QuantConnect / QuantConnect/Lean

Add maximum order size check

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#6,287 3 comments 0 reactions 0 assignees View on GitHub

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feature
Dominant language
C#
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Forks
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Avg merge
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Merged PRs (30d)
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Description

Expected Behavior

The maximum order quantity is defined by the brokerage[crypto]

Actual Behavior

we have a minimum order size but not a maximum order size[crypto]

Potential Solution
Reproducing the Problem

Place order for quantity greater than 62000
in any crypto

System Information
Checklist
  • I have completely filled out this template
  • I have confirmed that this issue exists on the current master branch
  • I have confirmed that this is not a duplicate issue by searching issues
  • I have provided detailed steps to reproduce the issue

Contributor guide

Open the contributing guide

First steps

  1. Read the whole issue, then the project's contributing guide.
  2. Comment on the issue to say you are picking it up — it saves two people doing the same work.
  3. Fork the repository and make your change on a branch.
  4. Open a pull request that references the issue number.

Research direction

Start by locating the existing minimum order-size validation for crypto orders and its related tests. Confirm the brokerage-defined maximum, including the reported limit of 62000, and define the expected behavior for quantities above it. Done means crypto orders exceeding the maximum are rejected and the behavior is covered by tests.

Written by the indexing model from the issue text.

Assessment

Tech stack
csharp
Domain
fintech-quant
Issue type
Feature
Difficulty
3/5
Estimated time
1-2 days
Activity status
Stale
Clarity
Mostly clear
Newbie friendliness
42/100

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