sample_rounding.py

from math import floor
from binance.client import Client

def purchase_rounding(step_size,trade_quantity):
	if step_size == '1.00000000':
		return round(trade_quantity,0)
	else:
		return round(trade_quantity,step_size.index("1")-1)


def sale_rounding(step_size,trade_quantity):
	if step_size == '1.00000000':
		return floor(trade_quantity)
	else:
		multiplier = 10 ** (step_size.index("1")-1)
		return floor(trade_quantity*multiplier)/multiplier

def get_step_size(client,market):
	client = Client(None,None)
	exchange_info = client.futures_exchange_info()
	symbols = exchange_info['symbols']
	symbol_search = list(filter(lambda x : x['symbol']==market,symbols))
	filters_search = list(filter(lambda x :x['filterType']=='LOT_SIZE', symbol_search[0]['filters']))
	return filters_search[0]['stepSize']

def main():
	client = Client(None,None)
	market = "SNXUSDT"
	trade_quantity = 1.2581113
	step_size = get_step_size(client,market)
	purchase_quantity = purchase_rounding(step_size,trade_quantity)
	sale_quantity = sale_rounding(step_size,trade_quantity)
	client.session.close()
	message = f"""Market {market} has a step size of {step_size}.\n
A purchase with raw quantity of {trade_quantity} should be rounded to {purchase_quantity}\n
A sale with raw quantity of {trade_quantity} should be rounded to {sale_quantity}"""
	print(message)

if __name__ == '__main__':
	main()