From bf6a5a7b720f72170c2dd80c344b08eac21929a6 Mon Sep 17 00:00:00 2001 From: Yuri Kovalov Date: Thu, 6 Jul 2023 12:39:51 +0800 Subject: [PATCH 1/2] Update binance product list --- .../shared/products/binance/success.json | 14 +++++++------- 1 file changed, 7 insertions(+), 7 deletions(-) diff --git a/apps/tai/fixture/vcr_cassettes/venue_adapters/shared/products/binance/success.json b/apps/tai/fixture/vcr_cassettes/venue_adapters/shared/products/binance/success.json index feba0e3f4..d422cb80d 100644 --- a/apps/tai/fixture/vcr_cassettes/venue_adapters/shared/products/binance/success.json +++ b/apps/tai/fixture/vcr_cassettes/venue_adapters/shared/products/binance/success.json @@ -10,15 +10,15 @@ }, "response": { "binary": false, - "body": 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iplierUp\":\"5\",\"askMultiplierDown\":\"0.2\",\"avgPriceMins\":5},{\"filterType\":\"NOTIONAL\",\"minNotional\":\"10.00000000\",\"applyMinToMarket\":true,\"maxNotional\":\"9000000.00000000\",\"applyMaxToMarket\":false,\"avgPriceMins\":5},{\"filterType\":\"MAX_NUM_ORDERS\",\"maxNumOrders\":200},{\"filterType\":\"MAX_NUM_ALGO_ORDERS\",\"maxNumAlgoOrders\":5}],\"permissions\":[\"SPOT\",\"MARGIN\",\"TRD_GRP_004\",\"TRD_GRP_009\",\"TRD_GRP_010\",\"TRD_GRP_011\",\"TRD_GRP_012\",\"TRD_GRP_013\"],\"defaultSelfTradePreventionMode\":\"NONE\",\"allowedSelfTradePreventionModes\":[\"NONE\",\"EXPIRE_TAKER\",\"EXPIRE_MAKER\",\"EXPIRE_BOTH\"]},{\"symbol\":\"MANABUSD\",\"status\":\"TRADING\",\"baseAsset\":\"MANA\",\"baseAssetPrecision\":8,\"quoteAsset\":\"BUSD\",\"quotePrecision\":8,\"quoteAssetPrecision\":8,\"baseCommissionPrecision\":8,\"quoteCommissionPrecision\":8,\"orderTypes\":[\"LIMIT\",\"LIMIT_MAKER\",\"MARKET\",\"STOP_LOSS_LIMIT\",\"TAKE_PROFIT_LIMIT\"],\"icebergAllowed\":true,\"ocoAllowed\":true,\"quoteOrderQtyMarketAllowed\":true,\"allowTrailingStop\":true,\"cancelReplaceAllowed\":true,\"isSpotTradingAllowed\":true,\"isMarginTradingAllowed\":true,\"filters\":[{\"filterType\":\"PRICE_FILTER\",\"minPrice\":\"0.00010000\",\"maxPrice\":\"1000.00000000\",\"tickSize\":\"0.00010000\"},{\"filterType\":\"LOT_SIZE\",\"minQty\":\"1.00000000\",\"maxQty\":\"900000.00000000\",\"stepSize\":\"1.00000000\"},{\"filterType\":\"ICEBERG_PARTS\",\"limit\":10},{\"filterType\":\"MARKET_LOT_SIZE\",\"minQty\":\"0.00000000\",\"maxQty\":\"196522.88333333\",\"stepSize\":\"0.00000000\"},{\"filterType\":\"TRAILING_DELTA\",\"minTrailingAboveDelta\":10,\"maxTrailingAboveDelta\":2000,\"minTrailingBelowDelta\":10,\"maxTrailingBelowDelta\":2000},{\"filterType\":\"PERCENT_PRICE_BY_SIDE\",\"bidMultiplierUp\":\"5\",\"bidMultiplierDown\":\"0.2\",\"askMultiplierUp\":\"5\",\"askMultiplierDown\":\"0.2\",\"avgPriceMins\":5},{\"filterType\":\"NOTIONAL\",\"minNotional\":\"5.00000000\",\"applyMinToMarket\":true,\"maxNotional\":\"9000000.00000000\",\"applyMaxToMarket\":false,\"avgPriceMins\":5},{\"filterType\":\"MAX_NUM_ORDERS\",\"maxNumOrders\":200},{\"filterType\":\"MAX_NUM_ALGO_ORDERS\",\"maxNumAlgoOrders\":5}],\"permissions\":[\"SPOT\",\"MARGIN\",\"TRD_GRP_004\",\"TRD_GRP_005\",\"TRD_GRP_009\",\"TRD_GRP_010\",\"TRD_GRP_011\",\"TRD_GRP_012\",\"TRD_GRP_013\"],\"defaultSelfTradePreventionMode\":\"NONE\",\"allowedSelfTradePreventionModes\":[\"NONE\",\"EXPIRE_TAKER\",\"EXPIRE_MAKER\",\"EXPIRE_BOTH\"]},{\"symbol\":\"DOGEBUSD\",\"status\":\"TRADING\",\"baseAsset\":\"DOGE\",\"baseAssetPrecision\":8,\"quoteAsset\":\"BUSD\",\"quotePrecision\":8,\"quoteAssetPrecision\":8,\"baseCommissionPrecision\":8,\"quoteCommissionPrecision\":8,\"orderTypes\":[\"LIMIT\",\"LIMIT_MAKER\",\"MARKET\",\"STOP_LOSS_LIMIT\",\"TAKE_PROFIT_LIMIT\"],\"icebergAllowed\":true,\"ocoAllowed\":true,\"quoteOrderQtyMarketAllowed\":true,\"allowTrailingStop\":true,\"cancelReplaceAllowed\":true,\"isSpotTradingAllowed\":true,\"isMarginTradingAllowed\":true,\"filters\":[{\"filterType\":\"PRICE_FILTER\",\"minPrice\":\"0.00001000\",\"maxPrice\":\"1000.00000000\",\"tickSize\":\"0.00001000\"},{\"filterType\":\"LOT_SIZE\",\"minQty\":\"1.00000000\",\"maxQty\":\"9000000.00000000\",\"stepSize\":\"1.00000000\"},{\"filterType\":\"ICEBERG_PARTS\",\"limit\":10},{\"filterType\":\"MARKET_LOT_SIZE\",\"minQty\":\"0.00000000\",\"maxQty\":\"6322793.77083333\",\"stepSize\":\"0.00000000\"},{\"filterType\":\"TRAILING_DELTA\",\"minTrailingAboveDelta\":10,\"maxTrailingAboveDelta\":2000,\"minTrailingBelowDelta\":10,\"maxTrailingBelowDelta\":2000},{\"filterType\":\"PERCENT_PRICE_BY_SIDE\",\"bidMultiplierUp\":\"5\",\"bidMultiplierDown\":\"0.2\",\"askMultiplierUp\":\"5\",\"askMultiplierDown\":\"0.2\",\"avgPriceMins\":5},{\"filterType\":\"NOTIONAL\",\"minNotional\":\"5.00000000\",\"applyMinToMarket\":true,\"maxNotional\":\"9000000.00000000\",\"applyMaxToMarket\":false,\"avgPriceMins\":5},{\"filterType\":\"MAX_NUM_ORDERS\",\"maxNumOrders\":200},{\"filterType\":\"MAX_NUM_ALGO_ORDERS\",\"maxNumAlgoOrders\":5}],\"permissions\":[\"SPOT\",\"MARGIN\",\"TRD_GRP_004\",\"TRD_GRP_005\",\"TRD_GRP_009\",\"TRD_GRP_010\",\"TRD_GRP_011\",\"TRD_GRP_012\",\"TRD_GRP_013\"],\"defaultSelfTradePreventionMode\":\"NONE\",\"allowedSelfTradePreventionModes\":[\"NONE\",\"EXPIRE_TAKER\",\"EXPIRE_MAKER\",\"EXPIRE_BOTH\"]},{\"symbol\":\"LENDBUSD\",\"status\":\"BREAK\",\"baseAsset\":\"LEND\",\"baseAssetPrecision\":8,\"quoteAsset\":\"BUSD\",\"quotePrecision\":8,\"quoteAssetPrecision\":8,\"baseCommissionPrecision\":8,\"quoteCommissionPrecision\":8,\"orderTypes\":[\"LIMIT\",\"LIMIT_MAKER\",\"MARKET\",\"STOP_LOSS_LIMIT\",\"TAKE_PROFIT_LIMIT\"],\"icebergAllowed\":true,\"ocoAllowed\":true,\"quoteOrderQtyMarketAllowed\":true,\"allowTrailingStop\":true,\"cancelReplaceAllowed\":true,\"isSpotTradingAllowed\":true,\"isMarginTradingAllowed\":false,\"filters\":[{\"filterType\":\"PRICE_FILTER\",\"minPrice\":\"0.00010000\",\"maxPrice\":\"1000.00000000\",\"tickSize\":\"0.000100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"headers": { "Content-Type": "application/json;charset=UTF-8", - "Content-Length": "1719788", + "Content-Length": "3613304", "Connection": "keep-alive", - "Date": "Mon, 02 Aug 2021 23:43:08 GMT", + "Date": "Thu, 06 Jul 2023 04:20:29 GMT", "Server": "nginx", "Vary": "Accept-Encoding", - "x-mbx-uuid": "cdf0a88e-efd8-43ed-81a7-16f36eed05ce", + "x-mbx-uuid": "508f49d4-4f7b-4672-8b26-0fbb035859a6", "x-mbx-used-weight": "10", "x-mbx-used-weight-1m": "10", "Strict-Transport-Security": "max-age=31536000; includeSubdomains", @@ -34,9 +34,9 @@ "Access-Control-Allow-Origin": "*", "Access-Control-Allow-Methods": "GET, HEAD, OPTIONS", "X-Cache": "Miss from cloudfront", - "Via": "1.1 3c7c59dd8a259f28206268185f3ecaa3.cloudfront.net (CloudFront)", - "X-Amz-Cf-Pop": "HIO50-C2", - "X-Amz-Cf-Id": "uO4W4_pMeixFqIow5oGXxJukh997spD7EyMWFvTVuPxS0WkHtLw_VA==" + "Via": "1.1 bdc887cea2b02ccd10a15dd4a890c9c2.cloudfront.net (CloudFront)", + "X-Amz-Cf-Pop": "SIN52-P1", + "X-Amz-Cf-Id": "u_nHctB9jWAm_E4N9Oq_-2Xt4KsVFOeX3_4FrsmUJ2-rlD1hrTcUnQ==" }, "status_code": 200, "type": "ok" From 6627ac8ba00f06838a836373ac94abc94b72af51 Mon Sep 17 00:00:00 2001 From: Yuri Kovalov Date: Thu, 6 Jul 2023 12:40:05 +0800 Subject: [PATCH 2/2] Use NOTIONAL filter for binance --- apps/tai/lib/tai/venue_adapters/binance/products.ex | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/apps/tai/lib/tai/venue_adapters/binance/products.ex b/apps/tai/lib/tai/venue_adapters/binance/products.ex index 63b456cf2..aaba8baa8 100644 --- a/apps/tai/lib/tai/venue_adapters/binance/products.ex +++ b/apps/tai/lib/tai/venue_adapters/binance/products.ex @@ -80,7 +80,7 @@ defmodule Tai.VenueAdapters.Binance.Products do end end - @notional_filter "MIN_NOTIONAL" + @notional_filter "NOTIONAL" defp notional_filter(filters) do with %{"minNotional" => notional} <- find_filter(filters, @notional_filter) do notional |> to_decimal()