I don't think Binance have implemented such kind of sound notification yet but they do have a built-in price alert that you can set if ever the price moved and satisfies a certain alert types. Unfortunately, though, the alert notification only exist for
Spot Market. You can find what I am talking about if you go to Market >> Spot >> Choose a crypto of your choice >> Click Alert that can be found at the bottom part of the screen (I am using their mobile application).
Alternatively, I think you can use a third party application or website like TradingView[1] and set an alert for the same price as your order. I am sure that TradingView has that type of notification that you can receive to your mobile phone if ever the price crosses your specific order. It's just a workaround though..
[1]
https://www.tradingview.com/