python-binance order_limit_buy() APIError(code=-1013)：过滤失败: LOT_SIZE

Question

我在使用python-binance执行限价买入订单时遇到了问题。卖出限制订单功能执行得很好。我的账户上有35.95302628美元的余额。0.06545172930180404 * 548.26772 USDT = 35.89 USDT。

self.client = Client(KEY, Secret)

def round_decimals_down(self, number:float, decimals:int=2):
    """
    Returns a value rounded down to a specific number of decimal places.
    """
    self.number = number
    self.decimals = decimals
    if not isinstance(self.decimals, int):
        raise TypeError("decimal places must be an integer")
    elif self.decimals < 0:
        raise ValueError("decimal places has to be 0 or more")
    elif self.decimals == 0:
        return math.floor(self.number)

    factor = 10 ** self.decimals
    return math.floor(self.number * factor) / factor


def sell(self, symbol, offerSellPrice):
    self.symbol = symbol
    self.sellSymbol = (self.symbol + str("USDT"))
    self.quantity = self.cursor.execute("SELECT " + self.symbol + "Quantity FROM Table WHERE tID = (SELECT MAX(tID) FROM Table)").fetchval()
    self.offerSellPrice = offerSellPrice

    self.order = self.client.order_limit_sell(symbol=self.sellSymbol,
                                                      quantity=self.round_decimals_down(self.quantity, 6),
                                                      price=self.round_decimals_down(self.offerSellPrice, 2))


def buy(self, symbol, cryptoQuantity, offerBuyPrice):
    self.buySymbol = (symbol + str("USDT"))
    self.cryptoQuantity = cryptoQuantity
    self.offerBuyPrice = offerBuyPrice
    
    self.order = self.client.order_limit_buy(symbol=self.buySymbol,
                                      quantity=self.round_decimals_down(self.cryptoQuantity, 6),
                                       price=self.round_decimals_down(self.offerBuyPrice, 2))

buy('BCH', 0.06545172930180404, 548.26772)

回溯：

Traceback (most recent call last):
  File "c:\Users\User\Documents\CryptoBot\A9.py", line 891, in <module>
    loop.run_until_complete(main())
  File "C:\Program Files\Python39\lib\asyncio\base_events.py", line 642, in run_until_complete
    return future.result()
  File "c:\Users\User\Documents\CryptoBot\A9.py", line 881, in main
    s.operations()
  File "c:\Users\User\Documents\CryptoBot\A9.py", line 604, in operations
    self.buy(self.cryptoToBuy, self.rawCryptoQuantityBCH, self.offerBuyPriceBCH) 
  File "c:\Users\User\Documents\CryptoBot\A9.py", line 422, in buy
    self.order = self.client.order_limit_buy(symbol=self.buySymbol,
  File "C:\Users\User\AppData\Roaming\Python\Python39\site-packages\binance\client.py", line 1460, in order_limit_buy
    return self.order_limit(timeInForce=timeInForce, **params)
  File "C:\Users\User\AppData\Roaming\Python\Python39\site-packages\binance\client.py", line 1424, in order_limit
    return self.create_order(**params)
  File "C:\Users\User\AppData\Roaming\Python\Python39\site-packages\binance\client.py", line 1387, in create_order
    return self._post('order', True, data=params)
  File "C:\Users\User\AppData\Roaming\Python\Python39\site-packages\binance\client.py", line 374, in _post
    return self._request_api('post', path, signed, version, **kwargs)
  File "C:\Users\User\AppData\Roaming\Python\Python39\site-packages\binance\client.py", line 334, in _request_api
    return self._request(method, uri, signed, **kwargs)
  File "C:\Users\User\AppData\Roaming\Python\Python39\site-packages\binance\client.py", line 315, in _request
    return self._handle_response(self.response)
  File "C:\Users\User\AppData\Roaming\Python\Python39\site-packages\binance\client.py", line 324, in _handle_response
    raise BinanceAPIException(response, response.status_code, response.text)
binance.exceptions.BinanceAPIException: APIError(code=-1013): Filter failure: LOT_SIZE

info = client.get_symbol_info('BCHUSDT')
print(info)

返回：

{'symbol': 'BCHUSDT', 'status': 'TRADING', 'baseAsset': 'BCH', 'baseAssetPrecision': 8, 'quoteAsset': 'USDT', '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, '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': '0.00001000', 'maxQty': '90000.00000000', 'stepSize': '0.00001000'}, {'filterType': 'MIN_NOTIONAL', 'minNotional': '10.00000000', 'applyToMarket': True, 'avgPriceMins': 5}, {'filterType': 'ICEBERG_PARTS', 'limit': 10}, {'filterType': 'MARKET_LOT_SIZE', 'minQty': '0.00000000', 'maxQty': '3410.06217369', 'stepSize': '0.00000000'}, {'filterType': 'MAX_NUM_ORDERS', 'maxNumOrders': 200}, {'filterType': 'MAX_NUM_ALGO_ORDERS', 'maxNumAlgoOrders': 5}], 'permissions': ['SPOT', 'MARGIN']}

LOT_SIZE

{'filterType': 'LOT_SIZE', 'minQty': '0.00001000', 'maxQty': '90000.00000000', 'stepSize': '0.00001000'}

我的订单量大于'minQt': '0.00001000'

我也尝试了精度(数量)为8，并收到了相同的错误。

如有任何建议，我们将不胜感激。

Answer 1

LOT_SIZE是您正在使用的小数位数。您的订单必须符合您的案例中的'stepSize‘：0.00001000

0.06545172930180404
      ^
0.00001

0.06545 ->你的价值必须是这样的

我做了一个算法，并在github上提供了一个函数，根据'stepSize‘https://github.com/gustavoara/binance-lot_size对值进行四舍五入