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pkg/exchange: use NumFractionalDigits instead of math.Log10(Float64) due to precision problem

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This commit is contained in:
Edwin 2023-10-27 15:28:35 +08:00
parent 2a85bbebf0
commit ba7e26c800
2 changed files with 4 additions and 6 deletions
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5
pkg/exchange/bybit/convert.go
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@ -2,7 +2,6 @@ package bybit
import ( import (
"fmt" "fmt"
"math"
"strconv" "strconv"
"time" "time"
@ -16,8 +15,8 @@ func toGlobalMarket(m bybitapi.Instrument) types.Market {
return types.Market{ return types.Market{
Symbol: m.Symbol, Symbol: m.Symbol,
LocalSymbol: m.Symbol, LocalSymbol: m.Symbol,
PricePrecision: -int(math.Log10(m.LotSizeFilter.QuotePrecision.Float64())), PricePrecision: m.LotSizeFilter.QuotePrecision.NumFractionalDigits(),
VolumePrecision: -int(math.Log10(m.LotSizeFilter.BasePrecision.Float64())), VolumePrecision: m.LotSizeFilter.BasePrecision.NumFractionalDigits(),
QuoteCurrency: m.QuoteCoin, QuoteCurrency: m.QuoteCoin,
BaseCurrency: m.BaseCoin, BaseCurrency: m.BaseCoin,
MinNotional: m.LotSizeFilter.MinOrderAmt, MinNotional: m.LotSizeFilter.MinOrderAmt,

5
pkg/exchange/kucoin/convert.go
View File

@ -3,7 +3,6 @@ package kucoin
import ( import (
"fmt" "fmt"
"hash/fnv" "hash/fnv"
"math"
"strings" "strings"
"time" "time"
@ -39,8 +38,8 @@ func toGlobalMarket(m kucoinapi.Symbol) types.Market {
return types.Market{ return types.Market{
Symbol: symbol, Symbol: symbol,
LocalSymbol: m.Symbol, LocalSymbol: m.Symbol,
PricePrecision: -int(math.Log10(m.PriceIncrement.Float64())), // convert 0.0001 to 4 PricePrecision: m.PriceIncrement.NumFractionalDigits(), // convert 0.0001 to 4
VolumePrecision: -int(math.Log10(m.BaseIncrement.Float64())), VolumePrecision: m.BaseIncrement.NumFractionalDigits(),
QuoteCurrency: m.QuoteCurrency, QuoteCurrency: m.QuoteCurrency,
BaseCurrency: m.BaseCurrency, BaseCurrency: m.BaseCurrency,
MinNotional: m.QuoteMinSize, MinNotional: m.QuoteMinSize,