Update __init__.py
Also setting price "rate" to a precision CCXT informs us the exchange/pair accepts Moved from round() to math floor and ceil to explicitly round_down on amount and up on price.
This commit is contained in:
parent
0c035b276c
commit
ce74a5b97e
@ -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
|
||||
@ -95,10 +96,6 @@ class Exchange(object):
|
||||
except (KeyError, AttributeError):
|
||||
raise OperationalException(f'Exchange {name} is not supported')
|
||||
|
||||
# check if config has sandbox = True, if so use ['test'] sandbox API from CCXT
|
||||
if (exchange_config.get('sandbox')):
|
||||
api.urls['api'] = api.urls['test']
|
||||
|
||||
return api
|
||||
|
||||
@property
|
||||
@ -154,18 +151,38 @@ 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 buy 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)}'
|
||||
@ -183,8 +200,9 @@ 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:
|
||||
@ -219,8 +237,9 @@ 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:
|
||||
|
Loading…
Reference in New Issue
Block a user