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Parse fees as numbers instead of strings #141

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Parse fees as numbers instead of strings #141

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f6a3591
Adding Number parsing to fees
tomhatzer Aug 1, 2025
f64ceed
Removing Number parsing for filledPrice
tomhatzer Aug 1, 2025
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2 changes: 1 addition & 1 deletion packages/bot/src/processing/bot/normalizer.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -21,7 +21,7 @@ import { nullToUndefined, required } from "../utils/index.js";
export class OrderNormalizer {
static normalize(order: Order): StrategyOrder {
const quantityExecuted = order.status === XOrderStatus.Filled ? order.quantity : 0;
const filledOrLimitPrice = order.filledPrice || order.price || 0;
const filledOrLimitPrice = Number(order.filledPrice || order.price || 0);
const volume = order.quantity * filledOrLimitPrice;
const volumeExecuted = order.status === XOrderStatus.Filled ? volume : 0;

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2 changes: 1 addition & 1 deletion packages/bot/src/processing/exchange-account/exchange-account.processor.ts
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Expand Up @@ -112,7 +112,7 @@ export class ExchangeAccountProcessor {
orderId: order.id,
filledPrice: exchangeOrder.filledPrice,
filledAt: new Date(exchangeOrder.lastTradeTimestamp),
fee: exchangeOrder.fee,
fee: Number(exchangeOrder.fee),
});
logger.info(` -> Filled with price ${exchangeOrder.filledPrice} and fee ${exchangeOrder.fee}`);

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2 changes: 1 addition & 1 deletion packages/bot/src/processing/smart-trade/smart-trade.synchronizer.ts
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Expand Up @@ -102,7 +102,7 @@ export class SmartTradeSynchronizer {
orderId: order.id,
filledPrice: exchangeOrder.filledPrice,
filledAt: new Date(exchangeOrder.lastTradeTimestamp),
fee: exchangeOrder.fee,
fee: Number(exchangeOrder.fee),
});
console.log(` -> Filled with price ${exchangeOrder.filledPrice} and fee ${exchangeOrder.fee}`);

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2 changes: 1 addition & 1 deletion packages/bot/src/streams/orders.stream.ts
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Expand Up @@ -98,7 +98,7 @@ export class OrdersStream extends EventEmitter {
orderId: order.id,
filledPrice: exchangeOrder.filledPrice,
filledAt: new Date(exchangeOrder.lastTradeTimestamp || Date.now()),
fee: exchangeOrder.fee,
fee: Number(exchangeOrder.fee),
});

this.emit("order", {
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8 changes: 4 additions & 4 deletions packages/exchanges/src/exchanges/ccxt/normalize.ts
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Expand Up @@ -35,7 +35,7 @@ const getLimitOrder: Normalize["getLimitOrder"] = {
price: order.price, // could be undefined for market order, in case not filled yet?
filledPrice: order.average || null,
status: normalizeOrderStatus(order),
fee: order.fee?.cost || 0,
fee: Number(order.fee?.cost) || 0,
createdAt: order.timestamp,
lastTradeTimestamp: order.lastTradeTimestamp,
}),
Expand Down Expand Up @@ -116,7 +116,7 @@ const getOpenOrders: Normalize["getOpenOrders"] = {
price: order.price,
filledPrice: null,
status: normalizeOrderStatus(order) as "open",
fee: order.fee?.cost || 0,
fee: Number(order.fee?.cost) || 0,
createdAt: order.timestamp,
lastTradeTimestamp: order.lastTradeTimestamp,
})),
Expand All @@ -137,7 +137,7 @@ const getClosedOrders: Normalize["getClosedOrders"] = {
price: order.price,
filledPrice: order.average || order.price, // assume that filled order must always contain `order.average`
status: normalizeOrderStatus(order) as "filled" | "canceled",
fee: order.fee?.cost || 0,
fee: Number(order.fee?.cost) || 0,
createdAt: order.timestamp,
lastTradeTimestamp: order.lastTradeTimestamp,
})),
Expand Down Expand Up @@ -223,7 +223,7 @@ const watchOrders: Normalize["watchOrders"] = {
price: order.price,
filledPrice: order.average || null,
status: normalizeOrderStatus(order),
fee: order.fee?.cost || 0,
fee: Number(order.fee?.cost) || 0,
createdAt: order.timestamp,
lastTradeTimestamp: order.lastTradeTimestamp,
})),
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