GDAX API：购买时状态为“已拒绝”（reject_reason：仅发布）

Question

我有一个Python脚本，该脚本使用以下参数调用/ orders方法：

{
    "size": "0.01",
    "price": "<last price>",
    "side": "buy",
    "product_id": "BTC-USD",
    "type": "limit",
    "post_only": true
}

有时它可以工作，但是大多数时候我都会收到此错误：

{
    "status": "rejected",
    "reject_reason": "post only"
}

阅读交易规则后，它表示：

1.8A Limit Order with ‘post-only’ selected will only be posted to the Order Book if it would not be posted at the same price as an existing Order on the Order Book.

So I attempted to make the purchase with + $0.01, + $0.02, ..., + $0.99 (just to make sure that it won't have the same price as existing orders in the book) but I still get that message no matter how many cents I increase the price to buy ...

Did anybody bump into this issue?
Does anybody know what that "reject reason" really mean?

Answer 1

“仅发布”购买订单的价格必须低于人们愿意出售的当前市场价格。

换句话说，如果您希望购买订单进入订单簿，而不是立即填写，则您的出价必须低于人们当前愿意出售的价格。

当您尝试在处发布订单时<last_price>，价格很有可能处于最低要价，即人们当前愿意出售的价格。

当然，当您提高出价时，您很容易进入人们已经愿意出售的领域。

为了解决这个问题，只要出价少，而不是更多。

1.8A部分正好说明了这一点，尽管它与您的查看方式不明确。他们说，如果某人已经在订单簿上说他们愿意以该价格出售，则您不能在该订单簿上发布购买订单。当然，您可以以与其他人已经愿意购买的价格相同的价格发布购买订单。