Merge pull request #317 from pikers/l1_precision_fix

Convert `binance` tick/lot step sizes to `float`
trimeter_dep
goodboy 2022-05-11 11:17:43 -04:00 committed by GitHub
commit 5b540a53e9
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1 changed files with 2 additions and 2 deletions

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@ -452,8 +452,8 @@ async def stream_quotes(
# XXX: after manually inspecting the response format we
# just directly pick out the info we need
si['price_tick_size'] = syminfo.filters[0]['tickSize']
si['lot_tick_size'] = syminfo.filters[2]['stepSize']
si['price_tick_size'] = float(syminfo.filters[0]['tickSize'])
si['lot_tick_size'] = float(syminfo.filters[2]['stepSize'])
si['asset_type'] = 'crypto'
symbol = symbols[0]