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pkg/exchange: fix precision

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This commit is contained in:
Edwin 2023-10-27 12:52:36 +08:00
parent c4f1af00d7
commit 2a85bbebf0
3 changed files with 6 additions and 7 deletions
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4
pkg/exchange/bybit/convert.go
View File

@ -16,8 +16,8 @@ func toGlobalMarket(m bybitapi.Instrument) types.Market {
return types.Market{
Symbol: m.Symbol,
LocalSymbol: m.Symbol,
PricePrecision: int(math.Log10(m.LotSizeFilter.QuotePrecision.Float64())),
VolumePrecision: int(math.Log10(m.LotSizeFilter.BasePrecision.Float64())),
PricePrecision: -int(math.Log10(m.LotSizeFilter.QuotePrecision.Float64())),
VolumePrecision: -int(math.Log10(m.LotSizeFilter.BasePrecision.Float64())),
QuoteCurrency: m.QuoteCoin,
BaseCurrency: m.BaseCoin,
MinNotional: m.LotSizeFilter.MinOrderAmt,

5
pkg/exchange/bybit/convert_test.go
View File

@ -2,7 +2,6 @@ package bybit
import (
"fmt"
"math"
"strconv"
"testing"
"time"
@ -67,8 +66,8 @@ func TestToGlobalMarket(t *testing.T) {
exp := types.Market{
Symbol: inst.Symbol,
LocalSymbol: inst.Symbol,
PricePrecision: int(math.Log10(inst.LotSizeFilter.QuotePrecision.Float64())),
VolumePrecision: int(math.Log10(inst.LotSizeFilter.BasePrecision.Float64())),
PricePrecision: 8,
VolumePrecision: 6,
QuoteCurrency: inst.QuoteCoin,
BaseCurrency: inst.BaseCoin,
MinNotional: inst.LotSizeFilter.MinOrderAmt,

4
pkg/exchange/kucoin/convert.go
View File

@ -39,8 +39,8 @@ func toGlobalMarket(m kucoinapi.Symbol) types.Market {
return types.Market{
Symbol: symbol,
LocalSymbol: m.Symbol,
PricePrecision: int(math.Log10(m.PriceIncrement.Float64())), // convert 0.0001 to 4
VolumePrecision: int(math.Log10(m.BaseIncrement.Float64())),
PricePrecision: -int(math.Log10(m.PriceIncrement.Float64())), // convert 0.0001 to 4
VolumePrecision: -int(math.Log10(m.BaseIncrement.Float64())),
QuoteCurrency: m.QuoteCurrency,
BaseCurrency: m.BaseCurrency,
MinNotional: m.QuoteMinSize,