lychiyu/bbgo_origin
1
0
Fork 0
mirror of https://github.com/c9s/bbgo.git synced 2024-11-10 09:11:55 +00:00
Code Issues Actions Packages Projects Releases Wiki Activity

pkg/exchange: fix precision

Browse Source
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
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

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,