常见问题

U本位合约 API 常见问题解答。

什么是 Self Trade Prevention - STP?

自我交易预防是指阻止订单与来自同一账户或者同一 tradeGroupId 账户的订单交易。

什么是自我交易（self-trade）?

在以下任一情况下都可能发生自我交易：

属于同一账户的订单之间交易。
属于相同 tradeGroupId 的账户的订单之间交易。

STP 触发时会发生什么？

如果订单会触发自我交易，系统将执行三种可能的模式：

EXPIRE_TAKER - 此模式通过立即使吃单者(taker)的剩余数量过期来预防交易。
EXPIRE_MAKER - 此模式通过立即使潜在挂单者(maker)的剩余数量过期来预防交易。
EXPIRE_BOTH - 此模式通过立即同时使吃单和挂单者的剩余数量过期来预防交易。

STP 的发生取决于 Taker 订单 的 STP 模式。因此，订单薄上的订单的 STP 模式不再有效果，并且将在所有未来的订单处理中被忽略。

如何在订单上设置自我交易预防？

自我交易预防可以通过下单接口的参数 selfTradePreventionMode 设置，相关接口如下：

POST /fapi/v1/order
POST /fapi/v1/batchOrders

什么是交易组 Id（Trade Group Id）?

属于同一 tradeGroupId 的账户被视为同一交易组。相同交易组成员提交的订单有 STP 资格。

每个账户可以从 GET /fapi/v1/accountConfig（REST API）确认账户是否属于同一个 tradeGroupId。

tradeGroupId 也存在 GET /api/v3/preventedMatches（Rest API）或 myPreventedMatches（Websocket API）的响应中。

如果该值为 -1，这表示账户未设置 tradeGroupId，因此 STP 只能发生在同一账户的订单之间。

我们将在之后的更新提供将子账户设置为同一 tradeGroupId 的功能。

如何知道有哪些交易对支持 STP?

所有 GET fapi/v1/exchangeInfo 中的交易对都支持 selfTradePreventionMode。

哪些订单类型支持 STP？

LIMIT / MARKET / STOP / TAKE_PROFIT / STOP_MARKET / TAKE_PROFIT_MARKET / TRAILING_STOP_MARKET 在 Time in force(timeInForce) 设置为 GTC / IOC / GTD 时支持 STP。

当 Time in force(timeInForce) 为 FOK 或 GTX 时订单 STP 设置不生效。

改单是否支持 STP?

目前不支持。改单会将订单的 selfTradePreventionMode 重置为 NONE。

如何知道订单因为 STP 而过期？

订单的状态会是 EXPIRED_IN_MATCH。

在用户信息流推送 ORDER_TRADE_UPDATE，如果订单因为 STP 过期字段 X 会显示 EXPIRED_IN_MATCH：

{
  "e": "ORDER_TRADE_UPDATE",
  "E": 1568879465651,
  "T": 1568879465650,
  "o": {
    "s": "BTCUSDT",
    "c": "TEST",
    "S": "SELL",
    "o": "TRAILING_STOP_MARKET",
    "f": "GTC",
    "q": "0.001",
    "p": "0",
    "ap": "0",
    "sp": "7103.04",
    "x": "EXPIRED",
    "X": "EXPIRED_IN_MATCH",
    "i": 8886774,
    "l": "0",
    "z": "0",
    "L": "0",
    "N": "USDT",
    "n": "0",
    "T": 1568879465650,
    "t": 0,
    "b": "0",
    "a": "9.91",
    "m": false,
    "R": false,
    "wt": "CONTRACT_PRICE",
    "ot": "TRAILING_STOP_MARKET",
    "ps": "LONG",
    "cp": false,
    "AP": "7476.89",
    "cr": "5.0",
    "pP": false,
    "si": 0,
    "ss": 0,
    "rp": "0",
    "V": "EXPIRE_MAKER",
    "pm": "QUEUE",
    "gtd": 1768879465650
  }
}

STP 的一些示例

假设以下示例的所有订单都是在同一个账户下发送。

情况 A - EXPIRE_MAKER 模式

用户发送带有 EXPIRE_MAKER 的订单，该订单将与订单薄上已有的订单撮合。

Maker 订单 1: symbol=BTCUSDT side=BUY  type=LIMIT quantity=1 price=20002 selfTradePreventionMode=EXPIRE_MAKER
Maker 订单 2: symbol=BTCUSDT side=BUY  type=LIMIT quantity=1 price=20001 selfTradePreventionMode=EXPIRE_MAKER
Taker 订单 1: symbol=BTCUSDT side=SELL type=LIMIT quantity=1 price=20000 selfTradePreventionMode=EXPIRE_MAKER

结果: 由于 STP，订单薄上的订单将会过期，taker 订单将继续在订单薄。

Maker 订单 1:

{
    "orderId": 292864710,
    "symbol": "BTCUSDT",
    "status": "FILLED",
    "clientOrderId": "testMaker1",
    "price": "20002",
    "avgPrice": "20002",
    "origQty": "1",
    "executedQty": "1",
    "cumQuote": "20002",
    "timeInForce": "GTC",
    "type": "LIMIT",
    "reduceOnly": false,
    "closePosition": false,
    "side": "BUY",
    "positionSide": "BOTH",
    "stopPrice": "0",
    "workingType": "CONTRACT_PRICE",
    "priceMatch": "NONE",
    "selfTradePreventionMode": "EXPIRE_MAKER",
    "goodTillDate": "null",
    "priceProtect": false,
    "origType": "LIMIT",
    "time": 1692849639460,
    "updateTime": 1692849639460
}

Maker 订单 2:

{
    "orderId": 292864711,
    "symbol": "BTCUSDT",
    "status": "EXPIRED_IN_MATCH",
    "clientOrderId": "testMaker2",
    "price": "20001",
    "avgPrice": "0.0000",
    "origQty": "1",
    "executedQty": "0",
    "cumQuote": "0",
    "timeInForce": "GTC",
    "type": "LIMIT",
    "reduceOnly": false,
    "closePosition": false,
    "side": "BUY",
    "positionSide": "BOTH",
    "stopPrice": "0",
    "workingType": "CONTRACT_PRICE",
    "priceMatch": "NONE",
    "selfTradePreventionMode": "EXPIRE_MAKER",
    "goodTillDate": "null",
    "priceProtect": false,
    "origType": "LIMIT",
    "time": 1692849639460,
    "updateTime": 1692849639460
}

Taker 订单的响应:

{
    "orderId": 292864712,
    "symbol": "BTCUSDT",
    "status": "PARTIALLY_FILLED",
    "clientOrderId": "testTaker1",
    "price": "20000",
    "avgPrice": "20002",
    "origQty": "2",
    "executedQty": "1",
    "cumQuote": "20002",
    "timeInForce": "GTC",
    "type": "LIMIT",
    "reduceOnly": false,
    "closePosition": false,
    "side": "SELL",
    "positionSide": "BOTH",
    "stopPrice": "0",
    "workingType": "CONTRACT_PRICE",
    "priceMatch": "NONE",
    "selfTradePreventionMode": "EXPIRE_MAKER",
    "goodTillDate": "null",
    "priceProtect": false,
    "origType": "LIMIT",
    "time": 1692849639460,
    "updateTime": 1692849639460
}

情况 B - EXPIRE_TAKER 模式

用户发送带有 EXPIRE_TAKER 的订单，该订单将与订单薄上已有的订单撮合。

Maker 订单 1: symbol=BTCUSDT side=BUY  type=LIMIT quantity=1 price=20002  selfTradePreventionMode=EXPIRE_MAKER
Maker 订单 2: symbol=BTCUSDT side=BUY  type=LIMIT quantity=1 price=20001  selfTradePreventionMode=EXPIRE_MAKER
Taker 订单 1: symbol=BTCUSDT side=SELL type=LIMIT quantity=2 price=3      selfTradePreventionMode=EXPIRE_TAKER

结果: 已经在订单薄上的订单将保留，而 taker 订单将过期。

Maker 订单 1:

{
    "orderId": 292864710,
    "symbol": "BTCUSDT",
    "status": "FILLED",
    "clientOrderId": "testMaker1",
    "price": "20002",
    "avgPrice": "0.0000",
    "origQty": "1",
    "executedQty": "0",
    "cumQuote": "0",
    "timeInForce": "GTC",
    "type": "LIMIT",
    "reduceOnly": false,
    "closePosition": false,
    "side": "BUY",
    "positionSide": "BOTH",
    "stopPrice": "0",
    "workingType": "CONTRACT_PRICE",
    "priceMatch": "NONE",
    "selfTradePreventionMode": "EXPIRE_MAKER",
    "goodTillDate": "null",
    "priceProtect": false,
    "origType": "LIMIT",
    "time": 1692849639460,
    "updateTime": 1692849639460
}

Maker 订单 2:

{
    "orderId": 292864711,
    "symbol": "BTCUSDT",
    "status": "EXPIRED_IN_MATCH",
    "clientOrderId": "testMaker2",
    "price": "20001",
    "avgPrice": "0.0000",
    "origQty": "1",
    "executedQty": "0",
    "cumQuote": "0",
    "timeInForce": "GTC",
    "type": "LIMIT",
    "reduceOnly": false,
    "closePosition": false,
    "side": "BUY",
    "positionSide": "BOTH",
    "stopPrice": "0",
    "workingType": "CONTRACT_PRICE",
    "priceMatch": "NONE",
    "selfTradePreventionMode": "EXPIRE_MAKER",
    "goodTillDate": "null",
    "priceProtect": false,
    "origType": "LIMIT",
    "time": 1692849639460,
    "updateTime": 1692849639460
}

Taker 订单的状态:

{
    "orderId": 292864712,
    "symbol": "BTCUSDT",
    "status": "EXPIRED_IN_MATCH",
    "clientOrderId": "testTaker1",
    "price": "20000",
    "avgPrice": "0.0000",
    "origQty": "3",
    "executedQty": "0",
    "cumQuote": "0",
    "timeInForce": "GTC",
    "type": "LIMIT",
    "reduceOnly": false,
    "closePosition": false,
    "side": "SELL",
    "positionSide": "BOTH",
    "stopPrice": "0",
    "workingType": "CONTRACT_PRICE",
    "priceMatch": "NONE",
    "selfTradePreventionMode": "EXPIRE_TAKER",
    "goodTillDate": "null",
    "priceProtect": false,
    "origType": "LIMIT",
    "time": 1692849639460,
    "updateTime": 1692849639460
}

情况 C - EXPIRE_BOTH 模式

用户发送带有 EXPIRE_BOTH 的订单，该订单将与订单薄上已有的订单撮合。

Maker 订单: symbol=BTCUSDT side=BUY  type=LIMIT quantity=1 price=20002 selfTradePreventionMode=EXPIRE_MAKER
Taker 订单: symbol=BTCUSDT side=SELL type=LIMIT quantity=3 price=20000 selfTradePreventionMode=EXPIRE_BOTH

结果: 两个订单都将过期。

Maker 订单:

{
    "orderId": 292864710,
    "symbol": "BTCUSDT",
    "status": "EXPIRED_IN_MATCH",
    "clientOrderId": "testMaker1",
    "price": "20002",
    "avgPrice": "0.0000",
    "origQty": "1",
    "executedQty": "0",
    "cumQuote": "0",
    "timeInForce": "GTC",
    "type": "LIMIT",
    "reduceOnly": false,
    "closePosition": false,
    "side": "BUY",
    "positionSide": "BOTH",
    "stopPrice": "0",
    "workingType": "CONTRACT_PRICE",
    "priceMatch": "NONE",
    "selfTradePreventionMode": "EXPIRE_MAKER",
    "goodTillDate": "null",
    "priceProtect": false,
    "origType": "LIMIT",
    "time": 1692849639460,
    "updateTime": 1692849639460
}

Taker 订单:

{
    "orderId": 292864712,
    "symbol": "BTCUSDT",
    "status": "EXPIRED_IN_MATCH",
    "clientOrderId": "testTaker1",
    "price": "20000",
    "avgPrice": "0.0000",
    "origQty": "3",
    "executedQty": "0",
    "cumQuote": "0",
    "timeInForce": "GTC",
    "type": "LIMIT",
    "reduceOnly": false,
    "closePosition": false,
    "side": "SELL",
    "positionSide": "BOTH",
    "stopPrice": "0",
    "workingType": "CONTRACT_PRICE",
    "priceMatch": "NONE",
    "selfTradePreventionMode": "EXPIRE_BOTH",
    "goodTillDate": "null",
    "priceProtect": false,
    "origType": "LIMIT",
    "time": 1692849639460,
    "updateTime": 1692849639460
}

情况 D - Taker 使用 EXPIRE_TAKER，Maker 使用 EXPIRE_MAKER

用户在订单薄上有一个带有 EXPIRE_MAKER 的订单，然后发送一个带有 EXPIRE_TAKER 的新订单，该订单将与订单薄上的订单撮合。

Maker Order: symbol=BTCUSDT side=BUY  type=LIMIT quantity=1 price=1 selfTradePreventionMode=EXPIRE_MAKER
Taker Order: symbol=BTCUSDT side=SELL type=LIMIT quantity=1 price=1 selfTradePreventionMode=EXPIRE_TAKER

结果: 将使用 taker 订单的 STP 模式，因此 taker 订单将过期。

Maker 订单:

{
    "orderId": 292864710,
    "symbol": "BTCUSDT",
    "status": "NEW",
    "clientOrderId": "testMaker1",
    "price": "20002",
    "avgPrice": "0.0000",
    "origQty": "1",
    "executedQty": "0",
    "cumQuote": "0",
    "timeInForce": "GTC",
    "type": "LIMIT",
    "reduceOnly": false,
    "closePosition": false,
    "side": "BUY",
    "positionSide": "BOTH",
    "stopPrice": "0",
    "workingType": "CONTRACT_PRICE",
    "priceMatch": "NONE",
    "selfTradePreventionMode": "EXPIRE_MAKER",
    "goodTillDate": "null",
    "priceProtect": false,
    "origType": "LIMIT",
    "time": 1692849639460,
    "updateTime": 1692849639460
}

Taker 订单:

{
    "orderId": 292864712,
    "symbol": "BTCUSDT",
    "status": "EXPIRED_IN_MATCH",
    "clientOrderId": "testTaker1",
    "price": "20000",
    "avgPrice": "0.0000",
    "origQty": "3",
    "executedQty": "0",
    "cumQuote": "0",
    "timeInForce": "GTC",
    "type": "LIMIT",
    "reduceOnly": false,
    "closePosition": false,
    "side": "SELL",
    "positionSide": "BOTH",
    "stopPrice": "0",
    "workingType": "CONTRACT_PRICE",
    "priceMatch": "NONE",
    "selfTradePreventionMode": "EXPIRE_TAKER",
    "goodTillDate": "null",
    "priceProtect": false,
    "origType": "LIMIT",
    "time": 1692849639460,
    "updateTime": 1692849639460
}

情况 E - 市价订单与 EXPIRE_MAKER

用户发送带有 EXPIRE_MAKER 的市价订单，该订单将与订单薄上已有的订单撮合。

Maker 订单: symbol=ABCDEF side=BUY  type=LIMIT  quantity=1 price=1  selfTradePreventionMode=EXPIRE_MAKER
Taker 订单: symbol=ABCDEF side=SELL type=MARKET quantity=3          selfTradePreventionMode=EXPIRE_MAKER

结果: 由于 STP，订单薄上的订单会过期，状态为 EXPIRED_IN_MATCH。由于订单薄上的流动性低，新订单也已过期但状态为 EXPIRED。

Maker 订单:

{
    "orderId": 292864710,
    "symbol": "BTCUSDT",
    "status": "EXPIRED_IN_MATCH",
    "clientOrderId": "testMaker1",
    "price": "20002",
    "avgPrice": "0.0000",
    "origQty": "1",
    "executedQty": "0",
    "cumQuote": "0",
    "timeInForce": "GTC",
    "type": "LIMIT",
    "reduceOnly": false,
    "closePosition": false,
    "side": "BUY",
    "positionSide": "BOTH",
    "stopPrice": "0",
    "workingType": "CONTRACT_PRICE",
    "priceMatch": "NONE",
    "selfTradePreventionMode": "EXPIRE_MAKER",
    "goodTillDate": "null",
    "priceProtect": false,
    "origType": "LIMIT",
    "time": 1692849639460,
    "updateTime": 1692849639460
}

Taker 订单:

{
    "orderId": 292864712,
    "symbol": "BTCUSDT",
    "status": "EXPIRED",
    "clientOrderId": "testTaker1",
    "price": "20000",
    "avgPrice": "0.0000",
    "origQty": "3",
    "executedQty": "0",
    "cumQuote": "0",
    "timeInForce": "GTC",
    "type": "LIMIT",
    "reduceOnly": false,
    "closePosition": false,
    "side": "SELL",
    "positionSide": "BOTH",
    "stopPrice": "0",
    "workingType": "CONTRACT_PRICE",
    "priceMatch": "NONE",
    "selfTradePreventionMode": "EXPIRE_MAKER",
    "goodTillDate": "null",
    "priceProtect": false,
    "origType": "LIMIT",
    "time": 1692849639460,
    "updateTime": 1692849639460
}

什么是 Self Trade Prevention - STP?​

什么是自我交易（self-trade）?​

STP 触发时会发生什么？​

如何在订单上设置自我交易预防？​

什么是交易组 Id（Trade Group Id）?​

如何知道有哪些交易对支持 STP?​

哪些订单类型支持 STP？​

改单是否支持 STP?​

如何知道订单因为 STP 而过期？​

STP 的一些示例​

情况 A - EXPIRE_MAKER 模式​

情况 B - EXPIRE_TAKER 模式​

情况 C - EXPIRE_BOTH 模式​

情况 D - Taker 使用 EXPIRE_TAKER，Maker 使用 EXPIRE_MAKER​

情况 E - 市价订单与 EXPIRE_MAKER​

什么是 Self Trade Prevention - STP?

什么是自我交易（self-trade）?

STP 触发时会发生什么？

如何在订单上设置自我交易预防？

什么是交易组 Id（Trade Group Id）?

如何知道有哪些交易对支持 STP?

哪些订单类型支持 STP？

改单是否支持 STP?

如何知道订单因为 STP 而过期？

STP 的一些示例

情况 A - EXPIRE_MAKER 模式

情况 B - EXPIRE_TAKER 模式

情况 C - EXPIRE_BOTH 模式

情况 D - Taker 使用 EXPIRE_TAKER，Maker 使用 EXPIRE_MAKER

情况 E - 市价订单与 EXPIRE_MAKER