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subtle bug in order structure for "create_order" for "krakenfutures", the fields amount, filled and remaining are incorrect #23469

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reinhardullrich opened this issue Aug 19, 2024 · 2 comments
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subtle bug in order structure for "create_order" for "krakenfutures", the fields amount, filled and remaining are incorrect #23469

reinhardullrich opened this issue Aug 19, 2024 · 2 comments
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reinhardullrich commented Aug 19, 2024 •
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Operating System

Ubuntu 22.04

Programming Languages

Python

CCXT Version

4.3.75

Description

i executed a market order for 0.01 BTC which hit three orders in the orderbook, two for 0.0001 BTC and one for 0.0098.
the order structure i received from "create_order" (the asnycio version!) shows 0.0098 BTC for 'amount, 0.0102 BTC for 'filled' and -0.0002 BTC for 'remaing'.
see the code below, it is a real execution from my logfiles.
i tried to analyze the (python) sourcecode for krakenfutures, but i dont understand ccxt enough yet to fully understand what "parse_order" is doing....
thank you very much!

Code

{'amount': 0.0098,
 'average': 58717.93,
 'clientOrderId': '029db5a9-02aa-4586-ad2c-31ef0991ae00',
 'cost': 598.922886,
 'datetime': '2024-08-19T13:16:29.639Z',
 'fee': None,
 'fees': [],
 'filled': 0.0102,
 'id': 'e7a24021-e2e5-49e5-8470-09819ed785d0',
 'info': {'cliOrdId': '029db5a9-02aa-4586-ad2c-31ef0991ae00',
          'orderEvents': [{'amount': '0.0001',
                           'executionId': '08789e54-d8de-4736-8041-0421bdaf99cf',
                           'orderPriorEdit': None,
                           'orderPriorExecution': {'cliOrdId': '029db5a9-02aa-4586-ad2c-31ef0991ae00',
                                                   'filled': '0',
                                                   'lastUpdateTimestamp': '2024-08-19T13:16:29.639Z',
                                                   'limitPrice': '59301.00',
                                                   'orderId': 'e7a24021-e2e5-49e5-8470-09819ed785d0',
                                                   'quantity': '0.01',
                                                   'reduceOnly': False,
                                                   'side': 'buy',
                                                   'symbol': 'PF_XBTUSD',
                                                   'timestamp': '2024-08-19T13:16:29.639Z',
                                                   'type': 'ioc'},
                           'price': '58714',
                           'takerReducedQuantity': None,
                           'type': 'EXECUTION'},
                          {'amount': '0.0001',
                           'executionId': '97d3261e-cb8a-4a53-9215-b1cb79a3f959',
                           'orderPriorEdit': None,
                           'orderPriorExecution': {'cliOrdId': '029db5a9-02aa-4586-ad2c-31ef0991ae00',
                                                   'filled': '0.0001',
                                                   'lastUpdateTimestamp': '2024-08-19T13:16:29.639Z',
                                                   'limitPrice': '59301.00',
                                                   'orderId': 'e7a24021-e2e5-49e5-8470-09819ed785d0',
                                                   'quantity': '0.0099',
                                                   'reduceOnly': False,
                                                   'side': 'buy',
                                                   'symbol': 'PF_XBTUSD',
                                                   'timestamp': '2024-08-19T13:16:29.639Z',
                                                   'type': 'ioc'},
                           'price': '58715',
                           'takerReducedQuantity': None,
                           'type': 'EXECUTION'},
                          {'amount': '0.0098',
                           'executionId': '3bdc8c29-cc8f-4166-bf30-d570330a8d59',
                           'orderPriorEdit': None,
                           'orderPriorExecution': {'cliOrdId': '029db5a9-02aa-4586-ad2c-31ef0991ae00',
                                                   'filled': '0.0002',
                                                   'lastUpdateTimestamp': '2024-08-19T13:16:29.639Z',
                                                   'limitPrice': '59301.00',
                                                   'orderId': 'e7a24021-e2e5-49e5-8470-09819ed785d0',
                                                   'quantity': '0.0098',
                                                   'reduceOnly': False,
                                                   'side': 'buy',
                                                   'symbol': 'PF_XBTUSD',
                                                   'timestamp': '2024-08-19T13:16:29.639Z',
                                                   'type': 'ioc'},
                           'price': '58718',
                           'takerReducedQuantity': None,
                           'type': 'EXECUTION'}],
          'order_id': 'e7a24021-e2e5-49e5-8470-09819ed785d0',
          'receivedTime': '2024-08-19T13:16:29.639Z',
          'status': 'placed'},
 'lastTradeTimestamp': None,
 'lastUpdateTimestamp': None,
 'postOnly': False,
 'price': 59301.0,
 'reduceOnly': False,
 'remaining': -0.0002,
 'side': 'buy',
 'status': 'closed',
 'stopLossPrice': None,
 'stopPrice': None,
 'symbol': 'BTC/USD:USD',
 'takeProfitPrice': None,
 'timeInForce': 'ioc',
 'timestamp': 1724073389639,
 'trades': [{'amount': 0.0001,
             'cost': 5.8714,
             'datetime': None,
             'fee': {'cost': None},
             'fees': [],
             'id': '08789e54-d8de-4736-8041-0421bdaf99cf',
             'info': {'amount': '0.0001',
                      'executionId': '08789e54-d8de-4736-8041-0421bdaf99cf',
                      'orderPriorEdit': None,
                      'orderPriorExecution': {'cliOrdId': '029db5a9-02aa-4586-ad2c-31ef0991ae00',
                                              'filled': '0',
                                              'lastUpdateTimestamp': '2024-08-19T13:16:29.639Z',
                                              'limitPrice': '59301.00',
                                              'orderId': 'e7a24021-e2e5-49e5-8470-09819ed785d0',
                                              'quantity': '0.01',
                                              'reduceOnly': False,
                                              'side': 'buy',
                                              'symbol': 'PF_XBTUSD',
                                              'timestamp': '2024-08-19T13:16:29.639Z',
                                              'type': 'ioc'},
                      'price': '58714',
                      'takerReducedQuantity': None,
                      'type': 'EXECUTION'},
             'order': 'e7a24021-e2e5-49e5-8470-09819ed785d0',
             'price': 58714.0,
             'side': 'buy',
             'symbol': 'BTC/USD:USD',
             'takerOrMaker': None,
             'timestamp': None,
             'type': 'market'},
            {'amount': 0.0098,
             'cost': 575.4364,
             'datetime': None,
             'fee': {'cost': None},
             'fees': [],
             'id': '3bdc8c29-cc8f-4166-bf30-d570330a8d59',
             'info': {'amount': '0.0098',
                      'executionId': '3bdc8c29-cc8f-4166-bf30-d570330a8d59',
                      'orderPriorEdit': None,
                      'orderPriorExecution': {'cliOrdId': '029db5a9-02aa-4586-ad2c-31ef0991ae00',
                                              'filled': '0.0002',
                                              'lastUpdateTimestamp': '2024-08-19T13:16:29.639Z',
                                              'limitPrice': '59301.00',
                                              'orderId': 'e7a24021-e2e5-49e5-8470-09819ed785d0',
                                              'quantity': '0.0098',
                                              'reduceOnly': False,
                                              'side': 'buy',
                                              'symbol': 'PF_XBTUSD',
                                              'timestamp': '2024-08-19T13:16:29.639Z',
                                              'type': 'ioc'},
                      'price': '58718',
                      'takerReducedQuantity': None,
                      'type': 'EXECUTION'},
             'order': 'e7a24021-e2e5-49e5-8470-09819ed785d0',
             'price': 58718.0,
             'side': 'buy',
             'symbol': 'BTC/USD:USD',
             'takerOrMaker': None,
             'timestamp': None,
             'type': 'market'},
            {'amount': 0.0001,
             'cost': 5.8715,
             'datetime': None,
             'fee': {'cost': None},
             'fees': [],
             'id': '97d3261e-cb8a-4a53-9215-b1cb79a3f959',
             'info': {'amount': '0.0001',
                      'executionId': '97d3261e-cb8a-4a53-9215-b1cb79a3f959',
                      'orderPriorEdit': None,
                      'orderPriorExecution': {'cliOrdId': '029db5a9-02aa-4586-ad2c-31ef0991ae00',
                                              'filled': '0.0001',
                                              'lastUpdateTimestamp': '2024-08-19T13:16:29.639Z',
                                              'limitPrice': '59301.00',
                                              'orderId': 'e7a24021-e2e5-49e5-8470-09819ed785d0',
                                              'quantity': '0.0099',
                                              'reduceOnly': False,
                                              'side': 'buy',
                                              'symbol': 'PF_XBTUSD',
                                              'timestamp': '2024-08-19T13:16:29.639Z',
                                              'type': 'ioc'},
                      'price': '58715',
                      'takerReducedQuantity': None,
                      'type': 'EXECUTION'},
             'order': 'e7a24021-e2e5-49e5-8470-09819ed785d0',
             'price': 58715.0,
             'side': 'buy',
             'symbol': 'BTC/USD:USD',
             'takerOrMaker': None,
             'timestamp': None,
             'type': 'market'}],
 'triggerPrice': None,
 'type': 'market'}``
@reinhardullrich reinhardullrich changed the title subtle but in order structure for "create_order" for "krakenfutures", the fields amount, filled and remaining are incorrect subtle bug in order structure for "create_order" for "krakenfutures", the fields amount, filled and remaining are incorrect Aug 19, 2024
@sc0Vu sc0Vu self-assigned this Aug 20, 2024
@sc0Vu sc0Vu added the bug label Aug 20, 2024
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sc0Vu commented Aug 20, 2024

@reinhardullrich Thanks for the report, we'll fix this asap.

This was referenced Aug 20, 2024
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sc0Vu commented Aug 27, 2024

@reinhardullrich We've published the fix. Could you upgrade CCXT and test it? Let us know if you encounter any issues.

@sc0Vu sc0Vu closed this as completed Aug 27, 2024
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