修改Market结构体的amount_size和ct_val

exchange_data_formatter/src/binance_handle.rs

@@ -330,14 +330,14 @@ pub(crate) fn handle_swap_market(data: String, symbol: String) -> Market {
                 base_asset: value.base_asset.clone(),
                 quote_asset: value.quote_asset.clone(),
                 tick_size: price_filter.tick_size.unwrap(),
-                amount_size: dec!(1),
+                amount_size: lot_size_filter.step_size.unwrap(),
                 price_precision: value.price_precision,
                 amount_precision: value.quantity_precision,
                 min_qty: lot_size_filter.min_qty.unwrap(),
                 max_qty: lot_size_filter.max_qty.unwrap(),
                 min_notional: price_filter.min_price.unwrap(),
                 max_notional: price_filter.max_price.unwrap(),
-                ct_val: Default::default(),
+                ct_val: Decimal::ONE,
             }
         }
     }

exchange_data_formatter/src/gate_handle.rs

@@ -355,14 +355,14 @@ pub(crate) fn handle_swap_market(data: String, symbol: String) -> Market {
                 base_asset: name_array[0].to_string(),
                 quote_asset: name_array[1].to_string(),
                 tick_size: value.order_price_round,
-                amount_size: value.quanto_multiplier,
+                amount_size: value.order_size_min * value.quanto_multiplier,
                 price_precision: Decimal::from_u32(value.order_price_round.scale()).unwrap(),
-                amount_precision: Decimal::from_u32(value.quanto_multiplier.scale()).unwrap(),
+                amount_precision: Decimal::from_u32((value.order_size_min * value.quanto_multiplier).scale()).unwrap(),
                 min_qty: value.order_size_min,
                 max_qty: value.order_size_max,
-                min_notional: Default::default(),
-                max_notional: Default::default(),
-                ct_val: Default::default(),
+                min_notional: value.order_size_min * value.quanto_multiplier,
+                max_notional: value.order_size_max * value.quanto_multiplier,
+                ct_val: value.quanto_multiplier,
             }
         }
     }

exchange_data_formatter/src/kucoin_handle.rs

@@ -350,14 +350,14 @@ pub(crate) fn handle_swap_market(data: String, symbol: String) -> Market {
                 base_asset: base_asset.clone(),
                 quote_asset: value.quote_currency.clone(),
                 tick_size: value.tick_size.clone(),
-                amount_size: value.multiplier,
+                amount_size: value.lot_size * value.multiplier,
                 price_precision: Decimal::from_u32(value.tick_size.scale()).unwrap(),
-                amount_precision: Decimal::from_u32(value.multiplier.scale()).unwrap(),
+                amount_precision: Decimal::from_u32((value.lot_size * value.multiplier).scale()).unwrap(),
                 min_qty: value.lot_size,
                 max_qty: value.max_order_qty,
                 min_notional: value.lot_size * value.multiplier,
                 max_notional: value.max_price,
-                ct_val: Default::default(),
+                ct_val: value.multiplier,
             }
         }
     }