I have recently been running into this issue quite a few times. Here is what happens:
- place buy order in quote asset
- order gets filled with base asset stepSize
- stepSize increases
- place sell order with new stepSize
- cannot sell all my previously bought base asset, because I am holding a rest that is smaller than the new stepSize
Of course afterwards the stepSize stays the same, a stepSize increase just happend to be right between my two orders.
At what frequency are the stepSizes expected to change and why do these adjustments happen? Is
there any way to avoid this problem?
(If this was not clear, I am talking about the stepSize of the LOT_SIZE filter returned by the exchangeInfo endpoint)