0bps

Strategy vault / Other

Essentials Order Volume Precision and Price Precision Applicable to Various Exchanges

Python strategy by 陈皮.

PythonOther
Author
陈皮
Complexity
Starter · 24 lines
Parameters
0

The original spec has no written description. Read the source below.

Source Python

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

Published by 陈皮 on the FMZ strategy square · last modified 2021-09-25. Collected in the Quant Trading Vault. Unvalidated research: re-test with your own data and costs before trusting it.

Build this with AgenKit

A spec is not a trading system. Paste this into your coding agent and AgenKit runs a specialist team — architecture, test-first build, risk gates, review — with paper trading on by default.

in Claude Code, Cursor, Codex & 4 more
/agenkit build a production-grade trading bot with a backtest engine, risk controls and paper trading by default from strategies/Essentials-Order-Volume-Precision-and-Price-Precision-Applicable-to-Various-Exchanges.md
  1. npx agenkit install engineering-kit in your project
  2. Paste the command into your agent and approve each phase
  3. Get tests, backtest, risk controls and a paper-trading switch

Understand it first

Before you run this, read the lesson behind the idea and how to backtest it honestly. Specs like this one are the survivors of an unknown number of trials; deflate their results accordingly.

Related specs

esc

Try , , or .

↑↓ move↵ open