Limit Order - Invalid Quantity

[ricardo-zenki]

Release number Present in 5.0.8 and 6.0.0

Describe the bug

I am getting an error when I place a Limit order:

2022-05-26 18:54:44,182 DEBUG [cassandre-flux-2] tech.cassandre.trading.bot.service.TradeServiceXChangeImplementation: Sending limit order: ASK - BTC/USDT - 0 org.knowm.xchange.exceptions.OrderNotValidException: Invalid quantity. (HTTP status code: 400) at org.knowm.xchange.binance.BinanceErrorAdapter.createOrderNotValidException(BinanceErrorAdapter.java:58) at org.knowm.xchange.binance.BinanceErrorAdapter.adapt(BinanceErrorAdapter.java:39) at org.knowm.xchange.binance.service.BinanceTradeService.placeOrder(BinanceTradeService.java:160) at org.knowm.xchange.binance.service.BinanceTradeService.placeLimitOrder(BinanceTradeService.java:114) at org.knowm.xchange.binance.service.BinanceTradeService$$FastClassBySpringCGLIB$$fd5f00ba.invoke(<generated>) at org.springframework.cglib.proxy.MethodProxy.invoke(MethodProxy.java:218) at org.springframework.aop.framework.CglibAopProxy$CglibMethodInvocation.invokeJoinpoint(CglibAopProxy.java:783) at org.springframework.aop.framework.ReflectiveMethodInvocation.proceed(ReflectiveMethodInvocation.java:163) at org.springframework.aop.framework.CglibAopProxy$CglibMethodInvocation.proceed(CglibAopProxy.java:753) at org.springframework.aop.interceptor.ExposeInvocationInterceptor.invoke(ExposeInvocationInterceptor.java:97) at org.springframework.aop.framework.ReflectiveMethodInvocation.proceed(ReflectiveMethodInvocation.java:186) at org.springframework.aop.framework.CglibAopProxy$CglibMethodInvocation.proceed(CglibAopProxy.java:753) at org.springframework.aop.framework.CglibAopProxy$DynamicAdvisedInterceptor.intercept(CglibAopProxy.java:698) at org.knowm.xchange.binance.service.BinanceTradeService$$EnhancerBySpringCGLIB$$a80e00b5.placeLimitOrder(<generated>) at tech.cassandre.trading.bot.service.TradeServiceXChangeImplementation.createLimitOrder(TradeServiceXChangeImplementation.java:209) at tech.cassandre.trading.bot.service.TradeServiceXChangeImplementation.createSellLimitOrder(TradeServiceXChangeImplementation.java:109) at tech.cassandre.trading.bot.service.TradeServiceXChangeImplementation$$FastClassBySpringCGLIB$$eb657f62.invoke(<generated>) at org.springframework.cglib.proxy.MethodProxy.invoke(MethodProxy.java:218) at org.springframework.aop.framework.CglibAopProxy$CglibMethodInvocation.invokeJoinpoint(CglibAopProxy.java:783) at org.springframework.aop.framework.ReflectiveMethodInvocation.proceed(ReflectiveMethodInvocation.java:163) at org.springframework.aop.framework.CglibAopProxy$CglibMethodInvocation.proceed(CglibAopProxy.java:753) at org.springframework.aop.interceptor.ExposeInvocationInterceptor.invoke(ExposeInvocationInterceptor.java:97) at org.springframework.aop.framework.ReflectiveMethodInvocation.proceed(ReflectiveMethodInvocation.java:186) at org.springframework.aop.framework.CglibAopProxy$CglibMethodInvocation.proceed(CglibAopProxy.java:753) at org.springframework.aop.framework.CglibAopProxy$DynamicAdvisedInterceptor.intercept(CglibAopProxy.java:698) at tech.cassandre.trading.bot.service.TradeServiceXChangeImplementation$$EnhancerBySpringCGLIB$$d131e5ad.createSellLimitOrder(<generated>) at tech.cassandre.trading.bot.strategy.internal.CassandreStrategy.createSellLimitOrder(CassandreStrategy.java:340)

I think the mapper is not placing the amount in the right field of xchange dto.

To Reproduce I am just calling createSellLimitOrder(ticker.getCurrencyPair(), amountToSell, limitPrice) in my custom simple strategy.

Expected behavior Place a limit order properly

Additional context This happened using Binance (production) and KuCoin (sandbox) exchanges in dry mode

[straumat]

@ricardo-zenki sorry for the delayed reply, i try to fix this tonight !

[straumat]

In your logs, I can see: Sending limit order: ASK - BTC/USDT - 0 and the error returned by the exchange is Invalid quantity.

This means that Cassandre sends a 0 quantity.

• Can you give the parameter value you are using for quantity?
• Can you tell me show me how you create the currency pair?

Thx. I think it comes from this method I use: amount.setScale(currencyPair.getBaseCurrencyPrecision(), FLOOR), It seems that the currencyBasePrecision is equals to 0 in your case and I need to find why.

[ricardo-zenki]

Hello, sure and thank you for your help =)

This is the code I am using for testing the limit order creation:

@Override
public final void onTickersUpdates(final Map<CurrencyPairDTO, TickerDTO> tickers) {
    // Here we will receive all tickers we required from the exchange.
    tickers.values().forEach(ticker -> {
        log.debug("Received information about a ticker : " + ticker);

        BigDecimal amountToSell = BigDecimal.valueOf(0.034d); //1000 BTC/USDC Aprox 
        BigDecimal minimalPriceToAsk = ticker.getHigh(); 
        BigDecimal limitPrice =  minimalPriceToAsk.max(ticker.getLast());

        log.debug("Creating a limit order of {} {} at {} price",amountToSell,ticker.getCurrencyPair(),limitPrice);
        OrderCreationResultDTO sellLimitOrder = createSellLimitOrder(ticker.getCurrencyPair(), amountToSell, limitPrice);

        if(sellLimitOrder.isSuccessful()) {
            log.debug("Order created! ID: {}", sellLimitOrder.getOrderId());
        } else {
            log.warn("Cannot create order! Error: {}", sellLimitOrder.getErrorMessage());
        }
     });
}

This is how I set the currency pair:

public Set<CurrencyPairDTO> getRequestedCurrencyPairs() {
    return Set.of(new CurrencyPairDTO(CurrencyDTO.BTC,CurrencyDTO.USDT));
}

[ricardo-zenki]

currencyPair.getBaseCurrencyPrecision(), FLOOR

Adjusting the precision didn't work either:

amountToSell.setScale(ticker.getCurrencyPair().getBaseCurrencyPrecision(), RoundingMode.FLOOR);

[straumat]

@ricardo-zenki I found the problem. Indeed, it comes from the mapper who is using the builder and not the constructor for the events method (onTickersUpdates()).

I will fix this but you can already make it work by declaring new CurrencyPairDTO(CurrencyDTO.BTC,CurrencyDTO.USDT) as a class variable and using this value instead of ticker.getCurrencyPair() when calling createSellLimitOrder.

[ricardo-zenki]

All right! Thank you!