Strategies

干货-下单量精度和价格精度-适用各个交易所

陈皮 · python · Tools and Appendix · 2021-09-25 10:25:30

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Tools and Appendix All Regimes · Inferred

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Code summary Auto-extracted · not described by the author

Library / utility: 2 functions, 0 classes; no entry or exit calls detected.

Library / utility

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24 code lines · 2 functions · 0 classes · 0 parameters

Source code (24 lines)

from collections import Counter
def GetAmountPrecision():
    depth = _C(exchange.GetDepth)    
    amountPrecisions = []
    for ask in depth["Asks"]:
        i = ask["Amount"]
        amountPrecision = 0
        if str(i).count('.') == 1:
            amountPrecision = len(str(i).split(".")[1])
        amountPrecisions.append(amountPrecision)
    amountPrecision = max(amountPrecisions)    
    return amountPrecision

def GetPricePrecision():
    depth = _C(exchange.GetDepth)    
    pricePrecisions = []
    for ask in depth["Asks"]:
        j = ask["Price"]
        pricePrecision = 0
        if str(j).count('.') == 1:
            pricePrecision = len(str(j).split(".")[1])
        pricePrecisions.append(pricePrecision)
    pricePrecision = Counter(pricePrecisions).most_common(1)[0][0]
    return pricePrecision