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Merge pull request #450 from ankion/fix_futures_precision

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Fix: precision of futures trade data is incorrect.
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Yo-An Lin 2022-02-14 11:38:39 +08:00 committed by GitHub
commit 336d86811f
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1 changed files with 4 additions and 4 deletions
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8
pkg/exchange/binance/parse.go
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@ -731,13 +731,13 @@ func (e *OrderTradeUpdateEvent) TradeFutures() (*types.Trade, error) {
Symbol: e.OrderTrade.Symbol,
OrderID: uint64(e.OrderTrade.OrderId),
Side: toGlobalSideType(binance.SideType(e.OrderTrade.Side)),
Price: float64(e.OrderTrade.LastFilledPrice),
Quantity: float64(e.OrderTrade.OrderLastFilledQuantity),
QuoteQuantity: float64(e.OrderTrade.OrderFilledAccumulatedQuantity),
Price: e.OrderTrade.LastFilledPrice.Float64(),
Quantity: e.OrderTrade.OrderLastFilledQuantity.Float64(),
QuoteQuantity: e.OrderTrade.OrderFilledAccumulatedQuantity.Float64(),
IsBuyer: e.OrderTrade.Side == "BUY",
IsMaker: e.OrderTrade.IsMaker,
Time: types.Time(tt),
Fee: float64(e.OrderTrade.CommissionAmount),
Fee: e.OrderTrade.CommissionAmount.Float64(),
FeeCurrency: e.OrderTrade.CommissionAsset,
}, nil
}