Bingx - parse order price / cost wrong

[xmatthias]

Operating System

python

Programming Languages

Python

CCXT Version

4.3.28

Description

For (filled) stop orders - average is missing (probably a duplicate of #21419).

What's worse though is that cost is NOT correct.

This order filled at 0.0000094949 - and was for 10_417_100 - a USDT cost of 98.9103370717.

The (parsed) result from ccxt however has "98.80306837" as cost - which (i assume) is simply price * amount.
The "stoploss" response from the exchange does have a corresponding field in "cummulativeQuoteQty" - which does contain the correct cost - and which i think should be used by ccxt.

I understand that price is the limit of the stop limit price - and i also kinda understand that average is not filled currently - as it's not provided by the exchange.

However unfortunately, the absence of average - combined with the wrongness of cost makes it currently near impossible to correctly calculate the price for an order (without using the info object) - which i find rather unfortunate.

{
    "info": {
        "symbol": "PEPE-USDT",
        "orderId": "xxxxxx",
        "price": "0.0000094847",
        "StopPrice": "0.0000094941",
        "origQty": "10417100",
        "executedQty": "10417100",
        "cummulativeQuoteQty": "98.91033707177569",
        "status": "FILLED",
        "type": "TAKE_STOP_LIMIT",
        "side": "SELL",
        "time": "1716226349971",
        "updateTime": "1716226676000",
        "origQuoteOrderQty": "0",
        "fee": "-0.09891033707214325",
        "feeAsset": "USDT",
        "clientOrderID": ""
    },
    "id": "xxxxxx",
    "clientOrderId": None,
    "symbol": "PEPE/USDT",
    "timestamp": 1716226349971,
    "datetime": "2024-05-20T17:32:29.971Z",
    "lastTradeTimestamp": 1716226676000,
    "lastUpdateTimestamp": 1716226676000,
    "type": "take_stop_limit",
    "timeInForce": None,
    "postOnly": None,
    "side": "sell",
    "price": 9.4847e-06,
    "stopPrice": None,
    "triggerPrice": None,
    "stopLossPrice": 9.4941e-06,
    "takeProfitPrice": 9.4941e-06,
    "average": None,
    "cost": 98.80306837,
    "amount": 10417100.0,
    "filled": 10417100.0,
    "remaining": 0.0,
    "status": "closed",
    "fee": {
        "currency": "USDT",
        "cost": "0.09891033707214325"
    },
    "trades": [],
    "reduceOnly": None,
    "fees": [
        {
            "currency": "USDT",
            "cost": 0.09891033707214325
        }
    ]
}

Code

import ccxt
exchange = ccxt.bingx({
    'apiKey': '<yourApiKey>', 
    'secret': '<yoursecret>', 
    })
exchange.fetch_order(<orderid>, 'PEPE/USDT')
print(res)

[sc0Vu]

@xmatthias looks like the cost was wrong, what's the price of the order? I used cummulativeQuoteQty / executedQty (9.494997366999999e-6) or (cummulativeQuoteQty - fee) / executedQty (9.485502369632964e-6), but the number didn't match......

[xmatthias]

hi @sc0Vu,

Well the price is shown in the screenshot (took a highlighted screenshot from the order below for you to highlight this).
the price shown on exchange IS 0.0000094949 - which is what your first calculation yielded cummulativeQuoteQty / executedQty.
you got 0.00000949497366999999 - which is the same for the first 10(!) decimals - and the rest, I'd assume to be a rounding problem (it'll most likely disappear if you do string math).

Now the exchange will truncate the remaining decimals - but it's a LOT better than what ccxt is currently providing - which is using the price of the limit order - so "stop price - 1%" in my case - which is 1% below the actual execution price.