Support lot tick size (mostly for crypto)
parent
d7f806c57b
commit
bf66eb0b3d
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@ -276,6 +276,7 @@ async def open_feed(
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symbol = Symbol(
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key=sym,
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tick_size=si.get('price_tick_size', 0.01),
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lot_tick_size=si.get('lot_tick_size', 0.0),
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)
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symbol.broker_info[brokername] = si
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@ -97,6 +97,9 @@ class Symbol(BaseModel):
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"""
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return float_digits(self.tick_size)
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def lot_digits(self) -> int:
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return float_digits(self.lot_tick_size)
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def nearest_tick(self, value: float) -> float:
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"""Return the nearest tick value based on mininum increment.
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