Orders not placed in gdax even though the script says it did

[Lasterie]

Hi!

Love the script. I got buy orders working, but sell orders won't execute:

Wednesday, Aug 09, 2017 at 02:44:52 PM UTC || TWEET MATCHED || xxxxxxxxx
Wednesday, Aug 09, 2017 at 02:44:52 PM UTC || Available to trade: {{notzero}} LTC, {{notzero}}  ETH, {{notzero}} BTC, {{notzero}}  EUR
Wednesday, Aug 09, 2017 at 02:44:52 PM UTC || PLACING ORDER
{
    "size": "0.001",
    "type": "market",
    "side": "sell",
    "product_id": "BTC-EUR"
}
Wednesday, Aug 09, 2017 at 02:44:52 PM UTC || One of {"price", "funds", "size"} is zero! Order not placed.

This is the relevant part of the config:

    {
     	'handles' : ['edited'],
        'condition' : '"edited',
        'orders' : [
            { 
              	'side' : 'sell',
                'type' : 'market',
                'product_id' : 'BTC-EUR',
                'size' : '{available[BTC]}*0.01'
            }
	]
    }

Can anyone point me in the right direction?

[nellore]

"The smallest order you can place for a buy or sell trade on GDAX is 0.01 BTC, ETH, or LTC," from https://support.gdax.com/customer/en/portal/articles/2426595-gdax-limits-for-deposits-withdrawals-trades-and-balances, so that particular order isn't possible. But you're right, the reported error isn't accurate, and I think the code that handles checking for this is off too. (Looking to see if one of price, funds, or size is too close to zero is wrong; it should be checking only size.) If you'd like vickitrix to attempt to place all your orders anyway, remove the if statement here: https://github.com/nellore/vickitrix/blob/master/vickitrix/__init__.py#L212 .

[Lasterie]

Thanks! I ran into another issue though. Could it be correct that Gdax requires the input for "size" to have a maximum number of decimals? I have orders placed via the script, but they don't show up in gdax. When I put "0.1" hard coded as the size (instead of {{available[BTC]}*0.1), it works.

[nellore]

{available[BTC}*0.1 means "how much BTC you have available to trade times 0.1"; right now, you have so little available to trade (note that limit orders you've already placed will make your BTC unavailable to trade!) that multiplying it by 0.1 gives a value < 0.01.

[Lasterie]

That makes sense, but I place an order > 0.01:

Wednesday, Aug 09, 2017 at 03:56:07 PM UTC || PLACING ORDER
{
    "size": "0.015",
    "type": "market",
    "side": "sell",
    "product_id": "BTC-EUR"
}
Wednesday, Aug 09, 2017 at 03:56:07 PM UTC || Order placed.

And the order doesn't show up on gdax.

[nellore]

You've placed a market order: http://www.investopedia.com/terms/m/marketorder.asp . It's executed immediately. To see what went down, click your gravatar in the upper right on GDAX, then click Fills.

[Lasterie]

Yes, I checked but the orders are not there. There is one: an order of 0.01000000. It is placed by the vickitrix script. But by hard setting the "size" to "0.01" like this. This works immediatly and I see the order get filled.

   	'side' : 'sell',
                'type' : 'market',
                'product_id' : 'BTC-EUR',
                'size' : '0.01'

Instead of this (which doens't work):

   	'side' : 'sell',
                'type' : 'market',
                'product_id' : 'BTC-EUR',
                'size' : '{available[BTC]}*0.1'

Thanks so much for your quick replies!

[Lasterie]

Quick follow-up, I even tried with a larger amount, but the market order didn't get placed:

Wednesday, Aug 09, 2017 at 04:12:30 PM UTC || PLACING ORDER
{
    "size": "0.0287318114758",
    "type": "market",
    "side": "sell",
    "product_id": "BTC-EUR"
}
Wednesday, Aug 09, 2017 at 04:12:31 PM UTC || Order placed.

[Lasterie]

When I copy/paste the size in Gdax (the website itself, not via the API), it displays this error:

https://i.imgur.com/4TxjcaH.png

"Enter a valid value. The two closest values are 0,02873181 and 0,02873182"

Which led me to think, is there a maximum number of digits?

[nellore]

No idea what's going on here! Maybe we can debug live in the Gitter at some point? https://gitter.im/nellore/vickitrix .

[Lasterie]

Yeah sure, can you point me to a doc with info how to setup live debugging?

[Lasterie]

I tried it with a limit order, but the issue remains: the order doesnt get placed in Gdax, while the script says it said it did:

Config:

        'orders' : [
            { 
              	'side' : 'sell',
                'price' : '{inside_ask}',
                'type' : 'limit',
                'product_id' : 'BTC-EUR',
                'size' : '{available[BTC]}*0.1'
            }

Output:

Thursday, Aug 10, 2017 at 06:39:01 AM UTC || PLACING ORDER
{
    "price": "2885",
    "size": "0.0163228137379",
    "type": "limit",
    "side": "sell",
    "product_id": "BTC-EUR"
}
Thursday, Aug 10, 2017 at 06:39:01 AM UTC || Order placed.

[Lasterie]

I even tried it without the "*0.1", so with the entire btc funds. Script said it placed the order, but it didn't make it to gdax. Again, it does work when setting the size to a fixed value like "0.1".

[Lasterie]

I found it. As I thought, the problem is the number of decimals of "size" when the order is placed. I "hacked" this into init.py on line 127 to ensure the size is of a length of maximum 7 digits.

dough[account['currency']] = (account['available'][:7]) if len(account['available']) > 7 else account['available']

Now it works, the order is placed! Question: is this the proper way to do it? (I guess not, I'm not a good developer)

[nellore]

Interesting! I do not think the issue is that the size must be a maximum of seven characters; if that were true, you could not for example trade more than 9999999 of a given currency at once. It is possible not more than five decimal places are permitted here. You could try

dough[account['currency']] = '{0:.5f}'.format(float(dough[account['available']]))

. I'll look into this a bit more soon.