afp-sdk 0.1.2__py3-none-any.whl → 0.2.1__py3-none-any.whl

afp/api/trading.py

@@ -54,6 +54,7 @@ class Trading(ExchangeAPI):
         max_trading_fee_rate: Decimal,
         good_until_time: datetime,
         margin_account_id: str | None = None,
+        rounding: str | None = None,
     ) -> Intent:
         """Creates an intent with the given intent data, generates its hash and signs it
         with the configured account's private key.
@@ -62,6 +63,13 @@ class Trading(ExchangeAPI):
         is assumed to be the same as the margin account if the margin account ID is not
         specified.
 
+        The limit price must have at most as many fractional digits as the product's
+        tick size, or if `rounding` is specified then the limit price is rounded to the
+        appropriate number of fractional digits. `rounding` may be one of
+        `ROUND_CEILING`, `ROUND_FLOOR`, `ROUND_UP`, `ROUND_DOWN`, `ROUND_HALF_UP`,
+        `ROUND_HALF_DOWN`, `ROUND_HALF_EVEN` and `ROUND_05UP`; see the rounding modes of
+        the `decimal` module of the Python Standard Library.
+
         Parameters
         ----------
         product : afp.schemas.ExchangeProduct
@@ -71,6 +79,8 @@ class Trading(ExchangeAPI):
         max_trading_fee_rate : decimal.Decimal
         good_until_time : datetime.datetime
         margin_account_id : str, optional
+        rounding : str, optional
+            A rounding mode of the `decimal` module or `None` for no rounding.
 
         Returns
         -------
@@ -85,7 +95,9 @@ class Trading(ExchangeAPI):
         intent_data = IntentData(
             trading_protocol_id=self._trading_protocol_id,
             product_id=product.id,
-            limit_price=limit_price,
+            limit_price=validators.validate_limit_price(
+                Decimal(limit_price), product.tick_size, rounding
+            ),
             quantity=quantity,
             max_trading_fee_rate=max_trading_fee_rate,
             side=getattr(OrderSide, side.upper()),