Binance unexpected percent price error for certain symbols

Question

I've got unexpected Binance API error when trying to submit an order for ETHUSDT. The error looks standard:

{'code': -1013, 'msg': 'Filter failure: PERCENT_PRICE'}

I am passing an average price, retrieved a second ago using API's Symbol Price Ticker functions. My order function looks like:

params = {
    "symbol": "ETHUSDT",
    "side": "BUY",
    "type": "LIMIT",
    "quantity" : 0.1,
    "timeInForce" : "GTC",
    "price" : 3391, #A price from GET /api/v3/ticker/price
    "recvWindow" : 40000
}

response = send_signed_request('POST', '/api/v3/order', params)
print(response)

But when passing a tenfold lower price the order completes without any errors. Also, other symbols don't raise any errors too, using the same pipeline. What am I doing wrong? Looks like bug, but not sure where to submit it.

Any advice will be appreciated!

Answer 1

The quantity and price are expected to be in a particular string format for it to work consistently. The Binance documentation on this is here.

You can use this syntax to apply formatting:

amt_str = "{:0.0{}f}".format(amount, precision)

Note that precision in this example is an integer, not a step size.