TwapNewTrade.ts•3.81 kB
// src/tools/binance-algo/future-algo/TwapNewTrade.ts
import { McpServer } from "@modelcontextprotocol/sdk/server/mcp.js";
import { algoClient } from "../../../config/binanceClient.js";
import { z } from "zod";
export function registerBinanceTwapNewTrade(server: McpServer) {
server.tool(
"BinanceTimeWeightedAveragePriceNewOrder",
"The Time-Weighted Average Price (TWAP) New Order API allows users to place a TWAP order on USDⓈ-M Contracts in Binance Futures. TWAP orders execute gradually over a specified duration to achieve a better average execution price while minimizing market impact.",
{
symbol: z.string().describe("Trading symbol (e.g., BTCUSDT)"),
side: z.enum(["BUY", "SELL"]).describe("Trading side (BUY or SELL)"),
positionSide: z
.enum(["BOTH", "LONG", "SHORT"])
.optional()
.describe("Default BOTH for One-way Mode; LONG or SHORT for Hedge Mode. Must be sent in Hedge Mode."),
quantity: z
.number()
.positive()
.min(1000)
.max(1000000)
.describe("Quantity of base asset; Notional must be between 1,000 and 1,000,000 USDT"),
duration: z
.number()
.int()
.min(300)
.max(86400)
.describe("Duration for TWAP orders in seconds. Must be between 300 and 86400"),
clientAlgoId: z.string().length(32).optional().describe("A unique 32-character ID among Algo orders"),
reduceOnly: z
.boolean()
.optional()
.describe("true or false. Default false; Cannot be sent in Hedge Mode or when opening a position"),
limitPrice: z
.number()
.positive()
.optional()
.describe("Limit price of the order; Defaults to market price if not sent"),
recvWindow: z.number().int().optional().describe("Time window for request validity")
},
async (params) => {
try {
const response = await algoClient.restAPI.timeWeightedAveragePriceFutureAlgo({
symbol: params.symbol,
side: params.side,
quantity: params.quantity,
duration: params.duration,
...(params.positionSide && { positionSide: params.positionSide }),
...(params.clientAlgoId && { clientAlgoId: params.clientAlgoId }),
...(params.reduceOnly !== undefined && { reduceOnly: params.reduceOnly }),
...(params.limitPrice !== undefined && { limitPrice: params.limitPrice }),
...(params.recvWindow !== undefined && { recvWindow: params.recvWindow })
});
const data = await response.data();
return {
content: [
{
type: "text",
text: `TWAP order on USDⓈ-M Contracts placed successfully for ${
params.symbol
}. Response: ${JSON.stringify(data)}`
}
]
};
} catch (error) {
const errorMessage = error instanceof Error ? error.message : String(error);
return {
content: [
{
type: "text",
text: `Failed to place a TWAP order on: ${errorMessage}`
}
],
isError: true
};
}
}
);
}