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Hello, do you know if it is possible to enable support for fractional amounts for orders to bitfinex brokerage? buying/selling 0.1 ETHUSD results in failure (cannot send zero order). Or is it better to wait for CCXT support? Any help would be appreciated.
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Derek Melchin
Hi Audrey,
We were unable to reproduce the issue. See the attached backtest for reference. For further assistance, please attach a backtest that causes the problem.
Best,
Derek Melchin
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Andrey Ust
Thanks! perhaps the parameters Market.Bitfinex and AccountType.Cash in:
self.symbol = self.AddCrypto("ETHUSD", Resolution.Minute, Market.Bitfinex).Symbol self.SetBrokerageModel(BrokerageName.Bitfinex, AccountType.Cash)did the trick.Alexandre Catarino
Hi Andrey,
Here is a snippet that reproduces the issue:
self.StopMarketOrder(symbol, side * amount, stop_price)where side is an integer and amount is a float.
It looks like the methods StopMarketOrder and LimitOrder are considering that the multiplication of size and amount is an integer, and, internally, it translates into a number truncation. If we use float(size * amount) to ensure these methods consider we are passing a floating-pint number, this issue is solved.
Best regards,
Alex
Andrey Ust
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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