Again, with testnet being so wonky it’s hard to verify. Does quoteOrderQty need to be split into multiple requests just like if the quantity was too big?
Yes the filter applies. It will fail the MARKET_LOT_SIZE → maxQty filter if the quantity is too big.
but will it check against quantity that user would receive or quoteOrderQty?
@Jacek_Adamczyk The API doc mentions "MARKET orders using quoteOrderQty specifies the amount the user wants to spend (when buying) or receive (when selling) the quote asset; the correct quantity will be determined based on the market liquidity and quoteOrderQty ."
So if you put a too big quoteOrderQty, the determined quantity will also exceed maxQty.
@aisling I understand that, but it seems kind of odd if the user doesn’t know quantity beforehand [no price is known on market order] but it can be rejected because of the quantity of the bought asset is too big, not the quote asset.