Use string decimal to calculate lot size (#654)

Signed-off-by: adshao <[email protected]>

Author: adshao

v2/common/helpers.go

@@ -3,12 +3,21 @@ package common
 import (
 	"bytes"
 	"fmt"
-	"math"
+
+	"github.com/shopspring/decimal"
 )
 
-// AmountToLotSize converts an amount to a lot sized amount
-func AmountToLotSize(lot float64, precision int, amount float64) float64 {
-	return math.Trunc(math.Floor(amount/lot)*lot*math.Pow10(precision)) / math.Pow10(precision)
+// AmountToLotSize convert amount to lot size
+func AmountToLotSize(amount, minQty, stepSize string, precision int) string {
+	amountDec := decimal.RequireFromString(amount)
+	minQtyDec := decimal.RequireFromString(minQty)
+	baseAmountDec := amountDec.Sub(minQtyDec)
+	if baseAmountDec.LessThan(decimal.RequireFromString("0")) {
+		return "0"
+	}
+	stepSizeDec := decimal.RequireFromString(stepSize)
+	baseAmountDec = baseAmountDec.Div(stepSizeDec).Truncate(0).Mul(stepSizeDec)
+	return baseAmountDec.Add(minQtyDec).Truncate(int32(precision)).String()
 }
 
 // ToJSONList convert v to json list if v is a map

v2/common/helpers_test.go

@@ -9,55 +9,101 @@ import (
 func TestAmountToLotSize(t *testing.T) {
 	assert := assert.New(t)
 	type args struct {
-		lot       float64
+		minQty    string
+		stepSize  string
+		amount    string
 		precision int
-		amount    float64
 	}
 	tests := []struct {
-		name string
-		args args
-		want float64
+		name   string
+		args   args
+		expect string
 	}{
 		{
 			name: "test with lot of zero and invalid amount",
 			args: args{
-				lot:       0.00100000,
+				minQty:    "0.01",
+				stepSize:  "0.01",
+				amount:    "0.001",
 				precision: 8,
-				amount:    0.00010000,
 			},
-			want: 0,
+			expect: "0",
 		},
 		{
 			name: "test with lot",
 			args: args{
-				lot:       0.00100000,
-				precision: 3,
-				amount:    1.39,
+				minQty:    "0.01",
+				stepSize:  "0.01",
+				amount:    "1.39",
+				precision: 8,
+			},
+			expect: "1.39",
+		},
+		{
+			name: "test with exact precision",
+			args: args{
+				minQty:    "0.01",
+				stepSize:  "0.01",
+				amount:    "1.39",
+				precision: 2,
+			},
+			expect: "1.39",
+		},
+		{
+			name: "test with small precision",
+			args: args{
+				minQty:    "0.01",
+				stepSize:  "0.01",
+				amount:    "1.39",
+				precision: 1,
 			},
-			want: 1.389,
+			expect: "1.3",
+		},
+		{
+			name: "test with zero precision",
+			args: args{
+				minQty:    "0.01",
+				stepSize:  "0.01",
+				amount:    "1.39",
+				precision: 0,
+			},
+			expect: "1",
 		},
 		{
 			name: "test with big decimal",
 			args: args{
-				lot:       0.00100000,
+				minQty:    "0.01",
+				stepSize:  "0.02",
+				amount:    "11.31232419283240912834434",
 				precision: 8,
-				amount:    11.31232419283240912834434,
 			},
-			want: 11.312,
+			expect: "11.31",
 		},
 		{
 			name: "test with big number",
 			args: args{
-				lot:       0.0010000,
+				minQty:    "0.0001",
+				stepSize:  "0.02",
+				amount:    "11232821093480213.31232419283240912834434",
 				precision: 8,
-				amount:    11232821093480213.31232419283240912834434,
 			},
-			want: 11232821093480213.3123,
+			expect: "11232821093480213.3001",
+		},
+		{
+			name: "test with small decimal",
+			args: args{
+				minQty:    "0.0000010",
+				stepSize:  "0.0000010",
+				amount:    "0.003923153000000002",
+				precision: 7,
+			},
+			expect: "0.003923",
 		},
 	}
+
 	for _, tt := range tests {
 		t.Run(tt.name, func(t *testing.T) {
-			assert.Equal(tt.want, AmountToLotSize(tt.args.lot, tt.args.precision, tt.args.amount))
+			assert.Equal(tt.expect, AmountToLotSize(tt.args.amount, tt.args.minQty, tt.args.stepSize, tt.args.precision))
 		})
 	}
 }

v2/go.mod

@@ -8,6 +8,7 @@ require (
 	github.com/google/uuid v1.6.0
 	github.com/gorilla/websocket v1.5.0
 	github.com/jpillora/backoff v1.0.0
+	github.com/shopspring/decimal v1.4.0
 	github.com/stretchr/testify v1.8.1
 )
 

v2/go.sum

@@ -20,6 +20,8 @@ github.com/kr/text v0.1.0 h1:45sCR5RtlFHMR4UwH9sdQ5TC8v0qDQCHnXt+kaKSTVE=
 github.com/kr/text v0.1.0/go.mod h1:4Jbv+DJW3UT/LiOwJeYQe1efqtUx/iVham/4vfdArNI=
 github.com/pmezard/go-difflib v1.0.0 h1:4DBwDE0NGyQoBHbLQYPwSUPoCMWR5BEzIk/f1lZbAQM=
 github.com/pmezard/go-difflib v1.0.0/go.mod h1:iKH77koFhYxTK1pcRnkKkqfTogsbg7gZNVY4sRDYZ/4=
+github.com/shopspring/decimal v1.4.0 h1:bxl37RwXBklmTi0C79JfXCEBD1cqqHt0bbgBAGFp81k=
+github.com/shopspring/decimal v1.4.0/go.mod h1:gawqmDU56v4yIKSwfBSFip1HdCCXN8/+DMd9qYNcwME=
 github.com/stretchr/objx v0.1.0/go.mod h1:HFkY916IF+rwdDfMAkV7OtwuqBVzrE8GR6GFx+wExME=
 github.com/stretchr/objx v0.4.0/go.mod h1:YvHI0jy2hoMjB+UWwv71VJQ9isScKT/TqJzVSSt89Yw=
 github.com/stretchr/objx v0.5.0 h1:1zr/of2m5FGMsad5YfcqgdqdWrIhu+EBEJRhR1U7z/c=