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[Bitfinex] Orders replace/update size change

Open serzhiio opened this issue 5 years ago • 0 comments

I've faced with situation when order cant be updated because of invalid size. Example: Bot sent 10000XRP BUY order, order was executed ( XRP balance increased from 0 to 10000XRP), then bot sent new SELL 10000XRP order, which was rested in orderbook, then balance was decreased by comission paid (from exchange balance stream) so it became 10000*(1-0.0008). And then bot couldnt change order price because of wrong quantiny so order was resting with old price and wrong size and of course price went down :((( So i think we need to change order quantity when its changed as like as we change price when it differs from previous. P.S.: That trade was very painful...

serzhiio avatar Jan 10 '19 16:01 serzhiio