Add RoundOrderSize and RoundOrderPrice #18
Merged
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This pull request introduces changes to the
hyperliquid/convert.go
file, focusing on improving the accuracy of order price and size rounding. The most important changes include adding new rounding functions and modifying existing functions to use these new utilities.New Functions for Rounding:
RoundOrderSize
function to round the order size to the nearest tick size.RoundOrderPrice
function to round the order price to the nearest tick size, considering significant figures and allowed decimals.Modifications to Existing Functions:
OrderRequestToWire
function to useRoundOrderPrice
andRoundOrderSize
instead ofFloatToWire
.ModifyOrderRequestToWire
function to useRoundOrderPrice
andRoundOrderSize
instead ofFloatToWire
.Reference
ilya-hontarau@696a083