Issue with order price and total qty

API Spot/Margin API
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1

Hello,

I’m testing on the Testnet and I would like to understand what’s happening in order to avoid issues in production.
As a test I was selling around 16 BNB at 485$ but I noticed in the order that the last two fills have a different price (364 and 100, instead of the average of 485).

{
"symbol": "BNBUSDT",
"orderId": 6630050,
"orderListId": -1,
"clientOrderId": "DGRaUozNw41URGdqfZJgWg",
"transactTime": 1630245149956,
"price": "0.00000000",
"origQty": "16.09000000",
"executedQty": "16.09000000",
"cummulativeQuoteQty": "7173.46200000",
"status": "FILLED",
"timeInForce": "GTC",
"type": "MARKET",
"side": "SELL",
"fills": [
    {
        "price": "485.30000000",
        "qty": "0.92000000",
        "commission": "0.00000000",
        "commissionAsset": "USDT",
        "tradeId": 494745
    },
    {
        "price": "485.10000000",
        "qty": "1.04000000",
        "commission": "0.00000000",
        "commissionAsset": "USDT",
        "tradeId": 494746
    },
    {
        "price": "484.90000000",
        "qty": "1.04000000",
        "commission": "0.00000000",
        "commissionAsset": "USDT",
        "tradeId": 494747
    },
    {
        "price": "484.80000000",
        "qty": "1.04000000",
        "commission": "0.00000000",
        "commissionAsset": "USDT",
        "tradeId": 494748
    },
    {
        "price": "484.70000000",
        "qty": "1.04000000",
        "commission": "0.00000000",
        "commissionAsset": "USDT",
        "tradeId": 494749
    },
    {
        "price": "484.60000000",
        "qty": "1.04000000",
        "commission": "0.00000000",
        "commissionAsset": "USDT",
        "tradeId": 494750
    },
    {
        "price": "484.50000000",
        "qty": "1.04000000",
        "commission": "0.00000000",
        "commissionAsset": "USDT",
        "tradeId": 494751
    },
    {
        "price": "484.40000000",
        "qty": "1.04000000",
        "commission": "0.00000000",
        "commissionAsset": "USDT",
        "tradeId": 494752
    },
    {
        "price": "484.30000000",
        "qty": "1.04000000",
        "commission": "0.00000000",
        "commissionAsset": "USDT",
        "tradeId": 494753
    },
    {
        "price": "484.20000000",
        "qty": "1.04000000",
        "commission": "0.00000000",
        "commissionAsset": "USDT",
        "tradeId": 494754
    },
    {
        "price": "484.10000000",
        "qty": "1.04000000",
        "commission": "0.00000000",
        "commissionAsset": "USDT",
        "tradeId": 494755
    },
    {
        "price": "484.00000000",
        "qty": "1.04000000",
        "commission": "0.00000000",
        "commissionAsset": "USDT",
        "tradeId": 494756
    },
    {
        "price": "483.90000000",
        "qty": "1.04000000",
        "commission": "0.00000000",
        "commissionAsset": "USDT",
        "tradeId": 494757
    },
    {
        "price": "483.40000000",
        "qty": "1.04000000",
        "commission": "0.00000000",
        "commissionAsset": "USDT",
        "tradeId": 494758
    },
    {
        "price": "364.20000000",
        "qty": "0.05000000",
        "commission": "0.00000000",
        "commissionAsset": "USDT",
        "tradeId": 494759
    },
    {
        "price": "100.00000000",
        "qty": "1.60000000",
        "commission": "0.00000000",
        "commissionAsset": "USDT",
        "tradeId": 494760
    }
]

Right after I wanted to test the opposite and tried to buy BNB with all the USDT left and something similar happened, leaving me with a total of around 11.6 BNB.

{
"symbol": "BNBUSDT",
"orderId": 6630073,
"orderListId": -1,
"clientOrderId": "uvppLvF5tkaR1RVJMFPbcQ",
"transactTime": 1630245160362,
"price": "0.00000000",
"origQty": "11.60000000",
"executedQty": "11.60000000",
"cummulativeQuoteQty": "7167.64200000",
"status": "FILLED",
"timeInForce": "GTC",
"type": "MARKET",
"side": "BUY",
"fills": [
    {
        "price": "485.70000000",
        "qty": "1.03000000",
        "commission": "0.00000000",
        "commissionAsset": "BNB",
        "tradeId": 494763
    },
    {
        "price": "630.54000000",
        "qty": "2.56000000",
        "commission": "0.00000000",
        "commissionAsset": "BNB",
        "tradeId": 494764
    },
    {
        "price": "630.86000000",
        "qty": "8.01000000",
        "commission": "0.00000000",
        "commissionAsset": "BNB",
        "tradeId": 494765
    }
]

Is there something wrong in the testnet or am I doing something wrong?

2

Hi.
This is the characteristic of the market order. It matches whatever resides in the order book until the quantity meets what you set or the order book is cleared.

3

Hello Ishuen,

Thank you for your reply. Based on my understanding and your answer, it is a problem of Testnet only, as the order book differ from the real order book. So this would not happen in production. Am I correct?

By my test selling 16 BNB at 485$ I should have got around 7.760$ while I got 7.173$ (Burned 587$). And right after by buying BNB with all 7.173$ at 485$ I should have got 14.8 BNB while I got 11.6 BNB (Burned 1.547$).
In short If I run this again other 2 or 3 times in a period of just 30 seconds or 1 minute I will be left with no liquidity in the Testnet.
I mean in real we will not see so much difference in the order book to burn liquidity like in the Testnet, correct?

4

We can only say this is less likely to happen in production. If you want to secure the minimum sell price, you should consider placing a limit order or a take profit order instead of a market order.

5

Thank you Ishuen.
It was simply to understand where the problem was and I understood that it’s just an issue with testnet.
Thank you for your support.