Created
August 17, 2020 00:28
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from math import floor | |
from binance.client import Client | |
def purchase_rounding(step_size,trade_quantity): | |
if step_size == '1.00000000': | |
return round(trade_quantity,0) | |
else: | |
return round(trade_quantity,step_size.index("1")-1) | |
def sale_rounding(step_size,trade_quantity): | |
if step_size == '1.00000000': | |
return floor(trade_quantity) | |
else: | |
multiplier = 10 ** (step_size.index("1")-1) | |
return floor(trade_quantity*multiplier)/multiplier | |
def get_step_size(client,market): | |
client = Client(None,None) | |
exchange_info = client.futures_exchange_info() | |
symbols = exchange_info['symbols'] | |
symbol_search = list(filter(lambda x : x['symbol']==market,symbols)) | |
filters_search = list(filter(lambda x :x['filterType']=='LOT_SIZE', symbol_search[0]['filters'])) | |
return filters_search[0]['stepSize'] | |
def main(): | |
client = Client(None,None) | |
market = "SNXUSDT" | |
trade_quantity = 1.2581113 | |
step_size = get_step_size(client,market) | |
purchase_quantity = purchase_rounding(step_size,trade_quantity) | |
sale_quantity = sale_rounding(step_size,trade_quantity) | |
client.session.close() | |
message = f"""Market {market} has a step size of {step_size}.\n | |
A purchase with raw quantity of {trade_quantity} should be rounded to {purchase_quantity}\n | |
A sale with raw quantity of {trade_quantity} should be rounded to {sale_quantity}""" | |
print(message) | |
if __name__ == '__main__': | |
main() |
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