Diagnosing Filled Amounts in Simulated Market Buy Orders

Summary

The document presents a question about why simulated market purchases do not appear to match the requested quantity. The example submits a market buy for ten ETH once per hour, then logs the order, trades, and account state. In the shown log, the order reports a requested amount and deal amount of ten, while the trade record lists an amount of one and the account shows a small ETH balance. The discrepancy is the subject of the post; it does not provide an answer or a confirmed explanation.

The example is useful as a prompt to distinguish order-level fields from individual trade records and resulting account balances when investigating simulated execution. However, the evidence is limited to one logged instance, and the exchange interface, simulator behavior, and units behind the fields are not explained. It therefore offers no general conclusion about whether the difference comes from partial fills, contract sizing, logging semantics, or a simulation defect.

Key ideas

• The example compares the requested buy quantity with order, trade, and account logs.
• The order reports a deal amount equal to the requested amount, but the listed trade amount is smaller.
• The post raises a simulated execution question without supplying a diagnosis.
• A single log excerpt cannot establish how the simulator represents fills or asset quantities.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.