You signed in with another tab or window. Reload to refresh your session.You signed out in another tab or window. Reload to refresh your session.You switched accounts on another tab or window. Reload to refresh your session.Dismiss alert
When running tests on funding rate arb script on development, observed that when using two exchanges with same market sometimes exceeds the leverage resulting order failure and errors. Therefore we run the same test on the following perpetual connectors:
For Binance and Kucoin, when leverage is beyond the exchange’s limit it will return an error that ..is not valid or ..cannot exceed causing failure to order creation
For Okx, Gateio and Hyperliquid, Returns error ..exceeds maximum limit and ..leverage to high then creates order with leverage set to either 1 or 10
For Vega, it automatically adjust the leverage and use it when placing orders ✅
Suggestion: We think that it should copy what Vega do when exceeding leverage, uses the maximum possible value then place order.
Steps to reproduce
Setup v1 strategy (perp-mm) and use any perpetual connector
Select any market and check the leverage, then set a value higher that the exchange can support
for sample on Kucoin perpetual, GAS-USDT can only be set up to 5x but other exchanges has 50x
Start the strategy and observe behavior when exceed leverage and order creation on logs
Release version
dev-1.27.0, v1.26.0
Type of installation
Source
Attach required files
n/a
The text was updated successfully, but these errors were encountered:
Describe the bug
When running tests on funding rate arb script on development, observed that when using two exchanges with same market sometimes exceeds the leverage resulting order failure and errors. Therefore we run the same test on the following perpetual connectors:
..is not valid
or..cannot exceed
causing failure to order creation..exceeds maximum limit
and..leverage to high
then creates order with leverage set to either1
or10
Suggestion: We think that it should copy what Vega do when exceeding leverage, uses the maximum possible value then place order.
Steps to reproduce
Release version
dev-1.27.0, v1.26.0
Type of installation
Source
Attach required files
n/a
The text was updated successfully, but these errors were encountered: