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mzheravin avatar mzheravin commented on May 22, 2024 1

Hello,

Exchange core operates in integers. We know that for BTC smallest integer piece is 1 satoshi, and for USD is 1 cent. So you normally represent balances in satoshi and cents, not in USD or plain Bitcoin.

Then for order book you need to specify the lot size (baseScaleK). If it is 1M like in example above - then every time you say "size": 1 - that means the order size is 1M satoshi, or 0.01 BTC. So maybe you want to make it smaller.

Similar to the Price: quoteScaleK=1 means price step is 1 cent. So when you send price=9344 - that actually means 9344 * 1 = price is 93.44 USD for 1 lot (size: 1).

In your case core risk engine returns NSF because you have only = 20 cents on the acccount when trying to buy for 9344 price steps (whic is 1 cent, so it 93.44 USD).

For OrdersProcessingConfiguration.NO_RISK_PROCESSING - I need to check, maybe you need to re-import libraries.

from exchange-core.

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