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gateio / gateapi-python

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order book quantities #152

Closed gezabohus closed 5 months ago

gezabohus commented 1 year ago

Hi,

From experimentation I found that order book quantities are in units of 0.01, meaning that if you see

1864.20 3549

in the ETH/USDT order book, it means that 35.49 ETH is offered.

I don't see this written down anywhere and I'm not sure if it's the same for all currency pairs.

On the web interface the units are 1, so in this case you'd see

1864.20 35.49

Please help.

revilwang commented 1 year ago

Are you referring to perpetual futures order book? The latter one is not amount, but the size of contracts. For ETH/USDT, one contract has a value of 0.01 ETH(quanto_multiplier in contract detail), which is why you see 3549.

gezabohus commented 1 year ago

Got it, thank you. Do you mind if I insert this in the documentation of the order_book function?

gezabohus commented 5 months ago

There is no issue, quanto_multiplier needs to be used.