Getting PERCENT_PRICE filter limit when sending and MARKET order

API Futures API
1

Hi,

How can be possible to get PERCENT_PRICE filter limit error if I am trying to send a Market order? Is it a liquidity issue of the testnet? In principle, the Percent_Price filter limit error comes when the price a order is asking is above or below the multiplierUpprice and multiplierDownprice, isn’t it?

THank you in advance

2

Is it a liquidity issue of the testnet?

Yes, liquidity is most likely the cause here. If the market is not liquid enough, a big order may match with a large amount of orders in the order book, eventually matching orders with a price surpassing the PERCENT_PRICE filter.

3

THank you!!