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Incorrect Lot Size for Binance LINKUSDT #8226

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4 tasks done
AlexCatarino opened this issue Jul 24, 2024 · 0 comments
Closed
4 tasks done

Incorrect Lot Size for Binance LINKUSDT #8226

AlexCatarino opened this issue Jul 24, 2024 · 0 comments

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@AlexCatarino
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Expected Behavior

The symbol properties database reflects the contract specs.

Actual Behavior

2024-07-23T21:01:09.4400098Z TRACE:: LiveTradingResultHandler.OrderEvent(): Time: 07/23/2024 21:01:09 OrderID: 1 EventID: 1 Symbol: LINKUSDT Status: Invalid Quantity: 84 LimitPrice: ₮13.901 StopPrice: ₮13.845 Message: Binance Order Event BrokerId:

Live Handled Error: Brokerage Warning: Order failed, Order Id: 2 timestamp: 7/23/2024 9:00:00 PM quantity: 84 content: {"code":-1013,"msg":"Filter failure: PRICE_FILTER"}

Potential Solution

Update SPDB:

https://api.binance.com/api/v3/exchangeInfo

{"symbol":"LINKUSDT", "filters":[{"filterType":"PRICE_FILTER","minPrice":"0.01000000","maxPrice":"10000.00000000","tickSize":"0.01000000"},{"filterType":"LOT_SIZE","minQty":"0.01000000","maxQty":"90000.00000000","stepSize":"0.01000000"}

On SPDB:
binance,LINKUSDT,crypto,LINKUSDT,USDT,1,0.001,0.01,LINKUSDT,5

Reproducing the Problem

Place limit order with 3 decimal places for LINKUSDT.

Checklist

  • I have completely filled out this template
  • I have confirmed that this issue exists on the current master branch
  • I have confirmed that this is not a duplicate issue by searching issues
  • I have provided detailed steps to reproduce the issue
@Romazes Romazes mentioned this issue Aug 30, 2024
Merged
11 tasks
wtindall1 pushed a commit to wtindall1/Lean that referenced this issue Nov 10, 2024
@Romazes @wtindall1
Fix: QuantConnect#8226, update spdb binance/binanceus (QuantConnect#8293
d66c179 
)

* feature: update binance spdb data

* feature: update binanceus spdb data

* test:fix: EURUSDC stable coins conversation
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@AlexCatarino