FEATURE: support binance futures stop limit order

go.mod

@@ -141,7 +141,6 @@ require (
 	github.com/sourcegraph/conc v0.3.0 // indirect
 	github.com/spf13/afero v1.11.0 // indirect
 	github.com/spf13/cast v1.6.0 // indirect
-	github.com/stretchr/objx v0.5.2 // indirect
 	github.com/subosito/gotenv v1.6.0 // indirect
 	github.com/tebeka/strftime v0.1.3 // indirect
 	github.com/twitchyliquid64/golang-asm v0.15.1 // indirect

pkg/bbgo/activeorderbook.go

@@ -372,7 +372,7 @@ func (b *ActiveOrderBook) Update(order types.Order) {
 
 		b.C.Emit()
 
-	case types.OrderStatusCanceled, types.OrderStatusRejected:
+	case types.OrderStatusCanceled, types.OrderStatusRejected, types.OrderStatusExpired:
 		// TODO: note that orders transit to "canceled" may have partially filled
 		log.Debugf("[ActiveOrderBook] order is %s, removing order %s", order.Status, order)
 		b.orders.Remove(order.OrderID)

pkg/exchange/binance/convert_futures.go

@@ -87,11 +87,11 @@ func toLocalFuturesOrderType(orderType types.OrderType) (futures.OrderType, erro
 	case types.OrderTypeLimit, types.OrderTypeLimitMaker:
 		return futures.OrderTypeLimit, nil
 
-	// case types.OrderTypeStopLimit:
-	// 	return futures.OrderTypeStopLossLimit, nil //TODO
+	case types.OrderTypeStopLimit:
+		return futures.OrderTypeStop, nil
 
-	// case types.OrderTypeStopMarket:
-	// 	return futures.OrderTypeStopLoss, nil //TODO
+	case types.OrderTypeStopMarket:
+		return futures.OrderTypeStopMarket, nil
 
 	case types.OrderTypeMarket:
 		return futures.OrderTypeMarket, nil
@@ -224,6 +224,9 @@ func toGlobalFuturesOrderType(orderType futures.OrderType) types.OrderType {
 	case futures.OrderTypeLimit:
 		return types.OrderTypeLimit
 
+	case futures.OrderTypeStop:
+		return types.OrderTypeStopLimit
+
 	case futures.OrderTypeMarket:
 		return types.OrderTypeMarket
 

pkg/types/order.go

@@ -120,12 +120,16 @@ const (
 
 	// OrderStatusRejected means the order is not placed successfully, it's rejected by the api
 	OrderStatusRejected OrderStatus = "REJECTED"
+
+	// OrderStatusExpired means the order is expired, it's an end state.
+	OrderStatusExpired OrderStatus = "EXPIRED"
 )
 
 func (o OrderStatus) Closed() bool {
 	return o == OrderStatusFilled ||
 		o == OrderStatusCanceled ||
-		o == OrderStatusRejected
+		o == OrderStatusRejected ||
+		o == OrderStatusExpired
 }
 
 type SubmitOrder struct {