[10 mBTC Bounty] General metadata improvements

I’ve just tried executing a trade on the BTC/LTC market on hitbtc which failed with the message ‘Rounding necessary’. Now it seems that LTC and BTC are represented on the 8 exchange with 8 decimal places, as is the price on the BTC/LTC exchange. However, the quantity that is tradable on that market is rounded to just 1 decimal place. Is there a common place in this API (like the .json metadata files) to specify that value?

I was thinking something like:

{
  "currency_pairs": {
    "LTC/BTC": {
      "price_scale": 8,
      "quantity_scale": 2
    }
  }

  ...

  "BTC": {
    "scale": 8
  },
  "LTC": {
    "scale": 8
  },

[npomfret]

WRT the fees modelling…

I agree that funding (deposit and withdrawal fees) are probably best ignored by this project, at least for now.

And I think to model the fees better then separating taker from maker would be a good step forward. In addition I think we need per currency-pair fees as some exchanges have different fees in different markets.

And… the fees are sometimes issued in the base currency, and sometimes the counter currency. Sometimes the user can choose which (and it’s a port of your account settings).

@molexx the ‘scaling’ parameters are really important. If you don’t scale your values properly the exchanges will reject your api calls. The error messages will say something like “needs rounding” or “price too accurate”. Basically if you send a value at the wrong precision the exchange will either round it or reject it - I think its common practice to reject it.

So we have

• currency-scale - for use when depositing and withdrawing currency. Possibly you’d also need use this to calculate your fees accurately
• price-scale - for use when trading
• amount-scale - doesn’t exist in this project yet. Also for use when trading to set the quantity on your order. Maybe tick-size would be a better name. In some markets the trade size / quantity needs to be divisible by 100 or even 1000.

[molexx]

I’d be interested to know any progress/thoughts on this, thanks.