Prevent rounding errors in value calculation
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@ -1,3 +1,5 @@
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from decimal import Decimal as D
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from pydantic import BaseModel
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@ -62,9 +64,9 @@ def parse_units(x):
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def parse_value(x):
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if float(x["long"]["units"]) > 0:
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return float(x["long"]["units"]) * float(x["long"]["averagePrice"])
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return D(x["long"]["units"]) * D(x["long"]["averagePrice"])
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elif float(x["short"]["units"]) > 0:
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return float(x["short"]["units"]) * float(x["short"]["averagePrice"])
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return D(x["short"]["units"]) * D(x["short"]["averagePrice"])
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else:
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return 0
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