Merge pull request #2460 from anywhy/binanca-algo-order

FEATURE: [binance] add the normal order ID for the algo order

Author: c9s

migrations/mysql/20260421214100_orders_add_original_order_id.sql

@@ -0,0 +1,9 @@
+-- +up
+-- +begin
+ALTER TABLE `orders` ADD COLUMN `actual_order_id` BIGINT UNSIGNED NOT NULL DEFAULT 0;
+-- +end
+
+-- +down
+-- +begin
+ALTER TABLE `orders` DROP COLUMN `actual_order_id`;
+-- +end

migrations/sqlite3/20260421214100_orders_add_original_order_id.sql

@@ -0,0 +1,9 @@
+-- +up
+-- +begin
+ALTER TABLE orders ADD COLUMN actual_order_id INTEGER NOT NULL DEFAULT 0;
+-- +end
+
+-- +down
+-- +begin
+ALTER TABLE orders DROP COLUMN actual_order_id;
+-- +end

pkg/exchange/binance/convert_futures.go

@@ -2,6 +2,7 @@ package binance
 
 import (
 	"fmt"
+	"strconv"
 
 	"github.com/adshao/go-binance/v2/futures"
 	"github.com/c9s/bbgo/pkg/exchange/binance/binanceapi"
@@ -163,6 +164,7 @@ func toGlobalFuturesOrder[T FuturesOrderConstraint](orderSource T, isIsolated bo
 		avgPrice         string
 		timeInForce      futures.TimeInForceType
 		orderID          int64
+		actualOrderId    uint64
 		status           futures.OrderStatusType
 		executedQuantity string
 		time             int64
@@ -220,6 +222,7 @@ func toGlobalFuturesOrder[T FuturesOrderConstraint](orderSource T, isIsolated bo
 		avgPrice = "" // GetAlgoOrderResp doesn't have AvgPrice
 		timeInForce = o.TimeInForce
 		orderID = o.AlgoId
+		actualOrderId, _ = strconv.ParseUint(o.ActualOrderId, 10, 64)
 		status = futures.OrderStatusType(o.AlgoStatus)
 		executedQuantity = "0" // GetAlgoOrderResp doesn't have ExecutedQuantity
 		time = o.CreateTime
@@ -260,6 +263,7 @@ func toGlobalFuturesOrder[T FuturesOrderConstraint](orderSource T, isIsolated bo
 		},
 		Exchange:         types.ExchangeBinance,
 		OrderID:          uint64(orderID),
+		ActualOrderId:    actualOrderId,
 		Status:           toGlobalFuturesOrderStatus(status),
 		ExecutedQuantity: fixedpoint.MustNewFromString(executedQuantity),
 		CreationTime:     types.Time(millisecondTime(time)),

pkg/exchange/binance/parse.go

@@ -4,6 +4,7 @@ import (
 	"encoding/json"
 	"errors"
 	"fmt"
+	"strconv"
 	"time"
 
 	"github.com/adshao/go-binance/v2/futures"
@@ -1349,6 +1350,11 @@ func (e *AlgoOrderUpdateEvent) OrderFutures() (*types.Order, error) {
 		return nil, errors.New("algo update event type is not for futures order")
 	}
 
+	var actualOrderId uint64
+	if e.AlgoOrder.OrderId != "" {
+		actualOrderId, _ = strconv.ParseUint(e.AlgoOrder.OrderId, 10, 64)
+	}
+
 	return &types.Order{
 		Exchange: types.ExchangeBinance,
 		SubmitOrder: types.SubmitOrder{
@@ -1362,6 +1368,7 @@ func (e *AlgoOrderUpdateEvent) OrderFutures() (*types.Order, error) {
 			TimeInForce:   types.TimeInForce(e.AlgoOrder.TimeInForce),
 		},
 		OrderID:          uint64(e.AlgoOrder.AlgoId),
+		ActualOrderId:    actualOrderId,
 		Status:           toGlobalFuturesOrderStatus(futures.OrderStatusType(e.AlgoOrder.Status)),
 		ExecutedQuantity: e.AlgoOrder.ExecutedQuantity,
 		UpdateTime:       types.Time(e.TransactionTime.Time()),

pkg/exchange/binance/parse_test.go

@@ -756,4 +756,54 @@ func TestAlgoOrderUpdateEvent_OrderFutures(t *testing.T) {
 			})
 		}
 	})
+
+	t.Run("parses numeric actual order id", func(t *testing.T) {
+		event := &AlgoOrderUpdateEvent{
+			TransactionTime: transactionTime,
+			AlgoOrder: AlgoOrder{
+				ClientAlgoId:     "test-actual-order-id",
+				AlgoId:           112233,
+				OrderType:        "TAKE_PROFIT",
+				Symbol:           "BNBUSDT",
+				Side:             "SELL",
+				TimeInForce:      "GTC",
+				Quantity:         fixedpoint.MustNewFromString("0.5"),
+				Price:            fixedpoint.MustNewFromString("700"),
+				TriggerPrice:     fixedpoint.MustNewFromString("680"),
+				Status:           "TRIGGERED",
+				OrderId:          "987654321",
+				ExecutedQuantity: fixedpoint.MustNewFromString("0.1"),
+			},
+		}
+
+		order, err := event.OrderFutures()
+		assert.NoError(t, err)
+		assert.NotNil(t, order)
+		assert.Equal(t, uint64(987654321), order.ActualOrderId)
+	})
+
+	t.Run("invalid actual order id string falls back to zero", func(t *testing.T) {
+		event := &AlgoOrderUpdateEvent{
+			TransactionTime: transactionTime,
+			AlgoOrder: AlgoOrder{
+				ClientAlgoId:     "test-invalid-actual-order-id",
+				AlgoId:           445566,
+				OrderType:        "STOP",
+				Symbol:           "BTCUSDT",
+				Side:             "BUY",
+				TimeInForce:      "GTC",
+				Quantity:         fixedpoint.MustNewFromString("1.0"),
+				Price:            fixedpoint.MustNewFromString("50000"),
+				TriggerPrice:     fixedpoint.MustNewFromString("49000"),
+				Status:           "TRIGGERED",
+				OrderId:          "not-a-number",
+				ExecutedQuantity: fixedpoint.MustNewFromString("0"),
+			},
+		}
+
+		order, err := event.OrderFutures()
+		assert.NoError(t, err)
+		assert.NotNil(t, order)
+		assert.Zero(t, order.ActualOrderId)
+	})
 }

pkg/migrations/mysql/main_20260421214100_orders_add_original_order_id.go

@@ -0,0 +1,29 @@
+package mysql
+
+import (
+	"context"
+
+	"github.com/c9s/rockhopper/v2"
+)
+
+func init() {
+	AddMigration("main", up_main_ordersAddActualOrderId, down_main_ordersAddActualOrderId)
+}
+
+func up_main_ordersAddActualOrderId(ctx context.Context, tx rockhopper.SQLExecutor) (err error) {
+	// This code is executed when the migration is applied.
+	_, err = tx.ExecContext(ctx, "ALTER TABLE `orders` ADD COLUMN `actual_order_id` BIGINT UNSIGNED NOT NULL DEFAULT 0;")
+	if err != nil {
+		return err
+	}
+	return err
+}
+
+func down_main_ordersAddActualOrderId(ctx context.Context, tx rockhopper.SQLExecutor) (err error) {
+	// This code is executed when the migration is rolled back.
+	_, err = tx.ExecContext(ctx, "ALTER TABLE `orders` DROP COLUMN `actual_order_id`;")
+	if err != nil {
+		return err
+	}
+	return err
+}

pkg/migrations/sqlite3/main_20260421214100_orders_add_original_order_id.go

@@ -0,0 +1,29 @@
+package sqlite3
+
+import (
+	"context"
+
+	"github.com/c9s/rockhopper/v2"
+)
+
+func init() {
+	AddMigration("main", up_main_ordersAddActualOrderId, down_main_ordersAddActualOrderId)
+}
+
+func up_main_ordersAddActualOrderId(ctx context.Context, tx rockhopper.SQLExecutor) (err error) {
+	// This code is executed when the migration is applied.
+	_, err = tx.ExecContext(ctx, "ALTER TABLE orders ADD COLUMN actual_order_id INTEGER NOT NULL DEFAULT 0;")
+	if err != nil {
+		return err
+	}
+	return err
+}
+
+func down_main_ordersAddActualOrderId(ctx context.Context, tx rockhopper.SQLExecutor) (err error) {
+	// This code is executed when the migration is rolled back.
+	_, err = tx.ExecContext(ctx, "ALTER TABLE orders DROP COLUMN actual_order_id;")
+	if err != nil {
+		return err
+	}
+	return err
+}

pkg/service/order.go

@@ -225,15 +225,15 @@ func (s *OrderService) scanRows(rows *sqlx.Rows) (orders []types.Order, err erro
 func (s *OrderService) Insert(order types.Order) (err error) {
 	if s.DB.DriverName() == "mysql" {
 		_, err = s.DB.NamedExec(`
-			INSERT INTO orders (exchange, order_id, client_order_id, order_type, status, symbol, price, stop_price, quantity, executed_quantity, side, is_working, time_in_force, created_at, updated_at, is_margin, is_futures, is_isolated, uuid)
-			VALUES (:exchange, :order_id, :client_order_id, :order_type, :status, :symbol, :price, :stop_price, :quantity, :executed_quantity, :side, :is_working, :time_in_force, :created_at, :updated_at, :is_margin, :is_futures, :is_isolated, IF(:uuid != '', UUID_TO_BIN(:uuid, true), ''))
+			INSERT INTO orders (exchange, order_id, client_order_id, order_type, status, symbol, price, stop_price, quantity, executed_quantity, side, is_working, time_in_force, created_at, updated_at, is_margin, is_futures, is_isolated, uuid, actual_order_id)
+			VALUES (:exchange, :order_id, :client_order_id, :order_type, :status, :symbol, :price, :stop_price, :quantity, :executed_quantity, :side, :is_working, :time_in_force, :created_at, :updated_at, :is_margin, :is_futures, :is_isolated, IF(:uuid != '', UUID_TO_BIN(:uuid, true), ''), :actual_order_id)
 			ON DUPLICATE KEY UPDATE status=:status, executed_quantity=:executed_quantity, is_working=:is_working, updated_at=:updated_at`, order)
 		return err
 	}
 
 	_, err = s.DB.NamedExec(`
-			INSERT INTO orders (exchange, order_id, client_order_id, order_type, status, symbol, price, stop_price, quantity, executed_quantity, side, is_working, time_in_force, created_at, updated_at, is_margin, is_futures, is_isolated, uuid)
-			VALUES (:exchange, :order_id, :client_order_id, :order_type, :status, :symbol, :price, :stop_price, :quantity, :executed_quantity, :side, :is_working, :time_in_force, :created_at, :updated_at, :is_margin, :is_futures, :is_isolated, :uuid)
+			INSERT INTO orders (exchange, order_id, client_order_id, order_type, status, symbol, price, stop_price, quantity, executed_quantity, side, is_working, time_in_force, created_at, updated_at, is_margin, is_futures, is_isolated, uuid, actual_order_id)
+			VALUES (:exchange, :order_id, :client_order_id, :order_type, :status, :symbol, :price, :stop_price, :quantity, :executed_quantity, :side, :is_working, :time_in_force, :created_at, :updated_at, :is_margin, :is_futures, :is_isolated, :uuid, :actual_order_id)
 	`, order)
 
 	return err

pkg/types/order.go

@@ -339,6 +339,9 @@ type Order struct {
 	// ExecutedQuantity is how much quantity has been executed
 	ExecutedQuantity fixedpoint.Value `json:"executedQuantity" db:"executed_quantity"`
 
+	// ActualOrderId is the order id of the executed normal order on exchange for algo order
+	ActualOrderId uint64 `json:"actualOrderId,omitempty" db:"actual_order_id"`
+
 	// IsWorking means if the order is still on the order book (active order)
 	IsWorking bool `json:"isWorking" db:"is_working"`