improvement: for binance liquidations use Order Last Filled Quantity …

…for amount field
tardis-dev · Oct 25, 2023 · 1518819 · 1518819 · ericsoderstrom · Jun 6, 2024
1 parent 63926fa
commit 1518819
Show file tree

Hide file tree

Showing 3 changed files with 4 additions and 3 deletions.
diff --git a/src/mappers/binance.ts b/src/mappers/binance.ts
@@ -396,7 +396,7 @@ export class BinanceLiquidationsMapper implements Mapper<'binance-futures' | 'bi
       exchange: this._exchange,
       id: undefined,
       price: Number(binanceLiquidation.p),
-      amount: Number(binanceLiquidation.z), // use  Order Filled Accumulated Quantity
+      amount: Number(binanceLiquidation.l), //  Order Last Filled Quantity
       side: binanceLiquidation.S === 'SELL' ? 'sell' : 'buy',
       timestamp: new Date(binanceLiquidation.T),
       localTimestamp: localTimestamp
@@ -533,6 +533,7 @@ type BinanceFuturesForceOrderData = {
     p: string // Price
     ap: string // Average Price
     X: 'FILLED' // Order Status
+    l: '0.014' // Order Last Filled Quantity
     T: 1568014460893 // Order Trade Time
     z: string // Order Filled Accumulated Quantity
   }

diff --git a/test/__snapshots__/mappers.test.ts.snap b/test/__snapshots__/mappers.test.ts.snap
@@ -1880,7 +1880,7 @@ Array [
 exports[`mappers map binance futures messages 13`] = `
 Array [
   Object {
-    "amount": 0.014,
+    "amount": 0.015,
     "exchange": "binance-futures",
     "id": undefined,
     "localTimestamp": 2019-09-01T00:00:01.275Z,

diff --git a/test/mappers.test.ts b/test/mappers.test.ts
@@ -2976,7 +2976,7 @@ describe('mappers', () => {
             p: '4793.91',
             ap: '4706.04',
             X: 'FILLED',
-            l: '0.014',
+            l: '0.015',
             z: '0.014',
             T: 1584059031421
           }