Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

MIN_NOTIONAL #300

Open
zellio22 opened this issue May 4, 2023 · 1 comment
Open

MIN_NOTIONAL #300

zellio22 opened this issue May 4, 2023 · 1 comment

Comments

@zellio22
Copy link

zellio22 commented May 4, 2023

Hello
in my terminal i have this message

    minNotional = float(filters['MIN_NOTIONAL']['minNotional'])
KeyError: 'MIN_NOTIONAL'

the Key no exist in filter

print filters variable

{'PRICE_FILTER': {'filterType': 'PRICE_FILTER', 'minPrice': '0.01000000', 'maxPrice': '1000000.00000000', 'tickSize': '0.01000000'}, 'LOT_SIZE': {'filterType': 'LOT_SIZE', 'minQty': '0.00001000', 'maxQty': '9000.00000000', 'stepSize': '0.00001000'}, 'ICEBERG_PARTS': {'filterType': 'ICEBERG_PARTS', 'limit': 10}, 'MARKET_LOT_SIZE': {'filterType': 'MARKET_LOT_SIZE', 'minQty': '0.00000000', 'maxQty': '130.70565149', 'stepSize': '0.00000000'}, 'TRAILING_DELTA': {'filterType': 'TRAILING_DELTA', 'minTrailingAboveDelta': 10, 'maxTrailingAboveDelta': 2000, 'minTrailingBelowDelta': 10, 'maxTrailingBelowDelta': 2000}, 'PERCENT_PRICE_BY_SIDE': {'filterType': 'PERCENT_PRICE_BY_SIDE', 'bidMultiplierUp': '5', 'bidMultiplierDown': '0.2', 'askMultiplierUp': '5', 'askMultiplierDown': '0.2', 'avgPriceMins': 5}, 'NOTIONAL': {'filterType': 'NOTIONAL', 'minNotional': '10.00000000', 'applyMinToMarket': True, 'maxNotional': '9000000.00000000', 'applyMaxToMarket': False, 'avgPriceMins': 5}, 'MAX_NUM_ORDERS': {'filterType': 'MAX_NUM_ORDERS', 'maxNumOrders': 200}, 'MAX_NUM_ALGO_ORDERS': {'filterType': 'MAX_NUM_ALGO_ORDERS', 'maxNumAlgoOrders': 5}}

@zellio22
Copy link
Author

zellio22 commented May 4, 2023

i have modified on ligne 501:

#minNotional = float(filters['MIN_NOTIONAL']['minNotional'])
By:
minNotional = float(filters['NOTIONAL']['minNotional'])

But i dont know if is a good idea ...

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

No branches or pull requests

2 participants
@zellio22 and others