Update rounding example

Author: traderben

examples/rounding.py

@@ -1,10 +1,12 @@
 """
 This example demonstrates how to round numbers when placing orders.
 Both Price (px) and Size (sz) have a maximum number of decimals that are accepted.
+Prices can have up to 5 significant figures, but no more than MAX_DECIMALS - szDecimals decimal places where MAX_DECIMALS is 6 for perps and 8 for spot.
+For example, for perps, 1234.5 is valid but 1234.56 is not (too many significant figures).
+0.001234 is valid, but 0.0012345 is not (more than 6 decimal places).
+For spot, 0.0001234 is valid if szDecimals is 0 or 1, but not if szDecimals is greater than 2 (more than 8-2 decimal places).
+Integer prices are always allowed, regardless of the number of significant figures. E.g. 123456.0 is a valid price even though 12345.6 is not.
 Prices are precise to the lesser of 5 significant figures or 6 decimals.
-For example, 1234.5 is valid but 1234.56 is not. 0.001234 is valid, but 0.0012345 is not.
-Sizes are rounded to the szDecimals of that asset.
-For example, if szDecimals = 3 then 1.001 is a valid size but 1.0001 is not.
 You can find the szDecimals for an asset by making a meta request to the info endpoint
 """
 import json
@@ -30,10 +32,15 @@ def main():
     sz = 12.345678
     px = 1.2345678
     coin = "OP"
+    max_decimals = 6  # change to 8 for spot
 
     # If you use these directly, the exchange will return an error, so we round them.
-    # First we round px to 5 significant figures and 6 decimals
-    px = round(float(f"{px:.5g}"), 6)
+    # First we check if price is greater than 100k in which case we just need to round to an integer
+    if px > 100_000:
+        px = round(px)
+    # If not we round px to 5 significant figures and max_decimals - szDecimals decimals
+    else:
+        px = round(float(f"{px:.5g}"), max_decimals - sz_decimals[coin])
 
     # Next we round sz based on the sz_decimals map we created
     sz = round(sz, sz_decimals[coin])