ccxt 4.4.33__py2.py3-none-any.whl → 4.4.35__py2.py3-none-any.whl

ccxt/async_support/gate.py

@@ -709,6 +709,110 @@ class gate(Exchange, ImplicitAPI):
                     },
                 },
             },
+            'features': {
+                'spot': {
+                    'sandbox': True,
+                    'createOrder': {
+                        'marginMode': True,
+                        'triggerPrice': True,
+                        'triggerDirection': True,  # todo: implementation edit needed
+                        'triggerPriceType': None,
+                        'stopLossPrice': True,
+                        'takeProfitPrice': True,
+                        'attachedStopLossTakeProfit': None,
+                        'timeInForce': {
+                            'GTC': True,
+                            'IOC': True,
+                            'FOK': True,
+                            'PO': True,
+                            'GTD': False,
+                        },
+                        'hedged': False,
+                        'trailing': False,
+                        # exchange-specific features
+                        'iceberg': True,
+                        'selfTradePrevention': True,
+                    },
+                    'createOrders': {
+                        'max': 40,  # NOTE! max 10 per symbol
+                    },
+                    'fetchMyTrades': {
+                        'marginMode': True,
+                        'limit': 1000,
+                        'daysBack': None,
+                        'untilDays': 30,
+                    },
+                    'fetchOrder': {
+                        'marginMode': False,
+                        'trigger': True,
+                        'trailing': False,
+                    },
+                    'fetchOpenOrders': {
+                        'marginMode': True,
+                        'trigger': True,
+                        'trailing': False,
+                        'limit': 100,
+                    },
+                    'fetchOrders': None,
+                    'fetchClosedOrders': {
+                        'marginMode': True,
+                        'trigger': True,
+                        'trailing': False,
+                        'limit': 100,
+                        'untilDays': 30,
+                        'daysBackClosed': None,
+                        'daysBackCanceled': None,
+                    },
+                    'fetchOHLCV': {
+                        'limit': 1000,
+                    },
+                },
+                'forDerivatives': {
+                    'extends': 'spot',
+                    'createOrder': {
+                        'marginMode': False,
+                        'triggerPriceType': {
+                            'last': True,
+                            'mark': True,
+                            'index': True,
+                        },
+                    },
+                    'createOrders': {
+                        'max': 10,
+                    },
+                    'fetchMyTrades': {
+                        'marginMode': False,
+                        'untilDays': None,
+                    },
+                    'fetchOpenOrders': {
+                        'marginMode': False,
+                    },
+                    'fetchClosedOrders': {
+                        'marginMode': False,
+                        'untilDays': None,
+                        'limit': 1000,
+                    },
+                    'fetchOHLCV': {
+                        'limit': 1999,
+                    },
+                },
+                'swap': {
+                    'linear': {
+                        'extends': 'forDerivatives',
+                    },
+                    'inverse': {
+                        'extends': 'forDerivatives',
+                    },
+                },
+                'future': {
+                    'linear': {
+                        'extends': 'forDerivatives',
+                    },
+                    'inverse': {
+                        'extends': 'forDerivatives',
+                    },
+                },
+            },
             'precisionMode': TICK_SIZE,
             'fees': {
                 'trading': {
@@ -946,6 +1050,7 @@ class gate(Exchange, ImplicitAPI):
             except Exception as e:
                 # if the request fails, the unifiedAccount is disabled
                 self.options['unifiedAccount'] = False
+        return self.options['unifiedAccount']
 
     async def upgrade_unified_trade_account(self, params={}):
         return await self.privateUnifiedPutUnifiedMode(params)
@@ -1532,22 +1637,22 @@ class gate(Exchange, ImplicitAPI):
                 request['settle'] = settle
         return [request, params]
 
-    def spot_order_prepare_request(self, market=None, stop=False, params={}):
+    def spot_order_prepare_request(self, market=None, trigger=False, params={}):
         """
  @ignore
         Fills request params currency_pair, market and account where applicable for spot order methods like fetchOpenOrders, cancelAllOrders
         :param dict market: CCXT market
-        :param bool stop: True if for a stop order
+        :param bool trigger: True if for a trigger order
         :param dict [params]: request parameters
         :returns: the api request object, and the new params object with non-needed parameters removed
         """
-        marginMode, query = self.get_margin_mode(stop, params)
+        marginMode, query = self.get_margin_mode(trigger, params)
         request: dict = {}
-        if not stop:
+        if not trigger:
             if market is None:
-                raise ArgumentsRequired(self.id + ' spotOrderPrepareRequest() requires a market argument for non-stop orders')
+                raise ArgumentsRequired(self.id + ' spotOrderPrepareRequest() requires a market argument for non-trigger orders')
             request['account'] = marginMode
-            request['currency_pair'] = market['id']  # Should always be set for non-stop
+            request['currency_pair'] = market['id']  # Should always be set for non-trigger
         return [request, query]
 
     def multi_order_spot_prepare_request(self, market=None, trigger=False, params={}):
@@ -1555,7 +1660,7 @@ class gate(Exchange, ImplicitAPI):
  @ignore
         Fills request params currency_pair, market and account where applicable for spot order methods like fetchOpenOrders, cancelAllOrders
         :param dict market: CCXT market
-        :param bool stop: True if for a stop order
+        :param bool trigger: True if for a trigger order
         :param dict [params]: request parameters
         :returns: the api request object, and the new params object with non-needed parameters removed
         """
@@ -1565,17 +1670,17 @@ class gate(Exchange, ImplicitAPI):
         }
         if market is not None:
             if trigger:
-                # gate spot and margin stop orders use the term market instead of currency_pair, and normal instead of spot. Neither parameter is used when fetching/cancelling a single order. They are used for creating a single stop order, but createOrder does not call self method
+                # gate spot and margin trigger orders use the term market instead of currency_pair, and normal instead of spot. Neither parameter is used when fetching/cancelling a single order. They are used for creating a single trigger order, but createOrder does not call self method
                 request['market'] = market['id']
             else:
                 request['currency_pair'] = market['id']
         return [request, query]
 
-    def get_margin_mode(self, stop, params):
+    def get_margin_mode(self, trigger, params):
         """
  @ignore
         Gets the margin type for self api call
-        :param bool stop: True if for a stop order
+        :param bool trigger: True if for a trigger order
         :param dict [params]: Request params
         :returns: The marginMode and the updated request params with marginMode removed, marginMode value is the value that can be read by the "account" property specified in gates api docs
         """
@@ -1588,12 +1693,12 @@ class gate(Exchange, ImplicitAPI):
             marginMode = 'margin'
         elif marginMode == '':
             marginMode = 'spot'
-        if stop:
+        if trigger:
             if marginMode == 'spot':
-                # gate spot stop orders use the term normal instead of spot
+                # gate spot trigger orders use the term normal instead of spot
                 marginMode = 'normal'
             if marginMode == 'cross_margin':
-                raise BadRequest(self.id + ' getMarginMode() does not support stop orders for cross margin')
+                raise BadRequest(self.id + ' getMarginMode() does not support trigger orders for cross margin')
         isUnifiedAccount = False
         isUnifiedAccount, params = self.handle_option_and_params(params, 'getMarginMode', 'unifiedAccount')
         if isUnifiedAccount:
@@ -2989,7 +3094,6 @@ class gate(Exchange, ImplicitAPI):
             request['limit'] = limit
         response = None
         if market['contract']:
-            maxLimit = 1999
             isMark = (price == 'mark')
             isIndex = (price == 'index')
             if isMark or isIndex:
@@ -3306,7 +3410,7 @@ class gate(Exchange, ImplicitAPI):
                 params = self.omit(params, 'order_id')
         else:
             if market is not None:
-                request['currency_pair'] = market['id']  # Should always be set for non-stop
+                request['currency_pair'] = market['id']  # Should always be set for non-trigger
             marginMode, params = self.get_margin_mode(False, params)
             request['account'] = marginMode
         if limit is not None:
@@ -3825,8 +3929,8 @@ class gate(Exchange, ImplicitAPI):
         takeProfitPrice = self.safe_value(params, 'takeProfitPrice')
         isStopLossOrder = stopLossPrice is not None
         isTakeProfitOrder = takeProfitPrice is not None
-        isStopOrder = isStopLossOrder or isTakeProfitOrder
-        nonTriggerOrder = not isStopOrder and (trigger is None)
+        isTpsl = isStopLossOrder or isTakeProfitOrder
+        nonTriggerOrder = not isTpsl and (trigger is None)
         orderRequest = self.create_order_request(symbol, type, side, amount, price, params)
         response = None
         if market['spot'] or market['margin']:
@@ -3975,7 +4079,7 @@ class gate(Exchange, ImplicitAPI):
         takeProfitPrice = self.safe_value(params, 'takeProfitPrice')
         isStopLossOrder = stopLossPrice is not None
         isTakeProfitOrder = takeProfitPrice is not None
-        isStopOrder = isStopLossOrder or isTakeProfitOrder
+        isTpsl = isStopLossOrder or isTakeProfitOrder
         if isStopLossOrder and isTakeProfitOrder:
             raise ExchangeError(self.id + ' createOrder() stopLossPrice and takeProfitPrice cannot both be defined')
         reduceOnly = self.safe_value(params, 'reduceOnly')
@@ -4011,7 +4115,7 @@ class gate(Exchange, ImplicitAPI):
                 signedAmount = Precise.string_neg(amountToPrecision) if (side == 'sell') else amountToPrecision
                 amount = int(signedAmount)
         request = None
-        nonTriggerOrder = not isStopOrder and (trigger is None)
+        nonTriggerOrder = not isTpsl and (trigger is None)
         if nonTriggerOrder:
             if contract:
                 # contract order
@@ -4561,7 +4665,7 @@ class gate(Exchange, ImplicitAPI):
 
     def fetch_order_request(self, id: str, symbol: Str = None, params={}):
         market = None if (symbol is None) else self.market(symbol)
-        stop = self.safe_bool_n(params, ['trigger', 'is_stop_order', 'stop'], False)
+        trigger = self.safe_bool_n(params, ['trigger', 'is_stop_order', 'stop'], False)
         params = self.omit(params, ['is_stop_order', 'stop', 'trigger'])
         clientOrderId = self.safe_string_2(params, 'text', 'clientOrderId')
         orderId = id
@@ -4572,7 +4676,7 @@ class gate(Exchange, ImplicitAPI):
             orderId = clientOrderId
         type, query = self.handle_market_type_and_params('fetchOrder', market, params)
         contract = (type == 'swap') or (type == 'future') or (type == 'option')
-        request, requestParams = self.prepare_request(market, type, query) if contract else self.spot_order_prepare_request(market, stop, query)
+        request, requestParams = self.prepare_request(market, type, query) if contract else self.spot_order_prepare_request(market, trigger, query)
         request['order_id'] = str(orderId)
         return [request, requestParams]
 
@@ -4600,21 +4704,21 @@ class gate(Exchange, ImplicitAPI):
         market = None if (symbol is None) else self.market(symbol)
         result = self.handle_market_type_and_params('fetchOrder', market, params)
         type = self.safe_string(result, 0)
-        stop = self.safe_bool_n(params, ['trigger', 'is_stop_order', 'stop'], False)
+        trigger = self.safe_bool_n(params, ['trigger', 'is_stop_order', 'stop'], False)
         request, requestParams = self.fetch_order_request(id, symbol, params)
         response = None
         if type == 'spot' or type == 'margin':
-            if stop:
+            if trigger:
                 response = await self.privateSpotGetPriceOrdersOrderId(self.extend(request, requestParams))
             else:
                 response = await self.privateSpotGetOrdersOrderId(self.extend(request, requestParams))
         elif type == 'swap':
-            if stop:
+            if trigger:
                 response = await self.privateFuturesGetSettlePriceOrdersOrderId(self.extend(request, requestParams))
             else:
                 response = await self.privateFuturesGetSettleOrdersOrderId(self.extend(request, requestParams))
         elif type == 'future':
-            if stop:
+            if trigger:
                 response = await self.privateDeliveryGetSettlePriceOrdersOrderId(self.extend(request, requestParams))
             else:
                 response = await self.privateDeliveryGetSettleOrdersOrderId(self.extend(request, requestParams))
@@ -4635,7 +4739,7 @@ class gate(Exchange, ImplicitAPI):
         :param int [since]: the earliest time in ms to fetch open orders for
         :param int [limit]: the maximum number of  open orders structures to retrieve
         :param dict [params]: extra parameters specific to the exchange API endpoint
-        :param bool [params.stop]: True for fetching stop orders
+        :param bool [params.trigger]: True for fetching trigger orders
         :param str [params.type]: spot, margin, swap or future, if not provided self.options['defaultType'] is used
         :param str [params.marginMode]: 'cross' or 'isolated' - marginMode for type='margin', if not provided self.options['defaultMarginMode'] is used
         :param bool [params.unifiedAccount]: set to True for fetching unified account orders
@@ -4660,7 +4764,7 @@ class gate(Exchange, ImplicitAPI):
         :param int [since]: the earliest time in ms to fetch orders for
         :param int [limit]: the maximum number of order structures to retrieve
         :param dict [params]: extra parameters specific to the exchange API endpoint
-        :param bool [params.stop]: True for fetching stop orders
+        :param bool [params.trigger]: True for fetching trigger orders
         :param str [params.type]: spot, swap or future, if not provided self.options['defaultType'] is used
         :param str [params.marginMode]: 'cross' or 'isolated' - marginMode for margin trading if not provided self.options['defaultMarginMode'] is used
         :param boolean [params.historical]: *swap only* True for using historical endpoint
@@ -4834,7 +4938,7 @@ class gate(Exchange, ImplicitAPI):
         #        }
         #    ]
         #
-        # spot stop
+        # spot trigger
         #
         #    [
         #        {
@@ -4929,31 +5033,31 @@ class gate(Exchange, ImplicitAPI):
         :param str id: Order id
         :param str symbol: Unified market symbol
         :param dict [params]: Parameters specified by the exchange api
-        :param bool [params.stop]: True if the order to be cancelled is a trigger order
+        :param bool [params.trigger]: True if the order to be cancelled is a trigger order
         :param bool [params.unifiedAccount]: set to True for canceling unified account orders
         :returns: An `order structure <https://docs.ccxt.com/#/?id=order-structure>`
         """
         await self.load_markets()
         await self.load_unified_status()
         market = None if (symbol is None) else self.market(symbol)
-        stop = self.safe_bool_n(params, ['is_stop_order', 'stop', 'trigger'], False)
+        trigger = self.safe_bool_n(params, ['is_stop_order', 'stop', 'trigger'], False)
         params = self.omit(params, ['is_stop_order', 'stop', 'trigger'])
         type, query = self.handle_market_type_and_params('cancelOrder', market, params)
-        request, requestParams = self.spot_order_prepare_request(market, stop, query) if (type == 'spot' or type == 'margin') else self.prepare_request(market, type, query)
+        request, requestParams = self.spot_order_prepare_request(market, trigger, query) if (type == 'spot' or type == 'margin') else self.prepare_request(market, type, query)
         request['order_id'] = id
         response = None
         if type == 'spot' or type == 'margin':
-            if stop:
+            if trigger:
                 response = await self.privateSpotDeletePriceOrdersOrderId(self.extend(request, requestParams))
             else:
                 response = await self.privateSpotDeleteOrdersOrderId(self.extend(request, requestParams))
         elif type == 'swap':
-            if stop:
+            if trigger:
                 response = await self.privateFuturesDeleteSettlePriceOrdersOrderId(self.extend(request, requestParams))
             else:
                 response = await self.privateFuturesDeleteSettleOrdersOrderId(self.extend(request, requestParams))
         elif type == 'future':
-            if stop:
+            if trigger:
                 response = await self.privateDeliveryDeleteSettlePriceOrdersOrderId(self.extend(request, requestParams))
             else:
                 response = await self.privateDeliveryDeleteSettleOrdersOrderId(self.extend(request, requestParams))
@@ -5143,23 +5247,23 @@ class gate(Exchange, ImplicitAPI):
         await self.load_markets()
         await self.load_unified_status()
         market = None if (symbol is None) else self.market(symbol)
-        stop = self.safe_bool_2(params, 'stop', 'trigger')
+        trigger = self.safe_bool_2(params, 'stop', 'trigger')
         params = self.omit(params, ['stop', 'trigger'])
         type, query = self.handle_market_type_and_params('cancelAllOrders', market, params)
-        request, requestParams = self.multi_order_spot_prepare_request(market, stop, query) if (type == 'spot') else self.prepare_request(market, type, query)
+        request, requestParams = self.multi_order_spot_prepare_request(market, trigger, query) if (type == 'spot') else self.prepare_request(market, type, query)
         response = None
         if type == 'spot' or type == 'margin':
-            if stop:
+            if trigger:
                 response = await self.privateSpotDeletePriceOrders(self.extend(request, requestParams))
             else:
                 response = await self.privateSpotDeleteOrders(self.extend(request, requestParams))
         elif type == 'swap':
-            if stop:
+            if trigger:
                 response = await self.privateFuturesDeleteSettlePriceOrders(self.extend(request, requestParams))
             else:
                 response = await self.privateFuturesDeleteSettleOrders(self.extend(request, requestParams))
         elif type == 'future':
-            if stop:
+            if trigger:
                 response = await self.privateDeliveryDeleteSettlePriceOrders(self.extend(request, requestParams))
             else:
                 response = await self.privateDeliveryDeleteSettleOrders(self.extend(request, requestParams))

ccxt/async_support/hyperliquid.py

@@ -12,12 +12,14 @@ from typing import List
 from ccxt.base.errors import ExchangeError
 from ccxt.base.errors import ArgumentsRequired
 from ccxt.base.errors import BadRequest
+from ccxt.base.errors import InsufficientFunds
 from ccxt.base.errors import InvalidOrder
 from ccxt.base.errors import OrderNotFound
 from ccxt.base.errors import NotSupported
 from ccxt.base.decimal_to_precision import ROUND
 from ccxt.base.decimal_to_precision import DECIMAL_PLACES
 from ccxt.base.decimal_to_precision import SIGNIFICANT_DIGITS
+from ccxt.base.decimal_to_precision import TICK_SIZE
 from ccxt.base.precise import Precise
 
 
@@ -56,6 +58,8 @@ class hyperliquid(Exchange, ImplicitAPI):
                 'createOrder': True,
                 'createOrders': True,
                 'createReduceOnlyOrder': True,
+                'createStopOrder': True,
+                'createTriggerOrder': True,
                 'editOrder': True,
                 'fetchAccounts': False,
                 'fetchBalance': True,
@@ -209,9 +213,11 @@ class hyperliquid(Exchange, ImplicitAPI):
                     'User or API Wallet ': InvalidOrder,
                     'Order has invalid size': InvalidOrder,
                     'Order price cannot be more than 80% away from the reference price': InvalidOrder,
+                    'Order has zero size.': InvalidOrder,
+                    'Insufficient spot balance asset': InsufficientFunds,
                 },
             },
-            'precisionMode': DECIMAL_PLACES,
+            'precisionMode': TICK_SIZE,
             'commonCurrencies': {
             },
             'options': {
@@ -360,6 +366,48 @@ class hyperliquid(Exchange, ImplicitAPI):
             result.append(data)
         return self.parse_markets(result)
 
+    def calculate_price_precision(self, price: float, amountPrecision: float, maxDecimals: float):
+        """
+        Helper function to calculate the Hyperliquid DECIMAL_PLACES price precision
+        :param float price: the price to use in the calculation
+        :param int amountPrecision: the amountPrecision to use in the calculation
+        :param int maxDecimals: the maxDecimals to use in the calculation
+        :returns int: The calculated price precision
+        """
+        pricePrecision = 0
+        priceStr = self.number_to_string(price)
+        if priceStr is None:
+            return 0
+        priceSplitted = priceStr.split('.')
+        if Precise.string_eq(priceStr, '0'):
+            # Significant digits is always hasattr(self, 5) case
+            significantDigits = 5
+            # Integer digits is always hasattr(self, 0) case(0 doesn't count)
+            integerDigits = 0
+            # Calculate the price precision
+            pricePrecision = min(maxDecimals - amountPrecision, significantDigits - integerDigits)
+        elif Precise.string_gt(priceStr, '0') and Precise.string_lt(priceStr, '1'):
+            # Significant digits, always hasattr(self, 5) case
+            significantDigits = 5
+            # Get the part after the decimal separator
+            decimalPart = self.safe_string(priceSplitted, 1, '')
+            # Count the number of leading zeros in the decimal part
+            leadingZeros = 0
+            while((leadingZeros <= len(decimalPart)) and (decimalPart[leadingZeros] == '0')):
+                leadingZeros = leadingZeros + 1
+            # Calculate price precision based on leading zeros and significant digits
+            pricePrecision = leadingZeros + significantDigits
+            # Calculate the price precision based on maxDecimals - szDecimals and the calculated price precision from the previous step
+            pricePrecision = min(maxDecimals - amountPrecision, pricePrecision)
+        else:
+            # Count the numbers before the decimal separator
+            integerPart = self.safe_string(priceSplitted, 0, '')
+            # Get significant digits, take the max() of 5 and the integer digits count
+            significantDigits = max(5, len(integerPart))
+            # Calculate price precision based on maxDecimals - szDecimals and significantDigits - len(integerPart)
+            pricePrecision = min(maxDecimals - amountPrecision, significantDigits - len(integerPart))
+        return self.parse_to_int(pricePrecision)
+
     async def fetch_spot_markets(self, params={}) -> List[Market]:
         """
         retrieves data on all spot markets for hyperliquid
@@ -449,7 +497,11 @@ class hyperliquid(Exchange, ImplicitAPI):
             symbol = base + '/' + quote
             innerBaseTokenInfo = self.safe_dict(baseTokenInfo, 'spec', baseTokenInfo)
             # innerQuoteTokenInfo = self.safe_dict(quoteTokenInfo, 'spec', quoteTokenInfo)
-            amountPrecision = self.safe_integer(innerBaseTokenInfo, 'szDecimals')
+            amountPrecisionStr = self.safe_string(innerBaseTokenInfo, 'szDecimals')
+            amountPrecision = int(amountPrecisionStr)
+            price = self.safe_number(extraData, 'midPx')
+            pricePrecision = self.calculate_price_precision(price, amountPrecision, 8)
+            pricePrecisionStr = self.number_to_string(pricePrecision)
             # quotePrecision = self.parse_number(self.parse_precision(self.safe_string(innerQuoteTokenInfo, 'szDecimals')))
             baseId = self.number_to_string(i + 10000)
             markets.append(self.safe_market_structure({
@@ -480,8 +532,8 @@ class hyperliquid(Exchange, ImplicitAPI):
                 'strike': None,
                 'optionType': None,
                 'precision': {
-                    'amount': amountPrecision,  # decimal places
-                    'price': 8 - amountPrecision,  # MAX_DECIMALS is 8
+                    'amount': self.parse_number(self.parse_precision(amountPrecisionStr)),
+                    'price': self.parse_number(self.parse_precision(pricePrecisionStr)),
                 },
                 'limits': {
                     'leverage': {
@@ -542,7 +594,11 @@ class hyperliquid(Exchange, ImplicitAPI):
         fees = self.safe_dict(self.fees, 'swap', {})
         taker = self.safe_number(fees, 'taker')
         maker = self.safe_number(fees, 'maker')
-        amountPrecision = self.safe_integer(market, 'szDecimals')
+        amountPrecisionStr = self.safe_string(market, 'szDecimals')
+        amountPrecision = int(amountPrecisionStr)
+        price = self.safe_number(market, 'markPx', 0)
+        pricePrecision = self.calculate_price_precision(price, amountPrecision, 6)
+        pricePrecisionStr = self.number_to_string(pricePrecision)
         return self.safe_market_structure({
             'id': baseId,
             'symbol': symbol,
@@ -570,8 +626,8 @@ class hyperliquid(Exchange, ImplicitAPI):
             'strike': None,
             'optionType': None,
             'precision': {
-                'amount': amountPrecision,  # decimal places
-                'price': 6 - amountPrecision,  # MAX_DECIMALS is 6
+                'amount': self.parse_number(self.parse_precision(amountPrecisionStr)),
+                'price': self.parse_number(self.parse_precision(pricePrecisionStr)),
             },
             'limits': {
                 'leverage': {
@@ -1038,10 +1094,13 @@ class hyperliquid(Exchange, ImplicitAPI):
 
     def price_to_precision(self, symbol: str, price) -> str:
         market = self.market(symbol)
-        # https://hyperliquid.gitbook.io/hyperliquid-docs/for-developers/api/tick-and-lot-size
-        result = self.decimal_to_precision(price, ROUND, 5, SIGNIFICANT_DIGITS, self.paddingMode)
-        decimalParsedResult = self.decimal_to_precision(result, ROUND, market['precision']['price'], self.precisionMode, self.paddingMode)
-        return decimalParsedResult
+        priceStr = self.number_to_string(price)
+        integerPart = priceStr.split('.')[0]
+        significantDigits = max(5, len(integerPart))
+        result = self.decimal_to_precision(price, ROUND, significantDigits, SIGNIFICANT_DIGITS, self.paddingMode)
+        maxDecimals = 8 if market['spot'] else 6
+        subtractedValue = maxDecimals - self.precision_from_string(self.safe_string(market['precision'], 'amount'))
+        return self.decimal_to_precision(result, ROUND, subtractedValue, DECIMAL_PLACES, self.paddingMode)
 
     def hash_message(self, message):
         return '0x' + self.hash(message, 'keccak', 'hex')

ccxt/async_support/idex.py

@@ -19,7 +19,6 @@ from ccxt.base.errors import DDoSProtection
 from ccxt.base.errors import ExchangeNotAvailable
 from ccxt.base.decimal_to_precision import ROUND
 from ccxt.base.decimal_to_precision import TRUNCATE
-from ccxt.base.decimal_to_precision import DECIMAL_PLACES
 from ccxt.base.decimal_to_precision import TICK_SIZE
 from ccxt.base.decimal_to_precision import PAD_WITH_ZERO
 from ccxt.base.precise import Precise
@@ -206,10 +205,8 @@ class idex(Exchange, ImplicitAPI):
         # {"code":"INVALID_PARAMETER","message":"invalid value provided for request parameter \"price\": all quantities and prices must be below 100 billion, above 0, need to be provided, and always require 4 decimals ending with 4 zeroes"}
         #
         market = self.market(symbol)
-        info = self.safe_value(market, 'info', {})
-        quoteAssetPrecision = self.safe_integer(info, 'quoteAssetPrecision')
         price = self.decimal_to_precision(price, ROUND, market['precision']['price'], self.precisionMode)
-        return self.decimal_to_precision(price, TRUNCATE, quoteAssetPrecision, DECIMAL_PLACES, PAD_WITH_ZERO)
+        return self.decimal_to_precision(price, TRUNCATE, market['precision']['quote'], TICK_SIZE, PAD_WITH_ZERO)
 
     async def fetch_markets(self, params={}) -> List[Market]:
         """
@@ -316,6 +313,8 @@ class idex(Exchange, ImplicitAPI):
                 'precision': {
                     'amount': basePrecision,
                     'price': self.safe_number(entry, 'tickSize'),
+                    'base': basePrecision,
+                    'quote': quotePrecision,
                 },
                 'limits': {
                     'leverage': {