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fix: Improve decimal precision handling across all exchange clients

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- 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:
TIANHE
2026-02-11 18:28:06 +08:00
parent d875acd522
commit e5bb37bcbb
7 changed files with 505 additions and 82 deletions
Download Patch File Download Diff File Expand all files Collapse all files
backend_api_python/app/services/live_trading/bitget.py
+69 -9
View File
@@ -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: