Average price not included in BingX order

[grozz97]

Operating System

Ubuntu 20.04.5 LTS

Programming Languages

Python

CCXT Version

4.2.51

Description

Average price not included in BingX order ('average': None). This is important, especially for a market order.

{'info': {'symbol': 'NEXA-USDT', 'orderId': '1762393630149869568', 'transactTime': '1709022359774', 'price': '0.00000752', 'stopPrice': '0', 'origQty': '3094794', 'executedQty': '3057843', 'cummulativeQuoteQty': '23.349689148', 'status': 'FILLED', 'type': 'MARKET', 'side': 'SELL', 'clientOrderID': ''}, 'id': '1762393630149869568', 'clientOrderId': None, 'symbol': 'NEXA/USDT', 'timestamp': 1709022359774, 'datetime': '2024-02-27T08:25:59.774Z', 'lastTradeTimestamp': None, 'lastUpdateTimestamp': None, 'type': 'market', 'timeInForce': 'IOC', 'postOnly': None, 'side': 'sell', 'price': 7.52e-06, 'stopPrice': 0.0, 'triggerPrice': 0.0, 'stopLossPrice': None, 'takeProfitPrice': None, 'average': None, 'cost': 22.99497936, 'amount': 3094794.0, 'filled': 3057843.0, 'remaining': 36951.0, 'status': 'closed', 'fee': {'currency': 'USDT', 'cost': None}, 'trades': [], 'reduceOnly': None, 'fees': [{'currency': 'USDT', 'cost': None}]}

Code

order = await bingx.create_market_order(symbol, side, amount, end_price)

[sc0Vu]

Hi @grozz97

It seems we need to calculate manually. Is average price 23.349689148/3057843 = 0.000007636 in that order?

[grozz97]

@sc0Vu

In this example there was one transaction. I think it should be like this: average = price. But if there were several transactions, then apparently you will have to calculate the average price.

The exchange does not provide the average price for an order?

[sc0Vu]

@grozz97

Can you retrieve average price with fetchClosedOrders or watchOrders? Usually, exchange won't return executed price when create order. Is supposed to be async on exchange side? Would they send order to match engine and write result in db?

[grozz97]

@sc0Vu

We are talking about a market order. It is immediately executed and closed upon creation. For example, this method (create_market_order()) for other exchanges (gateio, mexc, coinex) always returns the correct "average" field.

[sc0Vu]

@grozz97 I think you're right, and exchange don't provide average (the info object is the response.

[ttodua]

the average field should be present, also cost field has been added. this issue is going to be closed now, if any further issues, feel free to re-open