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fix submit order quantity formatting
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parent
2680ad5072
commit
468864302e
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@ -140,9 +140,11 @@ func (e *BasicRiskControlOrderExecutor) SubmitOrders(ctx context.Context, orders
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}
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formattedOrders = append(formattedOrders, o)
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e.Notify(":memo: Submitting %s %s %s order with quantity %s @ %s", o.Symbol, o.Side, o.Type, o.QuantityString, o.PriceString, o)
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}
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// e.Notify(":memo: Submitting %s %s %s order with quantity: %s", order.Symbol, order.Type, order.Side, order.QuantityString, order)
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return e.session.Exchange.SubmitOrders(ctx, formattedOrders...)
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}
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@ -164,7 +166,7 @@ func formatOrder(order types.SubmitOrder, session *ExchangeSession) (types.Submi
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}
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order.QuantityString = market.FormatVolume(order.Quantity)
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order.QuantityString = market.FormatQuantity(order.Quantity)
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return order, nil
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}
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@ -44,14 +44,20 @@ func (m Market) FormatPriceCurrency(val float64) string {
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}
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func (m Market) FormatPrice(val float64) string {
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p := math.Pow10(m.PricePrecision)
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val = math.Trunc(val*p) / p
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return strconv.FormatFloat(val, 'f', m.PricePrecision, 64)
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}
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func (m Market) FormatQuantity(val float64) string {
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prec := int(math.Abs(math.Log10(m.MinLot)))
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p := math.Pow10(prec)
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val = math.Trunc(val*p) / p
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return strconv.FormatFloat(val, 'f', prec, 64)
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}
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func (m Market) FormatVolume(val float64) string {
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p := math.Pow10(m.PricePrecision)
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p := math.Pow10(m.VolumePrecision)
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val = math.Trunc(val*p) / p
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return strconv.FormatFloat(val, 'f', m.VolumePrecision, 64)
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}
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