Added price "rate" to be trimmed to the precision the exchange supports

Also moved from round() to math.floor / ceil

amount will round down to exchange precision
price will round up to exchange precision
This commit is contained in:
creslinux 2018-07-29 13:26:04 +00:00
parent fa7794d704
commit 3b2b318b98

View File

@ -4,6 +4,7 @@ import logging
from random import randint
from typing import List, Dict, Any, Optional
from datetime import datetime
from math import floor, ceil
import ccxt
import arrow
@ -162,18 +163,38 @@ class Exchange(object):
"""
return endpoint in self._api.has and self._api.has[endpoint]
def symbol_prec(self, pair, amount: float):
def symbol_amount_prec(self, pair, amount: float):
'''
Returns the amount to but or sell to the precision the Exchange accepts
Returns the amount to buy or sell to a precision the Exchange accepts
Rounded down
:param pair: the symbol
:param amount: amount
:return: amount
'''
if self._api.markets[pair]['precision']['amount']:
if self._api.markets[pair]['precision']['amount'] > 0:
symbol_prec = self._api.markets[pair]['precision']['amount']
amount = round(amount, symbol_prec)
multiplier = int('1' + ('0' * symbol_prec))
big_amount = amount * multiplier
round_down = floor(big_amount)
amount = round_down / multiplier
return amount
def symbol_price_prec(self, pair, price: float):
'''
Returns the price buying or selling with to the precision the Exchange accepts
Rounds up
:param pair: the symbol
:param price: amount
:return: price
'''
if self._api.markets[pair]['precision']['price'] > 0:
symbol_prec = self._api.markets[pair]['precision']['price']
multiplier = int('1' + ('0' * symbol_prec))
big_price = price * multiplier
round_up = ceil(big_price)
price = round_up / multiplier
return price
def buy(self, pair: str, rate: float, amount: float) -> Dict:
if self._conf['dry_run']:
order_id = f'dry_run_buy_{randint(0, 10**6)}'
@ -191,8 +212,9 @@ class Exchange(object):
return {'id': order_id}
try:
# Set the precision accepted by the exchange
amount = self.symbol_prec(pair, amount)
# Set the precision for amount and price(rate) as accepted by the exchange
amount = self.symbol_amount_prec(pair, amount)
rate = self.symbol_price_prec(pair, rate)
return self._api.create_limit_buy_order(pair, amount, rate)
except ccxt.InsufficientFunds as e:
@ -227,8 +249,9 @@ class Exchange(object):
return {'id': order_id}
try:
# Set the precision accepted by the exchange
amount = self.symbol_prec(pair, amount)
# Set the precision for amount and price(rate) as accepted by the exchange
amount = self.symbol_amount_prec(pair, amount)
rate = self.symbol_price_prec(pair, rate)
return self._api.create_limit_sell_order(pair, amount, rate)
except ccxt.InsufficientFunds as e: