LOT_SIZE error, but the amounts are fine

API Spot/Margin API
1

Hi all,

I’m fairly new to this and I’ve had a script running fairly consistently for a few weeks. A few days ago, I got the following error making a call to client.order_oco_sell:

binance.exceptions.BinanceAPIException: APIError(code=-1013): Filter failure: LOT_SIZE

with code that had previously been working. My code calculates the buy/sell prices and then rounds the figures to two decimal places. I’d made a slight tweak to that, but I don’t think that was the problem, since in the end I just used hard-coded values to test it and got the same error. This is my call from a few days ago, the price has changed since then so the amounts won’t work, but you get the idea:

oco_order = client.order_oco_sell(symbol='ETHBUSD', quantity=1, price='2682.67',
                                  stopPrice='2629.23', stopLimitPrice='2618.55',
                                  stopLimitTimeInForce='GTC')

I was able to enter these figures via the app no problem. I’ve also tried

round_step_size(amount, tick_size)

but I’m getting the same issue. I’ve notice stepSize is now 0.0001, whereas previously is it was 0.00001. I don’t know when this changed or if that has anything to do with it.

Any help would be much appreciated!

2

Each symbol has the filters defining all rules that client needs to follow to place orders.
You can find all rules from the endpoint /exchangeInfo.

Sometimes you may wish to print out the real parameters sent to server, which may different from what you set in the method.

3

Yes, I know that, but it doesn’t explain why I’m getting this issue.

This is the result from client.get_symbol_info(‘ETHBUSD’):

{'symbol': 'ETHBUSD', 'status': 'TRADING', 'baseAsset': 'ETH', 'baseAssetPrecision': 8, 'quoteAsset': 'BUSD', 'quotePrecision': 8, 'quoteAssetPrecision': 8, 'baseCommissionPrecision': 8, 'quoteCommissionPrecision': 8, 'orderTypes': ['LIMIT', 'LIMIT_MAKER', 'MARKET', 'STOP_LOSS_LIMIT', 'TAKE_PROFIT_LIMIT'], 'icebergAllowed': True, 'ocoAllowed': True, 'quoteOrderQtyMarketAllowed': True, 'allowTrailingStop': False, 'isSpotTradingAllowed': True, 'isMarginTradingAllowed': True, 'filters': [{'filterType': 'PRICE_FILTER', 'minPrice': '0.01000000', 'maxPrice': '100000.00000000', 'tickSize': '0.01000000'}, {'filterType': 'PERCENT_PRICE', 'multiplierUp': '5', 'multiplierDown': '0.2', 'avgPriceMins': 5}, {'filterType': 'LOT_SIZE', 'minQty': '0.00010000', 'maxQty': '90000.00000000', 'stepSize': '0.00010000'}, {'filterType': 'MIN_NOTIONAL', 'minNotional': '10.00000000', 'applyToMarket': True, 'avgPriceMins': 5}, {'filterType': 'ICEBERG_PARTS', 'limit': 10}, {'filterType': 'MARKET_LOT_SIZE', 'minQty': '0.00000000', 'maxQty': '1073.87326796', 'stepSize': '0.00000000'}, {'filterType': 'MAX_NUM_ORDERS', 'maxNumOrders': 200}, {'filterType': 'MAX_NUM_ALGO_ORDERS', 'maxNumAlgoOrders': 5}], 'permissions': ['SPOT', 'MARGIN']}

As I’ve mentioned previously, I’ve tried round_step_size using the relevant data from this call (tickSize and stepSize).

Why would the parameters being sent to the server differ from those in the code?

4

Don’t know if there is any issue in the library or anywhere, try this basic python script that is not using any third party, it should help to debug.

1 Like
5

Nice one - I’ll give that a shot in the next few days. Thanks very much :slight_smile:

6

Hi,

I’ve only now got round to having a look at this. My issue isn’t about buying, but placing an OCO sell order.

7

yes, trying the script above to place an OCO order, and see if it works.