Fixed quantity rounding

README.md

@@ -28,6 +28,7 @@ Exchange original API docs: [https://exchange-docs.crypto.com](https://exchange-
 
 ### Changelog
 
+- **0.7.5** - fixed `order.remaining_quantity` rounding
 - **0.7.4** - fixed sync pairs for account
 - **0.7.3** - fixed price of order if not filled, updated coins, added missing trades to `Order`
 - **0.7.2** - fixed `listen_orders` private account method, added test

src/cryptocom/exchange/__init__.py

@@ -1,5 +1,5 @@
 from .structs import (
-    OrderSide, OrderStatus, OrderType, Pair, Period, Candle,
+    Order, OrderSide, OrderStatus, OrderType, Pair, Period, Candle,
     MarketTrade, Coin, PrivateTrade
 )
 from .market import Exchange
@@ -8,10 +8,11 @@ from .api import ApiError, ApiProvider
 from . import pairs, coins
 
 __all__ = [
-    'OrderSide', 'OrderStatus', 'OrderType', 'pairs', 'Pair', 'coins', 'Coin',
+    'Order', 'OrderSide', 'OrderStatus', 'OrderType',
+    'pairs', 'Pair', 'coins', 'Coin',
     'Period', 'Candle', 'MarketTrade', 'PrivateTrade',
     'Exchange', 'Account',
     'ApiError', 'ApiProvider'
 ]
 
-__version__ = '0.7.4'
+__version__ = '0.7.5'

src/cryptocom/exchange/market.py

@@ -62,11 +62,11 @@ class Exchange:
         data = await self.api.get('public/get-book', {
             'instrument_name': pair.name, 'depth': depth})
         buys = [
-            OrderInBook(*order, OrderSide.BUY)
+            OrderInBook(*order, pair, OrderSide.BUY)
             for order in data[0]['bids']
         ]
         sells = [
-            OrderInBook(*order, OrderSide.SELL)
+            OrderInBook(*order, pair, OrderSide.SELL)
             for order in reversed(data[0]['asks'])
         ]
         return OrderBook(buys, sells, pair)
@@ -109,11 +109,11 @@ class Exchange:
         async for data in self.api.listen('market', *channels):
             pair = self.pairs[data['instrument_name']]
             buys = [
-                OrderInBook(*order, OrderSide.BUY)
+                OrderInBook(*order, pair, OrderSide.BUY)
                 for order in data['data'][0]['bids']
             ]
             sells = [
-                OrderInBook(*order, OrderSide.SELL)
+                OrderInBook(*order, pair, OrderSide.SELL)
                 for order in reversed(data['data'][0]['asks'])
             ]
             yield OrderBook(buys, sells, pair)

src/cryptocom/exchange/structs.py

@@ -57,14 +57,14 @@ class MarketTicker:
     def from_api(cls, pair, data):
         return cls(
             pair=pair,
-            buy_price=round_down(data['b'], pair.price_precision),
-            sell_price=round_down(data['k'], pair.price_precision),
-            trade_price=round_down(data['a'], pair.price_precision),
+            buy_price=pair.round_price(data['b']),
+            sell_price=pair.round_price(data['k']),
+            trade_price=pair.round_price(data['a']),
             time=int(data['t'] / 1000),
-            volume=round_down(data['v'], pair.quantity_precision),
-            high=round_down(data['h'], pair.price_precision),
-            low=round_down(data['l'], pair.price_precision),
-            change=round_down(data['c'], 2)
+            volume=pair.round_quantity(data['v']),
+            high=pair.round_price(data['h']),
+            low=pair.round_price(data['l']),
+            change=round_down(data['c'], 3)
         )
 
 
@@ -87,8 +87,8 @@ class MarketTrade:
         return cls(
             id=data['d'],
             time=int(data['t'] / 1000),
-            price=round_down(data['p'], pair.price_precision),
-            quantity=round_down(data['q'], pair.quantity_precision),
+            price=pair.round_price(data['p']),
+            quantity=pair.round_quantity(data['q']),
             side=OrderSide(data['s'].upper()),
             pair=pair
         )
@@ -123,11 +123,11 @@ class Candle:
     def from_api(cls, pair: Pair, data: Dict):
         return cls(
             time=int(data['t'] / 1000),
-            open=round_down(data['o'], pair.price_precision),
-            high=round_down(data['h'], pair.price_precision),
-            low=round_down(data['l'], pair.price_precision),
-            close=round_down(data['c'], pair.price_precision),
-            volume=round_down(data['v'], pair.quantity_precision),
+            open=pair.round_price(data['o']),
+            high=pair.round_price(data['h']),
+            low=pair.round_price(data['l']),
+            close=pair.round_price(data['c']),
+            volume=pair.round_quantity(data['v']),
             pair=pair
         )
 
@@ -137,11 +137,12 @@ class OrderInBook:
     price: float
     quantity: float
     count: int
+    pair: Pair
     side: OrderSide
 
     @property
     def volume(self) -> float:
-        return self.price * self.quantity
+        return self.pair.round_quantity(self.price * self.quantity)
 
 
 @dataclass
@@ -152,7 +153,7 @@ class OrderBook:
 
     @property
     def spread(self) -> float:
-        return (self.sells[0].price / self.buys[0].price - 1) * 100
+        return round_down(self.sells[0].price / self.buys[0].price - 1, 6)
 
 
 @dataclass
@@ -229,7 +230,7 @@ class PrivateTrade:
             id=int(data['trade_id']),
             side=OrderSide(data['side']),
             pair=pair,
-            fees=round_up(data['fee'], 4),
+            fees=round_up(data['fee'], 8),
             fees_coin=Coin(data['fee_currency']),
             created_at=int(data['create_time'] / 1000),
             filled_price=pair.round_price(data['traded_price']),
@@ -291,19 +292,20 @@ class Order:
 
     @cached_property
     def volume(self):
-        return self.price * self.quantity
+        return self.pair.round_quantity(self.price * self.quantity)
 
     @cached_property
     def filled_volume(self):
-        return self.filled_price * self.filled_quantity
+        return self.pair.round_quantity(
+            self.filled_price * self.filled_quantity)
 
     @cached_property
     def remain_volume(self):
-        return self.filled_volume - self.volume
+        return self.pair.round_quantity(self.filled_volume - self.volume)
 
     @cached_property
     def remain_quantity(self):
-        return self.quantity - self.filled_quantity
+        return self.pair.round_quantity(self.quantity - self.filled_quantity)
 
     @classmethod
     def create_from_api(