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Self Trade Prevention (STP) FAQ

What is Self Trade Prevention?​

Self Trade Prevention (or STP) prevents orders of users, or the user's tradeGroupId to match against their own.

What defines a self-trade?​

A self-trade can occur in either scenario:

  • The order traded against the same account.
  • The order traded against an account with the same tradeGroupId.

What happens when STP is triggered?​

There are four possible modes for what the system will do if an order could create a self-trade.

NONE - This mode exempts the order from self-trade prevention. Accounts or Trade group IDs will not be compared, no orders will be expired, and the trade will occur.

EXPIRE_TAKER - This mode prevents a trade by immediately expiring the taker order's remaining quantity.

EXPIRE_MAKER - This mode prevents a trade by immediately expiring the potential maker order's remaining quantity.

EXPIRE_BOTH - This mode prevents a trade by immediately expiring both the taker and the potential maker orders' remaining quantities.

The STP event will occur depending on the STP mode of the taker order.
Thus, the STP mode of an order that goes on the book is no longer relevant and will be ignored for all future order processing.

Where do I set STP mode for an order?​

STP can only be set using field selfTradePreventionMode through API endpoints below:

  • POST /fapi/v1/order
  • POST /fapi/v1/batchOrders

What is a Trade Group Id?​

Different accounts with the same tradeGroupId are considered part of the same "trade group". Orders submitted by members of a trade group are eligible for STP according to the taker-order's STP mode.

A user can confirm if their accounts are under the same tradeGroupId from the API either from GET fapi/v2/account (REST API).

If the value is -1, then the tradeGroupId has not been set for that account, so the STP may only take place between orders of the same account.

We will release feature for user to group subaccounts to same tradeGroupId on website in future updates.

How do I know which symbol uses STP?​

Placing orders on all symbols in GET fapi/v1/exchangeInfo can set selfTradePreventionMode.

What order types support STP?​

LIMIT/MARKET/STOP/TAKE_PROFIT/STOP_MARKET/TAKE_PROFIT_MARKET/TRAILING_STOP_MARKET all supports STP when Time in force(timeInForce) set to GTC/ IOC/ GTD. STP won't take effect for Time in force(timeInForce) FOK or GTX

Does Modify order support STP?​

No. Modify order that has reset selfTradePreventionMode to NONE

How do I know if an order expired due to STP?​

The order will have the status EXPIRED_IN_MATCH.

In user data stream event ORDER_TRADE_UPDATE, field X would be EXPIRED_IN_MATCH if order is expired due to STP

{
  "e":"ORDER_TRADE_UPDATE",      // Event Type
  "E":1568879465651,             // Event Time
  "T":1568879465650,             // Transaction Time
  "o":{                             
    "s":"BTCUSDT",               // Symbol
    "c":"TEST",                  // Client Order Id
      // special client order id:
      // starts with "autoclose-": liquidation order
      // "adl_autoclose": ADL auto close order
      // "settlement_autoclose-": settlement order for delisting or delivery
    "S":"SELL",                  // Side
    "o":"TRAILING_STOP_MARKET",  // Order Type
    "f":"GTC",                   // Time in Force
    "q":"0.001",                 // Original Quantity
    "p":"0",                     // Original Price
    "ap":"0",                    // Average Price
    "sp":"7103.04",              // Stop Price. Please ignore with TRAILING_STOP_MARKET order
    "x":"EXPIRED",               // Execution Type
    "X":"EXPIRED_IN_MATCH",      // Order Status
    "i":8886774,                 // Order Id
    "l":"0",                     // Order Last Filled Quantity
    "z":"0",                     // Order Filled Accumulated Quantity
    "L":"0",                     // Last Filled Price
    "N":"USDT",                  // Commission Asset, will not push if no commission
    "n":"0",                     // Commission, will not push if no commission
    "T":1568879465650,           // Order Trade Time
    "t":0,                       // Trade Id
    "b":"0",                     // Bids Notional
    "a":"9.91",                  // Ask Notional
    "m":false,                   // Is this trade the maker side?
    "R":false,                   // Is this reduce only
    "wt":"CONTRACT_PRICE",       // Stop Price Working Type
    "ot":"TRAILING_STOP_MARKET", // Original Order Type
    "ps":"LONG",                 // Position Side
    "cp":false,                  // If Close-All, pushed with conditional order
    "AP":"7476.89",              // Activation Price, only puhed with TRAILING_STOP_MARKET order
    "cr":"5.0",                  // Callback Rate, only puhed with TRAILING_STOP_MARKET order
    "pP": false,                 // ignore
    "si": 0,                     // ignore
    "ss": 0,                     // ignore
    "rp":"0"                     // Realized Profit of the trade
    "V": "NONE".                 // selfTradePreventionMode
    "pm":"QUEUE"                 // price match type
    "gtd":1768879465650          // good till date
   }
}

STP Examples:​

For all these cases, assume that all orders for these examples are made on the same account.

Scenario A- A user sends a new order with selfTradePreventionMode:NONE that will match with another order of theirs that is already on the book.

Maker Order: symbol=BTCUSDT side=BUY  type=LIMIT quantity=1 price=20000 selfTradePreventionMode=NONE
Taker Order: symbol=BTCUSDT side=SELL type=LIMIT quantity=1 price=20000 selfTradePreventionMode=NONE

Result: No STP is triggered and the orders will match.

Order Status of the Maker Order

{
    "orderId": 292864713,
    "symbol": "BTCUSDT",
    "status": "FILLED",
    "clientOrderId": "43N239GaUaqshfG7825184",
    "price": "20000",
    "avgPrice": "20000",
    "origQty": "1",
    "executedQty": "1",
    "cumQty": "1",
    "cumQuote": "20000",
    "timeInForce": "GTC",
    "type": "LIMIT",
    "reduceOnly": false,
    "closePosition": false,
    "side": "BUY",
    "positionSide": "BOTH",
    "stopPrice": "0",
    "workingType": "CONTRACT_PRICE",
    "priceMatch": "NONE",
    "selfTradePreventionMode": "NONE",
    "goodTillDate": "0",
    "priceProtect": false,
    "origType": "LIMIT",
    "updateTime": 1692849639460
}

Order Status of the Taker Order

{
    "orderId": 292864714,
    "symbol": "BTCUSDT",
    "status": "FILLED",
    "clientOrderId": "43N239GaUaqshfG7825184",
    "price": "20000",
    "avgPrice": "20000",
    "origQty": "1",
    "executedQty": "1",
    "cumQty": "1",
    "cumQuote": "20000",
    "timeInForce": "GTC",
    "type": "LIMIT",
    "reduceOnly": false,
    "closePosition": false,
    "side": "SELL",
    "positionSide": "BOTH",
    "stopPrice": "0",
    "workingType": "CONTRACT_PRICE",
    "priceMatch": "NONE",
    "selfTradePreventionMode": "NONE",
    "goodTillDate": "0",
    "priceProtect": false,
    "origType": "LIMIT",
    "updateTime": 1692849639460
}

Scenario B- A user sends an order with EXPIRE_MAKER that would match with their orders that are already on the book.

Maker Order 1: symbol=BTCUSDT side=BUY  type=LIMIT quantity=1 price=20002 selfTradePreventionMode=NONE
Maker Order 2: symbol=BTCUSDT side=BUY  type=LIMIT quantity=1 price=20001 selfTradePreventionMode=NONE
Taker Order 1: symbol=BTCUSDT side=SELL type=LIMIT quantity=1 price=20000 selfTradePreventionMode=EXPIRE_MAKER

Result: The orders that were on the book will expire due to STP, and the taker order will go on the book.

Maker Order 1

{
    "orderId": 292864710,
    "symbol": "BTCUSDT",
    "status": "FILLED",
    "clientOrderId": "testMaker1",
    "price": "20002",
    "avgPrice": "20002",
    "origQty": "1",
    "executedQty": "1",
    "cumQuote": "20002",
    "timeInForce": "GTC",
    "type": "LIMIT",
    "reduceOnly": false,
    "closePosition": false,
    "side": "BUY",
    "positionSide": "BOTH",
    "stopPrice": "0",
    "workingType": "CONTRACT_PRICE",
    "priceMatch": "NONE",
    "selfTradePreventionMode": "NONE",
    "goodTillDate": "null",
    "priceProtect": false,
    "origType": "LIMIT",
    "time": 1692849639460,
    "updateTime": 1692849639460
}

Maker Order 2

{
    "orderId": 292864711,
    "symbol": "BTCUSDT",
    "status": "EXPIRED_IN_MATCH",
    "clientOrderId": "testMaker2",
    "price": "20001",
    "avgPrice": "0.0000",
    "origQty": "1",
    "executedQty": "0",
    "cumQuote": "0",
    "timeInForce": "GTC",
    "type": "LIMIT",
    "reduceOnly": false,
    "closePosition": false,
    "side": "BUY",
    "positionSide": "BOTH",
    "stopPrice": "0",
    "workingType": "CONTRACT_PRICE",
    "priceMatch": "NONE",
    "selfTradePreventionMode": "NONE",
    "goodTillDate": "null",
    "priceProtect": false,
    "origType": "LIMIT",
    "time": 1692849639460,
    "updateTime": 1692849639460
}

Output of the Taker Order

{
    "orderId": 292864712,
    "symbol": "BTCUSDT",
    "status": "PARTIALLY_FILLED",
    "clientOrderId": "testTaker1",
    "price": "20000",
    "avgPrice": "20002",
    "origQty": "2",
    "executedQty": "1",
    "cumQuote": "20002",
    "timeInForce": "GTC",
    "type": "LIMIT",
    "reduceOnly": false,
    "closePosition": false,
    "side": "SELL",
    "positionSide": "BOTH",
    "stopPrice": "0",
    "workingType": "CONTRACT_PRICE",
    "priceMatch": "NONE",
    "selfTradePreventionMode": "EXPIRE_MAKER",
    "goodTillDate": "null",
    "priceProtect": false,
    "origType": "LIMIT",
    "time": 1692849639460,
    "updateTime": 1692849639460
}

Scenario C - A user sends an order with EXPIRE_TAKER that would match with their orders already on the book.

Maker Order 1: symbol=BTCUSDT side=BUY  type=LIMIT quantity=1 price=20002  selfTradePreventionMode=NONE
Maker Order 2: symbol=BTCUSDT side=BUY  type=LIMIT quantity=1 price=20001  selfTradePreventionMode=NONE
Taker Order 1: symbol=BTCUSDT side=SELL type=LIMIT quantity=2 price=3      selfTradePreventionMode=EXPIRE_TAKER

Result: The orders already on the book will remain, while the taker order will expire.

Maker Order 1

{
    "orderId": 292864710,
    "symbol": "BTCUSDT",
    "status": "FILLED",
    "clientOrderId": "testMaker1",
    "price": "20002",
    "avgPrice": "0.0000",
    "origQty": "1",
    "executedQty": "0",
    "cumQuote": "0",
    "timeInForce": "GTC",
    "type": "LIMIT",
    "reduceOnly": false,
    "closePosition": false,
    "side": "BUY",
    "positionSide": "BOTH",
    "stopPrice": "0",
    "workingType": "CONTRACT_PRICE",
    "priceMatch": "NONE",
    "selfTradePreventionMode": "NONE",
    "goodTillDate": "null",
    "priceProtect": false,
    "origType": "LIMIT",
    "time": 1692849639460,
    "updateTime": 1692849639460
}

Maker Order 2

{
    "orderId": 292864711,
    "symbol": "BTCUSDT",
    "status": "EXPIRED_IN_MATCH",
    "clientOrderId": "testMaker2",
    "price": "20001",
    "avgPrice": "0.0000",
    "origQty": "1",
    "executedQty": "0",
    "cumQuote": "0",
    "timeInForce": "GTC",
    "type": "LIMIT",
    "reduceOnly": false,
    "closePosition": false,
    "side": "BUY",
    "positionSide": "BOTH",
    "stopPrice": "0",
    "workingType": "CONTRACT_PRICE",
    "priceMatch": "NONE",
    "selfTradePreventionMode": "NONE",
    "goodTillDate": "null",
    "priceProtect": false,
    "origType": "LIMIT",
    "time": 1692849639460,
    "updateTime": 1692849639460
}

Output of the Taker order

{
    "orderId": 292864712,
    "symbol": "BTCUSDT",
    "status": "EXPIRED_IN_MATCH",
    "clientOrderId": "testTaker1",
    "price": "20000",
    "avgPrice": "0.0000",
    "origQty": "3",
    "executedQty": "0",
    "cumQuote": "0",
    "timeInForce": "GTC",
    "type": "LIMIT",
    "reduceOnly": false,
    "closePosition": false,
    "side": "SELL",
    "positionSide": "BOTH",
    "stopPrice": "0",
    "workingType": "CONTRACT_PRICE",
    "priceMatch": "NONE",
    "selfTradePreventionMode": "EXPIRE_TAKER",
    "goodTillDate": "null",
    "priceProtect": false,
    "origType": "LIMIT",
    "time": 1692849639460,
    "updateTime": 1692849639460
}

Scenario D- A user has an order on the book, and then sends an order with EXPIRE_BOTH that would match with the existing order.

Maker Order: symbol=BTCUSDT side=BUY  type=LIMIT quantity=1 price=20002 selfTradePreventionMode=NONE
Taker Order: symbol=BTCUSDT side=SELL type=LIMIT quantity=3 price=20000 selfTradePreventionMode=EXPIRE_BOTH

Result: Both orders will expire.

Maker Order

{
    "orderId": 292864710,
    "symbol": "BTCUSDT",
    "status": "EXPIRED_IN_MATCH",
    "clientOrderId": "testMaker1",
    "price": "20002",
    "avgPrice": "0.0000",
    "origQty": "1",
    "executedQty": "0",
    "cumQuote": "0",
    "timeInForce": "GTC",
    "type": "LIMIT",
    "reduceOnly": false,
    "closePosition": false,
    "side": "BUY",
    "positionSide": "BOTH",
    "stopPrice": "0",
    "workingType": "CONTRACT_PRICE",
    "priceMatch": "NONE",
    "selfTradePreventionMode": "NONE",
    "goodTillDate": "null",
    "priceProtect": false,
    "origType": "LIMIT",
    "time": 1692849639460,
    "updateTime": 1692849639460
}

Taker Order

{
    "orderId": 292864712,
    "symbol": "BTCUSDT",
    "status": "EXPIRED_IN_MATCH",
    "clientOrderId": "testTaker1",
    "price": "20000",
    "avgPrice": "0.0000",
    "origQty": "3",
    "executedQty": "0",
    "cumQuote": "0",
    "timeInForce": "GTC",
    "type": "LIMIT",
    "reduceOnly": false,
    "closePosition": false,
    "side": "SELL",
    "positionSide": "BOTH",
    "stopPrice": "0",
    "workingType": "CONTRACT_PRICE",
    "priceMatch": "NONE",
    "selfTradePreventionMode": "EXPIRE_BOTH",
    "goodTillDate": "null",
    "priceProtect": false,
    "origType": "LIMIT",
    "time": 1692849639460,
    "updateTime": 1692849639460
}

Scenario E - A user has an order on the book with EXPIRE_MAKER, and then sends a new order with EXPIRE_TAKER which would match with the existing order.

Maker Order: symbol=BTCUSDT side=BUY  type=LIMIT quantity=1 price=1 selfTradePreventionMode=EXPIRE_MAKER
Taker Order: symbol=BTCUSDT side=SELL type=LIMIT quantity=1 price=1 selfTradePreventionMode=EXPIRE_TAKER

Result: The taker order's STP mode will be used, so the taker order will be expired.

Maker Order

{
    "orderId": 292864710,
    "symbol": "BTCUSDT",
    "status": "NEW",
    "clientOrderId": "testMaker1",
    "price": "20002",
    "avgPrice": "0.0000",
    "origQty": "1",
    "executedQty": "0",
    "cumQuote": "0",
    "timeInForce": "GTC",
    "type": "LIMIT",
    "reduceOnly": false,
    "closePosition": false,
    "side": "BUY",
    "positionSide": "BOTH",
    "stopPrice": "0",
    "workingType": "CONTRACT_PRICE",
    "priceMatch": "NONE",
    "selfTradePreventionMode": "EXPIRE_MAKER",
    "goodTillDate": "null",
    "priceProtect": false,
    "origType": "LIMIT",
    "time": 1692849639460,
    "updateTime": 1692849639460
}

Taker Order

{
    "orderId": 292864712,
    "symbol": "BTCUSDT",
    "status": "EXPIRED_IN_MATCH",
    "clientOrderId": "testTaker1",
    "price": "20000",
    "avgPrice": "0.0000",
    "origQty": "3",
    "executedQty": "0",
    "cumQuote": "0",
    "timeInForce": "GTC",
    "type": "LIMIT",
    "reduceOnly": false,
    "closePosition": false,
    "side": "SELL",
    "positionSide": "BOTH",
    "stopPrice": "0",
    "workingType": "CONTRACT_PRICE",
    "priceMatch": "NONE",
    "selfTradePreventionMode": "EXPIRE_TAKER",
    "goodTillDate": "null",
    "priceProtect": false,
    "origType": "LIMIT",
    "time": 1692849639460,
    "updateTime": 1692849639460
}

Scenario F - A user sends a market order with EXPIRE_MAKER which would match with an existing order.

Maker Order: symbol=ABCDEF side=BUY  type=LIMIT  quantity=1 price=1  selfTradePreventionMode=NONE
Taker Order: symbol=ABCDEF side=SELL type=MARKET quantity=3          selfTradePreventionMode=EXPIRE_MAKER

Result: The existing order expires with the status EXPIRED_IN_MATCH, due to STP. The new order also expires but with status EXPIRED, due to low liquidity on the order book.

Maker Order

{
    "orderId": 292864710,
    "symbol": "BTCUSDT",
    "status": "EXPIRED_IN_MATCH",
    "clientOrderId": "testMaker1",
    "price": "20002",
    "avgPrice": "0.0000",
    "origQty": "1",
    "executedQty": "0",
    "cumQuote": "0",
    "timeInForce": "GTC",
    "type": "LIMIT",
    "reduceOnly": false,
    "closePosition": false,
    "side": "BUY",
    "positionSide": "BOTH",
    "stopPrice": "0",
    "workingType": "CONTRACT_PRICE",
    "priceMatch": "NONE",
    "selfTradePreventionMode": "EXPIRE_MAKER",
    "goodTillDate": "null",
    "priceProtect": false,
    "origType": "LIMIT",
    "time": 1692849639460,
    "updateTime": 1692849639460
}

Taker Order

{
    "orderId": 292864712,
    "symbol": "BTCUSDT",
    "status": "EXPIRED",
    "clientOrderId": "testTaker1",
    "price": "20000",
    "avgPrice": "0.0000",
    "origQty": "3",
    "executedQty": "0",
    "cumQuote": "0",
    "timeInForce": "GTC",
    "type": "LIMIT",
    "reduceOnly": false,
    "closePosition": false,
    "side": "SELL",
    "positionSide": "BOTH",
    "stopPrice": "0",
    "workingType": "CONTRACT_PRICE",
    "priceMatch": "NONE",
    "selfTradePreventionMode": "EXPIRED",
    "goodTillDate": "null",
    "priceProtect": false,
    "origType": "LIMIT",
    "time": 1692849639460,
    "updateTime": 1692849639460
}