feat: add support for websocket algo orders

binance/async_client.py

@@ -4024,9 +4024,33 @@ async def ws_futures_create_order(self, **params):
         Send in a new order
         https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/websocket-api
         """
-        if "newClientOrderId" not in params:
-            params["newClientOrderId"] = self.CONTRACT_ORDER_PREFIX + self.uuid22()
-        return await self._ws_futures_api_request("order.place", True, params)
+        # Check if this is a conditional order type that needs to use algo endpoint
+        order_type = params.get("type", "").upper()
+        conditional_types = [
+            "STOP",
+            "STOP_MARKET",
+            "TAKE_PROFIT",
+            "TAKE_PROFIT_MARKET",
+            "TRAILING_STOP_MARKET",
+        ]
+
+        if order_type in conditional_types:
+            # Route to algo order endpoint
+            if "clientAlgoId" not in params:
+                params["clientAlgoId"] = self.CONTRACT_ORDER_PREFIX + self.uuid22()
+            # Remove newClientOrderId if it was added by default
+            params.pop("newClientOrderId", None)
+            if "algoType" not in params:
+                params["algoType"] = "CONDITIONAL"
+            # Convert stopPrice to triggerPrice for algo orders
+            if "stopPrice" in params and "triggerPrice" not in params:
+                params["triggerPrice"] = params.pop("stopPrice")
+            return await self._ws_futures_api_request("algoOrder.place", True, params)
+        else:
+            # Use regular order endpoint
+            if "newClientOrderId" not in params:
+                params["newClientOrderId"] = self.CONTRACT_ORDER_PREFIX + self.uuid22()
+            return await self._ws_futures_api_request("order.place", True, params)
 
     async def ws_futures_edit_order(self, **params):
         """
@@ -4040,12 +4064,21 @@ async def ws_futures_cancel_order(self, **params):
         cancel an order
         https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/websocket-api/Cancel-Order
         """
-        return await self._ws_futures_api_request("order.cancel", True, params)
+        is_conditional = False
+        if "algoId" in params or "clientAlgoId" in params:
+            is_conditional = True
+
+        if is_conditional:
+            return await self._ws_futures_api_request("algoOrder.cancel", True, params)
+        else:
+            return await self._ws_futures_api_request("order.cancel", True, params)
 
     async def ws_futures_get_order(self, **params):
         """
         Get an order
         https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/websocket-api/Query-Order
+
+        Note: Algo/conditional orders cannot be queried via websocket API
         """
         return await self._ws_futures_api_request("order.status", True, params)
 

binance/client.py

@@ -13862,9 +13862,33 @@ def ws_futures_create_order(self, **params):
         Send in a new order
         https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/websocket-api
         """
-        if "newClientOrderId" not in params:
-            params["newClientOrderId"] = self.CONTRACT_ORDER_PREFIX + self.uuid22()
-        return self._ws_futures_api_request_sync("order.place", True, params)
+        # Check if this is a conditional order type that needs to use algo endpoint
+        order_type = params.get("type", "").upper()
+        conditional_types = [
+            "STOP",
+            "STOP_MARKET",
+            "TAKE_PROFIT",
+            "TAKE_PROFIT_MARKET",
+            "TRAILING_STOP_MARKET",
+        ]
+
+        if order_type in conditional_types:
+            # Route to algo order endpoint
+            if "clientAlgoId" not in params:
+                params["clientAlgoId"] = self.CONTRACT_ORDER_PREFIX + self.uuid22()
+            # Remove newClientOrderId if it was added by default
+            params.pop("newClientOrderId", None)
+            if "algoType" not in params:
+                params["algoType"] = "CONDITIONAL"
+            # Convert stopPrice to triggerPrice for algo orders
+            if "stopPrice" in params and "triggerPrice" not in params:
+                params["triggerPrice"] = params.pop("stopPrice")
+            return self._ws_futures_api_request_sync("algoOrder.place", True, params)
+        else:
+            # Use regular order endpoint
+            if "newClientOrderId" not in params:
+                params["newClientOrderId"] = self.CONTRACT_ORDER_PREFIX + self.uuid22()
+            return self._ws_futures_api_request_sync("order.place", True, params)
 
     def ws_futures_edit_order(self, **params):
         """
@@ -13878,12 +13902,21 @@ def ws_futures_cancel_order(self, **params):
         cancel an order
         https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/websocket-api/Cancel-Order
         """
-        return self._ws_futures_api_request_sync("order.cancel", True, params)
+        is_conditional = False
+        if "algoId" in params or "clientAlgoId" in params:
+            is_conditional = True
+
+        if is_conditional:
+            return self._ws_futures_api_request_sync("algoOrder.cancel", True, params)
+        else:
+            return self._ws_futures_api_request_sync("order.cancel", True, params)
 
     def ws_futures_get_order(self, **params):
         """
         Get an order
         https://developers.binance.com/docs/derivatives/usds-margined-futures/trade/websocket-api/Query-Order
+
+        Note: Algo/conditional orders cannot be queried via websocket API
         """
         return self._ws_futures_api_request_sync("order.status", True, params)
 

tests/test_async_client_ws_futures_requests.py

@@ -203,3 +203,63 @@ async def test_ws_futures_create_cancel_algo_order(futuresClientAsync):
     )
 
     assert cancel_result["algoId"] == order["algoId"]
+
+
+@pytest.mark.skipif(sys.version_info < (3, 8), reason="websockets_proxy Python 3.8+")
+@pytest.mark.asyncio()
+async def test_ws_futures_create_conditional_order_auto_routing(futuresClientAsync):
+    """Test that conditional order types are automatically routed to algo endpoint"""
+    ticker = await futuresClientAsync.ws_futures_get_order_book_ticker(symbol="LTCUSDT")
+    positions = await futuresClientAsync.ws_futures_v2_account_position(symbol="LTCUSDT")
+
+    # Create a STOP_MARKET order using ws_futures_create_order
+    # It should automatically route to the algo endpoint
+    # Use a price above current market price for BUY STOP
+    trigger_price = float(ticker["askPrice"]) * 1.5
+    order = await futuresClientAsync.ws_futures_create_order(
+        symbol=ticker["symbol"],
+        side="BUY",
+        positionSide=positions[0]["positionSide"],
+        type="STOP_MARKET",
+        quantity=1,
+        triggerPrice=trigger_price,
+    )
+
+    assert order["symbol"] == ticker["symbol"]
+    assert "algoId" in order
+    assert order["algoType"] == "CONDITIONAL"
+
+    # Cancel the order using algoId
+    cancel_result = await futuresClientAsync.ws_futures_cancel_order(
+        symbol=ticker["symbol"], algoId=order["algoId"]
+    )
+    assert cancel_result["algoId"] == order["algoId"]
+
+
+@pytest.mark.skipif(sys.version_info < (3, 8), reason="websockets_proxy Python 3.8+")
+@pytest.mark.asyncio()
+async def test_ws_futures_conditional_order_with_stop_price(futuresClientAsync):
+    """Test that stopPrice is converted to triggerPrice for conditional orders"""
+    ticker = await futuresClientAsync.ws_futures_get_order_book_ticker(symbol="LTCUSDT")
+    positions = await futuresClientAsync.ws_futures_v2_account_position(symbol="LTCUSDT")
+
+    # Create a TAKE_PROFIT_MARKET order with stopPrice (should be converted to triggerPrice)
+    # Use a price above current market price for SELL TAKE_PROFIT
+    trigger_price = float(ticker["askPrice"]) * 1.5
+    order = await futuresClientAsync.ws_futures_create_order(
+        symbol=ticker["symbol"],
+        side="SELL",
+        positionSide=positions[0]["positionSide"],
+        type="TAKE_PROFIT_MARKET",
+        quantity=1,
+        stopPrice=trigger_price,  # This should be converted to triggerPrice
+    )
+
+    assert order["symbol"] == ticker["symbol"]
+    assert "algoId" in order
+    assert order["algoType"] == "CONDITIONAL"
+
+    # Cancel the order
+    await futuresClientAsync.ws_futures_cancel_order(
+        symbol=ticker["symbol"], algoId=order["algoId"]
+    )

tests/test_client_ws_futures_requests.py

@@ -114,3 +114,58 @@ def test_ws_futures_create_cancel_algo_order(futuresClient):
     )
 
     assert cancel_result["algoId"] == order["algoId"]
+
+
+@pytest.mark.skipif(sys.version_info < (3, 8), reason="websockets_proxy Python 3.8+")
+def test_ws_futures_create_conditional_order_auto_routing(futuresClient):
+    """Test that conditional order types are automatically routed to algo endpoint"""
+    ticker = futuresClient.ws_futures_get_order_book_ticker(symbol="LTCUSDT")
+    positions = futuresClient.ws_futures_v2_account_position(symbol="LTCUSDT")
+
+    trigger_price = float(ticker["askPrice"]) * 1.5
+    order = futuresClient.ws_futures_create_order(
+        symbol=ticker["symbol"],
+        side="BUY",
+        positionSide=positions[0]["positionSide"],
+        type="STOP_MARKET",
+        quantity=1,
+        triggerPrice=trigger_price,
+    )
+
+    assert order["symbol"] == ticker["symbol"]
+    assert "algoId" in order
+    assert order["algoType"] == "CONDITIONAL"
+
+    # Cancel using algoId parameter
+    cancel_result = futuresClient.ws_futures_cancel_order(
+        symbol=ticker["symbol"], algoId=order["algoId"]
+    )
+    assert cancel_result["algoId"] == order["algoId"]
+
+
+@pytest.mark.skipif(sys.version_info < (3, 8), reason="websockets_proxy Python 3.8+")
+def test_ws_futures_conditional_order_with_stop_price(futuresClient):
+    """Test that stopPrice is converted to triggerPrice for conditional orders"""
+    ticker = futuresClient.ws_futures_get_order_book_ticker(symbol="LTCUSDT")
+    positions = futuresClient.ws_futures_v2_account_position(symbol="LTCUSDT")
+
+    # Create a TAKE_PROFIT_MARKET order with stopPrice (should be converted to triggerPrice)
+    # Use a price above current market price for SELL TAKE_PROFIT
+    trigger_price = float(ticker["askPrice"]) * 1.5
+    order = futuresClient.ws_futures_create_order(
+        symbol=ticker["symbol"],
+        side="SELL",
+        positionSide=positions[0]["positionSide"],
+        type="TAKE_PROFIT_MARKET",
+        quantity=1,
+        stopPrice=trigger_price,  # This should be converted to triggerPrice
+    )
+
+    assert order["symbol"] == ticker["symbol"]
+    assert "algoId" in order
+    assert order["algoType"] == "CONDITIONAL"
+
+    # Cancel the order
+    futuresClient.ws_futures_cancel_order(
+        symbol=ticker["symbol"], algoId=order["algoId"]
+    )