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.
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TIANHE
@@ -61,15 +61,34 @@ class BybitClient(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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Bybit requires quantities to match qtyStep 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
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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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normalized = d.normalize()
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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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q = Decimal("1").scaleb(-prec)
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quantized = normalized.quantize(q, rounding=ROUND_DOWN)
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s = format(quantized, 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(normalized, f".{max_decimals}f")
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if '.' in s:
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s = s.rstrip('0').rstrip('.')
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@@ -79,6 +98,16 @@ class BybitClient(BaseRestClient):
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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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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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@@ -88,6 +117,16 @@ class BybitClient(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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@@ -201,10 +240,10 @@ class BybitClient(BaseRestClient):
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self._inst_cache[key] = (now, first)
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return first if isinstance(first, dict) else {}
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def _normalize_qty(self, *, symbol: str, qty: float) -> Decimal:
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def _normalize_qty(self, *, symbol: str, qty: float) -> Tuple[Decimal, Optional[int]]:
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q = self._to_dec(qty)
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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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sym = to_bybit_symbol(symbol)
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try:
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info = self.get_instrument_info(category=self.category, symbol=sym) or {}
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@@ -215,9 +254,28 @@ class BybitClient(BaseRestClient):
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mn = self._to_dec((lot or {}).get("minOrderQty") or "0")
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if step > 0:
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q = self._floor_to_step(q, step)
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# Infer precision from qtyStep
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qty_precision = None
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if step > 0:
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try:
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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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decimal_part = step_str.split('.')[1]
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qty_precision = len(decimal_part)
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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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qty_precision = 0
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except Exception:
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pass
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if mn > 0 and q < mn:
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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_market_order(
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self,
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@@ -233,7 +291,7 @@ class BybitClient(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(qty or 0.0)
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q_dec = self._normalize_qty(symbol=symbol, qty=q_req)
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q_dec, qty_precision = self._normalize_qty(symbol=symbol, qty=q_req)
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if float(q_dec or 0) <= 0:
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raise LiveTradingError(f"Invalid qty (below step/min): requested={q_req}")
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body: Dict[str, Any] = {
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@@ -241,7 +299,7 @@ class BybitClient(BaseRestClient):
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"symbol": sym,
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"side": "Buy" if sd == "buy" else "Sell",
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"orderType": "Market",
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"qty": self._dec_str(q_dec),
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"qty": self._dec_str(q_dec, strict_precision=qty_precision),
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"timeInForce": "GTC",
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}
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if reduce_only and self.category == "linear":
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@@ -271,7 +329,7 @@ class BybitClient(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 qty/price")
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q_dec = self._normalize_qty(symbol=symbol, qty=q_req)
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q_dec, qty_precision = self._normalize_qty(symbol=symbol, qty=q_req)
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if float(q_dec or 0) <= 0:
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raise LiveTradingError(f"Invalid qty (below step/min): requested={q_req}")
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body: Dict[str, Any] = {
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@@ -279,7 +337,7 @@ class BybitClient(BaseRestClient):
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"symbol": sym,
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"side": "Buy" if sd == "buy" else "Sell",
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"orderType": "Limit",
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"qty": self._dec_str(q_dec),
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"qty": self._dec_str(q_dec, strict_precision=qty_precision),
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"price": str(px),
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"timeInForce": "GTC",
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}
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