When step size is available then adjust total amount (with fee included) by the step size using TradingService#roundByStep #309

2021-01-07T15:27:34-08:00

dazito commented

2021-01-07 15:27:34 -08:00

(Migrated from github.com)

Currently, exchanges with FeeComputation set to CLIENT do not perform the roundByStep() adjustment which my lead to org.knowm.xchange.exceptions.OrderNotValidException: Filter failure: LOT_SIZE (HTTP status code: 400) when performing a trade.

In this pull we call roundByStep using CurrencyPairMetaData#getAmountStepSize().

Do not merge this PR just yet. I will run this code changes for a while to see if it really fixed the OrderNotValidException

Currently, exchanges with `FeeComputation` set to `CLIENT` do not perform the `roundByStep()` adjustment which my lead to `org.knowm.xchange.exceptions.OrderNotValidException: Filter failure: LOT_SIZE (HTTP status code: 400)` when performing a trade. In this pull we call `roundByStep` using `CurrencyPairMetaData#getAmountStepSize()`. Do not merge this PR just yet. I will run this code changes for a while to see if it really fixed the `OrderNotValidException`

scionaltera (Migrated from github.com) reviewed

2021-01-19 09:39:51 -08:00

src/main/java/com/r307/arbitrader/service/TradingService.java

					
				@ -470,9 +470,9 @@ public class TradingService {

				                .multiply(exchangeService.getExchangeFee(exchange, currencyPair, true))

				                .setScale(BTC_SCALE, RoundingMode.HALF_EVEN);

This doesn't seem right to do roundByStep() inside addFees(). We do it once in getVolumeForEntryPosition() and then possibly addFees() changes the value. I think instead we should move the roundByStep() out into entryPosition() after addFees() so that we do the rounding as the last step, in one place, right before submitting the orders. Same idea for exiting the positions.

This doesn't seem right to do `roundByStep()` inside `addFees()`. We do it once in `getVolumeForEntryPosition()` and then possibly `addFees()` changes the value. I think instead we should move the `roundByStep()` out into `entryPosition()` after `addFees()` so that we do the rounding as the last step, in one place, right before submitting the orders. Same idea for exiting the positions.

dazito (Migrated from github.com) reviewed

2021-01-19 14:13:51 -08:00

src/main/java/com/r307/arbitrader/service/TradingService.java

					
				@ -470,9 +470,9 @@ public class TradingService {

				                .multiply(exchangeService.getExchangeFee(exchange, currencyPair, true))

				                .setScale(BTC_SCALE, RoundingMode.HALF_EVEN);