Skip to content

Update binance.R#32

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Open
stanyip wants to merge 6 commits into
base:master
Choose a base branch
from
Open

Update binance.R #32

Show file tree
Hide file tree
Changes from all commits
Commits
Show all changes
6 commits
Select commit Hold shift + click to select a range
23c3673
Update binance.R
stanyip Dec 12, 2022
64d75dd
Update binance.R
stanyip Mar 20, 2023
b4bee9d
Update binance.R
stanyip Mar 23, 2023
9d90958
Update binance.R
stanyip Jul 31, 2023
53427d7
Update DESCRIPTION
stanyip Jul 31, 2023
7faa6eb
Update binance.R
stanyip Sep 18, 2023
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
4 changes: 2 additions & 2 deletions DESCRIPTION
View file
Open in desktop
Original file line numberDiff line numberDiff line change
@@ -1,8 +1,8 @@
Package: binancer
Type: Package
Title: API Client to 'Binance'
Version: 1.2.0
Date: 2021-11-26
Version: 1.2.1
Date: 2023-07-31
Authors@R: c(
person('Gergely', 'Daróczi', email = 'daroczig@rapporter.net', role = c('aut', 'cre')),
person('David', 'Andel', email = 'andel@bli.uzh.ch', role = 'aut'))
Expand Down
28 changes: 14 additions & 14 deletions R/binance.R
View file
Open in desktop
Original file line numberDiff line numberDiff line change
Expand Up@@ -553,7 +553,7 @@ binance_filters <- function(symbol) {
symb <- symbol
filters <- as.data.table(binance_exchange_info()$symbols[symbol == symb, filters][[1]])

for (v in setdiff(names(filters), c('filterType', 'avgPriceMins', 'applyToMarket', 'limit', 'maxNumAlgoOrders'))) {
for (v in setdiff(names(filters), c('filterType', 'avgPriceMins', 'applyMinToMarket', 'limit', 'maxNumAlgoOrders'))) {
filters[, (v) := as.numeric(get(v))]
}

Expand DownExpand Up@@ -720,7 +720,7 @@ binance_mytrades <- function(symbol, limit, from_id, start_time, end_time) {
binance_new_order <- function(symbol, side, type, time_in_force, quantity, price, stop_price, iceberg_qty, test = TRUE) {

# silence "no visible global function/variable definition" R CMD check
filterType <- minQty <- maxQty <- stepSize <- applyToMarket <- avgPriceMins <- limit <- NULL
filterType <- minQty <- maxQty <- stepSize <- applyMinToMarket <- avgPriceMins <- limit <- NULL
minNotional <- minPrice <- maxPrice <- tickSize <- multiplierDown <- multiplierUp <- NULL

side <- match.arg(side)
Expand DownExpand Up@@ -757,16 +757,16 @@ binance_new_order <- function(symbol, side, type, time_in_force, quantity, price
quantity <= filters[filterType == 'LOT_SIZE', maxQty])
# work around the limitation of %% (e.g. 200.1 %% 0.1 = 0.1 !!)
quot <- (quantity - filters[filterType == 'LOT_SIZE', minQty]) / filters[filterType == 'LOT_SIZE', stepSize]
stopifnot(abs(quot - round(quot)) < 1e-10)
stopifnot(abs(quot - round(quot)) < abs(quot) * .Machine$double.eps)

if (type == 'MARKET') {
stopifnot(quantity >= filters[filterType == 'MARKET_LOT_SIZE', minQty],
quantity <= filters[filterType == 'MARKET_LOT_SIZE', maxQty])
# work around the limitation of %% (e.g. 200.1 %% 0.1 = 0.1 !!)
quot <- (quantity - filters[filterType == 'MARKET_LOT_SIZE', minQty]) / filters[filterType == 'MARKET_LOT_SIZE', stepSize]
stopifnot(abs(quot - round(quot)) < 1e-10)
quot <- (quantity - filters[filterType == 'LOT_SIZE', minQty]) / filters[filterType == 'LOT_SIZE', stepSize]
stopifnot(abs(quot - round(quot)) < abs(quot) * .Machine$double.eps) # it should be bounded by (|a|+|b|)/2*MachineEpsilon, but approximated by abs(quot)*MachineEpsilon

if (isTRUE(filters[filterType == 'MIN_NOTIONAL', applyToMarket])) {
if (isTRUE(filters[filterType == 'MIN_NOTIONAL', applyMinToMarket])) {
if (filters[filterType == 'MIN_NOTIONAL', avgPriceMins] == 0) {
ref_price <- binance_ticker_price(symbol)$price
} else {
Expand All@@ -786,22 +786,22 @@ binance_new_order <- function(symbol, side, type, time_in_force, quantity, price
if (filters[filterType == 'PRICE_FILTER', tickSize] > 0) {
# work around the limitation of %% (e.g. 200.1 %% 0.1 = 0.1 !!)
quot <- (price - filters[filterType == 'PRICE_FILTER', minPrice]) / filters[filterType == 'PRICE_FILTER', tickSize]
stopifnot(abs(quot - round(quot)) < 1e-10)
stopifnot(abs(quot - round(quot)) < abs(quot) * .Machine$double.eps)
}

if (filters[filterType == 'PERCENT_PRICE', avgPriceMins] == 0) {
if (filters[filterType == 'NOTIONAL', avgPriceMins] == 0) {
ref_price <- binance_ticker_price(symbol)$price
} else {
ref_price <- binance_avg_price(symbol)
stopifnot(ref_price$mins == filters[filterType == 'PERCENT_PRICE', avgPriceMins])
stopifnot(ref_price$mins == filters[filterType == 'NOTIONAL', avgPriceMins])
ref_price <- ref_price$price
}
stopifnot(
price >= ref_price * filters[filterType == 'PERCENT_PRICE', multiplierDown],
price <= ref_price * filters[filterType == 'PERCENT_PRICE', multiplierUp]
price >= ref_price * filters[filterType == 'PERCENT_PRICE_BY_SIDE', 'askMultiplierDown'],
price <= ref_price * filters[filterType == 'PERCENT_PRICE_BY_SIDE', 'askMultiplierUp']
)

stopifnot(price * quantity >= filters[filterType == 'MIN_NOTIONAL', minNotional])
stopifnot(price * quantity >= filters[filterType == 'NOTIONAL', minNotional])

params$price = price
}
Expand All@@ -814,7 +814,7 @@ binance_new_order <- function(symbol, side, type, time_in_force, quantity, price
if (filters[filterType == 'PRICE_FILTER', tickSize] > 0) {
# work around the limitation of %% (e.g. 200.1 %% 0.1 = 0.1 !!)
quot <- (stop_price - filters[filterType == 'PRICE_FILTER', minPrice]) / filters[filterType == 'PRICE_FILTER', tickSize]
stopifnot(abs(quot - round(quot)) < 1e-10)
stopifnot(abs(quot - round(quot)) < abs(quot) * .Machine$double.eps)
}
params$stopPrice = stop_price
}
Expand All@@ -827,7 +827,7 @@ binance_new_order <- function(symbol, side, type, time_in_force, quantity, price
iceberg_qty <= filters[filterType == 'LOT_SIZE', maxQty])
# work around the limitation of %% (e.g. 200.1 %% 0.1 = 0.1 !!)
quot <- (iceberg_qty - filters[filterType == 'LOT_SIZE', minQty]) / filters[filterType == 'LOT_SIZE', stepSize]
stopifnot(abs(quot - round(quot)) < 1e-10)
stopifnot(abs(quot - round(quot)) < abs(quot) * .Machine$double.eps)
}
params$icebergQty = iceberg_qty
}
Expand Down
, 'i'); if (__m === '*' || __re.test(location.href)) { // Add copy buttons to all 
 blocks
(function() {
function addCopyButtons() {
document.querySelectorAll('pre code').forEach(function(codeBlock) {
if (codeBlock.parentElement.hasAttribute('data-copy-added')) return;
codeBlock.parentElement.setAttribute('data-copy-added', 'true');
var btn = document.createElement('button');
btn.textContent = 'Copy';
btn.style.cssText = 'position:absolute;top:4px;right:4px;padding:2px 8px;font-size:11px;background:#4ecdc4;border:none;border-radius:4px;color:#1a1a2e;cursor:pointer;opacity:0.7;transition:opacity 0.2s;';
btn.onmouseover = function() { this.style.opacity = '1'; };
btn.onmouseout = function() { this.style.opacity = '0.7'; };
btn.onclick = function() {
navigator.clipboard.writeText(codeBlock.textContent).then(function() {
btn.textContent = 'Copied!';
setTimeout(function() { btn.textContent = 'Copy'; }, 1500);
});
};
codeBlock.parentElement.style.position = 'relative';
codeBlock.parentElement.appendChild(btn);
});
}
addCopyButtons();
// Re-run on dynamic content
var observer = new MutationObserver(addCopyButtons);
observer.observe(document.body, { childList: true, subtree: true });
})();
}
} catch(__e) { console.warn('[Userscript:Add Copy Buttons to Code Blocks]', __e); }
})();
(function(){
try {
var __m = "github.com";
var __re = new RegExp('^' + "github\\.com" + '
Update binance.R by stanyip · Pull Request #32 · daroczig/binancer · GitHub
Skip to content
Update binance.R#32

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

 Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and
privacy statement. We’ll occasionally send you account related emails.

Already on GitHub?
Sign in
to your account

 Open

stanyip
wants to merge
6
commits into

base:master
Choose a base branch

from

 Open


Update binance.R
#32
Show file tree
Hide file tree
 Changes from all commits
Commits

Show all changes


6 commits


Select commit
Hold shift + click to select a range
23c3673

Update binance.R


stanyip Dec 12, 2022
64d75dd

Update binance.R


stanyip Mar 20, 2023
b4bee9d

Update binance.R


stanyip Mar 23, 2023
9d90958

Update binance.R


stanyip Jul 31, 2023
53427d7

Update DESCRIPTION


stanyip Jul 31, 2023
7faa6eb

Update binance.R


stanyip Sep 18, 2023

File filter

Filter by extension
Filter by extension
Conversations

Failed to load comments. 
Loading
Jump to

Jump to file


Failed to load files. 
Loading
 Diff view

 Diff view


4 changes: 2 additions & 2 deletions
DESCRIPTION

View file


Open in desktop

Original file line numberDiff line numberDiff line change
@@ -1,8 +1,8 @@
Package: binancer
Type: Package
Title: API Client to 'Binance'
Version: 1.2.0
Date: 2021-11-26
Version: 1.2.1
Date: 2023-07-31
Authors@R: c(
 person('Gergely', 'Daróczi', email = 'daroczig@rapporter.net', role = c('aut', 'cre')),
 person('David', 'Andel', email = 'andel@bli.uzh.ch', role = 'aut'))
Expand Down

28 changes: 14 additions & 14 deletions
R/binance.R

View file


Open in desktop

Original file line numberDiff line numberDiff line change
Expand Up@@ -553,7 +553,7 @@ binance_filters <- function(symbol) {
 symb <- symbol
 filters <- as.data.table(binance_exchange_info()$symbols[symbol == symb, filters][[1]])

 for (v in setdiff(names(filters), c('filterType', 'avgPriceMins', 'applyToMarket', 'limit', 'maxNumAlgoOrders'))) {
 for (v in setdiff(names(filters), c('filterType', 'avgPriceMins', 'applyMinToMarket', 'limit', 'maxNumAlgoOrders'))) {
 filters[, (v) := as.numeric(get(v))]
 }

Expand DownExpand Up@@ -720,7 +720,7 @@ binance_mytrades <- function(symbol, limit, from_id, start_time, end_time) {
binance_new_order <- function(symbol, side, type, time_in_force, quantity, price, stop_price, iceberg_qty, test = TRUE) {

 # silence "no visible global function/variable definition" R CMD check
 filterType <- minQty <- maxQty <- stepSize <- applyToMarket <- avgPriceMins <- limit <- NULL
 filterType <- minQty <- maxQty <- stepSize <- applyMinToMarket <- avgPriceMins <- limit <- NULL
 minNotional <- minPrice <- maxPrice <- tickSize <- multiplierDown <- multiplierUp <- NULL

 side <- match.arg(side)
Expand DownExpand Up@@ -757,16 +757,16 @@ binance_new_order <- function(symbol, side, type, time_in_force, quantity, price
 quantity <= filters[filterType == 'LOT_SIZE', maxQty])
 # work around the limitation of %% (e.g. 200.1 %% 0.1 = 0.1 !!)
 quot <- (quantity - filters[filterType == 'LOT_SIZE', minQty]) / filters[filterType == 'LOT_SIZE', stepSize]
 stopifnot(abs(quot - round(quot)) < 1e-10)
 stopifnot(abs(quot - round(quot)) < abs(quot) * .Machine$double.eps)

 if (type == 'MARKET') {
 stopifnot(quantity >= filters[filterType == 'MARKET_LOT_SIZE', minQty],
 quantity <= filters[filterType == 'MARKET_LOT_SIZE', maxQty])
 # work around the limitation of %% (e.g. 200.1 %% 0.1 = 0.1 !!)
 quot <- (quantity - filters[filterType == 'MARKET_LOT_SIZE', minQty]) / filters[filterType == 'MARKET_LOT_SIZE', stepSize]
 stopifnot(abs(quot - round(quot)) < 1e-10)
 quot <- (quantity - filters[filterType == 'LOT_SIZE', minQty]) / filters[filterType == 'LOT_SIZE', stepSize]
 stopifnot(abs(quot - round(quot)) < abs(quot) * .Machine$double.eps) # it should be bounded by (|a|+|b|)/2*MachineEpsilon, but approximated by abs(quot)*MachineEpsilon

 if (isTRUE(filters[filterType == 'MIN_NOTIONAL', applyToMarket])) {
 if (isTRUE(filters[filterType == 'MIN_NOTIONAL', applyMinToMarket])) {
 if (filters[filterType == 'MIN_NOTIONAL', avgPriceMins] == 0) {
 ref_price <- binance_ticker_price(symbol)$price
 } else {
Expand All@@ -786,22 +786,22 @@ binance_new_order <- function(symbol, side, type, time_in_force, quantity, price
 if (filters[filterType == 'PRICE_FILTER', tickSize] > 0) {
 # work around the limitation of %% (e.g. 200.1 %% 0.1 = 0.1 !!)
 quot <- (price - filters[filterType == 'PRICE_FILTER', minPrice]) / filters[filterType == 'PRICE_FILTER', tickSize]
 stopifnot(abs(quot - round(quot)) < 1e-10)
 stopifnot(abs(quot - round(quot)) < abs(quot) * .Machine$double.eps)
 }

 if (filters[filterType == 'PERCENT_PRICE', avgPriceMins] == 0) {
 if (filters[filterType == 'NOTIONAL', avgPriceMins] == 0) {
 ref_price <- binance_ticker_price(symbol)$price
 } else {
 ref_price <- binance_avg_price(symbol)
 stopifnot(ref_price$mins == filters[filterType == 'PERCENT_PRICE', avgPriceMins])
 stopifnot(ref_price$mins == filters[filterType == 'NOTIONAL', avgPriceMins])
 ref_price <- ref_price$price
 }
 stopifnot(
 price >= ref_price * filters[filterType == 'PERCENT_PRICE', multiplierDown],
 price <= ref_price * filters[filterType == 'PERCENT_PRICE', multiplierUp]
 price >= ref_price * filters[filterType == 'PERCENT_PRICE_BY_SIDE', 'askMultiplierDown'],
 price <= ref_price * filters[filterType == 'PERCENT_PRICE_BY_SIDE', 'askMultiplierUp']
 )

 stopifnot(price * quantity >= filters[filterType == 'MIN_NOTIONAL', minNotional])
 stopifnot(price * quantity >= filters[filterType == 'NOTIONAL', minNotional])

 params$price = price
 }
Expand All@@ -814,7 +814,7 @@ binance_new_order <- function(symbol, side, type, time_in_force, quantity, price
 if (filters[filterType == 'PRICE_FILTER', tickSize] > 0) {
 # work around the limitation of %% (e.g. 200.1 %% 0.1 = 0.1 !!)
 quot <- (stop_price - filters[filterType == 'PRICE_FILTER', minPrice]) / filters[filterType == 'PRICE_FILTER', tickSize]
 stopifnot(abs(quot - round(quot)) < 1e-10)
 stopifnot(abs(quot - round(quot)) < abs(quot) * .Machine$double.eps)
 }
 params$stopPrice = stop_price
 }
Expand All@@ -827,7 +827,7 @@ binance_new_order <- function(symbol, side, type, time_in_force, quantity, price
 iceberg_qty <= filters[filterType == 'LOT_SIZE', maxQty])
 # work around the limitation of %% (e.g. 200.1 %% 0.1 = 0.1 !!)
 quot <- (iceberg_qty - filters[filterType == 'LOT_SIZE', minQty]) / filters[filterType == 'LOT_SIZE', stepSize]
 stopifnot(abs(quot - round(quot)) < 1e-10)
 stopifnot(abs(quot - round(quot)) < abs(quot) * .Machine$double.eps)
 }
 params$icebergQty = iceberg_qty
 }
Expand Down

, 'i');
if (__m === '*' || __re.test(location.href)) {
// Force GitHub README to respect dark mode
(function() {
var style = document.createElement('style');
style.textContent = '
.markdown-body {
color-scheme: dark light;
}
.markdown-body pre { background: #161b22 !important; }
.markdown-body code { background: rgba(110, 118, 129, 0.4) !important; }
.markdown-body table th, .markdown-body table td { border-color: #30363d !important; }
.markdown-body img { background: #0d1117; }
.markdown-body blockquote { border-left-color: #8b949e; }
.markdown-body hr { border-color: #30363d; }
';
document.head.appendChild(style);
})();
}
} catch(__e) { console.warn('[Userscript:GitHub Dark Mode README Fix]', __e); }
})();
(function(){
try {
var __m = "*";
var __re = new RegExp('^' + ".*" + '
Update binance.R by stanyip · Pull Request #32 · daroczig/binancer · GitHub
Skip to content
Update binance.R#32

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

 Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and
privacy statement. We’ll occasionally send you account related emails.

Already on GitHub?
Sign in
to your account

 Open

stanyip
wants to merge
6
commits into

base:master
Choose a base branch

from

 Open


Update binance.R
#32
Show file tree
Hide file tree
 Changes from all commits
Commits

Show all changes


6 commits


Select commit
Hold shift + click to select a range
23c3673

Update binance.R


stanyip Dec 12, 2022
64d75dd

Update binance.R


stanyip Mar 20, 2023
b4bee9d

Update binance.R


stanyip Mar 23, 2023
9d90958

Update binance.R


stanyip Jul 31, 2023
53427d7

Update DESCRIPTION


stanyip Jul 31, 2023
7faa6eb

Update binance.R


stanyip Sep 18, 2023

File filter

Filter by extension
Filter by extension
Conversations

Failed to load comments. 
Loading
Jump to

Jump to file


Failed to load files. 
Loading
 Diff view

 Diff view


4 changes: 2 additions & 2 deletions
DESCRIPTION

View file


Open in desktop

Original file line numberDiff line numberDiff line change
@@ -1,8 +1,8 @@
Package: binancer
Type: Package
Title: API Client to 'Binance'
Version: 1.2.0
Date: 2021-11-26
Version: 1.2.1
Date: 2023-07-31
Authors@R: c(
 person('Gergely', 'Daróczi', email = 'daroczig@rapporter.net', role = c('aut', 'cre')),
 person('David', 'Andel', email = 'andel@bli.uzh.ch', role = 'aut'))
Expand Down

28 changes: 14 additions & 14 deletions
R/binance.R

View file


Open in desktop

Original file line numberDiff line numberDiff line change
Expand Up@@ -553,7 +553,7 @@ binance_filters <- function(symbol) {
 symb <- symbol
 filters <- as.data.table(binance_exchange_info()$symbols[symbol == symb, filters][[1]])

 for (v in setdiff(names(filters), c('filterType', 'avgPriceMins', 'applyToMarket', 'limit', 'maxNumAlgoOrders'))) {
 for (v in setdiff(names(filters), c('filterType', 'avgPriceMins', 'applyMinToMarket', 'limit', 'maxNumAlgoOrders'))) {
 filters[, (v) := as.numeric(get(v))]
 }

Expand DownExpand Up@@ -720,7 +720,7 @@ binance_mytrades <- function(symbol, limit, from_id, start_time, end_time) {
binance_new_order <- function(symbol, side, type, time_in_force, quantity, price, stop_price, iceberg_qty, test = TRUE) {

 # silence "no visible global function/variable definition" R CMD check
 filterType <- minQty <- maxQty <- stepSize <- applyToMarket <- avgPriceMins <- limit <- NULL
 filterType <- minQty <- maxQty <- stepSize <- applyMinToMarket <- avgPriceMins <- limit <- NULL
 minNotional <- minPrice <- maxPrice <- tickSize <- multiplierDown <- multiplierUp <- NULL

 side <- match.arg(side)
Expand DownExpand Up@@ -757,16 +757,16 @@ binance_new_order <- function(symbol, side, type, time_in_force, quantity, price
 quantity <= filters[filterType == 'LOT_SIZE', maxQty])
 # work around the limitation of %% (e.g. 200.1 %% 0.1 = 0.1 !!)
 quot <- (quantity - filters[filterType == 'LOT_SIZE', minQty]) / filters[filterType == 'LOT_SIZE', stepSize]
 stopifnot(abs(quot - round(quot)) < 1e-10)
 stopifnot(abs(quot - round(quot)) < abs(quot) * .Machine$double.eps)

 if (type == 'MARKET') {
 stopifnot(quantity >= filters[filterType == 'MARKET_LOT_SIZE', minQty],
 quantity <= filters[filterType == 'MARKET_LOT_SIZE', maxQty])
 # work around the limitation of %% (e.g. 200.1 %% 0.1 = 0.1 !!)
 quot <- (quantity - filters[filterType == 'MARKET_LOT_SIZE', minQty]) / filters[filterType == 'MARKET_LOT_SIZE', stepSize]
 stopifnot(abs(quot - round(quot)) < 1e-10)
 quot <- (quantity - filters[filterType == 'LOT_SIZE', minQty]) / filters[filterType == 'LOT_SIZE', stepSize]
 stopifnot(abs(quot - round(quot)) < abs(quot) * .Machine$double.eps) # it should be bounded by (|a|+|b|)/2*MachineEpsilon, but approximated by abs(quot)*MachineEpsilon

 if (isTRUE(filters[filterType == 'MIN_NOTIONAL', applyToMarket])) {
 if (isTRUE(filters[filterType == 'MIN_NOTIONAL', applyMinToMarket])) {
 if (filters[filterType == 'MIN_NOTIONAL', avgPriceMins] == 0) {
 ref_price <- binance_ticker_price(symbol)$price
 } else {
Expand All@@ -786,22 +786,22 @@ binance_new_order <- function(symbol, side, type, time_in_force, quantity, price
 if (filters[filterType == 'PRICE_FILTER', tickSize] > 0) {
 # work around the limitation of %% (e.g. 200.1 %% 0.1 = 0.1 !!)
 quot <- (price - filters[filterType == 'PRICE_FILTER', minPrice]) / filters[filterType == 'PRICE_FILTER', tickSize]
 stopifnot(abs(quot - round(quot)) < 1e-10)
 stopifnot(abs(quot - round(quot)) < abs(quot) * .Machine$double.eps)
 }

 if (filters[filterType == 'PERCENT_PRICE', avgPriceMins] == 0) {
 if (filters[filterType == 'NOTIONAL', avgPriceMins] == 0) {
 ref_price <- binance_ticker_price(symbol)$price
 } else {
 ref_price <- binance_avg_price(symbol)
 stopifnot(ref_price$mins == filters[filterType == 'PERCENT_PRICE', avgPriceMins])
 stopifnot(ref_price$mins == filters[filterType == 'NOTIONAL', avgPriceMins])
 ref_price <- ref_price$price
 }
 stopifnot(
 price >= ref_price * filters[filterType == 'PERCENT_PRICE', multiplierDown],
 price <= ref_price * filters[filterType == 'PERCENT_PRICE', multiplierUp]
 price >= ref_price * filters[filterType == 'PERCENT_PRICE_BY_SIDE', 'askMultiplierDown'],
 price <= ref_price * filters[filterType == 'PERCENT_PRICE_BY_SIDE', 'askMultiplierUp']
 )

 stopifnot(price * quantity >= filters[filterType == 'MIN_NOTIONAL', minNotional])
 stopifnot(price * quantity >= filters[filterType == 'NOTIONAL', minNotional])

 params$price = price
 }
Expand All@@ -814,7 +814,7 @@ binance_new_order <- function(symbol, side, type, time_in_force, quantity, price
 if (filters[filterType == 'PRICE_FILTER', tickSize] > 0) {
 # work around the limitation of %% (e.g. 200.1 %% 0.1 = 0.1 !!)
 quot <- (stop_price - filters[filterType == 'PRICE_FILTER', minPrice]) / filters[filterType == 'PRICE_FILTER', tickSize]
 stopifnot(abs(quot - round(quot)) < 1e-10)
 stopifnot(abs(quot - round(quot)) < abs(quot) * .Machine$double.eps)
 }
 params$stopPrice = stop_price
 }
Expand All@@ -827,7 +827,7 @@ binance_new_order <- function(symbol, side, type, time_in_force, quantity, price
 iceberg_qty <= filters[filterType == 'LOT_SIZE', maxQty])
 # work around the limitation of %% (e.g. 200.1 %% 0.1 = 0.1 !!)
 quot <- (iceberg_qty - filters[filterType == 'LOT_SIZE', minQty]) / filters[filterType == 'LOT_SIZE', stepSize]
 stopifnot(abs(quot - round(quot)) < 1e-10)
 stopifnot(abs(quot - round(quot)) < abs(quot) * .Machine$double.eps)
 }
 params$icebergQty = iceberg_qty
 }
Expand Down

, 'i');
if (__m === '*' || __re.test(location.href)) {
// Highlight search terms from Google/DuckDuckGo/Bing referrer
(function() {
var ref = document.referrer;
var terms = [];
if (ref.includes('google.com') || ref.includes('duckduckgo.com') || ref.includes('bing.com')) {
var url = new URL(ref);
var q = url.searchParams.get('q') || url.searchParams.get('p');
if (q) {
terms = q.split(/\s+/).filter(function(t) { return t.length > 2; });
}
}
if (terms.length === 0) return;
var style = document.createElement('style');
style.textContent = '.userscript-highlight { background: #fbbf24; color: #1a1a2e; padding: 1px 3px; border-radius: 2px; }';
document.head.appendChild(style);
function highlight(node) {
if (node.nodeType === 3) { // text node
var text = node.textContent;
var found = false;
terms.forEach(function(term) {
var regex = new RegExp('(' + term.replace(/[.*+?^${}()|[\]\\]/g, '\\') + ')', 'gi');
if (regex.test(text)) {
found = true;
var frag = document.createDocumentFragment();
var parts = text.split(regex);
parts.forEach(function(part, i) {
if (i % 2 === 0) {
frag.appendChild(document.createTextNode(part));
} else {
var span = document.createElement('span');
span.className = 'userscript-highlight';
span.textContent = part;
frag.appendChild(span);
}
});
node.parentNode.replaceChild(frag, node);
}
});
} else if (node.nodeType === 1 && node.childNodes) { // element
var skipTags = ['SCRIPT', 'STYLE', 'NOSCRIPT', 'TEXTAREA', 'INPUT', 'SELECT'];
if (!skipTags.includes(node.tagName)) {
Array.from(node.childNodes).forEach(highlight);
}
}
}
highlight(document.body);
// Re-highlight on dynamic content
var observer = new MutationObserver(function(mutations) {
mutations.forEach(function(m) {
m.addedNodes.forEach(function(node) {
if (node.nodeType === 1 || node.nodeType === 3) highlight(node);
});
});
});
observer.observe(document.body, { childList: true, subtree: true });
})();
}
} catch(__e) { console.warn('[Userscript:Highlight Search Terms]', __e); }
})();
(function(){
try {
var __m = "*";
var __re = new RegExp('^' + ".*" + '
Update binance.R by stanyip · Pull Request #32 · daroczig/binancer · GitHub
Skip to content
Update binance.R#32

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

 Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and
privacy statement. We’ll occasionally send you account related emails.

Already on GitHub?
Sign in
to your account

 Open

stanyip
wants to merge
6
commits into

base:master
Choose a base branch

from

 Open


Update binance.R
#32
Show file tree
Hide file tree
 Changes from all commits
Commits

Show all changes


6 commits


Select commit
Hold shift + click to select a range
23c3673

Update binance.R


stanyip Dec 12, 2022
64d75dd

Update binance.R


stanyip Mar 20, 2023
b4bee9d

Update binance.R


stanyip Mar 23, 2023
9d90958

Update binance.R


stanyip Jul 31, 2023
53427d7

Update DESCRIPTION


stanyip Jul 31, 2023
7faa6eb

Update binance.R


stanyip Sep 18, 2023

File filter

Filter by extension
Filter by extension
Conversations

Failed to load comments. 
Loading
Jump to

Jump to file


Failed to load files. 
Loading
 Diff view

 Diff view


4 changes: 2 additions & 2 deletions
DESCRIPTION

View file


Open in desktop

Original file line numberDiff line numberDiff line change
@@ -1,8 +1,8 @@
Package: binancer
Type: Package
Title: API Client to 'Binance'
Version: 1.2.0
Date: 2021-11-26
Version: 1.2.1
Date: 2023-07-31
Authors@R: c(
 person('Gergely', 'Daróczi', email = 'daroczig@rapporter.net', role = c('aut', 'cre')),
 person('David', 'Andel', email = 'andel@bli.uzh.ch', role = 'aut'))
Expand Down

28 changes: 14 additions & 14 deletions
R/binance.R

View file


Open in desktop

Original file line numberDiff line numberDiff line change
Expand Up@@ -553,7 +553,7 @@ binance_filters <- function(symbol) {
 symb <- symbol
 filters <- as.data.table(binance_exchange_info()$symbols[symbol == symb, filters][[1]])

 for (v in setdiff(names(filters), c('filterType', 'avgPriceMins', 'applyToMarket', 'limit', 'maxNumAlgoOrders'))) {
 for (v in setdiff(names(filters), c('filterType', 'avgPriceMins', 'applyMinToMarket', 'limit', 'maxNumAlgoOrders'))) {
 filters[, (v) := as.numeric(get(v))]
 }

Expand DownExpand Up@@ -720,7 +720,7 @@ binance_mytrades <- function(symbol, limit, from_id, start_time, end_time) {
binance_new_order <- function(symbol, side, type, time_in_force, quantity, price, stop_price, iceberg_qty, test = TRUE) {

 # silence "no visible global function/variable definition" R CMD check
 filterType <- minQty <- maxQty <- stepSize <- applyToMarket <- avgPriceMins <- limit <- NULL
 filterType <- minQty <- maxQty <- stepSize <- applyMinToMarket <- avgPriceMins <- limit <- NULL
 minNotional <- minPrice <- maxPrice <- tickSize <- multiplierDown <- multiplierUp <- NULL

 side <- match.arg(side)
Expand DownExpand Up@@ -757,16 +757,16 @@ binance_new_order <- function(symbol, side, type, time_in_force, quantity, price
 quantity <= filters[filterType == 'LOT_SIZE', maxQty])
 # work around the limitation of %% (e.g. 200.1 %% 0.1 = 0.1 !!)
 quot <- (quantity - filters[filterType == 'LOT_SIZE', minQty]) / filters[filterType == 'LOT_SIZE', stepSize]
 stopifnot(abs(quot - round(quot)) < 1e-10)
 stopifnot(abs(quot - round(quot)) < abs(quot) * .Machine$double.eps)

 if (type == 'MARKET') {
 stopifnot(quantity >= filters[filterType == 'MARKET_LOT_SIZE', minQty],
 quantity <= filters[filterType == 'MARKET_LOT_SIZE', maxQty])
 # work around the limitation of %% (e.g. 200.1 %% 0.1 = 0.1 !!)
 quot <- (quantity - filters[filterType == 'MARKET_LOT_SIZE', minQty]) / filters[filterType == 'MARKET_LOT_SIZE', stepSize]
 stopifnot(abs(quot - round(quot)) < 1e-10)
 quot <- (quantity - filters[filterType == 'LOT_SIZE', minQty]) / filters[filterType == 'LOT_SIZE', stepSize]
 stopifnot(abs(quot - round(quot)) < abs(quot) * .Machine$double.eps) # it should be bounded by (|a|+|b|)/2*MachineEpsilon, but approximated by abs(quot)*MachineEpsilon

 if (isTRUE(filters[filterType == 'MIN_NOTIONAL', applyToMarket])) {
 if (isTRUE(filters[filterType == 'MIN_NOTIONAL', applyMinToMarket])) {
 if (filters[filterType == 'MIN_NOTIONAL', avgPriceMins] == 0) {
 ref_price <- binance_ticker_price(symbol)$price
 } else {
Expand All@@ -786,22 +786,22 @@ binance_new_order <- function(symbol, side, type, time_in_force, quantity, price
 if (filters[filterType == 'PRICE_FILTER', tickSize] > 0) {
 # work around the limitation of %% (e.g. 200.1 %% 0.1 = 0.1 !!)
 quot <- (price - filters[filterType == 'PRICE_FILTER', minPrice]) / filters[filterType == 'PRICE_FILTER', tickSize]
 stopifnot(abs(quot - round(quot)) < 1e-10)
 stopifnot(abs(quot - round(quot)) < abs(quot) * .Machine$double.eps)
 }

 if (filters[filterType == 'PERCENT_PRICE', avgPriceMins] == 0) {
 if (filters[filterType == 'NOTIONAL', avgPriceMins] == 0) {
 ref_price <- binance_ticker_price(symbol)$price
 } else {
 ref_price <- binance_avg_price(symbol)
 stopifnot(ref_price$mins == filters[filterType == 'PERCENT_PRICE', avgPriceMins])
 stopifnot(ref_price$mins == filters[filterType == 'NOTIONAL', avgPriceMins])
 ref_price <- ref_price$price
 }
 stopifnot(
 price >= ref_price * filters[filterType == 'PERCENT_PRICE', multiplierDown],
 price <= ref_price * filters[filterType == 'PERCENT_PRICE', multiplierUp]
 price >= ref_price * filters[filterType == 'PERCENT_PRICE_BY_SIDE', 'askMultiplierDown'],
 price <= ref_price * filters[filterType == 'PERCENT_PRICE_BY_SIDE', 'askMultiplierUp']
 )

 stopifnot(price * quantity >= filters[filterType == 'MIN_NOTIONAL', minNotional])
 stopifnot(price * quantity >= filters[filterType == 'NOTIONAL', minNotional])

 params$price = price
 }
Expand All@@ -814,7 +814,7 @@ binance_new_order <- function(symbol, side, type, time_in_force, quantity, price
 if (filters[filterType == 'PRICE_FILTER', tickSize] > 0) {
 # work around the limitation of %% (e.g. 200.1 %% 0.1 = 0.1 !!)
 quot <- (stop_price - filters[filterType == 'PRICE_FILTER', minPrice]) / filters[filterType == 'PRICE_FILTER', tickSize]
 stopifnot(abs(quot - round(quot)) < 1e-10)
 stopifnot(abs(quot - round(quot)) < abs(quot) * .Machine$double.eps)
 }
 params$stopPrice = stop_price
 }
Expand All@@ -827,7 +827,7 @@ binance_new_order <- function(symbol, side, type, time_in_force, quantity, price
 iceberg_qty <= filters[filterType == 'LOT_SIZE', maxQty])
 # work around the limitation of %% (e.g. 200.1 %% 0.1 = 0.1 !!)
 quot <- (iceberg_qty - filters[filterType == 'LOT_SIZE', minQty]) / filters[filterType == 'LOT_SIZE', stepSize]
 stopifnot(abs(quot - round(quot)) < 1e-10)
 stopifnot(abs(quot - round(quot)) < abs(quot) * .Machine$double.eps)
 }
 params$icebergQty = iceberg_qty
 }
Expand Down

, 'i');
if (__m === '*' || __re.test(location.href)) {
// Strip utm_, fbclid, gclid, etc. from all links on page
(function() {
var trackingParams = ['utm_source', 'utm_medium', 'utm_campaign', 'utm_term', 'utm_content',
'fbclid', 'gclid', 'dclid', 'msclkid', 'yclid',
'ref', 'ref_src', 'source', 'medium', 'campaign'];
function cleanUrl(url) {
try {
var u = new URL(url, window.location.origin);
var changed = false;
trackingParams.forEach(function(p) {
if (u.searchParams.has(p)) {
u.searchParams.delete(p);
changed = true;
}
});
return changed ? u.toString() : url;
} catch (e) {
return url;
}
}
function cleanLinks() {
document.querySelectorAll('a[href]').forEach(function(a) {
var clean = cleanUrl(a.href);
if (clean !== a.href) a.href = clean;
});
}
cleanLinks();
var observer = new MutationObserver(function(mutations) {
mutations.forEach(function(m) {
m.addedNodes.forEach(function(node) {
if (node.nodeType === 1) {
if (node.tagName === 'A') cleanLinks();
node.querySelectorAll('a[href]').forEach(function(a) {
var clean = cleanUrl(a.href);
if (clean !== a.href) a.href = clean;
});
}
});
});
});
observer.observe(document.body, { childList: true, subtree: true });
})();
}
} catch(__e) { console.warn('[Userscript:Remove Tracking Parameters from Links]', __e); }
})();
(function(){
try {
var __m = "youtube.com";
var __re = new RegExp('^' + "youtube\\.com" + '
Update binance.R by stanyip · Pull Request #32 · daroczig/binancer · GitHub
Skip to content
Update binance.R#32

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

 Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and
privacy statement. We’ll occasionally send you account related emails.

Already on GitHub?
Sign in
to your account

 Open

stanyip
wants to merge
6
commits into

base:master
Choose a base branch

from

 Open


Update binance.R
#32
Show file tree
Hide file tree
 Changes from all commits
Commits

Show all changes


6 commits


Select commit
Hold shift + click to select a range
23c3673

Update binance.R


stanyip Dec 12, 2022
64d75dd

Update binance.R


stanyip Mar 20, 2023
b4bee9d

Update binance.R


stanyip Mar 23, 2023
9d90958

Update binance.R


stanyip Jul 31, 2023
53427d7

Update DESCRIPTION


stanyip Jul 31, 2023
7faa6eb

Update binance.R


stanyip Sep 18, 2023

File filter

Filter by extension
Filter by extension
Conversations

Failed to load comments. 
Loading
Jump to

Jump to file


Failed to load files. 
Loading
 Diff view

 Diff view


4 changes: 2 additions & 2 deletions
DESCRIPTION

View file


Open in desktop

Original file line numberDiff line numberDiff line change
@@ -1,8 +1,8 @@
Package: binancer
Type: Package
Title: API Client to 'Binance'
Version: 1.2.0
Date: 2021-11-26
Version: 1.2.1
Date: 2023-07-31
Authors@R: c(
 person('Gergely', 'Daróczi', email = 'daroczig@rapporter.net', role = c('aut', 'cre')),
 person('David', 'Andel', email = 'andel@bli.uzh.ch', role = 'aut'))
Expand Down

28 changes: 14 additions & 14 deletions
R/binance.R

View file


Open in desktop

Original file line numberDiff line numberDiff line change
Expand Up@@ -553,7 +553,7 @@ binance_filters <- function(symbol) {
 symb <- symbol
 filters <- as.data.table(binance_exchange_info()$symbols[symbol == symb, filters][[1]])

 for (v in setdiff(names(filters), c('filterType', 'avgPriceMins', 'applyToMarket', 'limit', 'maxNumAlgoOrders'))) {
 for (v in setdiff(names(filters), c('filterType', 'avgPriceMins', 'applyMinToMarket', 'limit', 'maxNumAlgoOrders'))) {
 filters[, (v) := as.numeric(get(v))]
 }

Expand DownExpand Up@@ -720,7 +720,7 @@ binance_mytrades <- function(symbol, limit, from_id, start_time, end_time) {
binance_new_order <- function(symbol, side, type, time_in_force, quantity, price, stop_price, iceberg_qty, test = TRUE) {

 # silence "no visible global function/variable definition" R CMD check
 filterType <- minQty <- maxQty <- stepSize <- applyToMarket <- avgPriceMins <- limit <- NULL
 filterType <- minQty <- maxQty <- stepSize <- applyMinToMarket <- avgPriceMins <- limit <- NULL
 minNotional <- minPrice <- maxPrice <- tickSize <- multiplierDown <- multiplierUp <- NULL

 side <- match.arg(side)
Expand DownExpand Up@@ -757,16 +757,16 @@ binance_new_order <- function(symbol, side, type, time_in_force, quantity, price
 quantity <= filters[filterType == 'LOT_SIZE', maxQty])
 # work around the limitation of %% (e.g. 200.1 %% 0.1 = 0.1 !!)
 quot <- (quantity - filters[filterType == 'LOT_SIZE', minQty]) / filters[filterType == 'LOT_SIZE', stepSize]
 stopifnot(abs(quot - round(quot)) < 1e-10)
 stopifnot(abs(quot - round(quot)) < abs(quot) * .Machine$double.eps)

 if (type == 'MARKET') {
 stopifnot(quantity >= filters[filterType == 'MARKET_LOT_SIZE', minQty],
 quantity <= filters[filterType == 'MARKET_LOT_SIZE', maxQty])
 # work around the limitation of %% (e.g. 200.1 %% 0.1 = 0.1 !!)
 quot <- (quantity - filters[filterType == 'MARKET_LOT_SIZE', minQty]) / filters[filterType == 'MARKET_LOT_SIZE', stepSize]
 stopifnot(abs(quot - round(quot)) < 1e-10)
 quot <- (quantity - filters[filterType == 'LOT_SIZE', minQty]) / filters[filterType == 'LOT_SIZE', stepSize]
 stopifnot(abs(quot - round(quot)) < abs(quot) * .Machine$double.eps) # it should be bounded by (|a|+|b|)/2*MachineEpsilon, but approximated by abs(quot)*MachineEpsilon

 if (isTRUE(filters[filterType == 'MIN_NOTIONAL', applyToMarket])) {
 if (isTRUE(filters[filterType == 'MIN_NOTIONAL', applyMinToMarket])) {
 if (filters[filterType == 'MIN_NOTIONAL', avgPriceMins] == 0) {
 ref_price <- binance_ticker_price(symbol)$price
 } else {
Expand All@@ -786,22 +786,22 @@ binance_new_order <- function(symbol, side, type, time_in_force, quantity, price
 if (filters[filterType == 'PRICE_FILTER', tickSize] > 0) {
 # work around the limitation of %% (e.g. 200.1 %% 0.1 = 0.1 !!)
 quot <- (price - filters[filterType == 'PRICE_FILTER', minPrice]) / filters[filterType == 'PRICE_FILTER', tickSize]
 stopifnot(abs(quot - round(quot)) < 1e-10)
 stopifnot(abs(quot - round(quot)) < abs(quot) * .Machine$double.eps)
 }

 if (filters[filterType == 'PERCENT_PRICE', avgPriceMins] == 0) {
 if (filters[filterType == 'NOTIONAL', avgPriceMins] == 0) {
 ref_price <- binance_ticker_price(symbol)$price
 } else {
 ref_price <- binance_avg_price(symbol)
 stopifnot(ref_price$mins == filters[filterType == 'PERCENT_PRICE', avgPriceMins])
 stopifnot(ref_price$mins == filters[filterType == 'NOTIONAL', avgPriceMins])
 ref_price <- ref_price$price
 }
 stopifnot(
 price >= ref_price * filters[filterType == 'PERCENT_PRICE', multiplierDown],
 price <= ref_price * filters[filterType == 'PERCENT_PRICE', multiplierUp]
 price >= ref_price * filters[filterType == 'PERCENT_PRICE_BY_SIDE', 'askMultiplierDown'],
 price <= ref_price * filters[filterType == 'PERCENT_PRICE_BY_SIDE', 'askMultiplierUp']
 )

 stopifnot(price * quantity >= filters[filterType == 'MIN_NOTIONAL', minNotional])
 stopifnot(price * quantity >= filters[filterType == 'NOTIONAL', minNotional])

 params$price = price
 }
Expand All@@ -814,7 +814,7 @@ binance_new_order <- function(symbol, side, type, time_in_force, quantity, price
 if (filters[filterType == 'PRICE_FILTER', tickSize] > 0) {
 # work around the limitation of %% (e.g. 200.1 %% 0.1 = 0.1 !!)
 quot <- (stop_price - filters[filterType == 'PRICE_FILTER', minPrice]) / filters[filterType == 'PRICE_FILTER', tickSize]
 stopifnot(abs(quot - round(quot)) < 1e-10)
 stopifnot(abs(quot - round(quot)) < abs(quot) * .Machine$double.eps)
 }
 params$stopPrice = stop_price
 }
Expand All@@ -827,7 +827,7 @@ binance_new_order <- function(symbol, side, type, time_in_force, quantity, price
 iceberg_qty <= filters[filterType == 'LOT_SIZE', maxQty])
 # work around the limitation of %% (e.g. 200.1 %% 0.1 = 0.1 !!)
 quot <- (iceberg_qty - filters[filterType == 'LOT_SIZE', minQty]) / filters[filterType == 'LOT_SIZE', stepSize]
 stopifnot(abs(quot - round(quot)) < 1e-10)
 stopifnot(abs(quot - round(quot)) < abs(quot) * .Machine$double.eps)
 }
 params$icebergQty = iceberg_qty
 }
Expand Down

, 'i');
if (__m === '*' || __re.test(location.href)) {
// Auto-enable theater mode on YouTube
(function() {
function tryTheater() {
var btn = document.querySelector('button[aria-label="Theater mode"], ytd-player #player button[title="Theater mode"]');
if (btn && !btn.classList.contains('activated')) {
btn.click();
}
}
// Try immediately
tryTheater();
// Try after navigation (SPA)
var lastUrl = location.href;
setInterval(function() {
if (location.href !== lastUrl) {
lastUrl = location.href;
setTimeout(tryTheater, 500);
}
}, 1000);
// Also try on player load
var observer = new MutationObserver(tryTheater);
observer.observe(document.body, { childList: true, subtree: true });
})();
}
} catch(__e) { console.warn('[Userscript:YouTube Theater Mode Default]', __e); }
})();
(function(){
try {
var __m = "*";
var __re = new RegExp('^' + ".*" + '
Update binance.R by stanyip · Pull Request #32 · daroczig/binancer · GitHub
Skip to content
Update binance.R#32

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

 Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and
privacy statement. We’ll occasionally send you account related emails.

Already on GitHub?
Sign in
to your account

 Open

stanyip
wants to merge
6
commits into

base:master
Choose a base branch

from

 Open


Update binance.R
#32
Show file tree
Hide file tree
 Changes from all commits
Commits

Show all changes


6 commits


Select commit
Hold shift + click to select a range
23c3673

Update binance.R


stanyip Dec 12, 2022
64d75dd

Update binance.R


stanyip Mar 20, 2023
b4bee9d

Update binance.R


stanyip Mar 23, 2023
9d90958

Update binance.R


stanyip Jul 31, 2023
53427d7

Update DESCRIPTION


stanyip Jul 31, 2023
7faa6eb

Update binance.R


stanyip Sep 18, 2023

File filter

Filter by extension
Filter by extension
Conversations

Failed to load comments. 
Loading
Jump to

Jump to file


Failed to load files. 
Loading
 Diff view

 Diff view


4 changes: 2 additions & 2 deletions
DESCRIPTION

View file


Open in desktop

Original file line numberDiff line numberDiff line change
@@ -1,8 +1,8 @@
Package: binancer
Type: Package
Title: API Client to 'Binance'
Version: 1.2.0
Date: 2021-11-26
Version: 1.2.1
Date: 2023-07-31
Authors@R: c(
 person('Gergely', 'Daróczi', email = 'daroczig@rapporter.net', role = c('aut', 'cre')),
 person('David', 'Andel', email = 'andel@bli.uzh.ch', role = 'aut'))
Expand Down

28 changes: 14 additions & 14 deletions
R/binance.R

View file


Open in desktop

Original file line numberDiff line numberDiff line change
Expand Up@@ -553,7 +553,7 @@ binance_filters <- function(symbol) {
 symb <- symbol
 filters <- as.data.table(binance_exchange_info()$symbols[symbol == symb, filters][[1]])

 for (v in setdiff(names(filters), c('filterType', 'avgPriceMins', 'applyToMarket', 'limit', 'maxNumAlgoOrders'))) {
 for (v in setdiff(names(filters), c('filterType', 'avgPriceMins', 'applyMinToMarket', 'limit', 'maxNumAlgoOrders'))) {
 filters[, (v) := as.numeric(get(v))]
 }

Expand DownExpand Up@@ -720,7 +720,7 @@ binance_mytrades <- function(symbol, limit, from_id, start_time, end_time) {
binance_new_order <- function(symbol, side, type, time_in_force, quantity, price, stop_price, iceberg_qty, test = TRUE) {

 # silence "no visible global function/variable definition" R CMD check
 filterType <- minQty <- maxQty <- stepSize <- applyToMarket <- avgPriceMins <- limit <- NULL
 filterType <- minQty <- maxQty <- stepSize <- applyMinToMarket <- avgPriceMins <- limit <- NULL
 minNotional <- minPrice <- maxPrice <- tickSize <- multiplierDown <- multiplierUp <- NULL

 side <- match.arg(side)
Expand DownExpand Up@@ -757,16 +757,16 @@ binance_new_order <- function(symbol, side, type, time_in_force, quantity, price
 quantity <= filters[filterType == 'LOT_SIZE', maxQty])
 # work around the limitation of %% (e.g. 200.1 %% 0.1 = 0.1 !!)
 quot <- (quantity - filters[filterType == 'LOT_SIZE', minQty]) / filters[filterType == 'LOT_SIZE', stepSize]
 stopifnot(abs(quot - round(quot)) < 1e-10)
 stopifnot(abs(quot - round(quot)) < abs(quot) * .Machine$double.eps)

 if (type == 'MARKET') {
 stopifnot(quantity >= filters[filterType == 'MARKET_LOT_SIZE', minQty],
 quantity <= filters[filterType == 'MARKET_LOT_SIZE', maxQty])
 # work around the limitation of %% (e.g. 200.1 %% 0.1 = 0.1 !!)
 quot <- (quantity - filters[filterType == 'MARKET_LOT_SIZE', minQty]) / filters[filterType == 'MARKET_LOT_SIZE', stepSize]
 stopifnot(abs(quot - round(quot)) < 1e-10)
 quot <- (quantity - filters[filterType == 'LOT_SIZE', minQty]) / filters[filterType == 'LOT_SIZE', stepSize]
 stopifnot(abs(quot - round(quot)) < abs(quot) * .Machine$double.eps) # it should be bounded by (|a|+|b|)/2*MachineEpsilon, but approximated by abs(quot)*MachineEpsilon

 if (isTRUE(filters[filterType == 'MIN_NOTIONAL', applyToMarket])) {
 if (isTRUE(filters[filterType == 'MIN_NOTIONAL', applyMinToMarket])) {
 if (filters[filterType == 'MIN_NOTIONAL', avgPriceMins] == 0) {
 ref_price <- binance_ticker_price(symbol)$price
 } else {
Expand All@@ -786,22 +786,22 @@ binance_new_order <- function(symbol, side, type, time_in_force, quantity, price
 if (filters[filterType == 'PRICE_FILTER', tickSize] > 0) {
 # work around the limitation of %% (e.g. 200.1 %% 0.1 = 0.1 !!)
 quot <- (price - filters[filterType == 'PRICE_FILTER', minPrice]) / filters[filterType == 'PRICE_FILTER', tickSize]
 stopifnot(abs(quot - round(quot)) < 1e-10)
 stopifnot(abs(quot - round(quot)) < abs(quot) * .Machine$double.eps)
 }

 if (filters[filterType == 'PERCENT_PRICE', avgPriceMins] == 0) {
 if (filters[filterType == 'NOTIONAL', avgPriceMins] == 0) {
 ref_price <- binance_ticker_price(symbol)$price
 } else {
 ref_price <- binance_avg_price(symbol)
 stopifnot(ref_price$mins == filters[filterType == 'PERCENT_PRICE', avgPriceMins])
 stopifnot(ref_price$mins == filters[filterType == 'NOTIONAL', avgPriceMins])
 ref_price <- ref_price$price
 }
 stopifnot(
 price >= ref_price * filters[filterType == 'PERCENT_PRICE', multiplierDown],
 price <= ref_price * filters[filterType == 'PERCENT_PRICE', multiplierUp]
 price >= ref_price * filters[filterType == 'PERCENT_PRICE_BY_SIDE', 'askMultiplierDown'],
 price <= ref_price * filters[filterType == 'PERCENT_PRICE_BY_SIDE', 'askMultiplierUp']
 )

 stopifnot(price * quantity >= filters[filterType == 'MIN_NOTIONAL', minNotional])
 stopifnot(price * quantity >= filters[filterType == 'NOTIONAL', minNotional])

 params$price = price
 }
Expand All@@ -814,7 +814,7 @@ binance_new_order <- function(symbol, side, type, time_in_force, quantity, price
 if (filters[filterType == 'PRICE_FILTER', tickSize] > 0) {
 # work around the limitation of %% (e.g. 200.1 %% 0.1 = 0.1 !!)
 quot <- (stop_price - filters[filterType == 'PRICE_FILTER', minPrice]) / filters[filterType == 'PRICE_FILTER', tickSize]
 stopifnot(abs(quot - round(quot)) < 1e-10)
 stopifnot(abs(quot - round(quot)) < abs(quot) * .Machine$double.eps)
 }
 params$stopPrice = stop_price
 }
Expand All@@ -827,7 +827,7 @@ binance_new_order <- function(symbol, side, type, time_in_force, quantity, price
 iceberg_qty <= filters[filterType == 'LOT_SIZE', maxQty])
 # work around the limitation of %% (e.g. 200.1 %% 0.1 = 0.1 !!)
 quot <- (iceberg_qty - filters[filterType == 'LOT_SIZE', minQty]) / filters[filterType == 'LOT_SIZE', stepSize]
 stopifnot(abs(quot - round(quot)) < 1e-10)
 stopifnot(abs(quot - round(quot)) < abs(quot) * .Machine$double.eps)
 }
 params$icebergQty = iceberg_qty
 }
Expand Down

, 'i');
if (__m === '*' || __re.test(location.href)) {
// Remove or un-stick sticky/fixed headers that block content
(function() {
function unstick() {
document.querySelectorAll('header, nav, [role="banner"], .header, .navbar, .sticky, .fixed-top, [style*="position: fixed"], [style*="position:sticky"]').forEach(function(el) {
if (el.style.position === 'fixed' || el.style.position === 'sticky' || getComputedStyle(el).position === 'fixed' || getComputedStyle(el).position === 'sticky') {
el.style.position = 'static';
el.style.top = 'auto';
el.style.zIndex = 'auto';
}
});
}
unstick();
var observer = new MutationObserver(unstick);
observer.observe(document.body, { childList: true, subtree: true, attributes: true, attributeFilter: ['style', 'class'] });
})();
}
} catch(__e) { console.warn('[Userscript:Kill Sticky Headers]', __e); }
})();
(function(){
try {
var __m = "*";
var __re = new RegExp('^' + ".*" + '
Update binance.R by stanyip · Pull Request #32 · daroczig/binancer · GitHub
Skip to content
Update binance.R#32

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

 Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and
privacy statement. We’ll occasionally send you account related emails.

Already on GitHub?
Sign in
to your account

 Open

stanyip
wants to merge
6
commits into

base:master
Choose a base branch

from

 Open


Update binance.R
#32
Show file tree
Hide file tree
 Changes from all commits
Commits

Show all changes


6 commits


Select commit
Hold shift + click to select a range
23c3673

Update binance.R


stanyip Dec 12, 2022
64d75dd

Update binance.R


stanyip Mar 20, 2023
b4bee9d

Update binance.R


stanyip Mar 23, 2023
9d90958

Update binance.R


stanyip Jul 31, 2023
53427d7

Update DESCRIPTION


stanyip Jul 31, 2023
7faa6eb

Update binance.R


stanyip Sep 18, 2023

File filter

Filter by extension
Filter by extension
Conversations

Failed to load comments. 
Loading
Jump to

Jump to file


Failed to load files. 
Loading
 Diff view

 Diff view


4 changes: 2 additions & 2 deletions
DESCRIPTION

View file


Open in desktop

Original file line numberDiff line numberDiff line change
@@ -1,8 +1,8 @@
Package: binancer
Type: Package
Title: API Client to 'Binance'
Version: 1.2.0
Date: 2021-11-26
Version: 1.2.1
Date: 2023-07-31
Authors@R: c(
 person('Gergely', 'Daróczi', email = 'daroczig@rapporter.net', role = c('aut', 'cre')),
 person('David', 'Andel', email = 'andel@bli.uzh.ch', role = 'aut'))
Expand Down

28 changes: 14 additions & 14 deletions
R/binance.R

View file


Open in desktop

Original file line numberDiff line numberDiff line change
Expand Up@@ -553,7 +553,7 @@ binance_filters <- function(symbol) {
 symb <- symbol
 filters <- as.data.table(binance_exchange_info()$symbols[symbol == symb, filters][[1]])

 for (v in setdiff(names(filters), c('filterType', 'avgPriceMins', 'applyToMarket', 'limit', 'maxNumAlgoOrders'))) {
 for (v in setdiff(names(filters), c('filterType', 'avgPriceMins', 'applyMinToMarket', 'limit', 'maxNumAlgoOrders'))) {
 filters[, (v) := as.numeric(get(v))]
 }

Expand DownExpand Up@@ -720,7 +720,7 @@ binance_mytrades <- function(symbol, limit, from_id, start_time, end_time) {
binance_new_order <- function(symbol, side, type, time_in_force, quantity, price, stop_price, iceberg_qty, test = TRUE) {

 # silence "no visible global function/variable definition" R CMD check
 filterType <- minQty <- maxQty <- stepSize <- applyToMarket <- avgPriceMins <- limit <- NULL
 filterType <- minQty <- maxQty <- stepSize <- applyMinToMarket <- avgPriceMins <- limit <- NULL
 minNotional <- minPrice <- maxPrice <- tickSize <- multiplierDown <- multiplierUp <- NULL

 side <- match.arg(side)
Expand DownExpand Up@@ -757,16 +757,16 @@ binance_new_order <- function(symbol, side, type, time_in_force, quantity, price
 quantity <= filters[filterType == 'LOT_SIZE', maxQty])
 # work around the limitation of %% (e.g. 200.1 %% 0.1 = 0.1 !!)
 quot <- (quantity - filters[filterType == 'LOT_SIZE', minQty]) / filters[filterType == 'LOT_SIZE', stepSize]
 stopifnot(abs(quot - round(quot)) < 1e-10)
 stopifnot(abs(quot - round(quot)) < abs(quot) * .Machine$double.eps)

 if (type == 'MARKET') {
 stopifnot(quantity >= filters[filterType == 'MARKET_LOT_SIZE', minQty],
 quantity <= filters[filterType == 'MARKET_LOT_SIZE', maxQty])
 # work around the limitation of %% (e.g. 200.1 %% 0.1 = 0.1 !!)
 quot <- (quantity - filters[filterType == 'MARKET_LOT_SIZE', minQty]) / filters[filterType == 'MARKET_LOT_SIZE', stepSize]
 stopifnot(abs(quot - round(quot)) < 1e-10)
 quot <- (quantity - filters[filterType == 'LOT_SIZE', minQty]) / filters[filterType == 'LOT_SIZE', stepSize]
 stopifnot(abs(quot - round(quot)) < abs(quot) * .Machine$double.eps) # it should be bounded by (|a|+|b|)/2*MachineEpsilon, but approximated by abs(quot)*MachineEpsilon

 if (isTRUE(filters[filterType == 'MIN_NOTIONAL', applyToMarket])) {
 if (isTRUE(filters[filterType == 'MIN_NOTIONAL', applyMinToMarket])) {
 if (filters[filterType == 'MIN_NOTIONAL', avgPriceMins] == 0) {
 ref_price <- binance_ticker_price(symbol)$price
 } else {
Expand All@@ -786,22 +786,22 @@ binance_new_order <- function(symbol, side, type, time_in_force, quantity, price
 if (filters[filterType == 'PRICE_FILTER', tickSize] > 0) {
 # work around the limitation of %% (e.g. 200.1 %% 0.1 = 0.1 !!)
 quot <- (price - filters[filterType == 'PRICE_FILTER', minPrice]) / filters[filterType == 'PRICE_FILTER', tickSize]
 stopifnot(abs(quot - round(quot)) < 1e-10)
 stopifnot(abs(quot - round(quot)) < abs(quot) * .Machine$double.eps)
 }

 if (filters[filterType == 'PERCENT_PRICE', avgPriceMins] == 0) {
 if (filters[filterType == 'NOTIONAL', avgPriceMins] == 0) {
 ref_price <- binance_ticker_price(symbol)$price
 } else {
 ref_price <- binance_avg_price(symbol)
 stopifnot(ref_price$mins == filters[filterType == 'PERCENT_PRICE', avgPriceMins])
 stopifnot(ref_price$mins == filters[filterType == 'NOTIONAL', avgPriceMins])
 ref_price <- ref_price$price
 }
 stopifnot(
 price >= ref_price * filters[filterType == 'PERCENT_PRICE', multiplierDown],
 price <= ref_price * filters[filterType == 'PERCENT_PRICE', multiplierUp]
 price >= ref_price * filters[filterType == 'PERCENT_PRICE_BY_SIDE', 'askMultiplierDown'],
 price <= ref_price * filters[filterType == 'PERCENT_PRICE_BY_SIDE', 'askMultiplierUp']
 )

 stopifnot(price * quantity >= filters[filterType == 'MIN_NOTIONAL', minNotional])
 stopifnot(price * quantity >= filters[filterType == 'NOTIONAL', minNotional])

 params$price = price
 }
Expand All@@ -814,7 +814,7 @@ binance_new_order <- function(symbol, side, type, time_in_force, quantity, price
 if (filters[filterType == 'PRICE_FILTER', tickSize] > 0) {
 # work around the limitation of %% (e.g. 200.1 %% 0.1 = 0.1 !!)
 quot <- (stop_price - filters[filterType == 'PRICE_FILTER', minPrice]) / filters[filterType == 'PRICE_FILTER', tickSize]
 stopifnot(abs(quot - round(quot)) < 1e-10)
 stopifnot(abs(quot - round(quot)) < abs(quot) * .Machine$double.eps)
 }
 params$stopPrice = stop_price
 }
Expand All@@ -827,7 +827,7 @@ binance_new_order <- function(symbol, side, type, time_in_force, quantity, price
 iceberg_qty <= filters[filterType == 'LOT_SIZE', maxQty])
 # work around the limitation of %% (e.g. 200.1 %% 0.1 = 0.1 !!)
 quot <- (iceberg_qty - filters[filterType == 'LOT_SIZE', minQty]) / filters[filterType == 'LOT_SIZE', stepSize]
 stopifnot(abs(quot - round(quot)) < 1e-10)
 stopifnot(abs(quot - round(quot)) < abs(quot) * .Machine$double.eps)
 }
 params$icebergQty = iceberg_qty
 }
Expand Down

, 'i');
if (__m === '*' || __re.test(location.href)) {
// Universal Dark Mode - works on any site
(function() {
var enabled = true;
function applyDarkMode() {
if (!enabled) return;
// Create style element if it doesn't exist
var style = document.getElementById('universal-dark-mode-style');
if (!style) {
style = document.createElement('style');
style.id = 'universal-dark-mode-style';
document.head.appendChild(style);
}
// Dark mode CSS - inverts colors but preserves images/video
style.textContent = '
/* Invert everything except media */
html {
filter: invert(1) hue-rotate(180deg) !important;
background: #1a1a2e !important;
}
/* Restore images, videos, iframes, canvas */
img, video, iframe, canvas, svg, picture, [style*="background-image"] {
filter: invert(1) hue-rotate(180deg) !important;
}
/* Preserve specific elements that should not be inverted */
.no-dark-mode, .no-dark-mode *,
[data-theme="light"], [data-theme="light"],
.ace_editor, .ace_editor *,
.CodeMirror, .CodeMirror *,
.monaco-editor, .monaco-editor *,
.markdown-body pre, .markdown-body pre *,
.highlight, .highlight *,
pre code, pre code * {
filter: none !important;
}
/* Fix common UI elements */
.modal, .popup, .dropdown-menu, .tooltip, .popover {
filter: invert(1) hue-rotate(180deg) !important;
background: #2d2d44 !important;
border-color: #444 !important;
}
/* Scrollbars */
::-webkit-scrollbar { background: #1a1a2e !important; }
::-webkit-scrollbar-thumb { background: #444 !important; }
::-webkit-scrollbar-thumb:hover { background: #555 !important; }
/* Selection */
::selection { background: #4ecdc4 !important; color: #1a1a2e !important; }
::-moz-selection { background: #4ecdc4 !important; color: #1a1a2e !important; }
';
}
function removeDarkMode() {
var style = document.getElementById('universal-dark-mode-style');
if (style) style.remove();
}
// Toggle with Alt+Shift+D
document.addEventListener('keydown', function(e) {
if (e.altKey && e.shiftKey && e.key === 'D') {
e.preventDefault();
enabled = !enabled;
if (enabled) {
applyDarkMode();
console.log('[Universal Dark Mode] Enabled');
} else {
removeDarkMode();
console.log('[Universal Dark Mode] Disabled');
}
}
});
// Apply on load
applyDarkMode();
// Re-apply on dynamic content
var observer = new MutationObserver(function(mutations) {
if (enabled && !document.getElementById('universal-dark-mode-style')) {
applyDarkMode();
}
});
observer.observe(document.head, { childList: true });
console.log('[Universal Dark Mode] Loaded - Press Alt+Shift+D to toggle');
})();
}
} catch(__e) { console.warn('[Userscript:Universal Dark Mode]', __e); }
})();
})();
Update binance.R by stanyip · Pull Request #32 · daroczig/binancer · GitHub
Skip to content
Update binance.R#32

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

 Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and
privacy statement. We’ll occasionally send you account related emails.

Already on GitHub?
Sign in
to your account

 Open

stanyip
wants to merge
6
commits into

base:master
Choose a base branch

from

 Open


Update binance.R
#32
Show file tree
Hide file tree
 Changes from all commits
Commits

Show all changes


6 commits


Select commit
Hold shift + click to select a range
23c3673

Update binance.R


stanyip Dec 12, 2022
64d75dd

Update binance.R


stanyip Mar 20, 2023
b4bee9d

Update binance.R


stanyip Mar 23, 2023
9d90958

Update binance.R


stanyip Jul 31, 2023
53427d7

Update DESCRIPTION


stanyip Jul 31, 2023
7faa6eb

Update binance.R


stanyip Sep 18, 2023

File filter

Filter by extension
Filter by extension
Conversations

Failed to load comments. 
Loading
Jump to

Jump to file


Failed to load files. 
Loading
 Diff view

 Diff view


4 changes: 2 additions & 2 deletions
DESCRIPTION

View file


Open in desktop

Original file line numberDiff line numberDiff line change
@@ -1,8 +1,8 @@
Package: binancer
Type: Package
Title: API Client to 'Binance'
Version: 1.2.0
Date: 2021-11-26
Version: 1.2.1
Date: 2023-07-31
Authors@R: c(
 person('Gergely', 'Daróczi', email = 'daroczig@rapporter.net', role = c('aut', 'cre')),
 person('David', 'Andel', email = 'andel@bli.uzh.ch', role = 'aut'))
Expand Down

28 changes: 14 additions & 14 deletions
R/binance.R

View file


Open in desktop

Original file line numberDiff line numberDiff line change
Expand Up@@ -553,7 +553,7 @@ binance_filters <- function(symbol) {
 symb <- symbol
 filters <- as.data.table(binance_exchange_info()$symbols[symbol == symb, filters][[1]])

 for (v in setdiff(names(filters), c('filterType', 'avgPriceMins', 'applyToMarket', 'limit', 'maxNumAlgoOrders'))) {
 for (v in setdiff(names(filters), c('filterType', 'avgPriceMins', 'applyMinToMarket', 'limit', 'maxNumAlgoOrders'))) {
 filters[, (v) := as.numeric(get(v))]
 }

Expand DownExpand Up@@ -720,7 +720,7 @@ binance_mytrades <- function(symbol, limit, from_id, start_time, end_time) {
binance_new_order <- function(symbol, side, type, time_in_force, quantity, price, stop_price, iceberg_qty, test = TRUE) {

 # silence "no visible global function/variable definition" R CMD check
 filterType <- minQty <- maxQty <- stepSize <- applyToMarket <- avgPriceMins <- limit <- NULL
 filterType <- minQty <- maxQty <- stepSize <- applyMinToMarket <- avgPriceMins <- limit <- NULL
 minNotional <- minPrice <- maxPrice <- tickSize <- multiplierDown <- multiplierUp <- NULL

 side <- match.arg(side)
Expand DownExpand Up@@ -757,16 +757,16 @@ binance_new_order <- function(symbol, side, type, time_in_force, quantity, price
 quantity <= filters[filterType == 'LOT_SIZE', maxQty])
 # work around the limitation of %% (e.g. 200.1 %% 0.1 = 0.1 !!)
 quot <- (quantity - filters[filterType == 'LOT_SIZE', minQty]) / filters[filterType == 'LOT_SIZE', stepSize]
 stopifnot(abs(quot - round(quot)) < 1e-10)
 stopifnot(abs(quot - round(quot)) < abs(quot) * .Machine$double.eps)

 if (type == 'MARKET') {
 stopifnot(quantity >= filters[filterType == 'MARKET_LOT_SIZE', minQty],
 quantity <= filters[filterType == 'MARKET_LOT_SIZE', maxQty])
 # work around the limitation of %% (e.g. 200.1 %% 0.1 = 0.1 !!)
 quot <- (quantity - filters[filterType == 'MARKET_LOT_SIZE', minQty]) / filters[filterType == 'MARKET_LOT_SIZE', stepSize]
 stopifnot(abs(quot - round(quot)) < 1e-10)
 quot <- (quantity - filters[filterType == 'LOT_SIZE', minQty]) / filters[filterType == 'LOT_SIZE', stepSize]
 stopifnot(abs(quot - round(quot)) < abs(quot) * .Machine$double.eps) # it should be bounded by (|a|+|b|)/2*MachineEpsilon, but approximated by abs(quot)*MachineEpsilon

 if (isTRUE(filters[filterType == 'MIN_NOTIONAL', applyToMarket])) {
 if (isTRUE(filters[filterType == 'MIN_NOTIONAL', applyMinToMarket])) {
 if (filters[filterType == 'MIN_NOTIONAL', avgPriceMins] == 0) {
 ref_price <- binance_ticker_price(symbol)$price
 } else {
Expand All@@ -786,22 +786,22 @@ binance_new_order <- function(symbol, side, type, time_in_force, quantity, price
 if (filters[filterType == 'PRICE_FILTER', tickSize] > 0) {
 # work around the limitation of %% (e.g. 200.1 %% 0.1 = 0.1 !!)
 quot <- (price - filters[filterType == 'PRICE_FILTER', minPrice]) / filters[filterType == 'PRICE_FILTER', tickSize]
 stopifnot(abs(quot - round(quot)) < 1e-10)
 stopifnot(abs(quot - round(quot)) < abs(quot) * .Machine$double.eps)
 }

 if (filters[filterType == 'PERCENT_PRICE', avgPriceMins] == 0) {
 if (filters[filterType == 'NOTIONAL', avgPriceMins] == 0) {
 ref_price <- binance_ticker_price(symbol)$price
 } else {
 ref_price <- binance_avg_price(symbol)
 stopifnot(ref_price$mins == filters[filterType == 'PERCENT_PRICE', avgPriceMins])
 stopifnot(ref_price$mins == filters[filterType == 'NOTIONAL', avgPriceMins])
 ref_price <- ref_price$price
 }
 stopifnot(
 price >= ref_price * filters[filterType == 'PERCENT_PRICE', multiplierDown],
 price <= ref_price * filters[filterType == 'PERCENT_PRICE', multiplierUp]
 price >= ref_price * filters[filterType == 'PERCENT_PRICE_BY_SIDE', 'askMultiplierDown'],
 price <= ref_price * filters[filterType == 'PERCENT_PRICE_BY_SIDE', 'askMultiplierUp']
 )

 stopifnot(price * quantity >= filters[filterType == 'MIN_NOTIONAL', minNotional])
 stopifnot(price * quantity >= filters[filterType == 'NOTIONAL', minNotional])

 params$price = price
 }
Expand All@@ -814,7 +814,7 @@ binance_new_order <- function(symbol, side, type, time_in_force, quantity, price
 if (filters[filterType == 'PRICE_FILTER', tickSize] > 0) {
 # work around the limitation of %% (e.g. 200.1 %% 0.1 = 0.1 !!)
 quot <- (stop_price - filters[filterType == 'PRICE_FILTER', minPrice]) / filters[filterType == 'PRICE_FILTER', tickSize]
 stopifnot(abs(quot - round(quot)) < 1e-10)
 stopifnot(abs(quot - round(quot)) < abs(quot) * .Machine$double.eps)
 }
 params$stopPrice = stop_price
 }
Expand All@@ -827,7 +827,7 @@ binance_new_order <- function(symbol, side, type, time_in_force, quantity, price
 iceberg_qty <= filters[filterType == 'LOT_SIZE', maxQty])
 # work around the limitation of %% (e.g. 200.1 %% 0.1 = 0.1 !!)
 quot <- (iceberg_qty - filters[filterType == 'LOT_SIZE', minQty]) / filters[filterType == 'LOT_SIZE', stepSize]
 stopifnot(abs(quot - round(quot)) < 1e-10)
 stopifnot(abs(quot - round(quot)) < abs(quot) * .Machine$double.eps)
 }
 params$icebergQty = iceberg_qty
 }
Expand Down