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关于币安限价订单价格与数量取整的正确性验证问询

币安限价订单价格/数量取整方法的正确性验证

在币安创建限价订单时,尤其是设置止盈/止损比例或计算下单数量的环节,必须依据交易所信息API返回的过滤器规则对价格和数量进行取整处理,否则订单创建请求会直接失败。

我发现Binance.Net库中的ClampPrice方法仅实现了基础的最小-最大值限制逻辑,这并不完全符合币安的过滤规则。因此我自己编写了一个扩展方法,针对价格按BinanceSymbolPriceFilter.TickSize取整,针对数量按BinanceSymbolLotSizeFilter.StepSize取整,代码如下:

public static class BinanceHelpers
{
    public static decimal RoundStepSize(decimal priceOrQuantity, decimal stepSize) => priceOrQuantity - priceOrQuantity % stepSize;
}

我需要从币安官方API文档这类可信来源,确认这个方法的正确性和完整性。

以下是交易所信息端点返回的BTC/USDT过滤器信息:

Filters = {BinanceSymbolFilter[]} BinanceSymbolFilter[9]
 [0] = BinanceSymbolPriceFilter
  FilterType = {SymbolFilterType} Price
  MaxPrice = {Decimal} 1000000.00000000
  MinPrice = {Decimal} 0.01000000
  TickSize = {Decimal} 0.01000000
 [1] = BinanceSymbolLotSizeFilter
  FilterType = {SymbolFilterType} LotSize
  MaxQuantity = {Decimal} 9000.00000000
  MinQuantity = {Decimal} 0.00001000
  StepSize = {Decimal} 0.00001000
 [2] = BinanceSymbolIcebergPartsFilter
  FilterType = {SymbolFilterType} IcebergParts
  Limit = {int} 10
 [3] = BinanceSymbolMarketLotSizeFilter
  FilterType = {SymbolFilterType} MarketLotSize
  MaxQuantity = {Decimal} 114.12693879
  MinQuantity = {Decimal} 0.00000000
  StepSize = {Decimal} 0.00000000
 [4] = BinanceSymbolTrailingDeltaFilter
  FilterType = {SymbolFilterType} TrailingDelta
  MaxTrailingAboveDelta = {int} 2000
  MaxTrailingBelowDelta = {int} 2000
  MinTrailingAboveDelta = {int} 10
  MinTrailingBelowDelta = {int} 10
 [5] = BinanceSymbolPercentPriceBySideFilter
  AskMultiplierDown = {Decimal} 0.2
  AskMultiplierUp = {Decimal} 5
  AveragePriceMinutes = {int} 5
  BidMultiplierDown = {Decimal} 0.2
  BidMultiplierUp = {Decimal} 5
  FilterType = {SymbolFilterType} PercentagePriceBySide
 [6] = BinanceSymbolNotionalFilter
  ApplyMaxToMarketOrders = {bool} false
  ApplyMinToMarketOrders = {bool} true
  AveragePriceMinutes = {int} 5
  FilterType = {SymbolFilterType} Notional
  MaxNotional = {Decimal} 9000000.00000000
  MinNotional = {Decimal} 5.00000000
 [7] = BinanceSymbolMaxOrdersFilter
  FilterType = {SymbolFilterType} MaxNumberOrders
  MaxNumberOrders = {int} 200
 [8] = BinanceSymbolMaxAlgorithmicOrdersFilter
  FilterType = {SymbolFilterType} MaxNumberAlgorithmicOrders
  MaxNumberAlgorithmicOrders = {int} 5

内容的提问来源于stack exchange,提问作者nop

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最近更新时间:2026.07.02 14:39:56