Round price and quantity to exchange increments

Round price and quantity to exchange increments

Usage

round_price_qty(
  exchangeInfo,
  symbol,
  price = NULL,
  quantity = NULL,
  round_dir = c("down", "up")
)

util_round_price_qty(
  exchangeInfo,
  symbol,
  price = NULL,
  quantity = NULL,
  round_dir = c("down", "up")
)

Arguments

exchangeInfo

Exchange info from futures_get_exchange_info().

symbol

Trading pair symbol, for example "ETHUSDT".

price

Optional price to round using the symbol tick size.

quantity

Optional quantity to round using the symbol step size.

round_dir

Direction: "down" or "up".

Value

A list with elements price and quantity.

Examples

exchange_info <- list(
  symbols = list(
    ETHUSDT = list(
      filters = list(
        list(filterType = "PRICE_FILTER", tickSize = "0.01"),
        list(filterType = "LOT_SIZE", stepSize = "0.001")
      )
    )
  )
)
round_price_qty(exchange_info, "ETHUSDT", price = 1800.123, quantity = 0.12345)
#> $price
#> [1] 1800.12
#> 
#> $quantity
#> [1] 0.123
#>