fix: Improve decimal precision handling across all exchange clients
- Add strict_precision parameter to _dec_str methods - Modify quantity normalization methods to return (Decimal, precision) tuple - Infer precision from stepSize/lotSz/qtyStep for accurate formatting - Update all order placement methods to use precision information - Fix LOT_SIZE filter errors by strictly limiting decimal places Affected exchanges: - Binance Spot & Futures - OKX - Bybit - Bitget Spot & Futures - Deepcoin This ensures order quantities are formatted with correct precision matching exchange requirements.
This commit is contained in:
@@ -47,33 +47,67 @@ class BinanceFuturesClient(BaseRestClient):
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return Decimal("0")
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@staticmethod
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def _dec_str(d: Decimal, max_decimals: int = 18) -> str:
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def _dec_str(d: Decimal, max_decimals: int = 18, strict_precision: Optional[int] = None) -> str:
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"""
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Convert Decimal to string with controlled precision.
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Binance requires quantities/prices to match LOT_SIZE/PRICE_FILTER precision.
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This method ensures the output string doesn't exceed the required precision.
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Args:
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d: Decimal value to format
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max_decimals: Maximum decimal places (fallback if strict_precision not provided)
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strict_precision: If provided, strictly limit to this many decimal places (no trailing zero removal)
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"""
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try:
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if d == 0:
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return "0"
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# Normalize to remove unnecessary trailing zeros from internal representation
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normalized = d.normalize()
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# If strict_precision is provided, use it and strictly limit decimal places
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# This ensures we match the stepSize requirement exactly
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if strict_precision is not None:
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try:
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prec = int(strict_precision)
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if prec < 0:
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prec = 0
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if prec > 18:
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prec = 18
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# Use quantize to ensure exact precision (round down to match stepSize)
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q = Decimal("1").scaleb(-prec)
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quantized = normalized.quantize(q, rounding=ROUND_DOWN)
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# Format with exact precision - this will produce at most 'prec' decimal places
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s = format(quantized, f".{prec}f")
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# Remove trailing zeros and decimal point if not needed
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if '.' in s:
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s = s.rstrip('0').rstrip('.')
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return s if s else "0"
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except Exception:
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pass
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# Fallback to original logic if strict_precision not provided or failed
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# Convert to string using fixed-point notation
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# Use a reasonable max_decimals to avoid excessive precision
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# Binance typically uses 8 decimal places for most symbols
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s = format(normalized, f".{max_decimals}f")
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# Remove trailing zeros and decimal point if not needed
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# This ensures we don't send "0.02874400" when "0.028744" is sufficient
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if '.' in s:
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s = s.rstrip('0').rstrip('.')
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return s if s else "0"
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except Exception:
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# Fallback: try to convert safely
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try:
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# If Decimal conversion fails, try float with limited precision
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f = float(d)
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if f == 0:
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return "0"
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if strict_precision is not None:
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try:
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prec = int(strict_precision)
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if 0 <= prec <= 18:
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s = format(f, f".{prec}f")
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if '.' in s:
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s = s.rstrip('0').rstrip('.')
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return s if s else "0"
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except Exception:
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pass
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# Format with max_decimals and remove trailing zeros
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s = format(f, f".{max_decimals}f")
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if '.' in s:
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@@ -86,6 +120,16 @@ class BinanceFuturesClient(BaseRestClient):
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if 'e' in s.lower() or 'E' in s:
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try:
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f = float(s)
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if strict_precision is not None:
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try:
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prec = int(strict_precision)
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if 0 <= prec <= 18:
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s = format(f, f".{prec}f")
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if '.' in s:
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s = s.rstrip('0').rstrip('.')
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return s if s else "0"
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except Exception:
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pass
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s = format(f, f".{max_decimals}f")
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if '.' in s:
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s = s.rstrip('0').rstrip('.')
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@@ -256,13 +300,16 @@ class BinanceFuturesClient(BaseRestClient):
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return Decimal("0")
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return px
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def _normalize_quantity(self, *, symbol: str, quantity: float, for_market: bool) -> Decimal:
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def _normalize_quantity(self, *, symbol: str, quantity: float, for_market: bool) -> Tuple[Decimal, Optional[int]]:
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"""
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Normalize futures order quantity using LOT_SIZE / MARKET_LOT_SIZE filters (best-effort).
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Returns:
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Tuple of (normalized_quantity, precision) where precision is the number of decimal places required.
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"""
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q = self._to_dec(quantity)
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if q <= 0:
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return Decimal("0")
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return (Decimal("0"), None)
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fdict: Dict[str, Any] = {}
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try:
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fdict = self.get_symbol_filters(symbol=symbol) or {}
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@@ -292,9 +339,18 @@ class BinanceFuturesClient(BaseRestClient):
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if qty_precision is None and step > 0:
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try:
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# stepSize like "0.001" means 3 decimal places
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step_str = str(step).rstrip('0')
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# Use normalize() to remove trailing zeros, then count decimal places
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step_normalized = step.normalize()
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step_str = str(step_normalized)
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if '.' in step_str:
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qty_precision = len(step_str.split('.')[1])
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# Count decimal places after removing trailing zeros
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decimal_part = step_str.split('.')[1]
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qty_precision = len(decimal_part)
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# Ensure precision is at least 0 and at most 18
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if qty_precision < 0:
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qty_precision = 0
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if qty_precision > 18:
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qty_precision = 18
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else:
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# If stepSize is 1 or larger, precision is 0
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qty_precision = 0
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@@ -306,8 +362,8 @@ class BinanceFuturesClient(BaseRestClient):
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q = self._floor_to_precision(q, qty_precision)
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if min_qty > 0 and q < min_qty:
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return Decimal("0")
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return q
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return (Decimal("0"), qty_precision)
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return (q, qty_precision)
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def ping(self) -> bool:
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code, data, _ = self._request("GET", "/fapi/v1/time")
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@@ -555,7 +611,7 @@ class BinanceFuturesClient(BaseRestClient):
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if sd not in ("BUY", "SELL"):
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raise LiveTradingError(f"Invalid side: {side}")
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q_req = float(quantity or 0.0)
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q_dec = self._normalize_quantity(symbol=symbol, quantity=q_req, for_market=True)
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q_dec, qty_precision = self._normalize_quantity(symbol=symbol, quantity=q_req, for_market=True)
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if float(q_dec or 0) <= 0:
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raise LiveTradingError(f"Invalid quantity (below step/minQty): requested={q_req}")
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@@ -575,7 +631,7 @@ class BinanceFuturesClient(BaseRestClient):
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if notional < min_notional:
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raise LiveTradingError(
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"Order notional is below MIN_NOTIONAL. "
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f"symbol={sym} side={sd} qty={self._dec_str(q_dec)} "
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f"symbol={sym} side={sd} qty={self._dec_str(q_dec, strict_precision=qty_precision)} "
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f"markPrice={mark_price} notional={self._dec_str(notional)} "
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f"minNotional={self._dec_str(min_notional)}"
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)
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@@ -589,7 +645,7 @@ class BinanceFuturesClient(BaseRestClient):
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"symbol": sym,
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"side": sd,
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"type": "MARKET",
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"quantity": self._dec_str(q_dec),
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"quantity": self._dec_str(q_dec, strict_precision=qty_precision),
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}
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if reduce_only:
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params["reduceOnly"] = "true"
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@@ -675,7 +731,7 @@ class BinanceFuturesClient(BaseRestClient):
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pass
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raise LiveTradingError(
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f"{e} | debug: symbol={sym} side={sd} "
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f"qty_req={q_req} qty_norm={self._dec_str(q_dec)} "
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f"qty_req={q_req} qty_norm={self._dec_str(q_dec, strict_precision=qty_precision)} "
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f"base_url={self.base_url} filtersSymbol={filt_symbol} contractType={contract_type} "
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f"stepSize={step} quantityPrecision={qty_prec} minNotional={min_not} "
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f"dualSidePosition={dual_mode} positionSide={pos_side_used} "
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@@ -714,7 +770,7 @@ class BinanceFuturesClient(BaseRestClient):
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px = float(price or 0.0)
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if q_req <= 0 or px <= 0:
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raise LiveTradingError("Invalid quantity/price")
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q_dec = self._normalize_quantity(symbol=symbol, quantity=q_req, for_market=False)
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q_dec, qty_precision = self._normalize_quantity(symbol=symbol, quantity=q_req, for_market=False)
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if float(q_dec or 0) <= 0:
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raise LiveTradingError(f"Invalid quantity (below step/minQty): requested={q_req}")
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px_dec = self._normalize_price(symbol=symbol, price=px)
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@@ -726,7 +782,7 @@ class BinanceFuturesClient(BaseRestClient):
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"side": sd,
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"type": "LIMIT",
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"timeInForce": "GTC",
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"quantity": self._dec_str(q_dec),
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"quantity": self._dec_str(q_dec, strict_precision=qty_precision),
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"price": self._dec_str(px_dec),
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}
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if reduce_only:
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@@ -777,7 +833,7 @@ class BinanceFuturesClient(BaseRestClient):
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pass
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raise LiveTradingError(
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f"{e} | debug: symbol={sym} side={sd} "
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f"qty_req={q_req} qty_norm={self._dec_str(q_dec)} "
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f"qty_req={q_req} qty_norm={self._dec_str(q_dec, strict_precision=qty_precision)} "
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f"price_req={px} price_norm={self._dec_str(px_dec)}"
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)
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exchange_order_id = str(raw.get("orderId") or raw.get("clientOrderId") or "")
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@@ -38,33 +38,72 @@ class BinanceSpotClient(BaseRestClient):
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return Decimal("0")
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@staticmethod
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def _dec_str(d: Decimal, max_decimals: int = 18) -> str:
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def _dec_str(d: Decimal, max_decimals: int = 18, strict_precision: Optional[int] = None) -> str:
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"""
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Convert Decimal to string with controlled precision.
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Binance requires quantities/prices to match LOT_SIZE/PRICE_FILTER precision.
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This method ensures the output string doesn't exceed the required precision.
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Args:
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d: Decimal value to format
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max_decimals: Maximum decimal places (fallback if strict_precision not provided)
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strict_precision: If provided, strictly limit to this many decimal places (no trailing zero removal)
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"""
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try:
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if d == 0:
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return "0"
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# Normalize to remove unnecessary trailing zeros from internal representation
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normalized = d.normalize()
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# If strict_precision is provided, use it and strictly limit decimal places
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# This ensures we match the stepSize requirement exactly
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if strict_precision is not None:
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try:
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prec = int(strict_precision)
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if prec < 0:
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prec = 0
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if prec > 18:
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prec = 18
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# Use quantize to ensure exact precision (round down to match stepSize)
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q = Decimal("1").scaleb(-prec)
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quantized = normalized.quantize(q, rounding=ROUND_DOWN)
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# Format with exact precision - this will produce at most 'prec' decimal places
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# Use fixed-point format to ensure we don't exceed precision
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s = format(quantized, f".{prec}f")
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# Remove trailing zeros and decimal point if not needed
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# This is safe because we've already quantized to the correct precision
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if '.' in s:
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s = s.rstrip('0').rstrip('.')
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return s if s else "0"
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except Exception:
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pass
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# Fallback to original logic if strict_precision not provided or failed
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# Convert to string using fixed-point notation
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# Use a reasonable max_decimals to avoid excessive precision
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# Binance typically uses 8 decimal places for most symbols
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s = format(normalized, f".{max_decimals}f")
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# Remove trailing zeros and decimal point if not needed
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# This ensures we don't send "0.02874400" when "0.028744" is sufficient
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if '.' in s:
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s = s.rstrip('0').rstrip('.')
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return s if s else "0"
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except Exception:
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# Fallback: try to convert safely
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try:
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# If Decimal conversion fails, try float with limited precision
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f = float(d)
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if f == 0:
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return "0"
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if strict_precision is not None:
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try:
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prec = int(strict_precision)
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if prec < 0:
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prec = 0
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if prec > 18:
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prec = 18
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s = format(f, f".{prec}f")
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if '.' in s:
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s = s.rstrip('0').rstrip('.')
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return s if s else "0"
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except Exception:
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pass
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# Format with max_decimals and remove trailing zeros
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s = format(f, f".{max_decimals}f")
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if '.' in s:
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@@ -77,6 +116,16 @@ class BinanceSpotClient(BaseRestClient):
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if 'e' in s.lower() or 'E' in s:
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try:
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f = float(s)
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if strict_precision is not None:
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try:
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prec = int(strict_precision)
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if 0 <= prec <= 18:
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s = format(f, f".{prec}f")
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if '.' in s:
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s = s.rstrip('0').rstrip('.')
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return s if s else "0"
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except Exception:
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pass
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s = format(f, f".{max_decimals}f")
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if '.' in s:
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s = s.rstrip('0').rstrip('.')
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@@ -236,13 +285,16 @@ class BinanceSpotClient(BaseRestClient):
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return Decimal("0")
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return px
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def _normalize_quantity(self, *, symbol: str, quantity: float, for_market: bool) -> Decimal:
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def _normalize_quantity(self, *, symbol: str, quantity: float, for_market: bool) -> Tuple[Decimal, Optional[int]]:
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"""
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Normalize spot order quantity using LOT_SIZE / MARKET_LOT_SIZE filters (best-effort).
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Returns:
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Tuple of (normalized_quantity, precision) where precision is the number of decimal places required.
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"""
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q = self._to_dec(quantity)
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if q <= 0:
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return Decimal("0")
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return (Decimal("0"), None)
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fdict: Dict[str, Any] = {}
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try:
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fdict = self.get_symbol_filters(symbol=symbol) or {}
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@@ -272,9 +324,18 @@ class BinanceSpotClient(BaseRestClient):
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if qty_precision is None and step > 0:
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try:
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# stepSize like "0.001" means 3 decimal places
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step_str = str(step).rstrip('0')
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# Use normalize() to remove trailing zeros, then count decimal places
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step_normalized = step.normalize()
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step_str = str(step_normalized)
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if '.' in step_str:
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qty_precision = len(step_str.split('.')[1])
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# Count decimal places after removing trailing zeros
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decimal_part = step_str.split('.')[1]
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qty_precision = len(decimal_part)
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# Ensure precision is at least 0 and at most 18
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if qty_precision < 0:
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qty_precision = 0
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if qty_precision > 18:
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qty_precision = 18
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else:
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# If stepSize is 1 or larger, precision is 0
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qty_precision = 0
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@@ -286,8 +347,8 @@ class BinanceSpotClient(BaseRestClient):
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q = self._floor_to_precision(q, qty_precision)
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if min_qty > 0 and q < min_qty:
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return Decimal("0")
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return q
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return (Decimal("0"), qty_precision)
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return (q, qty_precision)
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def place_limit_order(
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self,
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@@ -306,7 +367,7 @@ class BinanceSpotClient(BaseRestClient):
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px = float(price or 0.0)
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if q_req <= 0 or px <= 0:
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raise LiveTradingError("Invalid quantity/price")
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q_dec = self._normalize_quantity(symbol=symbol, quantity=q_req, for_market=False)
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q_dec, qty_precision = self._normalize_quantity(symbol=symbol, quantity=q_req, for_market=False)
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if float(q_dec or 0) <= 0:
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raise LiveTradingError(f"Invalid quantity (below step/minQty): requested={q_req}")
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px_dec = self._normalize_price(symbol=symbol, price=px)
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@@ -318,7 +379,7 @@ class BinanceSpotClient(BaseRestClient):
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"side": sd,
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"type": "LIMIT",
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"timeInForce": "GTC",
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"quantity": self._dec_str(q_dec),
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"quantity": self._dec_str(q_dec, strict_precision=qty_precision),
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"price": self._dec_str(px_dec),
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}
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if client_order_id:
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@@ -328,7 +389,7 @@ class BinanceSpotClient(BaseRestClient):
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except LiveTradingError as e:
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raise LiveTradingError(
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f"{e} | debug: symbol={sym} side={sd} "
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f"qty_req={q_req} qty_norm={self._dec_str(q_dec)} "
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f"qty_req={q_req} qty_norm={self._dec_str(q_dec, strict_precision=qty_precision)} "
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f"price_req={px} price_norm={self._dec_str(px_dec)}"
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)
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return LiveOrderResult(
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@@ -352,7 +413,7 @@ class BinanceSpotClient(BaseRestClient):
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if sd not in ("BUY", "SELL"):
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raise LiveTradingError(f"Invalid side: {side}")
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q_req = float(quantity or 0.0)
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q_dec = self._normalize_quantity(symbol=symbol, quantity=q_req, for_market=True)
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q_dec, qty_precision = self._normalize_quantity(symbol=symbol, quantity=q_req, for_market=True)
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if float(q_dec or 0) <= 0:
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raise LiveTradingError(f"Invalid quantity (below step/minQty): requested={q_req}")
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@@ -360,7 +421,7 @@ class BinanceSpotClient(BaseRestClient):
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"symbol": sym,
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"side": sd,
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"type": "MARKET",
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"quantity": self._dec_str(q_dec),
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"quantity": self._dec_str(q_dec, strict_precision=qty_precision),
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}
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if client_order_id:
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params["newClientOrderId"] = str(client_order_id)
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@@ -369,7 +430,7 @@ class BinanceSpotClient(BaseRestClient):
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except LiveTradingError as e:
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raise LiveTradingError(
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f"{e} | debug: symbol={sym} side={sd} "
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f"qty_req={q_req} qty_norm={self._dec_str(q_dec)}"
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f"qty_req={q_req} qty_norm={self._dec_str(q_dec, strict_precision=qty_precision)}"
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)
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return LiveOrderResult(
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exchange_id="binance",
|
||||
|
||||
@@ -54,15 +54,34 @@ class BitgetMixClient(BaseRestClient):
|
||||
return Decimal("0")
|
||||
|
||||
@staticmethod
|
||||
def _dec_str(d: Decimal, max_decimals: int = 18) -> str:
|
||||
def _dec_str(d: Decimal, max_decimals: int = 18, strict_precision: Optional[int] = None) -> str:
|
||||
"""
|
||||
Convert Decimal to string with controlled precision.
|
||||
Bitget requires quantities to match sizeStep/sizePlace precision.
|
||||
|
||||
Args:
|
||||
d: Decimal value to format
|
||||
max_decimals: Maximum decimal places (fallback if strict_precision not provided)
|
||||
strict_precision: If provided, strictly limit to this many decimal places
|
||||
"""
|
||||
try:
|
||||
if d == 0:
|
||||
return "0"
|
||||
normalized = d.normalize()
|
||||
|
||||
if strict_precision is not None:
|
||||
try:
|
||||
prec = int(strict_precision)
|
||||
if 0 <= prec <= 18:
|
||||
q = Decimal("1").scaleb(-prec)
|
||||
quantized = normalized.quantize(q, rounding=ROUND_DOWN)
|
||||
s = format(quantized, f".{prec}f")
|
||||
if '.' in s:
|
||||
s = s.rstrip('0').rstrip('.')
|
||||
return s if s else "0"
|
||||
except Exception:
|
||||
pass
|
||||
|
||||
s = format(normalized, f".{max_decimals}f")
|
||||
if '.' in s:
|
||||
s = s.rstrip('0').rstrip('.')
|
||||
@@ -72,6 +91,16 @@ class BitgetMixClient(BaseRestClient):
|
||||
f = float(d)
|
||||
if f == 0:
|
||||
return "0"
|
||||
if strict_precision is not None:
|
||||
try:
|
||||
prec = int(strict_precision)
|
||||
if 0 <= prec <= 18:
|
||||
s = format(f, f".{prec}f")
|
||||
if '.' in s:
|
||||
s = s.rstrip('0').rstrip('.')
|
||||
return s if s else "0"
|
||||
except Exception:
|
||||
pass
|
||||
s = format(f, f".{max_decimals}f")
|
||||
if '.' in s:
|
||||
s = s.rstrip('0').rstrip('.')
|
||||
@@ -81,6 +110,16 @@ class BitgetMixClient(BaseRestClient):
|
||||
if 'e' in s.lower() or 'E' in s:
|
||||
try:
|
||||
f = float(s)
|
||||
if strict_precision is not None:
|
||||
try:
|
||||
prec = int(strict_precision)
|
||||
if 0 <= prec <= 18:
|
||||
s = format(f, f".{prec}f")
|
||||
if '.' in s:
|
||||
s = s.rstrip('0').rstrip('.')
|
||||
return s if s else "0"
|
||||
except Exception:
|
||||
pass
|
||||
s = format(f, f".{max_decimals}f")
|
||||
if '.' in s:
|
||||
s = s.rstrip('0').rstrip('.')
|
||||
@@ -219,17 +258,20 @@ class BitgetMixClient(BaseRestClient):
|
||||
self._contract_cache[key] = (now, first)
|
||||
return first if isinstance(first, dict) else {}
|
||||
|
||||
def _normalize_size(self, *, symbol: str, product_type: str, base_size: float) -> Decimal:
|
||||
def _normalize_size(self, *, symbol: str, product_type: str, base_size: float) -> Tuple[Decimal, Optional[int]]:
|
||||
"""
|
||||
Normalize Bitget mix order size.
|
||||
|
||||
This system computes `amount` as base-asset quantity (e.g. BTC amount).
|
||||
Bitget mix `size` is typically in contracts; convert using contractSize if available,
|
||||
then align to size step / min trade number (best-effort).
|
||||
|
||||
Returns:
|
||||
Tuple of (normalized_size, precision) where precision is the number of decimal places required.
|
||||
"""
|
||||
req_base = self._to_dec(base_size)
|
||||
if req_base <= 0:
|
||||
return Decimal("0")
|
||||
return (Decimal("0"), None)
|
||||
|
||||
contract: Dict[str, Any] = {}
|
||||
try:
|
||||
@@ -245,6 +287,7 @@ class BitgetMixClient(BaseRestClient):
|
||||
|
||||
# Determine step size.
|
||||
step = self._to_dec(contract.get("sizeMultiplier") or contract.get("sizeStep") or contract.get("lotSize") or "0")
|
||||
size_precision = None
|
||||
if step <= 0:
|
||||
sp = contract.get("sizePlace")
|
||||
try:
|
||||
@@ -253,15 +296,32 @@ class BitgetMixClient(BaseRestClient):
|
||||
places = 0
|
||||
if places >= 0 and places <= 18:
|
||||
step = Decimal("1") / (Decimal("10") ** Decimal(str(places)))
|
||||
size_precision = places
|
||||
|
||||
if step > 0:
|
||||
qty = self._floor_to_step(qty, step)
|
||||
# Infer precision from step if not already set
|
||||
if size_precision is None:
|
||||
try:
|
||||
step_normalized = step.normalize()
|
||||
step_str = str(step_normalized)
|
||||
if '.' in step_str:
|
||||
decimal_part = step_str.split('.')[1]
|
||||
size_precision = len(decimal_part)
|
||||
if size_precision < 0:
|
||||
size_precision = 0
|
||||
if size_precision > 18:
|
||||
size_precision = 18
|
||||
else:
|
||||
size_precision = 0
|
||||
except Exception:
|
||||
pass
|
||||
|
||||
# Enforce min trade number if present.
|
||||
mn = self._to_dec(contract.get("minTradeNum") or contract.get("minSize") or contract.get("minQty") or "0")
|
||||
if mn > 0 and qty < mn:
|
||||
return Decimal("0")
|
||||
return qty
|
||||
return (Decimal("0"), size_precision)
|
||||
return (qty, size_precision)
|
||||
|
||||
def ping(self) -> bool:
|
||||
code, data, _ = self._request("GET", "/api/v2/public/time")
|
||||
@@ -354,7 +414,7 @@ class BitgetMixClient(BaseRestClient):
|
||||
if sd not in ("buy", "sell"):
|
||||
raise LiveTradingError(f"Invalid side: {side}")
|
||||
req = float(size or 0.0)
|
||||
sz_dec = self._normalize_size(symbol=symbol, product_type=product_type, base_size=req)
|
||||
sz_dec, sz_precision = self._normalize_size(symbol=symbol, product_type=product_type, base_size=req)
|
||||
if float(sz_dec or 0) <= 0:
|
||||
raise LiveTradingError(f"Invalid size (below step/min): requested={req}")
|
||||
|
||||
@@ -365,7 +425,7 @@ class BitgetMixClient(BaseRestClient):
|
||||
"marginMode": self._normalize_margin_mode(margin_mode),
|
||||
"side": sd,
|
||||
"orderType": "market",
|
||||
"size": self._dec_str(sz_dec),
|
||||
"size": self._dec_str(sz_dec, strict_precision=sz_precision),
|
||||
}
|
||||
if reduce_only:
|
||||
body["reduceOnly"] = "YES"
|
||||
@@ -408,7 +468,7 @@ class BitgetMixClient(BaseRestClient):
|
||||
px = float(price or 0.0)
|
||||
if req <= 0 or px <= 0:
|
||||
raise LiveTradingError("Invalid size/price")
|
||||
sz_dec = self._normalize_size(symbol=symbol, product_type=product_type, base_size=req)
|
||||
sz_dec, sz_precision = self._normalize_size(symbol=symbol, product_type=product_type, base_size=req)
|
||||
if float(sz_dec or 0) <= 0:
|
||||
raise LiveTradingError(f"Invalid size (below step/min): requested={req}")
|
||||
|
||||
@@ -420,7 +480,7 @@ class BitgetMixClient(BaseRestClient):
|
||||
"side": sd,
|
||||
"orderType": "limit",
|
||||
"price": str(px),
|
||||
"size": self._dec_str(sz_dec),
|
||||
"size": self._dec_str(sz_dec, strict_precision=sz_precision),
|
||||
}
|
||||
# Force maker behavior when requested (avoid taker fills).
|
||||
if post_only:
|
||||
|
||||
@@ -54,15 +54,34 @@ class BitgetSpotClient(BaseRestClient):
|
||||
return Decimal("0")
|
||||
|
||||
@staticmethod
|
||||
def _dec_str(d: Decimal, max_decimals: int = 18) -> str:
|
||||
def _dec_str(d: Decimal, max_decimals: int = 18, strict_precision: Optional[int] = None) -> str:
|
||||
"""
|
||||
Convert Decimal to string with controlled precision.
|
||||
Bitget requires quantities to match quantityStep/quantityScale precision.
|
||||
|
||||
Args:
|
||||
d: Decimal value to format
|
||||
max_decimals: Maximum decimal places (fallback if strict_precision not provided)
|
||||
strict_precision: If provided, strictly limit to this many decimal places
|
||||
"""
|
||||
try:
|
||||
if d == 0:
|
||||
return "0"
|
||||
normalized = d.normalize()
|
||||
|
||||
if strict_precision is not None:
|
||||
try:
|
||||
prec = int(strict_precision)
|
||||
if 0 <= prec <= 18:
|
||||
q = Decimal("1").scaleb(-prec)
|
||||
quantized = normalized.quantize(q, rounding=ROUND_DOWN)
|
||||
s = format(quantized, f".{prec}f")
|
||||
if '.' in s:
|
||||
s = s.rstrip('0').rstrip('.')
|
||||
return s if s else "0"
|
||||
except Exception:
|
||||
pass
|
||||
|
||||
s = format(normalized, f".{max_decimals}f")
|
||||
if '.' in s:
|
||||
s = s.rstrip('0').rstrip('.')
|
||||
@@ -72,6 +91,16 @@ class BitgetSpotClient(BaseRestClient):
|
||||
f = float(d)
|
||||
if f == 0:
|
||||
return "0"
|
||||
if strict_precision is not None:
|
||||
try:
|
||||
prec = int(strict_precision)
|
||||
if 0 <= prec <= 18:
|
||||
s = format(f, f".{prec}f")
|
||||
if '.' in s:
|
||||
s = s.rstrip('0').rstrip('.')
|
||||
return s if s else "0"
|
||||
except Exception:
|
||||
pass
|
||||
s = format(f, f".{max_decimals}f")
|
||||
if '.' in s:
|
||||
s = s.rstrip('0').rstrip('.')
|
||||
@@ -81,6 +110,16 @@ class BitgetSpotClient(BaseRestClient):
|
||||
if 'e' in s.lower() or 'E' in s:
|
||||
try:
|
||||
f = float(s)
|
||||
if strict_precision is not None:
|
||||
try:
|
||||
prec = int(strict_precision)
|
||||
if 0 <= prec <= 18:
|
||||
s = format(f, f".{prec}f")
|
||||
if '.' in s:
|
||||
s = s.rstrip('0').rstrip('.')
|
||||
return s if s else "0"
|
||||
except Exception:
|
||||
pass
|
||||
s = format(f, f".{max_decimals}f")
|
||||
if '.' in s:
|
||||
s = s.rstrip('0').rstrip('.')
|
||||
@@ -200,13 +239,16 @@ class BitgetSpotClient(BaseRestClient):
|
||||
self._sym_meta_cache[sym] = (now, found)
|
||||
return found
|
||||
|
||||
def _normalize_base_size(self, *, symbol: str, base_size: float) -> Decimal:
|
||||
def _normalize_base_size(self, *, symbol: str, base_size: float) -> Tuple[Decimal, Optional[int]]:
|
||||
"""
|
||||
Normalize spot base size to lot/step constraints (best-effort).
|
||||
|
||||
Returns:
|
||||
Tuple of (normalized_size, precision) where precision is the number of decimal places required.
|
||||
"""
|
||||
req = self._to_dec(base_size)
|
||||
if req <= 0:
|
||||
return Decimal("0")
|
||||
return (Decimal("0"), None)
|
||||
|
||||
meta: Dict[str, Any] = {}
|
||||
try:
|
||||
@@ -216,6 +258,7 @@ class BitgetSpotClient(BaseRestClient):
|
||||
|
||||
# Try common fields. If unavailable, keep as-is.
|
||||
step = self._to_dec(meta.get("quantityScale") or meta.get("quantityStep") or meta.get("sizeStep") or meta.get("minTradeIncrement") or "0")
|
||||
size_precision = None
|
||||
if step <= 0:
|
||||
# Some endpoints expose decimals instead of step.
|
||||
qd = meta.get("quantityPrecision") or meta.get("quantityPlace") or meta.get("sizePlace")
|
||||
@@ -225,14 +268,31 @@ class BitgetSpotClient(BaseRestClient):
|
||||
places = 0
|
||||
if places >= 0 and places <= 18:
|
||||
step = Decimal("1") / (Decimal("10") ** Decimal(str(places)))
|
||||
size_precision = places
|
||||
|
||||
if step > 0:
|
||||
req = self._floor_to_step(req, step)
|
||||
# Infer precision from step if not already set
|
||||
if size_precision is None:
|
||||
try:
|
||||
step_normalized = step.normalize()
|
||||
step_str = str(step_normalized)
|
||||
if '.' in step_str:
|
||||
decimal_part = step_str.split('.')[1]
|
||||
size_precision = len(decimal_part)
|
||||
if size_precision < 0:
|
||||
size_precision = 0
|
||||
if size_precision > 18:
|
||||
size_precision = 18
|
||||
else:
|
||||
size_precision = 0
|
||||
except Exception:
|
||||
pass
|
||||
|
||||
mn = self._to_dec(meta.get("minTradeAmount") or meta.get("minTradeNum") or meta.get("minQty") or meta.get("minSize") or "0")
|
||||
if mn > 0 and req < mn:
|
||||
return Decimal("0")
|
||||
return req
|
||||
return (Decimal("0"), size_precision)
|
||||
return (req, size_precision)
|
||||
|
||||
def place_limit_order(self, *, symbol: str, side: str, size: float, price: float, client_order_id: Optional[str] = None) -> LiveOrderResult:
|
||||
sym = to_bitget_um_symbol(symbol)
|
||||
@@ -243,14 +303,14 @@ class BitgetSpotClient(BaseRestClient):
|
||||
px = float(price or 0.0)
|
||||
if req <= 0 or px <= 0:
|
||||
raise LiveTradingError("Invalid size/price")
|
||||
sz_dec = self._normalize_base_size(symbol=symbol, base_size=req)
|
||||
sz_dec, sz_precision = self._normalize_base_size(symbol=symbol, base_size=req)
|
||||
if float(sz_dec or 0) <= 0:
|
||||
raise LiveTradingError(f"Invalid size (below step/min): requested={req}")
|
||||
|
||||
body: Dict[str, Any] = {
|
||||
"side": sd,
|
||||
"symbol": sym,
|
||||
"size": self._dec_str(sz_dec),
|
||||
"size": self._dec_str(sz_dec, strict_precision=sz_precision),
|
||||
"orderType": "limit",
|
||||
"force": "gtc",
|
||||
"price": str(px),
|
||||
@@ -278,10 +338,10 @@ class BitgetSpotClient(BaseRestClient):
|
||||
# For Bitget spot market BUY, many APIs interpret size as quote amount.
|
||||
# Our worker may pass quote-sized value for BUY; do not quantize it as base size.
|
||||
if sd == "sell":
|
||||
sz_dec = self._normalize_base_size(symbol=symbol, base_size=req)
|
||||
sz_dec, sz_precision = self._normalize_base_size(symbol=symbol, base_size=req)
|
||||
if float(sz_dec or 0) <= 0:
|
||||
raise LiveTradingError(f"Invalid size (below step/min): requested={req}")
|
||||
sz_str = self._dec_str(sz_dec)
|
||||
sz_str = self._dec_str(sz_dec, strict_precision=sz_precision)
|
||||
else:
|
||||
sz_str = str(req)
|
||||
|
||||
|
||||
@@ -61,15 +61,34 @@ class BybitClient(BaseRestClient):
|
||||
return Decimal("0")
|
||||
|
||||
@staticmethod
|
||||
def _dec_str(d: Decimal, max_decimals: int = 18) -> str:
|
||||
def _dec_str(d: Decimal, max_decimals: int = 18, strict_precision: Optional[int] = None) -> str:
|
||||
"""
|
||||
Convert Decimal to string with controlled precision.
|
||||
Bybit requires quantities to match qtyStep precision.
|
||||
|
||||
Args:
|
||||
d: Decimal value to format
|
||||
max_decimals: Maximum decimal places (fallback if strict_precision not provided)
|
||||
strict_precision: If provided, strictly limit to this many decimal places
|
||||
"""
|
||||
try:
|
||||
if d == 0:
|
||||
return "0"
|
||||
normalized = d.normalize()
|
||||
|
||||
if strict_precision is not None:
|
||||
try:
|
||||
prec = int(strict_precision)
|
||||
if 0 <= prec <= 18:
|
||||
q = Decimal("1").scaleb(-prec)
|
||||
quantized = normalized.quantize(q, rounding=ROUND_DOWN)
|
||||
s = format(quantized, f".{prec}f")
|
||||
if '.' in s:
|
||||
s = s.rstrip('0').rstrip('.')
|
||||
return s if s else "0"
|
||||
except Exception:
|
||||
pass
|
||||
|
||||
s = format(normalized, f".{max_decimals}f")
|
||||
if '.' in s:
|
||||
s = s.rstrip('0').rstrip('.')
|
||||
@@ -79,6 +98,16 @@ class BybitClient(BaseRestClient):
|
||||
f = float(d)
|
||||
if f == 0:
|
||||
return "0"
|
||||
if strict_precision is not None:
|
||||
try:
|
||||
prec = int(strict_precision)
|
||||
if 0 <= prec <= 18:
|
||||
s = format(f, f".{prec}f")
|
||||
if '.' in s:
|
||||
s = s.rstrip('0').rstrip('.')
|
||||
return s if s else "0"
|
||||
except Exception:
|
||||
pass
|
||||
s = format(f, f".{max_decimals}f")
|
||||
if '.' in s:
|
||||
s = s.rstrip('0').rstrip('.')
|
||||
@@ -88,6 +117,16 @@ class BybitClient(BaseRestClient):
|
||||
if 'e' in s.lower() or 'E' in s:
|
||||
try:
|
||||
f = float(s)
|
||||
if strict_precision is not None:
|
||||
try:
|
||||
prec = int(strict_precision)
|
||||
if 0 <= prec <= 18:
|
||||
s = format(f, f".{prec}f")
|
||||
if '.' in s:
|
||||
s = s.rstrip('0').rstrip('.')
|
||||
return s if s else "0"
|
||||
except Exception:
|
||||
pass
|
||||
s = format(f, f".{max_decimals}f")
|
||||
if '.' in s:
|
||||
s = s.rstrip('0').rstrip('.')
|
||||
@@ -201,10 +240,10 @@ class BybitClient(BaseRestClient):
|
||||
self._inst_cache[key] = (now, first)
|
||||
return first if isinstance(first, dict) else {}
|
||||
|
||||
def _normalize_qty(self, *, symbol: str, qty: float) -> Decimal:
|
||||
def _normalize_qty(self, *, symbol: str, qty: float) -> Tuple[Decimal, Optional[int]]:
|
||||
q = self._to_dec(qty)
|
||||
if q <= 0:
|
||||
return Decimal("0")
|
||||
return (Decimal("0"), None)
|
||||
sym = to_bybit_symbol(symbol)
|
||||
try:
|
||||
info = self.get_instrument_info(category=self.category, symbol=sym) or {}
|
||||
@@ -215,9 +254,28 @@ class BybitClient(BaseRestClient):
|
||||
mn = self._to_dec((lot or {}).get("minOrderQty") or "0")
|
||||
if step > 0:
|
||||
q = self._floor_to_step(q, step)
|
||||
|
||||
# Infer precision from qtyStep
|
||||
qty_precision = None
|
||||
if step > 0:
|
||||
try:
|
||||
step_normalized = step.normalize()
|
||||
step_str = str(step_normalized)
|
||||
if '.' in step_str:
|
||||
decimal_part = step_str.split('.')[1]
|
||||
qty_precision = len(decimal_part)
|
||||
if qty_precision < 0:
|
||||
qty_precision = 0
|
||||
if qty_precision > 18:
|
||||
qty_precision = 18
|
||||
else:
|
||||
qty_precision = 0
|
||||
except Exception:
|
||||
pass
|
||||
|
||||
if mn > 0 and q < mn:
|
||||
return Decimal("0")
|
||||
return q
|
||||
return (Decimal("0"), qty_precision)
|
||||
return (q, qty_precision)
|
||||
|
||||
def place_market_order(
|
||||
self,
|
||||
@@ -233,7 +291,7 @@ class BybitClient(BaseRestClient):
|
||||
if sd not in ("buy", "sell"):
|
||||
raise LiveTradingError(f"Invalid side: {side}")
|
||||
q_req = float(qty or 0.0)
|
||||
q_dec = self._normalize_qty(symbol=symbol, qty=q_req)
|
||||
q_dec, qty_precision = self._normalize_qty(symbol=symbol, qty=q_req)
|
||||
if float(q_dec or 0) <= 0:
|
||||
raise LiveTradingError(f"Invalid qty (below step/min): requested={q_req}")
|
||||
body: Dict[str, Any] = {
|
||||
@@ -241,7 +299,7 @@ class BybitClient(BaseRestClient):
|
||||
"symbol": sym,
|
||||
"side": "Buy" if sd == "buy" else "Sell",
|
||||
"orderType": "Market",
|
||||
"qty": self._dec_str(q_dec),
|
||||
"qty": self._dec_str(q_dec, strict_precision=qty_precision),
|
||||
"timeInForce": "GTC",
|
||||
}
|
||||
if reduce_only and self.category == "linear":
|
||||
@@ -271,7 +329,7 @@ class BybitClient(BaseRestClient):
|
||||
px = float(price or 0.0)
|
||||
if q_req <= 0 or px <= 0:
|
||||
raise LiveTradingError("Invalid qty/price")
|
||||
q_dec = self._normalize_qty(symbol=symbol, qty=q_req)
|
||||
q_dec, qty_precision = self._normalize_qty(symbol=symbol, qty=q_req)
|
||||
if float(q_dec or 0) <= 0:
|
||||
raise LiveTradingError(f"Invalid qty (below step/min): requested={q_req}")
|
||||
body: Dict[str, Any] = {
|
||||
@@ -279,7 +337,7 @@ class BybitClient(BaseRestClient):
|
||||
"symbol": sym,
|
||||
"side": "Buy" if sd == "buy" else "Sell",
|
||||
"orderType": "Limit",
|
||||
"qty": self._dec_str(q_dec),
|
||||
"qty": self._dec_str(q_dec, strict_precision=qty_precision),
|
||||
"price": str(px),
|
||||
"timeInForce": "GTC",
|
||||
}
|
||||
|
||||
@@ -74,15 +74,35 @@ class DeepcoinClient(BaseRestClient):
|
||||
return Decimal("0")
|
||||
|
||||
@staticmethod
|
||||
def _dec_str(d: Decimal, max_decimals: int = 18) -> str:
|
||||
def _dec_str(d: Decimal, max_decimals: int = 18, strict_precision: Optional[int] = None) -> str:
|
||||
"""
|
||||
Convert Decimal to string with controlled precision.
|
||||
Deepcoin requires quantities to match lotSz/qtyStep precision.
|
||||
|
||||
Args:
|
||||
d: Decimal value to format
|
||||
max_decimals: Maximum decimal places (fallback if strict_precision not provided)
|
||||
strict_precision: If provided, strictly limit to this many decimal places
|
||||
"""
|
||||
try:
|
||||
if d == 0:
|
||||
return "0"
|
||||
normalized = d.normalize()
|
||||
|
||||
if strict_precision is not None:
|
||||
try:
|
||||
prec = int(strict_precision)
|
||||
if 0 <= prec <= 18:
|
||||
from decimal import ROUND_DOWN
|
||||
q = Decimal("1").scaleb(-prec)
|
||||
quantized = normalized.quantize(q, rounding=ROUND_DOWN)
|
||||
s = format(quantized, f".{prec}f")
|
||||
if '.' in s:
|
||||
s = s.rstrip('0').rstrip('.')
|
||||
return s if s else "0"
|
||||
except Exception:
|
||||
pass
|
||||
|
||||
s = format(normalized, f".{max_decimals}f")
|
||||
if '.' in s:
|
||||
s = s.rstrip('0').rstrip('.')
|
||||
@@ -92,6 +112,16 @@ class DeepcoinClient(BaseRestClient):
|
||||
f = float(d)
|
||||
if f == 0:
|
||||
return "0"
|
||||
if strict_precision is not None:
|
||||
try:
|
||||
prec = int(strict_precision)
|
||||
if 0 <= prec <= 18:
|
||||
s = format(f, f".{prec}f")
|
||||
if '.' in s:
|
||||
s = s.rstrip('0').rstrip('.')
|
||||
return s if s else "0"
|
||||
except Exception:
|
||||
pass
|
||||
s = format(f, f".{max_decimals}f")
|
||||
if '.' in s:
|
||||
s = s.rstrip('0').rstrip('.')
|
||||
@@ -101,6 +131,16 @@ class DeepcoinClient(BaseRestClient):
|
||||
if 'e' in s.lower() or 'E' in s:
|
||||
try:
|
||||
f = float(s)
|
||||
if strict_precision is not None:
|
||||
try:
|
||||
prec = int(strict_precision)
|
||||
if 0 <= prec <= 18:
|
||||
s = format(f, f".{prec}f")
|
||||
if '.' in s:
|
||||
s = s.rstrip('0').rstrip('.')
|
||||
return s if s else "0"
|
||||
except Exception:
|
||||
pass
|
||||
s = format(f, f".{max_decimals}f")
|
||||
if '.' in s:
|
||||
s = s.rstrip('0').rstrip('.')
|
||||
@@ -366,13 +406,16 @@ class DeepcoinClient(BaseRestClient):
|
||||
except Exception:
|
||||
return {}
|
||||
|
||||
def _normalize_qty(self, *, symbol: str, qty: float) -> Decimal:
|
||||
def _normalize_qty(self, *, symbol: str, qty: float) -> Tuple[Decimal, Optional[int]]:
|
||||
"""
|
||||
Normalize order quantity to exchange requirements.
|
||||
|
||||
Returns:
|
||||
Tuple of (normalized_quantity, precision) where precision is the number of decimal places required.
|
||||
"""
|
||||
q = self._to_dec(qty)
|
||||
if q <= 0:
|
||||
return Decimal("0")
|
||||
return (Decimal("0"), None)
|
||||
|
||||
sym = to_deepcoin_symbol(symbol)
|
||||
try:
|
||||
@@ -386,9 +429,28 @@ class DeepcoinClient(BaseRestClient):
|
||||
|
||||
if step > 0:
|
||||
q = self._floor_to_step(q, step)
|
||||
|
||||
# Infer precision from step
|
||||
qty_precision = None
|
||||
if step > 0:
|
||||
try:
|
||||
step_normalized = step.normalize()
|
||||
step_str = str(step_normalized)
|
||||
if '.' in step_str:
|
||||
decimal_part = step_str.split('.')[1]
|
||||
qty_precision = len(decimal_part)
|
||||
if qty_precision < 0:
|
||||
qty_precision = 0
|
||||
if qty_precision > 18:
|
||||
qty_precision = 18
|
||||
else:
|
||||
qty_precision = 0
|
||||
except Exception:
|
||||
pass
|
||||
|
||||
if mn > 0 and q < mn:
|
||||
return Decimal("0")
|
||||
return q
|
||||
return (Decimal("0"), qty_precision)
|
||||
return (q, qty_precision)
|
||||
|
||||
def place_market_order(
|
||||
self,
|
||||
@@ -419,7 +481,7 @@ class DeepcoinClient(BaseRestClient):
|
||||
raise LiveTradingError(f"Invalid side: {side}")
|
||||
|
||||
q_req = float(qty or 0.0)
|
||||
q_dec = self._normalize_qty(symbol=symbol, qty=q_req)
|
||||
q_dec, qty_precision = self._normalize_qty(symbol=symbol, qty=q_req)
|
||||
if float(q_dec or 0) <= 0:
|
||||
raise LiveTradingError(f"Invalid qty (below step/min): requested={q_req}")
|
||||
|
||||
@@ -428,7 +490,7 @@ class DeepcoinClient(BaseRestClient):
|
||||
"tdMode": "cash" if self.market_type == "spot" else "cross",
|
||||
"side": sd,
|
||||
"ordType": "market",
|
||||
"sz": self._dec_str(q_dec),
|
||||
"sz": self._dec_str(q_dec, strict_precision=qty_precision),
|
||||
}
|
||||
|
||||
if self.market_type != "spot":
|
||||
@@ -480,7 +542,7 @@ class DeepcoinClient(BaseRestClient):
|
||||
if q_req <= 0 or px <= 0:
|
||||
raise LiveTradingError("Invalid qty/price")
|
||||
|
||||
q_dec = self._normalize_qty(symbol=symbol, qty=q_req)
|
||||
q_dec, qty_precision = self._normalize_qty(symbol=symbol, qty=q_req)
|
||||
if float(q_dec or 0) <= 0:
|
||||
raise LiveTradingError(f"Invalid qty (below step/min): requested={q_req}")
|
||||
|
||||
@@ -489,7 +551,7 @@ class DeepcoinClient(BaseRestClient):
|
||||
"tdMode": "cash" if self.market_type == "spot" else "cross",
|
||||
"side": sd,
|
||||
"ordType": "limit",
|
||||
"sz": self._dec_str(q_dec),
|
||||
"sz": self._dec_str(q_dec, strict_precision=qty_precision),
|
||||
"px": str(px),
|
||||
}
|
||||
|
||||
|
||||
@@ -52,16 +52,41 @@ class OkxClient(BaseRestClient):
|
||||
self._lev_cache_ttl_sec = 60.0
|
||||
|
||||
@staticmethod
|
||||
def _dec_str(d: Decimal, max_decimals: int = 18) -> str:
|
||||
def _dec_str(d: Decimal, max_decimals: int = 18, strict_precision: Optional[int] = None) -> str:
|
||||
"""
|
||||
Convert Decimal to a non-scientific string with controlled precision.
|
||||
OKX expects plain decimal strings matching lotSz precision.
|
||||
|
||||
Args:
|
||||
d: Decimal value to format
|
||||
max_decimals: Maximum decimal places (fallback if strict_precision not provided)
|
||||
strict_precision: If provided, strictly limit to this many decimal places
|
||||
"""
|
||||
try:
|
||||
if d == 0:
|
||||
return "0"
|
||||
# Normalize to remove unnecessary trailing zeros
|
||||
normalized = d.normalize()
|
||||
|
||||
# If strict_precision is provided, use it and strictly limit decimal places
|
||||
if strict_precision is not None:
|
||||
try:
|
||||
prec = int(strict_precision)
|
||||
if prec < 0:
|
||||
prec = 0
|
||||
if prec > 18:
|
||||
prec = 18
|
||||
# Use quantize to ensure exact precision
|
||||
from decimal import ROUND_DOWN
|
||||
q = Decimal("1").scaleb(-prec)
|
||||
quantized = normalized.quantize(q, rounding=ROUND_DOWN)
|
||||
s = format(quantized, f".{prec}f")
|
||||
if '.' in s:
|
||||
s = s.rstrip('0').rstrip('.')
|
||||
return s if s else "0"
|
||||
except Exception:
|
||||
pass
|
||||
|
||||
# Format with max_decimals and remove trailing zeros
|
||||
s = format(normalized, f".{max_decimals}f")
|
||||
if '.' in s:
|
||||
@@ -72,6 +97,16 @@ class OkxClient(BaseRestClient):
|
||||
f = float(d)
|
||||
if f == 0:
|
||||
return "0"
|
||||
if strict_precision is not None:
|
||||
try:
|
||||
prec = int(strict_precision)
|
||||
if 0 <= prec <= 18:
|
||||
s = format(f, f".{prec}f")
|
||||
if '.' in s:
|
||||
s = s.rstrip('0').rstrip('.')
|
||||
return s if s else "0"
|
||||
except Exception:
|
||||
pass
|
||||
s = format(f, f".{max_decimals}f")
|
||||
if '.' in s:
|
||||
s = s.rstrip('0').rstrip('.')
|
||||
@@ -81,6 +116,16 @@ class OkxClient(BaseRestClient):
|
||||
if 'e' in s.lower() or 'E' in s:
|
||||
try:
|
||||
f = float(s)
|
||||
if strict_precision is not None:
|
||||
try:
|
||||
prec = int(strict_precision)
|
||||
if 0 <= prec <= 18:
|
||||
s = format(f, f".{prec}f")
|
||||
if '.' in s:
|
||||
s = s.rstrip('0').rstrip('.')
|
||||
return s if s else "0"
|
||||
except Exception:
|
||||
pass
|
||||
s = format(f, f".{max_decimals}f")
|
||||
if '.' in s:
|
||||
s = s.rstrip('0').rstrip('.')
|
||||
@@ -146,19 +191,22 @@ class OkxClient(BaseRestClient):
|
||||
self._inst_cache[key] = (now, first)
|
||||
return first if isinstance(first, dict) else {}
|
||||
|
||||
def _normalize_order_size(self, *, inst_id: str, market_type: str, size: float) -> Decimal:
|
||||
def _normalize_order_size(self, *, inst_id: str, market_type: str, size: float) -> Tuple[Decimal, Optional[int]]:
|
||||
"""
|
||||
Normalize requested size to OKX constraints:
|
||||
- Spot: size is base currency quantity; align to lotSz/minSz.
|
||||
- Swap: OKX sz is in contracts; convert base qty -> contracts using ctVal, then align to lotSz/minSz.
|
||||
|
||||
Note: this system passes `amount` around as base-asset quantity across exchanges.
|
||||
|
||||
Returns:
|
||||
Tuple of (normalized_size, precision) where precision is the number of decimal places required.
|
||||
"""
|
||||
mt = (market_type or "swap").strip().lower()
|
||||
iid = str(inst_id or "").strip()
|
||||
req = self._to_dec(size)
|
||||
if req <= 0:
|
||||
return Decimal("0")
|
||||
return (Decimal("0"), None)
|
||||
|
||||
inst_type = "SPOT" if mt == "spot" else "SWAP"
|
||||
inst: Dict[str, Any] = {}
|
||||
@@ -180,11 +228,29 @@ class OkxClient(BaseRestClient):
|
||||
# Align to lot size step.
|
||||
if lot_sz > 0:
|
||||
req = self._floor_to_step(req, lot_sz)
|
||||
|
||||
# Infer precision from lotSz
|
||||
size_precision = None
|
||||
if lot_sz > 0:
|
||||
try:
|
||||
lot_sz_normalized = lot_sz.normalize()
|
||||
lot_sz_str = str(lot_sz_normalized)
|
||||
if '.' in lot_sz_str:
|
||||
decimal_part = lot_sz_str.split('.')[1]
|
||||
size_precision = len(decimal_part)
|
||||
if size_precision < 0:
|
||||
size_precision = 0
|
||||
if size_precision > 18:
|
||||
size_precision = 18
|
||||
else:
|
||||
size_precision = 0
|
||||
except Exception:
|
||||
pass
|
||||
|
||||
# Enforce min size best-effort.
|
||||
if min_sz > 0 and req < min_sz:
|
||||
return Decimal("0")
|
||||
return req
|
||||
return (Decimal("0"), size_precision)
|
||||
return (req, size_precision)
|
||||
|
||||
def _iso_ts(self) -> str:
|
||||
# OKX requires RFC3339 timestamp with milliseconds, e.g. 2020-12-08T09:08:57.715Z
|
||||
@@ -390,7 +456,7 @@ class OkxClient(BaseRestClient):
|
||||
if sd not in ("buy", "sell"):
|
||||
raise LiveTradingError(f"Invalid side: {side}")
|
||||
sz_raw = float(size or 0.0)
|
||||
sz_dec = self._normalize_order_size(inst_id=inst_id, market_type=mt, size=sz_raw)
|
||||
sz_dec, sz_precision = self._normalize_order_size(inst_id=inst_id, market_type=mt, size=sz_raw)
|
||||
if float(sz_dec or 0) <= 0:
|
||||
raise LiveTradingError(f"Invalid size (below lot/min size): requested={sz_raw}")
|
||||
|
||||
@@ -400,7 +466,7 @@ class OkxClient(BaseRestClient):
|
||||
"tdMode": "cash",
|
||||
"side": sd,
|
||||
"ordType": "market",
|
||||
"sz": self._dec_str(sz_dec),
|
||||
"sz": self._dec_str(sz_dec, strict_precision=sz_precision),
|
||||
# Follow hummingbot approach so "sz" is in base currency.
|
||||
"tgtCcy": "base_ccy",
|
||||
}
|
||||
@@ -462,7 +528,7 @@ class OkxClient(BaseRestClient):
|
||||
|
||||
if mt == "spot":
|
||||
inst_id = to_okx_spot_inst_id(symbol)
|
||||
sz_dec = self._normalize_order_size(inst_id=inst_id, market_type=mt, size=sz_raw)
|
||||
sz_dec, sz_precision = self._normalize_order_size(inst_id=inst_id, market_type=mt, size=sz_raw)
|
||||
if float(sz_dec or 0) <= 0:
|
||||
raise LiveTradingError(f"Invalid size (below lot/min size): requested={sz_raw}")
|
||||
body: Dict[str, Any] = {
|
||||
@@ -470,13 +536,13 @@ class OkxClient(BaseRestClient):
|
||||
"tdMode": "cash",
|
||||
"side": sd,
|
||||
"ordType": "limit",
|
||||
"sz": self._dec_str(sz_dec),
|
||||
"sz": self._dec_str(sz_dec, strict_precision=sz_precision),
|
||||
"px": str(px),
|
||||
}
|
||||
else:
|
||||
inst_id = to_okx_swap_inst_id(symbol)
|
||||
ps = self._resolve_pos_side(requested_pos_side=pos_side, market_type=mt)
|
||||
sz_dec = self._normalize_order_size(inst_id=inst_id, market_type=mt, size=sz_raw)
|
||||
sz_dec, sz_precision = self._normalize_order_size(inst_id=inst_id, market_type=mt, size=sz_raw)
|
||||
if float(sz_dec or 0) <= 0:
|
||||
raise LiveTradingError(f"Invalid size (below lot/min size): requested={sz_raw}")
|
||||
td = (td_mode or "cross").lower()
|
||||
@@ -488,7 +554,7 @@ class OkxClient(BaseRestClient):
|
||||
"side": sd,
|
||||
"posSide": ps,
|
||||
"ordType": "limit",
|
||||
"sz": self._dec_str(sz_dec),
|
||||
"sz": self._dec_str(sz_dec, strict_precision=sz_precision),
|
||||
"px": str(px),
|
||||
}
|
||||
if reduce_only:
|
||||
|
||||
Reference in New Issue
Block a user