I’ve been struggling to implement a market sell/buy order using the python-binance library through API, despite attempting alternatives like ccxt. My progress has hit a snag.

I retrieve Binance’s order specifications data for a symbol using:

symbol_info = client.get_symbol_info(trading_pair)

So far, I’ve identified the following constraints for executing a market buy/sell order for a given trading pair:

• The quantity must fall within the specified min-max range.
• The quantity must be a multiple of the specified step size.
• The decimal precision of the quantity must not exceed the default precision.

Below is the code I’ve been working on. The objective of this question is to create a functional buy or sell order that sells 95% of the currency.

from binance.client import Client
from decimal import Decimal, ROUND_DOWN
import json
from k.binance import binance_api_key, binance_api_secret

# Load API keys
api_key = binance_api_key
api_secret = binance_api_secret

# Initialize client
client = Client(api_key, api_secret)

# Get trading pair
trading_pair = 'BTCUSDT'

# Get available asset balance
asset = 'USDT'
info = client.get_account()
asset_balance = None
for balance in info['balances']:
    if balance['asset'] == asset:
        asset_balance = float(balance['free'])
        break

if asset_balance is None:
    print(f"No balance available for asset: {asset}")
else:
    # Calculate order quantity (95% of available balance)
    order_quantity = 0.95 * asset_balance

    # Get symbol info
    symbol_info = client.get_symbol_info(trading_pair)
    lot_size_filter = next(filter for filter in symbol_info['filters'] if filter['filterType'] == 'LOT_SIZE')

    # Extract the step size, minQty and maxQty from the LOT_SIZE filter
    step_size = Decimal(lot_size_filter['stepSize'])
    min_qty = Decimal(lot_size_filter['minQty'])
    max_qty = Decimal(lot_size_filter['maxQty'])

    # Adjust quantity to match Binance standards
    order_quantity = Decimal(order_quantity)
    if step_size != 0.0:
        order_quantity = step_size * round(order_quantity / step_size)

    # Check if order quantity is within the minQty and maxQty limits
    if order_quantity < min_qty or order_quantity > max_qty:
        print(f"Order quantity {order_quantity} is outside the allowed range ({min_qty}, {max_qty})")
    else:
        # Adjust order quantity to the digit precision given by symbol info
        base_asset_precision = int(symbol_info['baseAssetPrecision'])
        order_quantity = order_quantity.quantize(Decimal(f'0.{"0" * base_asset_precision}'), rounding=ROUND_DOWN)

        # Place market order
        order = client.order_market_buy(
            symbol=trading_pair,
            quantity=float(order_quantity)
        )

        print(f"Market order placed: {order}")

The error (this time) is:

~/.venv/bin/python ~/myfile.py.py 
Traceback (most recent call last):
  File "~/myfile.py", line 54, in <module>
    order = client.order_market_buy(
  File "~/.venv/lib/python3.10/site-packages/binance/client.py", line 1614, in order_market_buy
    return self.order_market(**params)
  File "~/.venv/lib/python3.10/site-packages/binance/client.py", line 1586, in order_market
    return self.create_order(**params)
  File "~/.venv/lib/python3.10/site-packages/binance/client.py", line 1448, in create_order
    return self._post('order', True, data=params)
  File "~/.venv/lib/python3.10/site-packages/binance/client.py", line 418, in _post
    return self._request_api('post', path, signed, version, **kwargs)
  File "~/.venv/lib/python3.10/site-packages/binance/client.py", line 378, in _request_api
    return self._request(method, uri, signed, **kwargs)
  File "~/.venv/lib/python3.10/site-packages/binance/client.py", line 359, in _request
    return self._handle_response(self.response)
  File "~/.venv/lib/python3.10/site-packages/binance/client.py", line 368, in _handle_response
    raise BinanceAPIException(response, response.status_code, response.text)
binance.exceptions.BinanceAPIException: APIError(code=-1013): Filter failure: MARKET_LOT_SIZE

Process finished with exit code 1

I’d greatly appreciate any insights or suggestions on how to troubleshoot this issue. Thanks in advance!
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I am trying to place a real market buy/sell order in Binance and is so impossible!