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MIN_NOTIONAL #300
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i have modified on ligne 501: #minNotional = float(filters['MIN_NOTIONAL']['minNotional']) But i dont know if is a good idea ... |
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Hello
in my terminal i have this message
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}}
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