it on GitHub <#151 (comment)>, or mute the thread <https://github.com/notifications/unsubscribe-auth/ABZ-Qt3qL1tPMK4i51agOAk47hUfqX-oks5tLLvegaJpZM4RaR-h> .

[fredfortier]

Fixed on 0.4.6 please re-open if you still notice an issue.