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BinanceSymbolFilter

See original GitHub issue

Unless I’m missing something, the current implementation of BinanceSymbolFilter makes them fairly useless, for example, how am I supposed to access the properties I need for Lot Size?

{
  "filterType": "LOT_SIZE",
  "minQty": "0.00100000",
  "maxQty": "100000.00000000",
  "stepSize": "0.00100000"
},

Issue Analytics

  • State:closed
  • Created 6 years ago
  • Comments:5 (3 by maintainers)

github_iconTop GitHub Comments

1reaction
JKorfcommented, Feb 27, 2018

I see what you mean now. BinanceSymbolFilter is a base class and has 3 implementations: BinanceSymbolPriceFilter, BinaceSymbolLotSizeFilter and BinanceSymbolMinNotionalFilter. You can get them from the list in a symbol using something like Filters.OfType<BinanceSymbolLotSizeFilter>().FirstOrDefault().

Currently there are no Commission helpers. What would you expect of these?

1reaction
JKorfcommented, Feb 26, 2018

Hi, I’m not sure what the problem is? The values you pasted are the values which Binance will check your order on. It makes sure the order is a minimum of 0.001 in size, max 100000 and has has no more than 3 digits after the comma. If any of these check fails it will reject the order.

You should therefor make sure your order complies to these rules. You can either just do this yourself, use the helper function ClampQuantity in BinanceHelpers, or set the TradeRulesBehaviour in the BinanceClient to AutoComply to automatically apply the filters for you.

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