Add ToFixedE5 method

math2/math.go

@@ -2,11 +2,21 @@ package math2
 
 import "math"
 
-func Round(num float64) int {
-	return int(num + math.Copysign(0.5, num))
-}
-
+// ToFixed
 func ToFixed(num float64, precision int) float64 {
 	output := math.Pow(10, float64(precision))
-	return float64(Round(num*output)) / output
+	return math.Round(num*output) / output
+}
+
+// ToFixedE5 类似四舍五入法，规整到 0,0.5,1.0,1.5...
+// 用于 BitMEX/Deribit 等平台价格规整
+func ToFixedE5(x float64) float64 {
+	t := math.Trunc(x)
+	if x > t+0.5 {
+		t += 0.5
+	}
+	if d := math.Abs(x - t); d > 0.25 {
+		return t + math.Copysign(0.5, x)
+	}
+	return t
 }

math2/math_test.go

@@ -0,0 +1,12 @@
+package math2
+
+import (
+	"testing"
+)
+
+func TestR(t *testing.T) {
+	x := ToFixedE5(10000.51)
+	if x != 10000.5 {
+		t.Error("error")
+	}
+}