Futures Order Management with Price and Time-Based Repricing

Summary

This client code illustrates order handling for coin-margined futures. It configures position mode, margin mode, and leverage, submits buy and sell orders, checks order status, and exposes account, position, contract, depth, and funding-rate queries. Limit orders are the default; market orders are also supported.

For unfinished orders, configurable rules can trigger cancellation and resubmission after the market moves beyond a threshold or after a waiting period. The replacement order uses a price near the current market and subtracts the amount already filled. An automatic cancellation option is also provided. These are execution controls, not a directional strategy. The document supplies no measured slippage, fill-rate, profitability, or risk results, and the excerpt is partial; actual behavior depends on configuration and exchange responses.

Key ideas

• The client supports limit and market orders for coin-margined futures.
• It can set position mode, margin treatment, and leverage when initialized.
• Price movement or elapsed time can trigger cancellation and resubmission of unfinished orders.
• Replacement quantities account for fills reported before cancellation.
• The code also provides access to positions, order book depth, contract information, and funding rates.

Tags

From a private course collection; the original is not published.