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Programming Languages Bug Report

Precision is over the maximum defined for this asset: float math in a trading bot

Ryan Pham · Jan 30, 2025 · 5 min read

A grid trading bot written in TypeScript sent quantities like 0.30000000000000004 and got error -1111. Binary floating point cannot represent most decimal fractions, and serialising numbers to strings exposed it. A decimal library end to end and string serialisation fixed it.

Banner: exchange rejecting orders whose size and price are not on the allowed grid

Programming Languages Bug Report

Orders rejected with Filter failure: LOT_SIZE and PRICE_FILTER: rounding to the exchange grid

Ryan Pham · Nov 6, 2024 · 6 min read

Our rebalancing bot computed order sizes as fractions of a portfolio and about one order in five was rejected with Filter failure: LOT_SIZE or PRICE_FILTER. Quantities and prices must sit on each symbol's step and tick grid. Reading exchangeInfo filters and rounding with Decimal fixed it.