自我交易预防 (Self Trade Prevention - STP) 常见问题

免责声明:

此处使用的佣金和价格是虚构的，并不反映实际交易所的设置。

什么是 Self Trade Prevention - STP?

自我交易预防是指阻止订单与来自同一账户或者同一 tradeGroupId 账户的订单交易。

什么是自我交易（self-trade）?

在以下任一情况下都可能发生自我交易：

属于同一账户的订单之间交易。
属于相同 tradeGroupId 的账户的订单之间交易。

STP 触发时会发生什么？

如果订单会触发自我交易，系统将执行五种可能的模式：

NONE - 此模式使订单免于自我交易预防。

EXPIRE_TAKER - 此模式通过立即使吃单者(taker)的剩余数量过期来预防交易。

EXPIRE_MAKER - 此模式通过立即使潜在挂单者(maker)的剩余数量过期来预防交易。

EXPIRE_BOTH - 此模式通过立即同时使吃单和挂单者的剩余数量过期来预防交易。

DECREMENT - 此模式通过阻止匹配的数量来增加两种订单的 prevented quantity。这将使可用数量较少的订单过期，如果两个订单的可用数量相等，那么两个订单都将过期。

TRANSFER - 如果订单来自同一账户，则行为与 DECREMENT 相同。如果订单来自不同账户且具有相同的 tradeGroupId，则除了 DECREMENT 的行为外，最后被阻止的数量 及其名义价值将在两个账户之间转移。

STP 行为通常仅由吃单的 STP 模式决定。例外情况是，只有当挂单和吃单都指定 STP 模式为 TRANSFER 时，才会发生 STP TRANSFER。如果吃单指定 STP 模式为 TRANSFER，但挂单指定了不同的 STP 模式，则 STP 行为为 DECREMENT。

总结如下：

吃单 STP 模式	挂单 STP 模式	实际生效的 STP 模式
`TRANSFER`	`TRANSFER`	`TRANSFER`
`TRANSFER`	`EXPIRE_MAKER`、`EXPIRE_TAKER`、`EXPIRE_BOTH`、`NONE`、`DECREMENT`	`DECREMENT`
`EXPIRE_MAKER`、`EXPIRE_TAKER`、`EXPIRE_BOTH`、`NONE`、`DECREMENT`	任意 STP 模式	吃单的 STP 模式

什么是交易组 Id（Trade Group Id）?

属于同一 tradeGroupId 的账户被视为同一交易组。相同交易组成员提交的订单有 STP 资格。

每个账户可以从 GET /api/v3/account（REST API）或 account.status（WebSocket API）确认账户是否属于同一个 tradeGroupId。

tradeGroupId 也存在 GET /api/v3/preventedMatches（REST API）或 myPreventedMatches（WebSocket API）的响应中。

如果该值为 -1，这表示账户未设置 tradeGroupId，因此 STP 只能发生在同一账户的订单之间。

什么是 Prevented Match?

当一个或多个订单因 STP 而过期时，这会创建一个被阻止的撮合交易事务。

当一个自我交易被阻止时，将会创建一个被阻止的撮合交易事务。隶属于被阻止的撮合交易中的订单会增加其 prevented quantity 然后导致一个或多个订单过期。

通过 REST API 的 GET /api/v3/preventedMatches 或 WebSocket API 的 myPreventedMatches 可以查询到有哪些被阻止的撮合交易。

请求的响应示例：

[
    {
        "symbol": "BTCDUSDT",                         // 交易对
        "preventedMatchId": 8,                        // 被阻止撮合交易的Id
        "takerOrderId": 12,                           // 吃单者的订单Id
        "makerOrderId": 10,                           // 挂单者的订单Id
        "tradeGroupId": 1,                            // 交易组的Id。（如果账户不属于交易组，则为 -1）
        "selfTradePreventionMode": "EXPIRE_BOTH",     // 订单过期的 STP 模式。
        "price": "50.00000000",                       // 撮合交易的价格。
        "takerPreventedQuantity": "1.00000000",       // 在STP 前， 吃单者的剩余数量。 仅在 STP 模式为 EXPIRE_TAKER 或 EXPIRE_BOTH 或 DECREMENT 时出现。
        "makerPreventedQuantity": "10.00000000",      // 在STP 前， 挂单者的剩余数量。 仅在 STP 模式为 EXPIRE_MAKER 或 EXPIRE_BOTH 或 DECREMENT 时出现。
        "transactTime": 1663190634060                 // 订单因 STP 而过期的时间。
    }
]

什么是 "prevented quantity"?

STP事件会导致挂单的数量失效； STP的模式 EXPIRE_TAKER， EXPIRE_MAKER 以及 EXPIRE_BOTH 会使挂单中剩余的数量全部失效，从而使整个订单失效。

Prevented quantity 表示订单中因为STP事件失效的数量，用户WebSocket数据流中可能有如下两个字段：

{
    "A": "3.000000",     // Prevented Quantity
    "B": "3.000000"      // Last Prevented Quantity
}

B 代表着 TRADE_PREVENTION 交易类型，其值表示本次STP事件导致失效的订单数量。

A 代表着某订单因为STP事件导致的累计失效订单数量。对于 EXPIRE_TAKER， EXPIRE_MAKER 以及 EXPIRE_BOTH 模式, 其值总是和 B 一样。

由于 STP 而过期的订单的 API 响应也将有一个 preventedQuantity 字段，指示在订单由于 STP 而过期的累计数量。

如果订单是处于挂单状态, 如下的公式成立:

original order quantity - executed quantity - prevented quantity = quantity available for further execution
原始的订单数量 - 执行的订单数量 - 被过期的数量 = 可用于未来执行的数量

当一个订单的可用数量归 0 时，该订单会被从订单簿中移除。这个状态会是 EXPIRED_IN_MATCH， FILLED，或 EXPIRED 模式中的一个。

如何知道有那些交易对支持 STP?

交易对可以配置为允许不同的 STP 模式集并采用不同的默认 STP 模式。

defaultSelfTradePreventionMode - 如果用户在下单时不提供，订单将使用此 STP 模式。

allowedSelfTradePreventionModes - 交易对允许的下单 STP 模式集。

例如，如果交易对有以下配置：

{
    "defaultSelfTradePreventionMode": "NONE",
    "allowedSelfTradePreventionModes": ["NONE", "EXPIRE_TAKER", "EXPIRE_BOTH"]
}

这表示如果用户在没有提供 selfTradePreventionMode 的情况下发送订单，发送的订单有 NONE 的值。

如果用户想明确指定模式，可以传 NONE，EXPIRE_TAKER，或 EXPIRE_BOTH。

如果用户尝试为此交易对的订单指定 EXPIRE_MAKER，将会收到错误消息：

{
    "code": -1013,
    "msg": "This symbol does not allow the specified self-trade prevention mode."
}

如何知道订单因为 STP 而过期？

订单的状态会是 EXPIRED_IN_MATCH.

STP 的一些示例

假设以下示例的所有订单都是在同一个账户下发送。

情况 A - 用户发送一个带有 selfTradePreventionMode:NONE 的新订单，该订单将与订单薄上已有的另一个订单撮合。

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

结果: : 没有 STP 被触发，订单会撮合。

Maker 订单的状态

{
    "symbol": "BTCUSDT",
    "orderId": 2,
    "orderListId": -1,
    "clientOrderId": "FaDk4LPRxastaICEFE9YTf",
    "price": "1.000000",
    "origQty": "1.000000",
    "executedQty": "1.000000",
    "cummulativeQuoteQty": "1.000000",
    "status": "FILLED",
    "timeInForce": "GTC",
    "type": "LIMIT",
    "side": "BUY",
    "stopPrice": "0.000000",
    "icebergQty": "0.000000",
    "time": 1670217090310,
    "updateTime": 1670217090330,
    "isWorking": true,
    "workingTime": 1670217090310,
    "origQuoteOrderQty": "0.000000",
    "selfTradePreventionMode": "NONE"
}

Taker 订单的状态

{
    "symbol": "BTCUSDT",
    "orderId": 3,
    "orderListId": -1,
    "clientOrderId": "Ay48Vtpghnsvy6w8RPQEde",
    "transactTime": 1670207731263,
    "price": "1.000000",
    "origQty": "1.000000",
    "executedQty": "1.000000",
    "cummulativeQuoteQty": "1.000000",
    "status": "FILLED",
    "timeInForce": "GTC",
    "type": "LIMIT",
    "side": "SELL",
    "workingTime": 1670207731263,
    "fills": [
        {
            "price": "1.000000",
            "qty": "1.000000",
            "commission": "0.000000",
            "commissionAsset": "USDT",
            "tradeId": 1
        }
    ],
    "selfTradePreventionMode": "NONE"
}

情况 B - 用户发送带有 EXPIRE_MAKER 的订单，该订单将与订单薄上已有的订单撮合。

Maker 订单 1: symbol=BTCUSDT side=BUY type=LIMIT quantity=1.2 price=1.2 selfTradePreventionMode=NONE
Maker 订单 2: symbol=BTCUSDT side=BUY type=LIMIT quantity=1.3 price=1.1 selfTradePreventionMode=NONE
Maker 订单 3: symbol=BTCUSDT side=BUY type=LIMIT quantity=8.1 price=1   selfTradePreventionMode=NONE
Taker 订单 1: symbol=BTCUSDT side=SELL type=LIMIT quantity=3 price=1    selfTradePreventionMode=EXPIRE_MAKER

结果: : 由于 STP，订单薄上的订单将会过期，taker 订单将继续在订单薄。

Maker 订单 1

{
    "symbol": "BTCUSDT",
    "orderId": 2,
    "orderListId": -1,
    "clientOrderId": "wpNzhSclc16pV8g5THIOR3",
    "price": "1.200000",
    "origQty": "1.200000",
    "executedQty": "0.000000",
    "cummulativeQuoteQty": "0.000000",
    "status": "EXPIRED_IN_MATCH",
    "timeInForce": "GTC",
    "type": "LIMIT",
    "side": "BUY",
    "stopPrice": "0.000000",
    "icebergQty": "0.000000",
    "time": 1670217957437,
    "updateTime": 1670217957498,
    "isWorking": true,
    "workingTime": 1670217957437,
    "origQuoteOrderQty": "0.000000",
    "selfTradePreventionMode": "NONE",
    "preventedMatchId": 0,
    "preventedQuantity": "1.200000"
}

Maker 订单 2

{
    "symbol": "BTCUSDT",
    "orderId": 3,
    "orderListId": -1,
    "clientOrderId": "ZT9emqia99V7x8B6FW0pFF",
    "price": "1.100000",
    "origQty": "1.300000",
    "executedQty": "0.000000",
    "cummulativeQuoteQty": "0.000000",
    "status": "EXPIRED_IN_MATCH",
    "timeInForce": "GTC",
    "type": "LIMIT",
    "side": "BUY",
    "stopPrice": "0.000000",
    "icebergQty": "0.000000",
    "time": 1670217957458,
    "updateTime": 1670217957498,
    "isWorking": true,
    "workingTime": 1670217957458,
    "origQuoteOrderQty": "0.000000",
    "selfTradePreventionMode": "NONE",
    "preventedMatchId": 1,
    "preventedQuantity": "1.300000"
}

Maker 订单 3

{
    "symbol": "BTCUSDT",
    "orderId": 4,
    "orderListId": -1,
    "clientOrderId": "8QZ3taGcU4gND59TxHAcR0",
    "price": "1.000000",
    "origQty": "8.100000",
    "executedQty": "0.000000",
    "cummulativeQuoteQty": "0.000000",
    "status": "EXPIRED_IN_MATCH",
    "timeInForce": "GTC",
    "type": "LIMIT",
    "side": "BUY",
    "stopPrice": "0.000000",
    "icebergQty": "0.000000",
    "time": 1670217957478,
    "updateTime": 1670217957498,
    "isWorking": true,
    "workingTime": 1670217957478,
    "origQuoteOrderQty": "0.000000",
    "selfTradePreventionMode": "NONE",
    "preventedMatchId": 2,
    "preventedQuantity": "8.100000"
}

Taker 订单的响应

{
    "symbol": "BTCUSDT",
    "orderId": 5,
    "orderListId": -1,
    "clientOrderId": "WRzbhp257NhZsIJW4y2Nri",
    "transactTime": 1670217957498,
    "price": "1.000000",
    "origQty": "3.000000",
    "executedQty": "0.000000",
    "cummulativeQuoteQty": "0.000000",
    "status": "NEW",
    "timeInForce": "GTC",
    "type": "LIMIT",
    "side": "SELL",
    "workingTime": 1670217957498,
    "fills": [],
    "preventedMatches": [
        {
            "preventedMatchId": 0,
            "makerOrderId": 2,
            "price": "1.200000",
            "makerPreventedQuantity": "1.200000"
        },
        {
            "preventedMatchId": 1,
            "makerOrderId": 3,
            "price": "1.100000",
            "makerPreventedQuantity": "1.300000"
        },
        {
            "preventedMatchId": 2,
            "makerOrderId": 4,
            "price": "1.000000",
            "makerPreventedQuantity": "8.100000"
        }
    ],
    "selfTradePreventionMode": "EXPIRE_MAKER"
}

情况 C - 用户发送带有 EXPIRE_TAKER 的订单，该订单将与订单薄上已有的订单撮合。

Maker 订单 1: symbol=BTCUSDT side=BUY type=LIMIT quantity=1.2 price=1.2  selfTradePreventionMode=NONE
Maker 订单 2: symbol=BTCUSDT side=BUY type=LIMIT quantity=1.3 price=1.1  selfTradePreventionMode=NONE
Maker 订单 3: symbol=BTCUSDT side=BUY type=LIMIT quantity=8.1 price=1    selfTradePreventionMode=NONE
Taker 订单 1: symbol=BTCUSDT side=SELL type=LIMIT quantity=3 price=1 selfTradePreventionMode=EXPIRE_TAKER

结果: : 已经在订单薄上的订单将保留，而taker订单将过期。

Maker 订单 1

{
    "symbol": "BTCUSDT",
    "orderId": 2,
    "orderListId": -1,
    "clientOrderId": "NpwW2t0L4AGQnCDeNjHIga",
    "price": "1.200000",
    "origQty": "1.200000",
    "executedQty": "0.000000",
    "cummulativeQuoteQty": "0.000000",
    "status": "NEW",
    "timeInForce": "GTC",
    "type": "LIMIT",
    "side": "BUY",
    "stopPrice": "0.000000",
    "icebergQty": "0.000000",
    "time": 1670219811986,
    "updateTime": 1670219811986,
    "isWorking": true,
    "workingTime": 1670219811986,
    "origQuoteOrderQty": "0.000000",
    "selfTradePreventionMode": "NONE"
}

Maker 订单 2

{
    "symbol": "BTCUSDT",
    "orderId": 3,
    "orderListId": -1,
    "clientOrderId": "TSAmJqGWk4YTB2yA9p04UO",
    "price": "1.100000",
    "origQty": "1.300000",
    "executedQty": "0.000000",
    "cummulativeQuoteQty": "0.000000",
    "status": "NEW",
    "timeInForce": "GTC",
    "type": "LIMIT",
    "side": "BUY",
    "stopPrice": "0.000000",
    "icebergQty": "0.000000",
    "time": 1670219812007,
    "updateTime": 1670219812007,
    "isWorking": true,
    "workingTime": 1670219812007,
    "origQuoteOrderQty": "0.000000",
    "selfTradePreventionMode": "NONE"
}

Maker 订单 3

{
    "symbol": "BTCUSDT",
    "orderId": 4,
    "orderListId": -1,
    "clientOrderId": "L6FmpCJJP6q4hCNv4MuZDG",
    "price": "1.000000",
    "origQty": "8.100000",
    "executedQty": "0.000000",
    "cummulativeQuoteQty": "0.000000",
    "status": "NEW",
    "timeInForce": "GTC",
    "type": "LIMIT",
    "side": "BUY",
    "stopPrice": "0.000000",
    "icebergQty": "0.000000",
    "time": 1670219812026,
    "updateTime": 1670219812026,
    "isWorking": true,
    "workingTime": 1670219812026,
    "origQuoteOrderQty": "0.000000",
    "selfTradePreventionMode": "NONE"
}

Taker 订单的状态

{
    "symbol": "BTCUSDT",
    "orderId": 5,
    "orderListId": -1,
    "clientOrderId": "kocvDAi4GNN2y1l1Ojg1Ri",
    "price": "1.000000",
    "origQty": "3.000000",
    "executedQty": "0.000000",
    "cummulativeQuoteQty": "0.000000",
    "status": "EXPIRED_IN_MATCH",
    "timeInForce": "GTC",
    "type": "LIMIT",
    "side": "SELL",
    "stopPrice": "0.000000",
    "icebergQty": "0.000000",
    "time": 1670219812046,
    "updateTime": 1670219812046,
    "isWorking": true,
    "workingTime": 1670219812046,
    "origQuoteOrderQty": "0.000000",
    "selfTradePreventionMode": "EXPIRE_TAKER",
    "preventedMatchId": 0,
    "preventedQuantity": "3.000000"
}

情况 D - 用户发送带有 EXPIRE_BOTH 的订单，该订单将与订单薄上已有的订单撮合。

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

结果: 两个订单都将过期。

Maker 订单

{
    "symbol": "BTCUSDT",
    "orderId": 2,
    "orderListId": -1,
    "clientOrderId": "2JPC8xjpLq6Q0665uYWAcs",
    "price": "1.000000",
    "origQty": "1.000000",
    "executedQty": "0.000000",
    "cummulativeQuoteQty": "0.000000",
    "status": "EXPIRED_IN_MATCH",
    "timeInForce": "GTC",
    "type": "LIMIT",
    "side": "BUY",
    "stopPrice": "0.000000",
    "icebergQty": "0.000000",
    "time": 1673842412831,
    "updateTime": 1673842413170,
    "isWorking": true,
    "workingTime": 1673842412831,
    "origQuoteOrderQty": "0.000000",
    "selfTradePreventionMode": "NONE",
    "preventedMatchId": 0,
    "preventedQuantity": "1.000000"
}

Taker 订单

{
    "symbol": "BTCUSDT",
    "orderId": 5,
    "orderListId": -1,
    "clientOrderId": "qMaz8yrOXk2iUIz74cFkiZ",
    "transactTime": 1673842413170,
    "price": "1.000000",
    "origQty": "3.000000",
    "executedQty": "0.000000",
    "cummulativeQuoteQty": "0.000000",
    "status": "EXPIRED_IN_MATCH",
    "timeInForce": "GTC",
    "type": "LIMIT",
    "side": "SELL",
    "workingTime": 1673842413170,
    "fills": [],
    "preventedMatches": [
        {
            "preventedMatchId": 0,
            "makerOrderId": 2,
            "price": "1.000000",
            "takerPreventedQuantity": "3.000000",
            "makerPreventedQuantity": "1.000000"
        }
    ],
    "selfTradePreventionMode": "EXPIRE_BOTH",
    "tradeGroupId": 1,
    "preventedQuantity": "3.000000"
}

情况 E - 用户在订单薄上有一个带有 EXPIRE_MAKER 的订单，然后发送一个带有 EXPIRE_TAKER 的新订单，该订单将与订单薄上的订单撮合。

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

结果: 将使用 taker 订单的 STP 模式，因此 taker 订单将过期。

Maker 订单

{
    "symbol": "BTCUSDT",
    "orderId": 0,
    "orderListId": -1,
    "clientOrderId": "jFUap8iFwwgqIpOfAL60GS",
    "price": "1.000000",
    "origQty": "1.000000",
    "executedQty": "0.000000",
    "cummulativeQuoteQty": "0.000000",
    "status": "NEW",
    "timeInForce": "GTC",
    "type": "LIMIT",
    "side": "BUY",
    "stopPrice": "0.000000",
    "icebergQty": "0.000000",
    "time": 1670220769261,
    "updateTime": 1670220769261,
    "isWorking": true,
    "workingTime": 1670220769261,
    "origQuoteOrderQty": "0.000000",
    "selfTradePreventionMode": "EXPIRE_MAKER"
}

Taker 订单

{
    "symbol": "BTCUSDT",
    "orderId": 1,
    "orderListId": -1,
    "clientOrderId": "zxrvnNNm1RXC3rkPLUPrc1",
    "transactTime": 1670220800315,
    "price": "1.000000",
    "origQty": "1.000000",
    "executedQty": "0.000000",
    "cummulativeQuoteQty": "0.000000",
    "status": "EXPIRED_IN_MATCH",
    "timeInForce": "GTC",
    "type": "LIMIT",
    "side": "SELL",
    "workingTime": 1670220800315,
    "fills": [],
    "preventedMatches": [
        {
            "preventedMatchId": 0,
            "makerOrderId": 0,
            "price": "1.000000",
            "takerPreventedQuantity": "1.000000"
        }
    ],
    "selfTradePreventionMode": "EXPIRE_TAKER",
    "preventedQuantity": "1.000000"
}

情况 F - 用户发送带有 EXPIRE_MAKER 的市价订单，该订单将与订单薄上已有的订单撮合。

Maker 订单: symbol=BTCUSDT side=BUY type=LIMIT quantity=1 price=1  selfTradePreventionMode=NONE
Taker 订单: symbol=BTCUSDT side=SELL type=MARKET quantity=1 selfTradePreventionMode=EXPIRE_MAKER

结果: 由于 STP，订单薄上的订单会过期，状态为 EXPIRED_IN_MATCH。由于订单薄上的流动性低，新订单也已过期但状态为 EXPIRED。

Maker 订单

{
    "symbol": "BTCUSDT",
    "orderId": 2,
    "orderListId": -1,
    "clientOrderId": "7sgrQQInL69XDMQpiqMaG2",
    "price": "1.000000",
    "origQty": "1.000000",
    "executedQty": "0.000000",
    "cummulativeQuoteQty": "0.000000",
    "status": "EXPIRED_IN_MATCH",
    "timeInForce": "GTC",
    "type": "LIMIT",
    "side": "BUY",
    "stopPrice": "0.000000",
    "icebergQty": "0.000000",
    "time": 1670222557456,
    "updateTime": 1670222557478,
    "isWorking": true,
    "workingTime": 1670222557456,
    "origQuoteOrderQty": "0.000000",
    "selfTradePreventionMode": "NONE",
    "preventedMatchId": 0,
    "preventedQuantity": "1.000000"
}

Taker 订单

{
    "symbol": "BTCUSDT",
    "orderId": 3,
    "orderListId": -1,
    "clientOrderId": "zqhsgGDEcdhxy2oza2Ljxd",
    "transactTime": 1670222557478,
    "price": "0.000000",
    "origQty": "1.000000",
    "executedQty": "0.000000",
    "cummulativeQuoteQty": "0.000000",
    "status": "EXPIRED",
    "timeInForce": "GTC",
    "type": "MARKET",
    "side": "SELL",
    "workingTime": 1670222557478,
    "fills": [],
    "preventedMatches": [
        {
            "preventedMatchId": 0,
            "makerOrderId": 2,
            "price": "1.000000",
            "makerPreventedQuantity": "1.000000"
        }
    ],
    "selfTradePreventionMode": "EXPIRE_MAKER"
}

情况 G - 用户发送带有 DECREMENT 的限价订单，该订单将与订单薄上已有的订单撮合。

Maker 订单： symbol=BTCUSDT side=BUY  type=LIMIT quantity=6 price=2  selfTradePreventionMode=NONE
Taker 订单： symbol=BTCUSDT side=SELL type=LIMIT quantity=2 price=2  selfTradePreventionMode=DECREMENT

结果: 两个订单的 preventedQuantity 均为 2。由于这是 Taker 订单的所有可用数量，此订单会因为 STP 而过期。

Maker 订单

{
    "symbol": "BTCUSDT",
    "orderId": 23,
    "orderListId": -1,
    "clientOrderId": "Kxb4RpsBhfQrkK2r2YO2Z9",
    "price": "2.00000000",
    "origQty": "6.00000000",
    "executedQty": "0.00000000",
    "cummulativeQuoteQty": "0.00000000",
    "status": "NEW",
    "timeInForce": "GTC",
    "type": "LIMIT",
    "side": "BUY",
    "stopPrice": "0.00000000",
    "icebergQty": "0.00000000",
    "time": 1741682807892,
    "updateTime": 1741682816376,
    "isWorking": true,
    "workingTime": 1741682807892,
    "origQuoteOrderQty": "0.00000000",
    "selfTradePreventionMode": "DECREMENT",
    "preventedMatchId": 4,
    "preventedQuantity": "2.00000000"
}

Taker 订单

{
    "symbol": "BTCUSDT",
    "orderId": 24,
    "orderListId": -1,
    "clientOrderId": "dwf3qOzD7GM9ysDn9XG9AS",
    "price": "2.00000000",
    "origQty": "2.00000000",
    "executedQty": "0.00000000",
    "cummulativeQuoteQty": "0.00000000",
    "status": "EXPIRED_IN_MATCH",
    "timeInForce": "GTC",
    "type": "LIMIT",
    "side": "SELL",
    "stopPrice": "0.00000000",
    "icebergQty": "0.00000000",
    "time": 1741682816376,
    "updateTime": 1741682816376,
    "isWorking": true,
    "workingTime": 1741682816376,
    "origQuoteOrderQty": "0.00000000",
    "selfTradePreventionMode": "DECREMENT",
    "preventedMatchId": 4,
    "preventedQuantity": "2.00000000"
}

场景 H - 用户发送一个带有 TRANSFER 的限价订单，该订单将与同一 tradeGroupId 下的现有订单匹配。

下单前余额

Maker 余额

{
    "balances": [
        {
            "asset": "BTC",
            "free": "20000.00000000",
            "locked": "0.00000000"
        },
        {
            "asset": "USDT",
            "free": "20000.00000000",
            "locked": "0.00000000"
        }
    ]
}

Taker 余额

{
    "balances": [
        {
            "asset": "BTC",
            "free": "20000.00000000",
            "locked": "0.00000000"
        },
        {
            "asset": "USDT",
            "free": "20000.00000000",
            "locked": "0.00000000"
        }
    ]
}

Maker Order: symbol=BTCUSDT side=BUY  type=LIMIT quantity=0.6 price=0.2  selfTradePreventionMode=TRANSFER tradeGroupId=1
Taker Order: symbol=BTCUSDT side=SELL type=LIMIT quantity=0.2 price=0.2  selfTradePreventionMode=TRANSFER tradeGroupId=1

结果： 两个订单的 preventedQuantity 都为 0.2。由于这是吃单方的全部数量，该订单因 STP 而过期。

Maker 订单

{
    "symbol": "BTCUSDT",
    "orderId": 12,
    "orderListId": -1,
    "clientOrderId": "zEyu9HGqiT5YUaXXhKr1MR",
    "price": "0.20000000",
    "origQty": "0.60000000",
    "executedQty": "0.00000000",
    "cummulativeQuoteQty": "0.00000000",
    "status": "NEW",
    "timeInForce": "GTC",
    "type": "LIMIT",
    "side": "BUY",
    "stopPrice": "0.00000000",
    "icebergQty": "0.00000000",
    "time": 1762852466582,
    "updateTime": 1762852522145,
    "isWorking": true,
    "workingTime": 1762852466582,
    "origQuoteOrderQty": "0.00000000",
    "selfTradePreventionMode": "TRANSFER",
    "preventedMatchId": 3,
    "preventedQuantity": "0.20000000"
}

Taker 订单

{
    "symbol": "BTCUSDT",
    "orderId": 13,
    "orderListId": -1,
    "clientOrderId": "6T06cph3Et2yFNnGpHdejh",
    "transactTime": 1762852522145,
    "price": "0.20000000",
    "origQty": "0.20000000",
    "executedQty": "0.00000000",
    "origQuoteOrderQty": "0.00000000",
    "cummulativeQuoteQty": "0.00000000",
    "status": "EXPIRED_IN_MATCH",
    "timeInForce": "GTC",
    "type": "LIMIT",
    "side": "SELL",
    "workingTime": 1762852522145,
    "fills": [],
    "preventedMatches": [
        {
            "preventedMatchId": 3,
            "makerSymbol": "BTCUSDT",
            "makerOrderId": 12,
            "price": "0.20000000",
            "takerPreventedQuantity": "0.20000000",
            "makerPreventedQuantity": "0.20000000"
        }
    ],
    "selfTradePreventionMode": "TRANSFER",
    "tradeGroupId": 1,
    "preventedQuantity": "0.20000000"
}

触发STP后的余额

Maker 余额

{
    "balances": [
        {
            "asset": "BTC",
            "free": "20000.20000000",
            "locked": "0.00000000"
        },
        {
            "asset": "USDT",
            "free": "19999.88000000",
            "locked": "0.08000000"
        }
    ]
}

Taker 余额

{
    "balances": [
        {
            "asset": "BTC",
            "free": "19999.80000000",
            "locked": "0.00000000"
        },
        {
            "asset": "USDT",
            "free": "20000.04000000",
            "locked": "0.00000000"
        }
    ]
}

自我交易预防 (Self Trade Prevention - STP) 常见问题

什么是 Self Trade Prevention - STP?​

什么是自我交易（self-trade）?​

STP 触发时会发生什么？​

什么是交易组 Id（Trade Group Id）?​

什么是 Prevented Match?​

什么是 "prevented quantity"?​

如何知道有那些交易对支持 STP?​

如何知道订单因为 STP 而过期？​

STP 的一些示例​

什么是 Self Trade Prevention - STP?

什么是自我交易（self-trade）?

STP 触发时会发生什么？

什么是交易组 Id（Trade Group Id）?

什么是 Prevented Match?

什么是 "prevented quantity"?

如何知道有那些交易对支持 STP?

如何知道订单因为 STP 而过期？

STP 的一些示例