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，系统将执行三种可能的模式：
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。
STP 的发生取决于 Taker 订单 的 STP 模式。
因此，订单薄上的订单的 STP 模式不再有效果，并且将在所有未来的订单处理中被忽略。
如何在订单上设置自我交易预防 ？
自我交易预防可以通过下单接口的参数selfTradePreventionMode设置，相关接口如下：
POST /fapi/v1/order
POST /fapi/v1/batchOrders
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 /fapi/v1/accountConfig（REST 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。
我们将在之后的更新提供将子账户设置为同一tradeGroupId的功能
如何知道有那些交易对支持 STP?
所有GET fapi/v1/exchangeInfo中的交易对都支持selfTradePreventionMode。
哪些订单类型支持 STP？
LIMIT/MARKET/STOP/TAKE_PROFIT/STOP_MARKET/TAKE_PROFIT_MARKET/TRAILING_STOP_MARKET
在Time in force(timeInForce)设置为GTC/ IOC/ GTD时支持STP。当Time in force(timeInForce)为FOK
或 GTX时订单STP设置不生效
改单是否支持 STP?
目前不支持。改单会将订单的selfTradePreventionMode 重制为 NONE
如何知道订单因为 STP 而过期？
订单的状态会是 EXPIRED_IN_MATCH.
在用户信息流推送 ORDER_TRADE_UPDATE，如果订单因为STP过期字段X会显示EXPIRED_IN_MATCH
{ "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" : "EXPIRE_MAKER" , // selfTradePreventionMode "pm" : "QUEUE" , // price match type "gtd" : 1768879465650 // good till date } }
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 price=20002 selfTradePreventionMode=EXPIRE_MAKER Maker 订单 2: symbol=BTCUSDT side=BUY type=LIMIT quantity=1 price=20001 selfTradePreventionMode=EXPIRE_MAKER Taker 订单 1: symbol=BTCUSDT side=SELL type=LIMIT quantity=1 price=20000 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
{ "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" : "EXPIRE_MAKER" , "goodTillDate" : "null" , "priceProtect" : false , "origType" : "LIMIT" , "time" : 1692849639460 , "updateTime" : 1692849639460 }
Maker 订单 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" : "EXPIRE_MAKER" , "goodTillDate" : "null" , "priceProtect" : false , "origType" : "LIMIT" , "time" : 1692849639460 , "updateTime" : 1692849639460 }
Taker 订单的响应
{ "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 }
情况 B - 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 price=20002 selfTradePreventionMode=EXPIRE_MAKER Maker 订单 2: symbol=BTCUSDT side=BUY type=LIMIT quantity=1 price=20001 selfTradePreventionMode=EXPIRE_MAKER Taker 订单 1: symbol=BTCUSDT side=SELL type=LIMIT quantity=2 price=3 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
{ "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" : "EXPIRE_MAKER" , "goodTillDate" : "null" , "priceProtect" : false , "origType" : "LIMIT" , "time" : 1692849639460 , "updateTime" : 1692849639460 }
Maker 订单 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" : "EXPIRE_MAKER" , "goodTillDate" : "null" , "priceProtect" : false , "origType" : "LIMIT" , "time" : 1692849639460 , "updateTime" : 1692849639460 }
Taker 订单的状态
{ "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 }
情况 C - 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=20002 selfTradePreventionMode=EXPIRE_MAKER Taker 订单: symbol=BTCUSDT side=SELL type=LIMIT quantity=3 price=20000 selfTradePreventionMode=EXPIRE_BOTH
结果: 两个订单都将过期。
Maker 订单
{ "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 订单
{ "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 }
情况 D - 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 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
结果: 将使用 taker 订单的 STP 模式，因此 taker 订单将过期。
Maker 订单
{ "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 订单
{ "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 }
情况 E - 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=ABCDEF side=BUY type=LIMIT quantity=1 price=1 selfTradePreventionMode=EXPIRE_MAKER Taker 订单: symbol=ABCDEF side=SELL type=MARKET quantity=3 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
{ "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 订单
{ "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" : "EXPIRE_MAKER" , "goodTillDate" : "null" , "priceProtect" : false , "origType" : "LIMIT" , "time" : 1692849639460 , "updateTime" : 1692849639460 }
Last modified on July 21, 2026
