kamiswiss-ccxt
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A JavaScript / Python / PHP cryptocurrency trading library with support for 130+ exchanges
215 lines (170 loc) • 13.1 kB
JavaScript
const { numberToString, decimalToPrecision, ROUND, TRUNCATE, DECIMAL_PLACES, TICK_SIZE, PAD_WITH_ZERO, SIGNIFICANT_DIGITS } = require ('../../../../ccxt');
const assert = require ('assert');
// ----------------------------------------------------------------------------
// numberToString
assert (numberToString (-7.8e-7) === '-0.00000078');
assert (numberToString (7.8e-7) === '0.00000078');
assert (numberToString (-17.805e-7) === '-0.0000017805');
assert (numberToString (17.805e-7) === '0.0000017805');
assert (numberToString (-7.0005e27) === '-7000500000000000000000000000');
assert (numberToString (7.0005e27) === '7000500000000000000000000000');
assert (numberToString (-7.9e27) === '-7900000000000000000000000000');
assert (numberToString (7.9e27) === '7900000000000000000000000000');
assert (numberToString (-12.345) === '-12.345');
assert (numberToString (12.345) === '12.345');
assert (numberToString (0) === '0');
// ----------------------------------------------------------------------------
// testDecimalToPrecisionTruncationToNDigitsAfterDot
assert (decimalToPrecision ('12.3456000', TRUNCATE, 100, DECIMAL_PLACES) === '12.3456');
assert (decimalToPrecision ('12.3456', TRUNCATE, 100, DECIMAL_PLACES) === '12.3456');
assert (decimalToPrecision ('12.3456', TRUNCATE, 4, DECIMAL_PLACES) === '12.3456');
assert (decimalToPrecision ('12.3456', TRUNCATE, 3, DECIMAL_PLACES) === '12.345');
assert (decimalToPrecision ('12.3456', TRUNCATE, 2, DECIMAL_PLACES) === '12.34');
assert (decimalToPrecision ('12.3456', TRUNCATE, 1, DECIMAL_PLACES) === '12.3');
assert (decimalToPrecision ('12.3456', TRUNCATE, 0, DECIMAL_PLACES) === '12');
assert (decimalToPrecision ('0.0000001', TRUNCATE, 8, DECIMAL_PLACES) === '0.0000001');
assert (decimalToPrecision ('0.00000001', TRUNCATE, 8, DECIMAL_PLACES) === '0.00000001');
assert (decimalToPrecision ('0.000000000', TRUNCATE, 9, DECIMAL_PLACES, PAD_WITH_ZERO) === '0.000000000');
assert (decimalToPrecision ('0.000000001', TRUNCATE, 9, DECIMAL_PLACES, PAD_WITH_ZERO) === '0.000000001');
assert (decimalToPrecision ('12.3456', TRUNCATE, -1, DECIMAL_PLACES) === '10');
assert (decimalToPrecision ('123.456', TRUNCATE, -1, DECIMAL_PLACES) === '120');
assert (decimalToPrecision ('123.456', TRUNCATE, -2, DECIMAL_PLACES) === '100');
assert (decimalToPrecision ('9.99999', TRUNCATE, -1, DECIMAL_PLACES) === '0');
assert (decimalToPrecision ('99.9999', TRUNCATE, -1, DECIMAL_PLACES) === '90');
assert (decimalToPrecision ('99.9999', TRUNCATE, -2, DECIMAL_PLACES) === '0');
assert (decimalToPrecision ('0', TRUNCATE, 0, DECIMAL_PLACES) === '0');
assert (decimalToPrecision ('-0.9', TRUNCATE, 0, DECIMAL_PLACES) === '0');
// ----------------------------------------------------------------------------
// testDecimalToPrecisionTruncationToNSignificantDigits
assert (decimalToPrecision ('0.000123456700', TRUNCATE, 100, SIGNIFICANT_DIGITS) === '0.0001234567');
assert (decimalToPrecision ('0.0001234567', TRUNCATE, 100, SIGNIFICANT_DIGITS) === '0.0001234567');
assert (decimalToPrecision ('0.0001234567', TRUNCATE, 7, SIGNIFICANT_DIGITS) === '0.0001234567');
assert (decimalToPrecision ('0.000123456', TRUNCATE, 6, SIGNIFICANT_DIGITS) === '0.000123456');
assert (decimalToPrecision ('0.000123456', TRUNCATE, 5, SIGNIFICANT_DIGITS) === '0.00012345');
assert (decimalToPrecision ('0.000123456', TRUNCATE, 2, SIGNIFICANT_DIGITS) === '0.00012');
assert (decimalToPrecision ('0.000123456', TRUNCATE, 1, SIGNIFICANT_DIGITS) === '0.0001');
assert (decimalToPrecision ('123.0000987654', TRUNCATE, 10, SIGNIFICANT_DIGITS, PAD_WITH_ZERO) === '123.0000987');
assert (decimalToPrecision ('123.0000987654', TRUNCATE, 8, SIGNIFICANT_DIGITS) === '123.00009');
assert (decimalToPrecision ('123.0000987654', TRUNCATE, 7, SIGNIFICANT_DIGITS, PAD_WITH_ZERO) === '123.0000');
assert (decimalToPrecision ('123.0000987654', TRUNCATE, 6, SIGNIFICANT_DIGITS) === '123');
assert (decimalToPrecision ('123.0000987654', TRUNCATE, 5, SIGNIFICANT_DIGITS, PAD_WITH_ZERO) === '123.00');
assert (decimalToPrecision ('123.0000987654', TRUNCATE, 4, SIGNIFICANT_DIGITS) === '123');
assert (decimalToPrecision ('123.0000987654', TRUNCATE, 4, SIGNIFICANT_DIGITS, PAD_WITH_ZERO) === '123.0');
assert (decimalToPrecision ('123.0000987654', TRUNCATE, 3, SIGNIFICANT_DIGITS, PAD_WITH_ZERO) === '123');
assert (decimalToPrecision ('123.0000987654', TRUNCATE, 2, SIGNIFICANT_DIGITS) === '120');
assert (decimalToPrecision ('123.0000987654', TRUNCATE, 1, SIGNIFICANT_DIGITS) === '100');
assert (decimalToPrecision ('123.0000987654', TRUNCATE, 1, SIGNIFICANT_DIGITS, PAD_WITH_ZERO) === '100');
assert (decimalToPrecision ('1234', TRUNCATE, 5, SIGNIFICANT_DIGITS) === '1234');
assert (decimalToPrecision ('1234', TRUNCATE, 5, SIGNIFICANT_DIGITS, PAD_WITH_ZERO) === '1234.0');
assert (decimalToPrecision ('1234', TRUNCATE, 4, SIGNIFICANT_DIGITS) === '1234');
assert (decimalToPrecision ('1234', TRUNCATE, 4, SIGNIFICANT_DIGITS, PAD_WITH_ZERO) === '1234');
assert (decimalToPrecision ('1234.69', TRUNCATE, 0, SIGNIFICANT_DIGITS) === '0');
assert (decimalToPrecision ('1234.69', TRUNCATE, 0, SIGNIFICANT_DIGITS, PAD_WITH_ZERO) === '0');
// ----------------------------------------------------------------------------
// testDecimalToPrecisionRoundingToNDigitsAfterDot
assert (decimalToPrecision ('12.3456000', ROUND, 100, DECIMAL_PLACES) === '12.3456');
assert (decimalToPrecision ('12.3456', ROUND, 100, DECIMAL_PLACES) === '12.3456');
assert (decimalToPrecision ('12.3456', ROUND, 4, DECIMAL_PLACES) === '12.3456');
assert (decimalToPrecision ('12.3456', ROUND, 3, DECIMAL_PLACES) === '12.346');
assert (decimalToPrecision ('12.3456', ROUND, 2, DECIMAL_PLACES) === '12.35');
assert (decimalToPrecision ('12.3456', ROUND, 1, DECIMAL_PLACES) === '12.3');
assert (decimalToPrecision ('12.3456', ROUND, 0, DECIMAL_PLACES) === '12');
// a problematic case in PHP
assert (decimalToPrecision ('10000', ROUND, 6, DECIMAL_PLACES) === '10000');
assert (decimalToPrecision ('0.00003186', ROUND, 8, DECIMAL_PLACES) === '0.00003186');
assert (decimalToPrecision ('12.3456', ROUND, -1, DECIMAL_PLACES) === '10');
assert (decimalToPrecision ('123.456', ROUND, -1, DECIMAL_PLACES) === '120');
assert (decimalToPrecision ('123.456', ROUND, -2, DECIMAL_PLACES) === '100');
assert (decimalToPrecision ('9.99999', ROUND, -1, DECIMAL_PLACES) === '10');
assert (decimalToPrecision ('99.9999', ROUND, -1, DECIMAL_PLACES) === '100');
assert (decimalToPrecision ('99.9999', ROUND, -2, DECIMAL_PLACES) === '100');
assert (decimalToPrecision ('9.999', ROUND, 3, DECIMAL_PLACES) === '9.999');
assert (decimalToPrecision ('9.999', ROUND, 2, DECIMAL_PLACES) === '10');
assert (decimalToPrecision ('9.999', ROUND, 2, DECIMAL_PLACES, PAD_WITH_ZERO) === '10.00');
assert (decimalToPrecision ('99.999', ROUND, 2, DECIMAL_PLACES, PAD_WITH_ZERO) === '100.00');
assert (decimalToPrecision ('-99.999', ROUND, 2, DECIMAL_PLACES, PAD_WITH_ZERO) === '-100.00');
// ----------------------------------------------------------------------------
// testDecimalToPrecisionRoundingToNSignificantDigits
assert (decimalToPrecision ('0.000123456700', ROUND, 100, SIGNIFICANT_DIGITS) === '0.0001234567');
assert (decimalToPrecision ('0.0001234567', ROUND, 100, SIGNIFICANT_DIGITS) === '0.0001234567');
assert (decimalToPrecision ('0.0001234567', ROUND, 7, SIGNIFICANT_DIGITS) === '0.0001234567');
assert (decimalToPrecision ('0.000123456', ROUND, 6, SIGNIFICANT_DIGITS) === '0.000123456');
assert (decimalToPrecision ('0.000123456', ROUND, 5, SIGNIFICANT_DIGITS) === '0.00012346');
assert (decimalToPrecision ('0.000123456', ROUND, 4, SIGNIFICANT_DIGITS) === '0.0001235');
assert (decimalToPrecision ('0.00012', ROUND, 2, SIGNIFICANT_DIGITS) === '0.00012');
assert (decimalToPrecision ('0.0001', ROUND, 1, SIGNIFICANT_DIGITS) === '0.0001');
assert (decimalToPrecision ('123.0000987654', ROUND, 7, SIGNIFICANT_DIGITS) === '123.0001');
assert (decimalToPrecision ('123.0000987654', ROUND, 6, SIGNIFICANT_DIGITS) === '123');
assert (decimalToPrecision ('0.00098765', ROUND, 2, SIGNIFICANT_DIGITS) === '0.00099');
assert (decimalToPrecision ('0.00098765', ROUND, 2, SIGNIFICANT_DIGITS, PAD_WITH_ZERO) === '0.00099');
assert (decimalToPrecision ('0.00098765', ROUND, 1, SIGNIFICANT_DIGITS) === '0.001');
assert (decimalToPrecision ('0.00098765', ROUND, 10, SIGNIFICANT_DIGITS, PAD_WITH_ZERO) === '0.0009876500000');
assert (decimalToPrecision ('0.098765', ROUND, 1, SIGNIFICANT_DIGITS, PAD_WITH_ZERO) === '0.1');
assert (decimalToPrecision ('0', ROUND, 0, SIGNIFICANT_DIGITS) === '0');
assert (decimalToPrecision ('-0.123', ROUND, 0, SIGNIFICANT_DIGITS) === '0');
// ----------------------------------------------------------------------------
// testDecimalToPrecisionRoundingToTickSize
assert (decimalToPrecision ('0.000123456700', ROUND, 0.00012, TICK_SIZE) === '0.00012');
assert (decimalToPrecision ('0.0001234567', ROUND, 0.00013, TICK_SIZE) === '0.00013');
assert (decimalToPrecision ('0.0001234567', TRUNCATE, 0.00013, TICK_SIZE) === '0');
assert (decimalToPrecision ('101.000123456700', ROUND, 100, TICK_SIZE) === '100');
assert (decimalToPrecision ('0.000123456700', ROUND, 100, TICK_SIZE) === '0');
assert (decimalToPrecision ('165', TRUNCATE, 110, TICK_SIZE) === '110');
assert (decimalToPrecision ('3210', TRUNCATE, 1110, TICK_SIZE) === '2220');
assert (decimalToPrecision ('165', ROUND, 110, TICK_SIZE) === '220');
assert (decimalToPrecision ('0.000123456789', ROUND, 0.00000012, TICK_SIZE) === '0.00012348');
assert (decimalToPrecision ('0.000123456789', TRUNCATE, 0.00000012, TICK_SIZE) === '0.00012336');
assert (decimalToPrecision ('0.01', ROUND, 0.0001, TICK_SIZE, PAD_WITH_ZERO) === '0.0100');
assert (decimalToPrecision ('0.01', TRUNCATE, 0.0001, TICK_SIZE, PAD_WITH_ZERO) === '0.0100');
assert (decimalToPrecision ('-0.000123456789', ROUND, 0.00000012, TICK_SIZE) === '-0.00012348');
assert (decimalToPrecision ('-0.000123456789', TRUNCATE, 0.00000012, TICK_SIZE) === '-0.00012336');
assert (decimalToPrecision ('-165', TRUNCATE, 110, TICK_SIZE) === '-110');
assert (decimalToPrecision ('-165', ROUND, 110, TICK_SIZE) === '-220');
// ----------------------------------------------------------------------------
// testDecimalToPrecisionNegativeNumbers
assert (decimalToPrecision ('-0.123456', TRUNCATE, 5, DECIMAL_PLACES) === '-0.12345');
assert (decimalToPrecision ('-0.123456', ROUND, 5, DECIMAL_PLACES) === '-0.12346');
// ----------------------------------------------------------------------------
// decimalToPrecision: without dot / trailing dot
assert (decimalToPrecision ('123', TRUNCATE, 0) === '123');
assert (decimalToPrecision ('123', TRUNCATE, 5, DECIMAL_PLACES) === '123');
assert (decimalToPrecision ('123', TRUNCATE, 5, DECIMAL_PLACES, PAD_WITH_ZERO) === '123.00000');
assert (decimalToPrecision ('123.', TRUNCATE, 0, DECIMAL_PLACES) === '123');
assert (decimalToPrecision ('123.', TRUNCATE, 5, DECIMAL_PLACES, PAD_WITH_ZERO) === '123.00000');
assert (decimalToPrecision ('0.', TRUNCATE, 0) === '0');
assert (decimalToPrecision ('0.', TRUNCATE, 5, DECIMAL_PLACES, PAD_WITH_ZERO) === '0.00000');
// ----------------------------------------------------------------------------
// decimalToPrecision: rounding for equidistant digits
assert (decimalToPrecision ('1.44', ROUND, 1, DECIMAL_PLACES) === '1.4');
assert (decimalToPrecision ('1.45', ROUND, 1, DECIMAL_PLACES) === '1.5');
assert (decimalToPrecision ('1.45', ROUND, 0, DECIMAL_PLACES) === '1'); // not 2
// ----------------------------------------------------------------------------
// negative precision only implemented so far in python
// pretty useless for decimal applications as anything |x| < 5 === 0
// NO_PADDING and PAD_WITH_ZERO are ignored
assert (decimalToPrecision ('5', ROUND, -1, DECIMAL_PLACES) === '10');
assert (decimalToPrecision ('4.999', ROUND, -1, DECIMAL_PLACES) === '0');
assert (decimalToPrecision ('0.0431531423', ROUND, -1, DECIMAL_PLACES) === '0');
assert (decimalToPrecision ('-69.3', ROUND, -1, DECIMAL_PLACES) === '-70');
assert (decimalToPrecision ('5001', ROUND, -4, DECIMAL_PLACES) === '10000');
assert (decimalToPrecision ('4999.999', ROUND, -4, DECIMAL_PLACES) === '0');
assert (decimalToPrecision ('69.3', TRUNCATE, -2, DECIMAL_PLACES) === '0');
assert (decimalToPrecision ('-69.3', TRUNCATE, -2, DECIMAL_PLACES) === '0');
assert (decimalToPrecision ('69.3', TRUNCATE, -1, SIGNIFICANT_DIGITS) === '60');
assert (decimalToPrecision ('-69.3', TRUNCATE, -1, SIGNIFICANT_DIGITS) === '-60');
assert (decimalToPrecision ('69.3', TRUNCATE, -2, SIGNIFICANT_DIGITS) === '0');
// ----------------------------------------------------------------------------
// testDecimalToPrecisionErrorHandling (todo)
//
// throws (() =>
// decimalToPrecision ('123456.789', TRUNCATE, -2, DECIMAL_PLACES),
// 'negative precision is not yet supported')
//
// throws (() =>
// decimalToPrecision ('foo'),
// "invalid number (contains an illegal character 'f')")
//
// throws (() =>
// decimalToPrecision ('0.01', TRUNCATE, -1, TICK_SIZE),
// "TICK_SIZE cant be used with negative numPrecisionDigits")