如何使用 python-binance 下期货市场订单：APIError(code=-1111): Precision is over the maximum defined for this asset

Z时代
2024-02-10
分类：IT

感谢您花时间查看我的问题。我正在努力使用 python-binance 下订单，特别是永久期货市场订单。我不相信这是重复的，但是有几个关于 python-binance 上相同错误代码的查询（以及其他包所以我不相信这是一个 python-binance 问题，这是我的问题理解），不幸的是，似乎没有一个成功的解决方案。

https://github.com/sammchardy/python-binance/issues/57

https://github.com/sammchardy/python-binance/issues/184

错误代码表明精度超过了该符号允许的最大值。据我所知（或者至少对于我感兴趣的仪器），baseAssetPrecision 始终为 8。但是，每个仪器也有一个不同的 tickSize。

 from binance.client import Client
from binance.enums import *
from binance.exceptions import BinanceAPIException, BinanceOrderException
from decimal import Decimal
api_key = 'YOURAPIKEY'
api_secret = 'YOURAPISECRET'
client = Client(api_key, api_secret)
#tick_size = {'BTCUSDT': 6, 'ETHUSDT': 5, 'XRPUSDT': 1, 'LINKUSDT': 2}
trade_size = 10 # The trade size we want in USDT
sym = 'BTCUSDT' # the symbol we want to place a market order on
tick_size = 6 # the tick_size as per binance API docs
price = 19000 # Just making this up for now to exemplify, this is fetched within the script
trade_quantity = trade_size / price # Work out how much BTC to order
trade_quantity_str = "{:0.0{}f}".format(trade_quantity, tick_size)
#print(trade_quantity_str)
#0.000526
#PLACING THE ORDER
client.futures_create_order(symbol=sym, side='BUY', type='MARKET', quantity=trade_quantity)

结果是…

BinanceAPIException: APIError(code=-1111): 精度超过为此资产定义的最大值。

我也试过包括 Decimal 但无济于事。

在过去的两天里，这一直是我生命中的祸根，我们将不胜感激任何帮助。如果我没有包含可能有帮助的详细信息，请告诉我。

编辑：我对此有一个不令人满意的解决方案，即通过 binance 手动检查允许的头寸规模。在这样做的过程中，我发现所需的精度与通过 API 请求符号信息时返回的精度有很大不同。

例如，在请求信息时：

 sym = 'BTCUSDT'
info = client.get_symbol_info(sym)
print(info)

它返回（在撰写本文时）：

{‘symbol’: ‘BTCUSDT’, ‘status’: ‘TRADING’, ‘baseAsset’: ‘BTC’, ‘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’: ‘1000000.00000000’, ‘ tickSize’: ‘0.01000000’}, {‘filterType’: ‘PERCENT_PRICE’, ‘multiplierUp’: ‘5’, ‘multiplierDown’: ‘0.2’, ‘avgPriceMins’: 5}, {‘filterType’: ‘LOT_SIZE’, ‘ minQty’: ‘0.00000100’, ‘maxQty’: ‘9000.00000000’, ‘stepSize’: ‘0.00000100’}, {‘filterType’: ‘MIN_NOTIONAL’, ‘minNotional’: ‘10.00000000’, ‘applyToMarket’: True, ‘avgPriceMins’ : 5}, {‘filterType’: ‘ICEBERG_PARTS’, ‘limit’: 10}, {‘filterType’: ‘MARKET_LOT_SIZE’, ‘minQty’: ‘0.00000000’, ‘maxQty’: ‘ 247.36508140’，’stepSize’：’0.00000000’}，{‘filterType’：’MAX_NUM_ORDERS’，’maxNumOrders’：200}，{‘filterType’：’MAX_NUM_ALGO_ORDERS’，’maxNumAlgoOrders’：5}]，’权限’：[ ‘现货’，’保证金’]}

但是，通过手动检查 binance，我可以看到它只允许交易最多小数点后三位……我看不出如何使用上面返回的信息来实现这一点。

\*\*\*\*\* 编辑 2 ******

感谢下面的回复，我整理了一个解决方案，该解决方案足以满足我的需要

from binance.client import Client
from binance.enums import *
from binance.exceptions import BinanceAPIException, BinanceOrderException
from decimal import Decimal
api_key = 'YOURAPIKEY'
api_secret = 'YOURAPISECRET'
client = Client(api_key, api_secret)
info = client.futures_exchange_info() # request info on all futures symbols
for item in info['symbols']:
    symbols_n_precision[item['symbol']] = item['quantityPrecision'] # not really necessary but here we are...
# Example $100 of BTCUSDT
trade_size_in_dollars = 100
symbol = "BTCUSDT"
price = 55000 # For example
order_amount = trade_size_in_dollars / price # size of order in BTC
precision = symbols_n_precision[symbol] # the binance-required level of precision
precise_order_amount = "{:0.0{}f}".format(order_amount, precision) # string of precise order amount that can be used when creating order

感谢大家的帮助！

原文由 Flipflop 发布，翻译遵循 CC BY-SA 4.0 许可协议

回答：

而是使用硬编码精度，您可以调用 api 来检索 stepSize：

 symbol_info = client.get_symbol_info('BTCUSDT')
step_size = 0.0
for f in symbol_info['filters']:
  if f['filterType'] == 'LOT_SIZE':
    step_size = float(f['stepSize'])
precision = int(round(-math.log(stepSize, 10), 0))
quantity = float(round(quantity, precision))
client.futures_create_order(symbol=sym, side='BUY', type='MARKET', quantity=quantity)

参考