ezyquant_execution.utils.match_tick_price#

ezyquant_execution.utils.match_tick_price(price: float, n_tick: int, is_round_up: bool = False) → float#

Match price to tick price.

Parameters:

  • price (float) – price to match

  • n_tick (int) – number of tick to move. positive for higher price, negative for lower price. maximum is 150

  • is_round_up (bool) – is round up if price is not in tick price, else round down.

Returns:

price after matching tick price

Return type:

float