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Adding Binance support

See original GitHub issue

I tried adding Binance support. Everything seems fine except when trading. This is the error I have:

arbitrader_1  | 2019-04-27 17:05:31.906  INFO 1 --- [   scheduling-1] c.r.arbitrader.service.TradingService    : ***** ENTRY *****
arbitrader_1  | 2019-04-27 17:05:33.552  INFO 1 --- [   scheduling-1] c.r.arbitrader.service.TradingService    : Updated account balances: Binance $49.11 + Quoine $49.97 = $99.08
arbitrader_1  | 2019-04-27 17:05:33.689  INFO 1 --- [   scheduling-1] c.r.arbitrader.service.TradingService    : Entry spread: 0.00724588
arbitrader_1  | 2019-04-27 17:05:33.823  INFO 1 --- [   scheduling-1] c.r.arbitrader.service.TradingService    : Exit spread target: -0.19975412
arbitrader_1  | 2019-04-27 17:05:33.958  INFO 1 --- [   scheduling-1] c.r.arbitrader.service.TradingService    : Long entry: Binance XRP/USD 99.58791 @ 0.29120000 (0E-8 slip) = $28.9999993920000
arbitrader_1  | 2019-04-27 17:05:34.095  INFO 1 --- [   scheduling-1] c.r.arbitrader.service.TradingService    : Short entry: Quoine XRP/USD 98.87 @ 0.29331 (0.00000 slip) = $28.9995597
arbitrader_1  | 2019-04-27 17:05:34.547 ERROR 1 --- [   scheduling-1] c.r.arbitrader.service.TradingService    : Exchange returned an error executing trade!
arbitrader_1  |
arbitrader_1  | org.knowm.xchange.exceptions.ExchangeException: Filter failure: LOT_SIZE
arbitrader_1  |  at org.knowm.xchange.binance.BinanceErrorAdapter.adapt(BinanceErrorAdapter.java:45)
arbitrader_1  |  at org.knowm.xchange.binance.service.BinanceTradeService.placeOrder(BinanceTradeService.java:187)
arbitrader_1  |  at org.knowm.xchange.binance.service.BinanceTradeService.placeLimitOrder(BinanceTradeService.java:131)
arbitrader_1  |  at com.r307.arbitrader.service.TradingService.executeOrderPair(TradingService.java:712)
arbitrader_1  |  at com.r307.arbitrader.service.TradingService.lambda$tick$13(TradingService.java:438)
arbitrader_1  |  at java.util.ArrayList.forEach(ArrayList.java:1257)
arbitrader_1  |  at com.r307.arbitrader.service.TradingService.tick(TradingService.java:306)
arbitrader_1  |  at sun.reflect.GeneratedMethodAccessor37.invoke(Unknown Source)
arbitrader_1  |  at sun.reflect.DelegatingMethodAccessorImpl.invoke(DelegatingMethodAccessorImpl.java:43)
arbitrader_1  |  at java.lang.reflect.Method.invoke(Method.java:498)
arbitrader_1  |  at org.springframework.scheduling.support.ScheduledMethodRunnable.run(ScheduledMethodRunnable.java:84)
arbitrader_1  |  at org.springframework.scheduling.support.DelegatingErrorHandlingRunnable.run(DelegatingErrorHandlingRunnable.java:54)
arbitrader_1  |  at java.util.concurrent.Executors$RunnableAdapter.call(Executors.java:511)
arbitrader_1  |  at java.util.concurrent.FutureTask.runAndReset(FutureTask.java:308)
arbitrader_1  |  at java.util.concurrent.ScheduledThreadPoolExecutor$ScheduledFutureTask.access$301(ScheduledThreadPoolExecutor.java:180)
arbitrader_1  |  at java.util.concurrent.ScheduledThreadPoolExecutor$ScheduledFutureTask.run(ScheduledThreadPoolExecutor.java:294)
arbitrader_1  |  at java.util.concurrent.ThreadPoolExecutor.runWorker(ThreadPoolExecutor.java:1149)
arbitrader_1  |  at java.util.concurrent.ThreadPoolExecutor$Worker.run(ThreadPoolExecutor.java:624)
arbitrader_1  |  at java.lang.Thread.run(Thread.java:748)

Seems like LOT_SIZE is not OK. I did put $29 for maximum trade value but bot seems to use values like $28.9995597 or so. Can we use value without decimal split like $29 or even $30 ?

Issue Analytics

  • State:closed
  • Created 4 years ago
  • Comments:6 (4 by maintainers)

github_iconTop GitHub Comments

1reaction
sanitariucommented, Apr 28, 2019

Here i found more information. Maybe its specific for each exchange: https://github.com/binance-exchange/binance-official-api-docs/blob/master/rest-api.md#filters Check for LOT_SIZE how to pass…

0reactions
scionalteracommented, May 15, 2019

Closing for now. If it doesn’t work, go ahead and open a new issue.

Read more comments on GitHub >

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