Hi all,
I came across the Filter failure: LOT_SIZE
error (code -2010
) several times during the recent TKO initial crypto coin listing. I got this error about 8 times with the same request before a successful order was placed and executed.
My code takes advantage of the quoteOrderQty
param to market buy a coin based on total USDT value. Here is a simplified version of my logs:
{'code': -2010, 'msg': 'Filter failure: LOT_SIZE'}
{'code': -2010, 'msg': 'Filter failure: LOT_SIZE'}
{'code': -2010, 'msg': 'Filter failure: LOT_SIZE'}
{'code': -2010, 'msg': 'Filter failure: LOT_SIZE'}
{'code': -2010, 'msg': 'Filter failure: LOT_SIZE'}
{'code': -2010, 'msg': 'Filter failure: LOT_SIZE'}
{'code': -2010, 'msg': 'Filter failure: LOT_SIZE'}
{'code': -2010, 'msg': 'Filter failure: LOT_SIZE'}
Successfully placed market order
My understandings are that during high volatility, the server is unable to calculate the quantity
param based on the supplied quoteOrderQty
param quick enough due to high fluctuations in the market price and as a result, returned the LOT_SIZE
error. Once the price of the coin slows down, the time taken to calculate quantity
is sufficient to place the order and hence is why after 8 unsuccessful trials, my order was eventually placed. Is quoteOrderQty
slower than placing a normal market order with quantity
?
I was wondering if someone with experience could confirm my understandings of this. I understand I could potentially just use the quantity
param but this would require guessing and may lead to insufficient balance or left over. I am open to all suggestions and potential solutions to work around this.
Cheers!