BUG: trying to fix issue #178 with Binance lot sizes

catalyst/examples/mean_reversion_simple.py

@@ -248,7 +248,7 @@ if __name__ == '__main__':
 
     if live:
         run_algorithm(
-            capital_base=0.01,
+            capital_base=100,
             initialize=initialize,
             handle_data=handle_data,
             analyze=analyze,
@@ -257,7 +257,7 @@ if __name__ == '__main__':
             algo_namespace=NAMESPACE,
             base_currency='btc',
             live_graph=False,
-            simulate_orders=False,
+            simulate_orders=True,
             stats_output=None,
             # auth_aliases=dict(poloniex='auth2')
         )

catalyst/exchange/ccxt/ccxt_exchange.py

@@ -760,25 +760,24 @@ class CCXT(Exchange):
 
         side = 'buy' if amount > 0 else 'sell'
         if hasattr(self.api, 'amount_to_lots'):
-            adj_amount = self.api.amount_to_lots(
-                symbol=symbol,
-                amount=abs(amount),
-            )
-            if adj_amount != abs(amount):
-                log.info(
-                    'adjusted order amount {} to {} based on lot size'.format(
-                        abs(amount), adj_amount,
+            # TODO: is this right?
+            if self.api.markets is None:
+                self.api.load_markets()
+
+            # https://github.com/ccxt/ccxt/issues/1483
+            adj_amount = abs(amount)
+            market = self.api.markets[symbol]
+            if 'lots' in market and market['lots'] > amount:
+                raise CreateOrderError(
+                    exchange=self.name,
+                    e='order amount lower than the smallest lot: {}'.format(
+                        amount
                     )
                 )
+
         else:
             adj_amount = abs(amount)
 
-        if adj_amount == 0:
-            raise CreateOrderError(
-                exchange=self.name,
-                e='order amount lower than the smallest lot: {}'.format(amount)
-            )
-
         try:
             result = self.api.create_order(
                 symbol=symbol,

etc/requirements.txt

@@ -81,6 +81,6 @@ empyrical==0.2.1
 tables==3.3.0
 
 #Catalyst dependencies
-ccxt==1.10.774
+ccxt==1.10.837
 boto3==1.4.8
 redo==1.6

tests/exchange/test_ccxt.py

@@ -15,23 +15,23 @@ log = Logger('test_ccxt')
 class TestCCXT(BaseExchangeTestCase):
     @classmethod
     def setup(self):
-        exchange_name = 'bitfinex'
+        exchange_name = 'binance'
         auth = get_exchange_auth(exchange_name)
         self.exchange = CCXT(
             exchange_name=exchange_name,
             key=auth['key'],
             secret=auth['secret'],
-            base_currency='bnb',
+            base_currency='usdt',
         )
         self.exchange.init()
 
     def test_order(self):
         log.info('creating order')
-        asset = self.exchange.get_asset('neo_bnb')
+        asset = self.exchange.get_asset('eth_usdt')
         order_id = self.exchange.order(
             asset=asset,
-            style=ExchangeLimitOrder(limit_price=10),
-            amount=1,
+            style=ExchangeLimitOrder(limit_price=1000),
+            amount=1.01,
         )
         log.info('order created {}'.format(order_id))
         assert order_id is not None