Tick methods implementation in precompile #100
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…cts, fix tests, cleanup
…t and add unit tests for both
| bidsHead := bibliophile.GetBidsHead(input.Amm) | ||
| if input.Tick.Cmp(bidsHead) != -1 { | ||
| return nil, fmt.Errorf("tick %d is greater than or equal to bidsHead %d", input.Tick, bidsHead) | ||
| } |
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We dont need this check. It is already covered in contract and logic will return bidsHead if called anyway.
Same for asks
| @@ -386,6 +387,114 @@ func validateExecuteIOCOrder(bibliophile b.BibliophileClient, order *orderbook.I | |||
| }, nil | |||
| } | |||
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| func GetPrevTick(bibliophile b.BibliophileClient, input GetPrevTickInput) (*big.Int, error) { | |||
| if input.Tick.Sign() == 0 { | |||
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Dont need to check if input == 0. Logic can handle it. We allow 0 price orders
…CancelLimitOrderV2
atvanguard
requested changes
Aug 31, 2023
Comment on lines
+486
to
+497
| func GetQuote(bibliophile b.BibliophileClient, ammAddress common.Address, baseAssetQuantity *big.Int) *big.Int { | ||
| return new(big.Int).Div(new(big.Int).Mul(new(big.Int).Abs(baseAssetQuantity), bibliophile.GetLastPrice(ammAddress)), big.NewInt(1e18)) | ||
| } | ||
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| func GetBaseQuote(bibliophile b.BibliophileClient, ammAddress common.Address, quoteAssetQuantity *big.Int) *big.Int { | ||
| isLong := quoteAssetQuantity.Sign() >= 0 | ||
| baseAssetQuantity := new(big.Int).Div(new(big.Int).Mul(quoteAssetQuantity, big.NewInt(1e6)), bibliophile.GetLastPrice(ammAddress)) | ||
| if isLong { | ||
| return baseAssetQuantity | ||
| } | ||
| return new(big.Int).Neg(baseAssetQuantity) | ||
| } |
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The intent for these 2 methods was to return the impact based on the orderbook depth.
…CancelLimitOrderV2 and validatePlaceLimitOrderV2
atvanguard
approved these changes
Aug 31, 2023
Merged
atvanguard
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Sep 3, 2023
* add new methods * gasCost = 69 for everything * WIP: Add ValidatePlaceLimitOrder and validateCancelLimitOrder (#98) * add ValidatePlaceLimitOrder and ValidateCancelLimitOrder * implement getAvailableMargin function * fixes as per comment in PR and add tests for validatePlaceLimitOrder * add tests for validateCancelLimitOrder and fix tests for validatePlaceLimitOrder * update LONG_OPEN_ORDERS_SLOT and SHORT_OPEN_ORDERS_SLOT * Tick methods implementation in precompile (#100) * Tick methods * fix mock and remove unused methods * use minAllowableMargin from orderbook and marginAccount as per contracts, fix tests, cleanup * cleanup * fix assertions where expected and actual were swapped * change slot numbers * fix getPrevTick and add tests * change logic in SampleImpactAsk and SampleImpactBid as per requirement and add unit tests for both * remove TwosComplement in GetImpactMarginNotional as it is uint ; minor refactoring * add trading authority check in ValidatePlaceLimitOrderV2 and ValidateCancelLimitOrderV2 * fix SampleImpactAsk and SampleImpactBid * read minAllowableMargin and takerFee from clearingHouse * fix validatePlaceLimitOrderV2 and rename trader to sender in validateCancelLimitOrderV2 and validatePlaceLimitOrderV2 * remove add 0 in GetNextBid and GetNextAsk * return Hash in asks/bidsStorageSlot --------- Co-authored-by: fdgod <[email protected]> Co-authored-by: atvanguard <[email protected]> * New events for OrderV2 (#104) * New events for OrderV2 * Fixes * Add new events in PushtoTraderFeed * misc things * improve precision in tick methods * merge main * update ABIs * remove redundant methods * SDK changes and review fixes (#105) * fixes + matching works * missing import * ch.settleFunding --------- Co-authored-by: fdgod <[email protected]> Co-authored-by: Shubham <[email protected]>
atvanguard
added a commit
that referenced
this pull request
Sep 30, 2023
* add new methods * gasCost = 69 for everything * WIP: Add ValidatePlaceLimitOrder and validateCancelLimitOrder (#98) * add ValidatePlaceLimitOrder and ValidateCancelLimitOrder * implement getAvailableMargin function * fixes as per comment in PR and add tests for validatePlaceLimitOrder * add tests for validateCancelLimitOrder and fix tests for validatePlaceLimitOrder * update LONG_OPEN_ORDERS_SLOT and SHORT_OPEN_ORDERS_SLOT * Tick methods implementation in precompile (#100) * Tick methods * fix mock and remove unused methods * use minAllowableMargin from orderbook and marginAccount as per contracts, fix tests, cleanup * cleanup * fix assertions where expected and actual were swapped * change slot numbers * fix getPrevTick and add tests * change logic in SampleImpactAsk and SampleImpactBid as per requirement and add unit tests for both * remove TwosComplement in GetImpactMarginNotional as it is uint ; minor refactoring * add trading authority check in ValidatePlaceLimitOrderV2 and ValidateCancelLimitOrderV2 * fix SampleImpactAsk and SampleImpactBid * read minAllowableMargin and takerFee from clearingHouse * fix validatePlaceLimitOrderV2 and rename trader to sender in validateCancelLimitOrderV2 and validatePlaceLimitOrderV2 * remove add 0 in GetNextBid and GetNextAsk * return Hash in asks/bidsStorageSlot --------- Co-authored-by: fdgod <[email protected]> Co-authored-by: atvanguard <[email protected]> * New events for OrderV2 (#104) * New events for OrderV2 * Fixes * Add new events in PushtoTraderFeed * misc things * improve precision in tick methods * merge main * update ABIs * remove redundant methods * SDK changes and review fixes (#105) * fixes + matching works * missing import * ch.settleFunding --------- Co-authored-by: fdgod <[email protected]> Co-authored-by: Shubham <[email protected]>
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