Should max_quantity_market be added to Instrument?

[sunlei]

Currently, Instrument only has

• max_quantity
• min_quantity

From the trading rules and symbol information of the exchanges, the restrictions for limit orders and market orders are different. For example:

• https://bybit-exchange.github.io/docs/v5/market/instrument
  • maxOrderQty
  • maxMktOrderQty
• https://developers.binance.com/docs/binance-spot-api-docs/filters
  • LOT_SIZE
  • MARKET_LOT_SIZE
• https://developers.binance.com/docs/margin_trading/common-definition
  • LOT_SIZE
  • MARKET_LOT_SIZE

Therefore, should it be adjusted to the fields like?

• Instrument.max_quantity_limit
• Instrument.min_quantity_limit
• Instrument.max_quantity_market
• Instrument.min_quantity_market

[cjdsellers]

Hi @sunlei

Thanks for pointing this out.

Even if we thought it was a good idea to add separate fields for this, there's a high development overhead right now for adding fields due to all of the corresponding Python + Cython + Rust which would also need to be changed.

We'd consider adding this to the relevant crypto instruments once the Rust port is done, so lets leave this issue open for now.

In the mean time, you could access this information through the info field.