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
No known key found for this signature in database
GPG Key ID: 4AEE18F83AFDEB23
1 changed files with 2 additions and 2 deletions

View File

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