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Retrieving and Grouping Binance USDT Futures Positions

Article Strategy library · Author: 夏天不打你
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Summary

This code example retrieves the account’s Binance futures positions through an account API endpoint and converts nonzero USDT-margined positions into a normalized position structure. The fields include symbol, absolute position size, entry price, unrealized profit, direction, contract type, margin, and leverage. A helper function searches the resulting list for a requested symbol.

The example also combines entries with the same normalized symbol, which can represent separate long and short sides under hedge mode. It is an API data-handling pattern rather than a trading strategy, and it reports no test results. Its scope is limited to nonzero positions whose symbols end in USDT; users should account for API response changes and verify how their platform represents one-way versus dual-side positions before relying on the output.

Key ideas

  • The example fetches a Binance futures account response and filters for nonzero USDT positions.
  • It maps exchange fields into a normalized position structure, including direction, entry price, margin, and leverage.
  • A lookup helper returns the position entry matching a requested symbol.
  • Entries with the same normalized symbol are grouped to accommodate separate long and short sides.
  • The example is limited to USDT-suffixed contracts and includes no validation or performance evidence.

Tags

CryptoFuturesPerpetual futures

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.