Binance Future USD-M Size Question

Based on the analysis of the code snippet, make sure to address the following within the context of your algorithm to resolve the order issue:

1. Ensure self is Defined: The error states that self is not defined. This typically indicates that the code should be within a class method (e.g., initialize, on_data) in your algorithm, where self refers to an instance of the class such as QCAlgorithm.

2. Define order_quantity: Make sure that order_quantity is properly defined and assigned a value in the context where you plan to use it.

Here's a modified code snippet that follows PEP 8 guidelines, assuming it's part of a method in your QCAlgorithm subclass:

lot_size = self.securities['BTCUSDT'].SymbolProperties.LOT_SIZE
order_quantity = 0.13521  # Example quantity
adjusted_quantity = round(order_quantity / lot_size) * lot_size
if adjusted_quantity >= lot_size:
    self.market_order('BTCUSDT', adjusted_quantity)

Ensure this code is part of your main algorithm class (QCAlgorithm subclass), and adjust order_quantity as needed. This will round the order quantity to the nearest lot_size and place an order if the quantity meets or exceeds the lot size.

Sources: Order Errors - QuantConnect.com, Binance - QuantConnect.com, Immediate Execution Model Works With Binance Fee Model, Bybit Crypto Futures Regression Algorithm

Thank you. I thought the rounding to lot size is automatic.