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leoca
87fda38f8b
Decimal.normalize() renders steps below 1E-6 in scientific notation, so parsing the string for a '.' read the precision of a 0.0000001 tick or a 0.00000001 lot step as 0 and truncated prices and quantities to integers. Apply the exponent-based inference already used for OKX lotSz.
72 lines
2.7 KiB
Python
72 lines
2.7 KiB
Python
"""Precision inference from exchange step sizes below 1E-6.
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Decimal.normalize() renders steps such as 0.0000001 as "1E-7". Parsing that
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string for a '.' misreads the precision as 0, which truncates prices and
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quantities to integers when they are rendered for the exchange.
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"""
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import time
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from decimal import Decimal
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from app.services.live_trading.binance_spot import BinanceSpotClient
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from app.services.live_trading.bitget import BitgetMixClient
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from app.services.live_trading.bybit import BybitClient
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def _bybit_client(price_tick: str, qty_step: str) -> BybitClient:
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client = BybitClient(api_key="k", secret_key="s", category="linear")
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client._inst_cache["linear:1000PEPEUSDT"] = (
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time.time(),
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{
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"priceFilter": {"tickSize": price_tick},
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"lotSizeFilter": {"qtyStep": qty_step, "minOrderQty": "0"},
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},
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)
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return client
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def _bitget_client(contract: dict) -> BitgetMixClient:
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client = BitgetMixClient.__new__(BitgetMixClient)
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client._contract_cache = {}
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client._contract_cache_ttl_sec = 300.0
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client.get_contract = lambda **_kwargs: contract
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return client
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def test_bybit_small_tick_keeps_price_decimals():
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client = _bybit_client("0.0000001", "100")
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price, precision = client._normalize_price(symbol="1000PEPE/USDT", price=0.01234567)
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assert precision == 7
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assert client._dec_str(price, strict_precision=precision) == "0.0123456"
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def test_bybit_small_qty_step_keeps_qty_decimals():
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client = _bybit_client("0.01", "0.00000001")
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qty, precision = client._normalize_qty(symbol="1000PEPE/USDT", qty=0.123456789)
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assert precision == 8
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assert client._dec_str(qty, strict_precision=precision) == "0.12345678"
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def test_bitget_small_price_step_keeps_price_decimals():
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client = _bitget_client({"priceStep": "0.0000001"})
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price, precision = client._normalize_price(
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symbol="PEPE/USDT", product_type="USDT-FUTURES", price=0.01234567
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)
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assert precision == 7
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assert client._dec_str(price, strict_precision=precision) == "0.0123456"
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def test_bitget_small_size_step_keeps_size_decimals():
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client = _bitget_client({"sizeMultiplier": "0.00000001"})
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size, precision = client._normalize_size(
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symbol="BTC/USDT", product_type="USDT-FUTURES", base_size=0.123456789
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)
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assert precision == 8
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assert client._dec_str(size, strict_precision=precision) == "0.12345678"
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def test_binance_decimal_places_from_small_step():
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assert BinanceSpotClient._decimal_places_from_step(Decimal("0.00000001")) == 8
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assert BinanceSpotClient._decimal_places_from_step(Decimal("0.00001000")) == 5
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assert BinanceSpotClient._decimal_places_from_step(Decimal("10")) == 0
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