spotTWAPOrder.ts•3.06 kB
// src/tools/binance-algo/spot-algo/spotTwapNewTrade.ts
import { McpServer } from "@modelcontextprotocol/sdk/server/mcp.js";
import { z } from "zod";
import { algoClient } from "../../../config/binanceClient.js";
export function registerBinanceSpotTwapNewTrade(server: McpServer) {
server.tool(
"BinanceSpotTimeWeightedAveragePriceNewOrder",
"The TWAP (Time-Weighted Average Price) New Order API allows users to place TWAP algorithmic orders for USDⓈ-M Futures on Binance.",
{
symbol: z.string().describe("Trading symbol (e.g., BTCUSDT)"),
side: z.enum(["BUY", "SELL"]).describe("Trading side (BUY or SELL)"),
quantity: z
.number()
.positive()
.describe(
"Quantity of base asset; Maximum notional per order is 200k, 2mm, or 10mm, depending on the symbol"
),
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. If not sent, a default value will be assigned"),
limitPrice: z
.number()
.positive()
.optional()
.describe("Limit price of the order; Defaults to market price if not sent")
},
async (params) => {
try {
const response = await algoClient.restAPI.timeWeightedAveragePriceSpotAlgo({
symbol: params.symbol,
side: params.side,
quantity: params.quantity,
duration: params.duration,
...(params.clientAlgoId !== undefined && { clientAlgoId: params.clientAlgoId }),
...(params.limitPrice !== undefined && { limitPrice: params.limitPrice })
});
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 TWAP algorithmic orders for USDⓈ-M Futures on Binance: ${errorMessage}`
}
],
isError: true
};
}
}
);
}