mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-13 23:16:45 +00:00
exchanges/Bybit: Fix UpdateOrderExecutionLimits (#1731)
* potentially resolved * fixes bug with symbol formatting * fixing lints * actually uses nextPageCursor * refactor transforming symbols, add test * shazbert1000
This commit is contained in:
Scott
GitHub
@@ -30,7 +30,7 @@ type Bybit struct {
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// AccountType holds information about whether the account to which the api key belongs is a unified margin account or not.
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// 0: unified, and 1: for normal account
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AccountType uint8
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AccountType int64
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}
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const (
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@@ -2705,7 +2705,7 @@ func (by *Bybit) RetrieveAndSetAccountType(ctx context.Context) error {
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if err != nil {
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return err
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}
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by.AccountType = uint8(accInfo.IsUnifiedTradeAccount) // 0：regular account; 1：unified trade account
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by.AccountType = accInfo.IsUnifiedTradeAccount // 0：regular account; 1：unified trade account
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return nil
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}
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@@ -47,7 +47,7 @@ func TestMain(m *testing.M) {
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usdtMarginedTradablePair = currency.Pair{Base: currency.NewCode("10000LADYS"), Quote: currency.USDT}
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usdcMarginedTradablePair = currency.Pair{Base: currency.ETH, Quote: currency.PERP}
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inverseTradablePair = currency.Pair{Base: currency.ADA, Quote: currency.USD}
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optionsTradablePair = currency.Pair{Base: currency.BTC, Delimiter: currency.DashDelimiter, Quote: currency.NewCode("29DEC23-80000-C")}
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optionsTradablePair = currency.Pair{Base: currency.BTC, Delimiter: currency.DashDelimiter, Quote: currency.NewCode("26NOV24-92000-C")}
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setEnabledPair(asset.Spot, spotTradablePair)
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setEnabledPair(asset.USDTMarginedFutures, usdtMarginedTradablePair)
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@@ -625,16 +625,16 @@ func TestGetTickersV5(t *testing.T) {
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t.Parallel()
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_, err := b.GetTickers(context.Background(), "bruh", "", "", time.Time{})
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require.ErrorIs(t, err, errInvalidCategory)
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_, err = b.GetTickers(context.Background(), "option", "BTC-29DEC23-80000-C", "", time.Time{})
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_, err = b.GetTickers(context.Background(), "option", "BTC-26NOV24-92000-C", "", time.Time{})
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require.NoError(t, err)
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_, err = b.GetTickers(context.Background(), "spot", "", "", time.Time{})
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require.NoError(t, err)
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_, err = b.GetTickers(context.Background(), "option", "", "BTC", time.Time{})
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require.NoError(t, err)
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_, err = b.GetTickers(context.Background(), "inverse", "", "", time.Time{})
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require.NoError(t, err)
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_, err = b.GetTickers(context.Background(), "linear", "", "", time.Time{})
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require.NoError(t, err)
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_, err = b.GetTickers(context.Background(), "option", "", "BTC", time.Time{})
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require.NoError(t, err)
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}
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func TestGetFundingRateHistory(t *testing.T) {
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@@ -761,35 +761,29 @@ func TestGetDeliveryPrice(t *testing.T) {
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func TestUpdateOrderExecutionLimits(t *testing.T) {
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t.Parallel()
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if mockTests {
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t.Skip(skipAuthenticatedFunctionsForMockTesting)
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}
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err := b.UpdateOrderExecutionLimits(context.Background(), asset.Futures)
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if !errors.Is(err, asset.ErrNotSupported) {
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t.Fatalf("received: %v expected: %v", err, asset.ErrNotSupported)
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}
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assert.ErrorIs(t, err, asset.ErrNotSupported)
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err = b.UpdateOrderExecutionLimits(context.Background(), asset.Options)
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assert.NoError(t, err)
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err = b.UpdateOrderExecutionLimits(context.Background(), asset.USDCMarginedFutures)
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assert.NoError(t, err)
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err = b.UpdateOrderExecutionLimits(context.Background(), asset.USDTMarginedFutures)
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assert.NoError(t, err)
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err = b.UpdateOrderExecutionLimits(context.Background(), asset.Spot)
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if err != nil {
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t.Error("Bybit UpdateOrderExecutionLimits() error", err)
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}
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enabled, err := b.GetAvailablePairs(asset.Spot)
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assert.NoError(t, err)
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availablePairs, err := b.GetAvailablePairs(asset.Spot)
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if err != nil {
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t.Fatal("Bybit GetAvailablePairs() error", err)
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}
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for x := range enabled {
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for x := range availablePairs {
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var limits order.MinMaxLevel
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limits, err = b.GetOrderExecutionLimits(asset.Spot, enabled[x])
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if err != nil {
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t.Fatal("Bybit GetOrderExecutionLimits() error", err)
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}
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limits, err = b.GetOrderExecutionLimits(asset.Spot, availablePairs[x])
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require.NoError(t, err)
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if limits == (order.MinMaxLevel{}) {
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t.Fatal("Bybit GetOrderExecutionLimits() error cannot be nil")
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}
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}
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err = b.UpdateOrderExecutionLimits(context.Background(), asset.Options)
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if err != nil {
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t.Fatal(err)
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}
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}
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func TestPlaceOrder(t *testing.T) {
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@@ -1267,7 +1261,7 @@ func TestGetPositionInfo(t *testing.T) {
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if err != nil {
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t.Error(err)
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}
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_, err = b.GetPositionInfo(context.Background(), "option", "BTC-29DEC23-80000-C", "BTC", "", "", 20)
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_, err = b.GetPositionInfo(context.Background(), "option", "BTC-26NOV24-92000-C", "BTC", "", "", 20)
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if err != nil {
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t.Error(err)
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}
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@@ -3181,7 +3175,7 @@ func TestWsOptionsConnect(t *testing.T) {
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var pushDataMap = map[string]string{
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"Orderbook Snapshot": `{"topic":"orderbook.50.BTCUSDT","ts":1731035685326,"type":"snapshot","data":{"s":"BTCUSDT","b":[["75848.74","0.067669"],["75848.63","0.004772"],["75848.61","0.00659"],["75848.05","0.000329"],["75847.68","0.00159"],["75846.88","0.00159"],["75845.97","0.026366"],["75845.87","0.013185"],["75845.41","0.077259"],["75845.4","0.132228"],["75844.61","0.00159"],["75844.44","0.026367"],["75844.2","0.013185"],["75844","0.00039"],["75843.13","0.00159"],["75843.07","0.013185"],["75842.33","0.00159"],["75841.99","0.006"],["75841.75","0.019538"],["75841.74","0.04"],["75841.71","0.031817"],["75841.36","0.017336"],["75841.33","0.000072"],["75841.16","0.001872"],["75841.11","0.172641"],["75841.04","0.029772"],["75841","0.000065"],["75840.93","0.015244"],["75840.86","0.00159"],["75840.79","0.000072"],["75840.38","0.043333"],["75840.32","0.092539"],["75840.3","0.132228"],["75840.2","0.054966"],["75840.06","0.00159"],["75840","0.20726"],["75839.64","0.003744"],["75839.29","0.006592"],["75838.58","0.00159"],["75838.52","0.049778"],["75838.14","0.003955"],["75838","0.000065"],["75837.78","0.00159"],["75837.75","0.000587"],["75837.53","0.322245"],["75837.52","0.593323"],["75837.37","0.00384"],["75837.29","0.044335"],["75837.24","0.119228"],["75837.13","0.152844"]],"a":[["75848.75","0.747137"],["75848.89","0.060306"],["75848.9","0.1"],["75851.43","0.00159"],["75851.44","0.080754"],["75852.23","0.00159"],["75852.54","0.131067"],["75852.65","0.003955"],["75853.71","0.00159"],["75853.86","0.003955"],["75854.43","0.015684"],["75854.5","0.130389"],["75854.51","0.00159"],["75855.21","0.031168"],["75855.23","0.271494"],["75855.73","0.042698"],["75855.98","0.00159"],["75856.04","0.01346"],["75856.33","0.001872"],["75856.78","0.00159"],["75857.15","0.000072"],["75857.17","0.015127"],["75857.8","0.043322"],["75857.81","0.045305"],["75857.85","0.003792"],["75858.09","0.026344"],["75858.26","0.00159"],["75859.06","0.031618"],["75859.07","0.025"],["75859.1","0.006592"],["75859.98","0.013183"],["75860.12","0.00384"],["75860.54","0.00159"],["75860.74","0.051204"],["75860.75","0.065861"],["75861.18","0.031222"],["75861.33","0.00159"],["75861.64","0.003888"],["75861.96","0.042213"],["75862.28","0.000777"],["75862.79","0.013184"],["75862.81","0.00159"],["75862.84","0.027959"],["75863.16","0.003888"],["75863.51","0.043628"],["75863.52","0.002525"],["75863.61","0.00159"],["75864.2","0.003955"],["75864.76","0.000072"],["75864.81","0.002018"]],"u":2876700,"seq":47474967795},"cts":1731035685323}`,
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"Orderbook Update": `{"topic":"orderbook.50.BTCUSDT","ts":1731035685345,"type":"delta","data":{"s":"BTCUSDT","b":[["75848.62","0.014895"],["75837.13","0"]],"a":[["75848.89","0.088149"],["75851.44","0.078379"],["75852.65","0"],["75855.23","0.260219"],["75857.74","0.049778"]],"u":2876701,"seq":47474967823},"cts":1731035685342}`,
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"Public Trade": `{"topic":"publicTrade.ATOM2SUSDT","ts":1690720953113,"type":"snapshot","data":[{"i":"2200000000067341890","T":1690720953111,"p":"3.6279","v":"1.3637","S":"Sell","s":"ATOM2SUSDT","BT":false}]}`,
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"Public Trade": `{"topic":"publicTrade.BTCUSDT","ts":1690720953113,"type":"snapshot","data":[{"i":"2200000000067341890","T":1690720953111,"p":"3.6279","v":"1.3637","S":"Sell","s":"BTCUSDT","BT":false}]}`,
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"Public Kline": `{ "topic": "kline.5.BTCUSDT", "data": [ { "start": 1672324800000, "end": 1672325099999, "interval": "5", "open": "16649.5", "close": "16677", "high": "16677", "low": "16608", "volume": "2.081", "turnover": "34666.4005", "confirm": false, "timestamp": 1672324988882 } ], "ts": 1672324988882,"type": "snapshot"}`,
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"Public Liquidiation": `{ "data": { "price": "0.03803", "side": "Buy", "size": "1637", "symbol": "GALAUSDT", "updatedTime": 1673251091822 }, "topic": "liquidation.GALAUSDT", "ts": 1673251091822, "type": "snapshot" }`,
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"Public LT Kline": `{ "type": "snapshot", "topic": "kline_lt.5.BTCUSDT", "data": [ { "start": 1672325100000, "end": 1672325399999, "interval": "5", "open": "0.416039541212402799", "close": "0.41477848043290448", "high": "0.416039541212402799", "low": "0.409734237314911206", "confirm": false, "timestamp": 1672325322393 } ], "ts": 1672325322393 }`,
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@@ -3555,7 +3549,7 @@ func TestStringToOrderStatus(t *testing.T) {
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}
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func TestRetrieveAndSetAccountType(t *testing.T) {
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sharedtestvalues.SkipTestIfCredentialsUnset(t, b)
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sharedtestvalues.SkipTestIfCredentialsUnset(t, b, canManipulateRealOrders)
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err := b.RetrieveAndSetAccountType(context.Background())
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if err != nil {
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t.Fatal(err)
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@@ -3781,3 +3775,67 @@ func TestAuthSubscribe(t *testing.T) {
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err = b.Subscribe(subs)
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assert.ErrorContains(t, err, "Mock Resp Error", "Subscribe should error containing the returned RetMsg")
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}
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func TestTransformSymbol(t *testing.T) {
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t.Parallel()
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tests := []struct {
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symbol string
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baseCoin string
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contractType string
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item asset.Item
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expectedSymbol string
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}{
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{
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symbol: "POPCATUSDT",
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baseCoin: "POPCAT",
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item: asset.Spot,
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expectedSymbol: "POPCAT_USDT",
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},
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{
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symbol: "BTC26SEP25-300000-P",
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item: asset.Options,
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baseCoin: "BTC",
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expectedSymbol: "BTC-26SEP25-300000-P",
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},
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{
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symbol: "1000000BABYDOGEUSDT",
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item: asset.USDTMarginedFutures,
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baseCoin: "1000000BABYDOGE",
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expectedSymbol: "1000000BABYDOGE-USDT",
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},
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{
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symbol: "BTC-06DEC24",
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item: asset.USDCMarginedFutures,
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expectedSymbol: "BTC-06DEC24",
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contractType: "LinearFutures",
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},
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{
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symbol: "1000PEPEPERP",
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baseCoin: "1000PEPE",
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item: asset.USDCMarginedFutures,
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expectedSymbol: "1000PEPE-PERP",
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},
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{
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symbol: "BTCUSD",
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baseCoin: "BTC",
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item: asset.CoinMarginedFutures,
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expectedSymbol: "BTC_USD",
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},
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{
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symbol: "nothingHappens",
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item: asset.CrossMargin,
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expectedSymbol: "nothingHappens",
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},
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}
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for i := range tests {
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t.Run(tests[i].symbol+" "+tests[i].item.String(), func(t *testing.T) {
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t.Parallel()
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ii := InstrumentInfo{
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Symbol: tests[i].symbol,
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ContractType: tests[i].contractType,
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BaseCoin: tests[i].baseCoin,
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}
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assert.Equal(t, tests[i].expectedSymbol, ii.transformSymbol(tests[i].item), "expected symbols to match")
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})
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}
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}
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@@ -291,86 +291,64 @@ func (by *Bybit) FetchTradablePairs(ctx context.Context, a asset.Item) (currency
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allPairs []InstrumentInfo
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response *InstrumentsInfo
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)
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var nextPageCursor string
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switch a {
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case asset.Spot, asset.CoinMarginedFutures, asset.USDCMarginedFutures, asset.USDTMarginedFutures:
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category = getCategoryName(a)
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response, err = by.GetInstrumentInfo(ctx, category, "", "Trading", "", "", int64(by.Features.Enabled.Kline.GlobalResultLimit))
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if err != nil {
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return nil, err
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for {
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response, err = by.GetInstrumentInfo(ctx, category, "", "Trading", "", nextPageCursor, 1000)
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if err != nil {
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return nil, err
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}
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allPairs = append(allPairs, response.List...)
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nextPageCursor = response.NextPageCursor
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if nextPageCursor == "" {
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break
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}
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}
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allPairs = response.List
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case asset.Options:
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category = getCategoryName(a)
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for x := range supportedOptionsTypes {
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var bookmark = ""
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nextPageCursor = ""
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for {
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response, err = by.GetInstrumentInfo(ctx, category, "", "Trading", supportedOptionsTypes[x], bookmark, int64(by.Features.Enabled.Kline.GlobalResultLimit))
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response, err = by.GetInstrumentInfo(ctx, category, "", "Trading", supportedOptionsTypes[x], nextPageCursor, 1000)
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if err != nil {
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return nil, err
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}
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allPairs = append(allPairs, response.List...)
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if response.NextPageCursor == "" || (bookmark != "" && bookmark == response.NextPageCursor) || len(response.List) == 0 {
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if response.NextPageCursor == "" || (nextPageCursor != "" && nextPageCursor == response.NextPageCursor) || len(response.List) == 0 {
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break
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}
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bookmark = response.NextPageCursor
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nextPageCursor = response.NextPageCursor
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}
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}
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default:
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return nil, fmt.Errorf("%w %v", asset.ErrNotSupported, a)
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}
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pairs = make(currency.Pairs, 0, len(allPairs))
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var filterSymbol string
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switch a {
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case asset.Spot, asset.Options:
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for x := range allPairs {
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if allPairs[x].Status != "Trading" {
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continue
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}
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quote := strings.TrimPrefix(allPairs[x].Symbol[len(allPairs[x].BaseCoin):], currency.DashDelimiter)
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pair, err = currency.NewPairFromStrings(allPairs[x].BaseCoin, quote)
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if err != nil {
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return nil, err
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}
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pairs = append(pairs, pair)
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}
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case asset.CoinMarginedFutures:
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for x := range allPairs {
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if allPairs[x].Status != "Trading" || allPairs[x].QuoteCoin != "USD" {
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continue
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}
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pair, err = currency.NewPairFromStrings(allPairs[x].BaseCoin, allPairs[x].Symbol[len(allPairs[x].BaseCoin):])
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if err != nil {
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return nil, err
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}
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pairs = append(pairs, pair)
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}
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case asset.USDCMarginedFutures:
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for x := range allPairs {
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if allPairs[x].Status != "Trading" || allPairs[x].QuoteCoin != "USDC" {
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continue
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}
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if strings.EqualFold(allPairs[x].ContractType, "linearfutures") {
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// long-dated contracts have a delimiter
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pair, err = currency.NewPairFromString(allPairs[x].Symbol)
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} else {
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pair, err = currency.NewPairFromStrings(allPairs[x].BaseCoin, allPairs[x].Symbol[len(allPairs[x].BaseCoin):])
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}
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if err != nil {
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return nil, err
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}
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pairs = append(pairs, pair)
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}
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filterSymbol = "USDC"
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case asset.USDTMarginedFutures:
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for x := range allPairs {
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if allPairs[x].Status != "Trading" || allPairs[x].QuoteCoin != "USDT" {
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continue
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}
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pair, err = currency.NewPairFromStrings(allPairs[x].BaseCoin, allPairs[x].Symbol[len(allPairs[x].BaseCoin):])
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if err != nil {
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return nil, err
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}
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pairs = append(pairs, pair)
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}
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filterSymbol = "USDT"
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case asset.CoinMarginedFutures:
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filterSymbol = "USD"
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}
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for x := range allPairs {
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if allPairs[x].Status != "Trading" || (filterSymbol != "" && allPairs[x].QuoteCoin != filterSymbol) {
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continue
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}
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if a == asset.Options {
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_ = allPairs[x].transformSymbol(a)
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}
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pair, err = currency.NewPairFromString(allPairs[x].transformSymbol(a))
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if err != nil {
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return nil, err
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}
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pairs = append(pairs, pair)
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}
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return pairs.Format(format), nil
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}
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@@ -1544,51 +1522,106 @@ func (by *Bybit) GetServerTime(ctx context.Context, _ asset.Item) (time.Time, er
|
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return info.TimeNano.Time(), err
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}
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// transformInstrumentInfoSymbol converts GetInstrumentInfo symbol to one stored in config with proper delimiters
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func (i *InstrumentInfo) transformSymbol(a asset.Item) string {
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switch a {
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case asset.Spot, asset.CoinMarginedFutures:
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quote := i.Symbol[len(i.BaseCoin):]
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return i.BaseCoin + "_" + quote
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case asset.Options:
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quote := strings.TrimPrefix(i.Symbol[len(i.BaseCoin):], currency.DashDelimiter)
|
||||
return i.BaseCoin + "-" + quote
|
||||
case asset.USDTMarginedFutures:
|
||||
quote := i.Symbol[len(i.BaseCoin):]
|
||||
return i.BaseCoin + "-" + quote
|
||||
case asset.USDCMarginedFutures:
|
||||
if i.ContractType != "LinearFutures" {
|
||||
quote := i.Symbol[len(i.BaseCoin):]
|
||||
return i.BaseCoin + "-" + quote
|
||||
}
|
||||
fallthrough // Contracts with linear futures already have a delimiter
|
||||
default:
|
||||
return i.Symbol
|
||||
}
|
||||
}
|
||||
|
||||
// UpdateOrderExecutionLimits sets exchange executions for a required asset type
|
||||
func (by *Bybit) UpdateOrderExecutionLimits(ctx context.Context, a asset.Item) error {
|
||||
var err error
|
||||
var instrumentsInfo *InstrumentsInfo
|
||||
var (
|
||||
allInstrumentsInfo InstrumentsInfo
|
||||
nextPageCursor string
|
||||
)
|
||||
switch a {
|
||||
case asset.Spot, asset.USDTMarginedFutures, asset.USDCMarginedFutures, asset.CoinMarginedFutures:
|
||||
instrumentsInfo, err = by.GetInstrumentInfo(ctx, getCategoryName(a), "", "", "", "", 400)
|
||||
if err != nil {
|
||||
return err
|
||||
for {
|
||||
instrumentInfo, err := by.GetInstrumentInfo(ctx, getCategoryName(a), "", "", "", nextPageCursor, 1000)
|
||||
if err != nil {
|
||||
return err
|
||||
}
|
||||
switch a {
|
||||
case asset.USDTMarginedFutures:
|
||||
for i := range instrumentInfo.List {
|
||||
if instrumentInfo.List[i].QuoteCoin != "USDT" {
|
||||
continue
|
||||
}
|
||||
allInstrumentsInfo.List = append(allInstrumentsInfo.List, instrumentInfo.List[i])
|
||||
}
|
||||
case asset.USDCMarginedFutures:
|
||||
for i := range instrumentInfo.List {
|
||||
if instrumentInfo.List[i].QuoteCoin != "USDC" {
|
||||
continue
|
||||
}
|
||||
allInstrumentsInfo.List = append(allInstrumentsInfo.List, instrumentInfo.List[i])
|
||||
}
|
||||
default:
|
||||
allInstrumentsInfo.List = append(allInstrumentsInfo.List, instrumentInfo.List...)
|
||||
}
|
||||
nextPageCursor = instrumentInfo.NextPageCursor
|
||||
if nextPageCursor == "" {
|
||||
break
|
||||
}
|
||||
}
|
||||
case asset.Options:
|
||||
instrumentsInfo, err = by.GetInstrumentInfo(ctx, getCategoryName(a), "", "", "BTC", "", 400)
|
||||
if err != nil {
|
||||
return err
|
||||
for i := range supportedOptionsTypes {
|
||||
nextPageCursor = ""
|
||||
for {
|
||||
instrumentInfo, err := by.GetInstrumentInfo(ctx, getCategoryName(a), "", "", supportedOptionsTypes[i], nextPageCursor, 1000)
|
||||
if err != nil {
|
||||
return fmt.Errorf("%w - %v", err, supportedOptionsTypes[i])
|
||||
}
|
||||
allInstrumentsInfo.List = append(allInstrumentsInfo.List, instrumentInfo.List...)
|
||||
nextPageCursor = instrumentInfo.NextPageCursor
|
||||
if nextPageCursor == "" {
|
||||
break
|
||||
}
|
||||
}
|
||||
}
|
||||
var ethInstruments *InstrumentsInfo
|
||||
ethInstruments, err = by.GetInstrumentInfo(ctx, getCategoryName(a), "", "", "ETH", "", 400)
|
||||
if err != nil {
|
||||
return err
|
||||
}
|
||||
instrumentsInfo.List = append(instrumentsInfo.List, ethInstruments.List...)
|
||||
default:
|
||||
return fmt.Errorf("%s %w", a, asset.ErrNotSupported)
|
||||
}
|
||||
limits := make([]order.MinMaxLevel, 0, len(instrumentsInfo.List))
|
||||
for x := range instrumentsInfo.List {
|
||||
var pair currency.Pair
|
||||
pair, err = by.MatchSymbolWithAvailablePairs(instrumentsInfo.List[x].Symbol, a, true)
|
||||
if err != nil {
|
||||
log.Warnf(log.ExchangeSys, "%s unable to load limits for %v, pair data missing", by.Name, instrumentsInfo.List[x].Symbol)
|
||||
limits := make([]order.MinMaxLevel, 0, len(allInstrumentsInfo.List))
|
||||
for x := range allInstrumentsInfo.List {
|
||||
if allInstrumentsInfo.List[x].Status != "Trading" {
|
||||
continue
|
||||
}
|
||||
symbol := allInstrumentsInfo.List[x].transformSymbol(a)
|
||||
pair, err := by.MatchSymbolWithAvailablePairs(symbol, a, true)
|
||||
if err != nil {
|
||||
log.Warnf(log.ExchangeSys, "%s unable to load limits for %s %v, pair data missing", by.Name, a, symbol)
|
||||
continue
|
||||
}
|
||||
|
||||
limits = append(limits, order.MinMaxLevel{
|
||||
Asset: a,
|
||||
Pair: pair,
|
||||
MinimumBaseAmount: instrumentsInfo.List[x].LotSizeFilter.MinOrderQty.Float64(),
|
||||
MaximumBaseAmount: instrumentsInfo.List[x].LotSizeFilter.MaxOrderQty.Float64(),
|
||||
MinPrice: instrumentsInfo.List[x].PriceFilter.MinPrice.Float64(),
|
||||
MaxPrice: instrumentsInfo.List[x].PriceFilter.MaxPrice.Float64(),
|
||||
PriceStepIncrementSize: instrumentsInfo.List[x].PriceFilter.TickSize.Float64(),
|
||||
AmountStepIncrementSize: instrumentsInfo.List[x].LotSizeFilter.BasePrecision.Float64(),
|
||||
QuoteStepIncrementSize: instrumentsInfo.List[x].LotSizeFilter.QuotePrecision.Float64(),
|
||||
MinimumQuoteAmount: instrumentsInfo.List[x].LotSizeFilter.MinOrderQty.Float64() * instrumentsInfo.List[x].PriceFilter.MinPrice.Float64(),
|
||||
MaximumQuoteAmount: instrumentsInfo.List[x].LotSizeFilter.MaxOrderQty.Float64() * instrumentsInfo.List[x].PriceFilter.MaxPrice.Float64(),
|
||||
MinimumBaseAmount: allInstrumentsInfo.List[x].LotSizeFilter.MinOrderQty.Float64(),
|
||||
MaximumBaseAmount: allInstrumentsInfo.List[x].LotSizeFilter.MaxOrderQty.Float64(),
|
||||
MinPrice: allInstrumentsInfo.List[x].PriceFilter.MinPrice.Float64(),
|
||||
MaxPrice: allInstrumentsInfo.List[x].PriceFilter.MaxPrice.Float64(),
|
||||
PriceStepIncrementSize: allInstrumentsInfo.List[x].PriceFilter.TickSize.Float64(),
|
||||
AmountStepIncrementSize: allInstrumentsInfo.List[x].LotSizeFilter.BasePrecision.Float64(),
|
||||
QuoteStepIncrementSize: allInstrumentsInfo.List[x].LotSizeFilter.QuotePrecision.Float64(),
|
||||
MinimumQuoteAmount: allInstrumentsInfo.List[x].LotSizeFilter.MinOrderQty.Float64() * allInstrumentsInfo.List[x].PriceFilter.MinPrice.Float64(),
|
||||
MaximumQuoteAmount: allInstrumentsInfo.List[x].LotSizeFilter.MaxOrderQty.Float64() * allInstrumentsInfo.List[x].PriceFilter.MaxPrice.Float64(),
|
||||
})
|
||||
}
|
||||
return by.LoadLimits(limits)
|
||||
|
||||
250364
exchanges/bybit/testdata/http.json
vendored
250364
exchanges/bybit/testdata/http.json
vendored
File diff suppressed because it is too large
Load Diff
Reference in New Issue
Block a user