我用 Python 编程语言创建了一个三角形套利机器人，可以在 VPS 上交易 Binance。
我已经买了BTC，也就是我想操作的币种，具体来说一共“0.00278926”。我还有一个用于进行三角套利的各种代币的列表。
想象一下，机器人通过这些货币对找到了套利机会：['BNBBTC', 'ADABNB', 'ADABTC']. 显然，机器人应该用 BTC 购买一定数量的 BNB，然后用 BNB 购买 ADA，然后将 ADA 卖给 BTC。到那时就好了。
但是，当它发现机会并尝试购买时，机器人会在控制台中向我发送此错误：
APIError(code=-1013): Filter failure: LOT_SIZE
而且我之前检查过用 BTC 购买 BNB 的最低金额是否大于我所拥有的，但不是，我的金额介于最小值和最大值之间。
一旦套利机会（折扣费用）将为我们带来利润，这就是我的代码：
from binance.client import Client
from binance.enums import *
import time
from datetime import datetime
import matplotlib
from matplotlib import cm
import matplotlib.pyplot as plt
import math
from binance_key import BinanceKey
import json
"""
... Here is the code for the Keys, the initialization of the bot, etc.
"""
list_of_arb_sym = [
['BNBBTC', 'ADABNB', 'ADABTC'], #Buying BNB
['BNBBTC', 'AAVEBNB', 'AAVEBTC'],
['...'] #Imagine that here there are a list of 300 pairs
#Then I have taken care of passing the values of a line from the list to list_of_sym [0], list_of_sym [1], list_of_sym [2] but I do not add it so that it is not excessively long
"""
... here will be that code
"""
# Get values and prices
price_order_1 = client.get_avg_price(symbol=list_of_sym[0])
price_order_2 = client.get_avg_price(symbol=list_of_sym[1])
price_order_3 = client.get_avg_price(symbol=list_of_sym[2])
price1 = float(price_order_1["price"])
price2 = float(price_order_2["price"])
price3 = float(price_order_3["price"])
"""
... more irrelevant code that is working
"""
if arb_opportunity == 'Yes':
place_order_msg = "STARTING TO TRADE\n\n"
print(place_order_msg)
data_log_to_file(place_order_msg)
#First buy
balance1 = client.get_asset_balance('BTC')
quantity1 = (float(balance1['free'])/price1)
quantity_1 = round(quantity1, 5)
order_1 = client.order_market_buy(
symbol=list_of_sym[0],
quantity=quantity_1)
first_order = "FIRST ORDER DID IT.\n\n"
print(first_order)
data_log_to_file(first_order)
#Second buy
simbolo2 =list_of_sym[0]
simbolo2form = simbolo2[0:3]
balance2 = client.get_asset_balance(simbolo2form)
quantity2 = (float(balance2['free'])/price2)
quantity_2 = round(quantity2, 5)
order_2 = client.order_market_buy(
symbol=list_of_sym[1],
quantity=quantity_2)
second_order = "SECOND ORDER DID IT.\n\n"
print(second_order)
data_log_to_file(second_order)
#Sell
simbolo3 = list_of_sym[1]
simbolo3form = simbolo3[0:-3]
balance3 = client.get_asset_balance(simbolo3form)
quantity3 = (float(balance3['free'])/price3)
quantity_3 = round(quantity3, 5)
order_3 = client.order_market_sell(
symbol=list_of_sym[2],
quantity=quantity_3)
third_order = "SELL DID. \n\n"
third_order += "THE BOT HAS FINISHED"
print(third_order)
data_log_to_file(third_order)
我不知道如何解决它，我认为我一直在做正确的事情，因为当我将第一个 'order_market_buy' 中的 'quantity' 更改为 0.26 时，它毫无问题地购买了。