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Description
Hi,
Looks like in the user data stream the ORDER_TRADE_UPDATE event comes with missing value on AP field (activation price).
From the docs:
https://developers.binance.com/docs/derivatives/usds-margined-futures/user-data-streams/Event-Order-Update
"AP":"7476.89", // Activation Price, only puhed with TRAILING_STOP_MARKET order
When created by TRAILING_STOP_MARKET order a MARKET order is created/filled, user data stream receives the following:
class OrderTradeUpdate {
E: 1769537771039
T: 1769537771039
oLowerCase: class OrderTradeUpdateO {
sLowerCase: LINKUSDT
cLowerCase: H6APrOW0INUgqqAUWvbq5f
S: SELL
oLowerCase: MARKET
fLowerCase: GTC
qLowerCase: 6.91
pLowerCase: 0
ap: 0
sp: 11.911
xLowerCase: NEW
X: NEW
iLowerCase: 47380466423
lLowerCase: 0
zLowerCase: 0
L: 0
N: BNFCR
nLowerCase: 0
T: 1769537771039
tLowerCase: 0
bLowerCase: 0
aLowerCase: 82.42248
mLowerCase: false
R: true
wt: MARK_PRICE
ot: TRAILING_STOP_MARKET
ps: LONG
cp: false
AP: 0
cr: 0
pP: false
si: 4000000466303765
ss: -1
rp: 0
V: EXPIRE_MAKER
pm: NONE
gtd: 0
er: 0
}
}
The field 'AP' and related field 'cr' are always 0 with 'ot: TRAILING_STOP_MARKET'. Usually they are 'null', but when initialized with the right order type, it's just 0.
There is no other way to identify the order (created by an algo order) without the activation price, so this field is critical. Please help.