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Hello fellow Quants
I am currently working on an algorithm for trading crypto, and I decided to use USDT instead of the dollar as my base currency. The Documentation stated that coinbase pro and Bitfinex do not have any data library of any USDT Pair, but still i was able to run backtests from late 2019 till today. I decided to deploy the algo on live trading and i'm checking the logs and I received this;
2022-04-13 00:00:00 :New Order Event: Time: 04/13/2022 00:00:00 OrderID: 1 EventID: 1 Symbol: SHIBUSDT Status: Invalid Quantity: 3700611 Message: Brokerage failed to place order2022-04-13 00:00:00 :Brokerage failed to place order: 1
The pairs that I choose are available to trade on CoinbasePro ( my crypto brokerage), but it doesn't seem like the orders are going through. If anyone has experienced this issue in the past let me know it will be much appreciated
thank you
have a good rest of the week
Varad Kabade
Hi Luis roldan,
We have a minimum order size but not a maximum one hence our order would not pass as Lean would block it. To resolve this we have created a Gh issue. Subscribe to the following for updates:
https://github.com/QuantConnect/Lean/issues/6287
Note that to resolve this we need to place 62000 orders instead of 3700611.
Best,
Varad Kabade
Luis roldan
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