added cancel_replace_order, cancel_all_open_orders and cancel_all_ope…

…n_margin_orders to client.py (#1475)

* added cancel_replace_order, cancel_all_open_orders and cancel_all_open_margin_orders to client.py

* added TIME_IN_FORCE_GTD

* added parameters for get_current_order_count()

* added parameters for get_current_order_count()

* fix params

* changed quotation marks

* add missing version

* add id

* space

* add tests

---------

Co-authored-by: m-HD <none>
Co-authored-by: carlosmiei <43336371+carlosmiei@users.noreply.github.com>

binance/client.py

@@ -2160,6 +2160,117 @@ def cancel_order(self, **params):
         """
         return self._delete("order", True, data=params)
 
+    def cancel_all_open_orders(self, **params):
+        return self._delete("openOrders", True, data=params)
+
+    def cancel_replace_order(self, **params):
+        """Cancels an existing order and places a new order on the same symbol.
+
+        Filters and Order Count are evaluated before the processing of the cancellation and order placement occurs.
+
+        A new order that was not attempted (i.e. when newOrderResult: NOT_ATTEMPTED), will still increase the order count by 1.
+
+        https://binance-docs.github.io/apidocs/spot/en/#cancel-an-existing-order-and-send-a-new-order-trade
+
+        :param symbol: required
+        :type symbol: str
+        :param side: required
+        :type side: enum
+        :param type: required
+        :type type: enum
+        :param cancelReplaceMode: required - STOP_ON_FAILURE or ALLOW_FAILURE
+        :type cancelReplaceMode: enum
+        :param timeInForce: optional
+        :type timeInForce: enum
+        :param quantity: optional
+        :type quantity: decimal
+        :param quoteOrderQty: optional
+        :type quoteOrderQty: decimal
+        :param price: optional
+        :type price: decimal
+        :param cancelNewClientOrderId: optional - Used to uniquely identify this cancel. Automatically generated by default.
+        :type cancelNewClientOrderId: str
+        :param cancelOrigClientOrderId: optional - Either the cancelOrigClientOrderId or cancelOrderId must be provided. If both are provided, cancelOrderId takes precedence.
+        :type cancelOrigClientOrderId: str
+        :param cancelOrderId: optional - Either the cancelOrigClientOrderId or cancelOrderId must be provided. If both are provided, cancelOrderId takes precedence.
+        :type cancelOrderId: long
+        :param newClientOrderId: optional - Used to identify the new order.
+        :type newClientOrderId: str
+        :param strategyId: optional
+        :type strategyId: int
+        :param strategyType: optional - The value cannot be less than 1000000.
+        :type strategyType: int
+        :param stopPrice: optional
+        :type stopPrice: decimal
+        :param trailingDelta: optional
+        :type trailingDelta: long
+        :param icebergQty: optional
+        :type icebergQty: decimal
+        :param newOrderRespType: optional - ACK, RESULT or FULL. MARKET and LIMIT orders types default to FULL; all other orders default to ACK
+        :type newOrderRespType: enum
+        :param selfTradePreventionMode: optional - EXPIRE_TAKER, EXPIRE_MAKER, EXPIRE_BOTH or NONE.
+        :type selfTradePreventionMode: enum
+        :param cancelRestrictions: optional - ONLY_NEW or ONLY_PARTIALLY_FILLED
+        :type cancelRestrictions: enum
+        :param recvWindow: optional - The value cannot be greater than 60000
+        :type recvWindow: int
+
+        :returns: API response
+
+        .. code-block:: python
+
+            //Both the cancel order placement and new order placement succeeded.
+            {
+                "cancelResult": "SUCCESS",
+                "newOrderResult": "SUCCESS",
+                "cancelResponse": {
+                    "symbol": "BTCUSDT",
+                    "origClientOrderId": "DnLo3vTAQcjha43lAZhZ0y",
+                    "orderId": 9,
+                    "orderListId": -1,
+                    "clientOrderId": "osxN3JXAtJvKvCqGeMWMVR",
+                    "transactTime": 1684804350068,
+                    "price": "0.01000000",
+                    "origQty": "0.000100",
+                    "executedQty": "0.00000000",
+                    "cummulativeQuoteQty": "0.00000000",
+                    "status": "CANCELED",
+                    "timeInForce": "GTC",
+                    "type": "LIMIT",
+                    "side": "SELL",
+                    "selfTradePreventionMode": "NONE"
+                },
+                "newOrderResponse": {
+                    "symbol": "BTCUSDT",
+                    "orderId": 10,
+                    "orderListId": -1,
+                    "clientOrderId": "wOceeeOzNORyLiQfw7jd8S",
+                    "transactTime": 1652928801803,
+                    "price": "0.02000000",
+                    "origQty": "0.040000",
+                    "executedQty": "0.00000000",
+                    "cummulativeQuoteQty": "0.00000000",
+                    "status": "NEW",
+                    "timeInForce": "GTC",
+                    "type": "LIMIT",
+                    "side": "BUY",
+                    "workingTime": 1669277163808,
+                    "fills": [],
+                    "selfTradePreventionMode": "NONE"
+
+                }
+            }
+        Similar to POST /api/v3/order, additional mandatory parameters are determined by type.
+
+        Response format varies depending on whether the processing of the message succeeded, partially succeeded, or failed.
+
+        :raises: BinanceRequestException, BinanceAPIException
+
+        """
+        if "newClientOrderId" not in params:
+            params["newClientOrderId"] = self.SPOT_ORDER_PREFIX + self.uuid22()
+        return self._post("order/cancelReplace", True, data=params)
+
     def get_open_orders(self, **params):
         """Get all open orders on a symbol.
 
@@ -2341,10 +2452,10 @@ def get_my_trades(self, **params):
         """
         return self._get("myTrades", True, data=params)
 
-    def get_current_order_count(self):
+    def get_current_order_count(self, **params):
         """Displays the user's current order count usage for all intervals.
 
-        https://binance-docs.github.io/apidocs/spot/en/#query-current-order-count-usage-trade
+        https://binance-docs.github.io/apidocs/spot/en/#query-unfilled-order-count-user_data
 
         :returns: API response
 
@@ -2368,7 +2479,7 @@ def get_current_order_count(self):
             ]
 
         """
-        return self._get("rateLimit/order", True)
+        return self._get("rateLimit/order", True, data=params)
 
     def get_prevented_matches(self, **params):
         """Displays the list of orders that were expired because of STP.
@@ -4717,6 +4828,9 @@ def cancel_margin_order(self, **params):
             "delete", "margin/order", signed=True, data=params
         )
 
+    def cancel_all_open_margin_orders(self, **params):
+        return self._request_margin_api("delete", "margin/openOrders", signed=True, data=params)
+
     def set_margin_max_leverage(self, **params):
         """Adjust cross margin max leverage
 
@@ -11065,6 +11179,14 @@ async def cancel_order(self, **params):
 
     cancel_order.__doc__ = Client.cancel_order.__doc__
 
+    async def cancel_all_open_orders(self, **params):
+        return await self._delete("openOrders", True, data=params)
+
+    async def cancel_replace_order(self, **params):
+        if "newClientOrderId" not in params:
+            params["newClientOrderId"] = self.SPOT_ORDER_PREFIX + self.uuid22()
+        return await self._post("order/cancelReplace", signed=True, data=params)
+
     async def get_open_orders(self, **params):
         return await self._get("openOrders", True, data=params)
 
@@ -11097,8 +11219,8 @@ async def get_my_trades(self, **params):
 
     get_my_trades.__doc__ = Client.get_my_trades.__doc__
 
-    async def get_current_order_count(self):
-        return await self._get("rateLimit/order", True)
+    async def get_current_order_count(self, **params):
+        return await self._get("rateLimit/order", True, data=params)
 
     get_current_order_count.__doc__ = Client.get_current_order_count.__doc__
 
@@ -11543,6 +11665,11 @@ async def cancel_margin_order(self, **params):
 
     cancel_margin_order.__doc__ = Client.cancel_margin_order.__doc__
 
+    async def cancel_all_open_margin_orders(self, **params):
+        return await self._request_margin_api("delete", "margin/openOrders", signed=True, data=params)
+
+    cancel_all_open_margin_orders.__doc__ = Client.cancel_all_open_margin_orders.__doc__
+
     async def set_margin_max_leverage(self, **params):
         return await self._request_margin_api(
             "post", "margin/max-leverage", signed=True, data=params

binance/enums.py

@@ -51,6 +51,7 @@
 TIME_IN_FORCE_IOC = "IOC"  # Immediate or cancel
 TIME_IN_FORCE_FOK = "FOK"  # Fill or kill
 TIME_IN_FORCE_GTX = "GTX"  # Post only order
+TIME_IN_FORCE_GTD = "GTD"  # Good till date
 
 ORDER_RESP_TYPE_ACK = "ACK"
 ORDER_RESP_TYPE_RESULT = "RESULT"

tests/test_ids.py

@@ -39,6 +39,15 @@ def test_spot_market_id():
         assert url_dict["newClientOrderId"].startswith("x-HNA2TXFJ")
 
 
+def test_spot_cancel_replace_id():
+    with requests_mock.mock() as m:
+        m.post("https://api.binance.com/api/v3/order/cancelReplace", json={}, status_code=200)
+        client.cancel_replace_order(
+            cancelOrderId="orderId", symbol="LTCUSDT", side="BUY", type="MARKET", quantity=0.1
+        )
+        url_dict = dict(pair.split("=") for pair in m.last_request.text.split("&"))
+        assert url_dict["newClientOrderId"].startswith("x-HNA2TXFJ")
+
 def test_swap_id():
     with requests_mock.mock() as m:
         m.post("https://fapi.binance.com/fapi/v1/order", json={}, status_code=200)
@@ -147,6 +156,28 @@ def handler(url, **kwargs):
         await clientAsync.close_connection()
 
 
+@pytest.mark.asyncio()
+async def test_spot_cancel_replace_id_async():
+    clientAsync = AsyncClient(
+        api_key="api_key", api_secret="api_secret"
+    )  # reuse client later
+    with aioresponses() as m:
+
+        def handler(url, **kwargs):
+            client_order_id = kwargs["data"][0][1]
+            assert client_order_id.startswith("x-HNA2TXFJ")
+
+        m.post(
+            "https://api.binance.com/api/v3/order/cancelReplace",
+            payload={"id": 1},
+            status=200,
+            callback=handler,
+        )
+        await clientAsync.cancel_replace_order(
+            orderId="id", symbol="LTCUSDT", side="BUY", type="MARKET", quantity=0.1
+        )
+        await clientAsync.close_connection()
+
 @pytest.mark.asyncio()
 async def test_swap_id_async():
     clientAsync = AsyncClient(api_key="api_key", api_secret="api_secret")