Error on close SHORT Positions - LOT_SIZE (HTTP status code: 400)

[felipeixoto]

Release number
6.0.2

Describe the bug
When closing a SHORT position via updatePositionsWithTickersUpdates (CassandreStrategyImplementation.java:216) and closePosition (PositionServiceCassandreImplementation.java:189), XChange returns the error:

"LOT_SIZE (HTTP status code: 400)"

Root Cause:
The error occurs due to a precision mismatch in the BTC amount. The system attempts to close the position with an amount of "0.00006041" BTC, but Binance expects a precision of 5 decimal places (e.g., "0.00006").

The original SHORT position was opened with "0.00006" BTC (which meets the minimum requirement of 5 USDC at the current BTC price of ~103,000 USDC).

However, positionDTO.getAmountToLock() returns a precision of 8 decimal places, causing Binance to reject the request.

In Binance documentation:
https://github.com/binance/binance-spot-api-docs/blob/master/testnet/errors.md#filter-failures
"Filter failure: LOT_SIZE" | quantity is too high, too low, and/or not following the STEP SIZE rule for the symbol.

Temporary Fix:
Manually updating the base_currency_precision column in the POSITIONS table to 5 resolved the issue, allowing Cassandre to send the correct amount ("0.00006") to XChange.

Attempted Alternative Fix:
I tried defining a custom CurrencyPairDTO with explicit precision:

private final CurrencyPairDTO pair = new CurrencyPairDTO(BTC, USDC, 5, 8);  

and returning it in getRequestedCurrencyPairs():

@Override  
public Set<CurrencyPairDTO> getRequestedCurrencyPairs() {  
    return Set.of(pair);  
}  

However, this led to unexpected behavior (not yet diagnosed), so I reverted to the default CurrencyPairDTO(BTC, USDC) and kept manually adjusting the base_currency_precision in the database via onPositionsUpdates.

Additional context

org.knowm.xchange.exceptions.OrderNotValidException: Filter failure: LOT_SIZE (HTTP status code: 400)
	at org.knowm.xchange.binance.BinanceErrorAdapter.createOrderNotValidException(BinanceErrorAdapter.java:58)
	at org.knowm.xchange.binance.BinanceErrorAdapter.adapt(BinanceErrorAdapter.java:39)
	at org.knowm.xchange.binance.service.BinanceTradeService.placeOrder(BinanceTradeService.java:160)
	at org.knowm.xchange.binance.service.BinanceTradeService.placeMarketOrder(BinanceTradeService.java:101)
	at tech.cassandre.trading.bot.service.TradeServiceXChangeImplementation.createMarketOrder(TradeServiceXChangeImplementation.java:139)
	at tech.cassandre.trading.bot.service.TradeServiceXChangeImplementation.createBuyMarketOrder(TradeServiceXChangeImplementation.java:83)
	at tech.cassandre.trading.bot.service.PositionServiceCassandreImplementation.closePosition(PositionServiceCassandreImplementation.java:189)
	at tech.cassandre.trading.bot.strategy.internal.CassandreStrategyImplementation.lambda$updatePositionsWithTickersUpdates$18(CassandreStrategyImplementation.java:216)
	at tech.cassandre.trading.bot.strategy.internal.CassandreStrategyImplementation.updatePositionsWithTickersUpdates(CassandreStrategyImplementation.java:221)
	at tech.cassandre.trading.bot.strategy.internal.CassandreStrategyImplementation.tickersUpdates(CassandreStrategyImplementation.java:112)
	at tech.cassandre.trading.bot.configuration.ScheduleAutoConfiguration.tickerFluxUpdate(ScheduleAutoConfiguration.java:73)
Caused by: org.knowm.xchange.binance.dto.BinanceException: Filter failure: LOT_SIZE (HTTP status code: 400)

2025-06-11 13:25:51 [cassandre-flux-4] ERROR t.c.t.b.s.TradeServiceXChangeImplementation - Error calling createMarketOrder for 0.00006041 BTC/USDC: Filter failure: LOT_SIZE (HTTP status code: 400)
2025-06-11 13:25:51 [cassandre-flux-4] ERROR t.c.t.b.s.PositionServiceCassandreImplementation - Position 74 not closed, failed to create order: Error calling createMarketOrder for 0.00006041 BTC/USDC: Filter failure: LOT_SIZE (HTTP status code: 400)
2025-06-11 13:25:52 [cassandre-flux-4] ERROR c.f.k.strategy.rsi.ShortRsiStrategy - Impossible to close position: Error calling createMarketOrder for 0.00006041 BTC/USDC: Filter failure: LOT_SIZE (HTTP status code: 400)

[irezm]

项目里面的xchange版本太老了
需要对xchange进行升级，但是项目框架用了老依赖的类，需要对项目进行升级

[felipeixoto]

@irezm Yes, you are right to say XChange need to be upgraded. But I don't belive the problem I described is related to XChange version. I think It is a matter of BigDecimal precision. I did this code to update orders on database.

    orders.values().forEach(orderDto -> {
      if (orderDto.getType().equals(OrderTypeDTO.BID)) {
        Order order = dependencies.getOrderRepository().findByOrderId(orderDto.getOrderId())
          .orElseThrow(() -> new RuntimeException("Order ID [" + orderDto.getOrderId() + "] not found"));

        order.getAmount().setValue(order.getAmount().getValue().setScale(5, RoundingMode.DOWN));
        order.getCumulativeAmount().setValue(order.getCumulativeAmount().getValue().setScale(5, RoundingMode.DOWN));
        dependencies.getOrderRepository().save(order);

        DecimalFormat df = new DecimalFormat("0.00000");
        logger.info("Order {} updated to scale 5. From {} to {}", orderDto.getOrderId(),
          orderDto.getAmount().getValue().toPlainString(), df.format(order.getAmount().getValue()));
      }
    });

Look at SHORT positions in DB.

They are blocked in CLOSING status because in PositionDTO.getStatus(PositionDTO:155) ask if closingOrder.isFulfilled. And will never be fullfilled while the order has that little amount above

            if (closingOrder.isFulfilled()) {
                return CLOSED;
            } else {
                return CLOSING;
            }

And I am updating order status too. From NEW to FILLED. I get orders I need from binance by XChange lib and update in DB.

But this is another bug, and this one is I think updating XChange to last version will solve the bug. Because if we could use last stream version from XChange, it could return the orders to Cassandre update order status.

[ilkm]

感谢你的提醒，我还在学习这个项目，给了我一些帮助