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54 lines
1.2 KiB
Go
54 lines
1.2 KiB
Go
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package bybit
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import (
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"math"
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"github.com/c9s/bbgo/pkg/exchange/bybit/bybitapi"
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"github.com/c9s/bbgo/pkg/types"
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)
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func toGlobalMarket(m bybitapi.Instrument) types.Market {
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// sample:
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//Symbol: BTCUSDT
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//BaseCoin: BTC
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//QuoteCoin: USDT
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//Innovation: 0
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//Status: Trading
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//MarginTrading: both
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//
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//LotSizeFilter:
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//{
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// BasePrecision: 0.000001
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// QuotePrecision: 0.00000001
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// MinOrderQty: 0.000048
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// MaxOrderQty: 71.73956243
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// MinOrderAmt: 1
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// MaxOrderAmt: 2000000
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//}
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//
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//PriceFilter:
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//{
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// TickSize: 0.01
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//}
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return types.Market{
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Symbol: m.Symbol,
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LocalSymbol: m.Symbol,
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PricePrecision: int(math.Log10(m.LotSizeFilter.QuotePrecision.Float64())),
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VolumePrecision: int(math.Log10(m.LotSizeFilter.BasePrecision.Float64())),
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QuoteCurrency: m.QuoteCoin,
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BaseCurrency: m.BaseCoin,
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MinNotional: m.LotSizeFilter.MinOrderAmt,
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MinAmount: m.LotSizeFilter.MinOrderAmt,
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// quantity
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MinQuantity: m.LotSizeFilter.MinOrderQty,
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MaxQuantity: m.LotSizeFilter.MaxOrderQty,
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StepSize: m.LotSizeFilter.BasePrecision,
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// price
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MinPrice: m.LotSizeFilter.MinOrderAmt,
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MaxPrice: m.LotSizeFilter.MaxOrderAmt,
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TickSize: m.PriceFilter.TickSize,
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}
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}
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