/
wasm_trade_summary.go
126 lines (105 loc) · 3.18 KB
/
wasm_trade_summary.go
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package types
import (
"bytes"
"sort"
sdk "github.com/cosmos/cosmos-sdk/types"
"github.com/ethereum/go-ethereum/common"
)
type MarketSummary struct {
TotalUserQuantity sdk.Dec
TotalContractQuantity sdk.Dec
TotalUserMargin sdk.Dec
TotalContractMargin sdk.Dec
netQuantity sdk.Dec
}
func NewMarketSummary() *MarketSummary {
return &MarketSummary{
TotalUserQuantity: sdk.ZeroDec(),
TotalContractQuantity: sdk.ZeroDec(),
TotalUserMargin: sdk.ZeroDec(),
TotalContractMargin: sdk.ZeroDec(),
netQuantity: sdk.ZeroDec(),
}
}
func NewSyntheticTradeActionSummary() *SyntheticTradeActionSummary {
return &SyntheticTradeActionSummary{
MarketSummary: make(map[common.Hash]*MarketSummary),
MarketIDs: make([]common.Hash, 0),
ContractAddress: sdk.AccAddress{},
UserAddress: sdk.AccAddress{},
}
}
type SyntheticTradeActionSummary struct {
MarketSummary map[common.Hash]*MarketSummary
MarketIDs []common.Hash
ContractAddress sdk.Address
UserAddress sdk.Address
}
func (s *SyntheticTradeActionSummary) GetMarketIDs() []common.Hash {
marketIDs := make([]common.Hash, 0, len(s.MarketSummary))
for marketID := range s.MarketSummary {
marketIDs = append(marketIDs, marketID)
}
sort.SliceStable(marketIDs, func(i, j int) bool {
return bytes.Compare(marketIDs[i].Bytes(), marketIDs[j].Bytes()) < 0
})
s.MarketIDs = marketIDs
return marketIDs
}
func (s *SyntheticTradeActionSummary) Update(t *SyntheticTrade, isForUser bool) error {
if _, ok := s.MarketSummary[t.MarketID]; !ok {
s.MarketSummary[t.MarketID] = NewMarketSummary()
}
summary := s.MarketSummary[t.MarketID]
address := SubaccountIDToSdkAddress(t.SubaccountID)
if isForUser && s.UserAddress.Empty() {
s.UserAddress = address
}
if !isForUser && s.ContractAddress.Empty() {
s.ContractAddress = address
}
if (isForUser && !s.UserAddress.Equals(address)) || (!isForUser && !s.ContractAddress.Equals(address)) {
return ErrBadSubaccountID
}
if t.IsBuy {
summary.netQuantity = summary.netQuantity.Add(t.Quantity)
} else {
summary.netQuantity = summary.netQuantity.Sub(t.Quantity)
}
if isForUser {
summary.TotalUserQuantity = summary.TotalUserQuantity.Add(t.Quantity)
summary.TotalUserMargin = summary.TotalUserMargin.Add(t.Margin)
} else {
summary.TotalContractQuantity = summary.TotalContractQuantity.Add(t.Quantity)
summary.TotalContractMargin = summary.TotalContractMargin.Add(t.Margin)
}
return nil
}
// IsValid checks that all the net quantities are zero
func (s *SyntheticTradeActionSummary) IsValid() bool {
for _, v := range s.MarketSummary {
if !v.netQuantity.IsZero() {
return false
}
}
return true
}
func (a *SyntheticTradeAction) Summarize() (*SyntheticTradeActionSummary, error) {
summary := NewSyntheticTradeActionSummary()
for _, t := range a.UserTrades {
if err := summary.Update(t, true); err != nil {
return nil, err
}
}
for _, t := range a.ContractTrades {
if err := summary.Update(t, false); err != nil {
return nil, err
}
}
// ensure that sum(buy quantity) == sum(sell quantity) for all markets
if !summary.IsValid() {
return nil, ErrInvalidQuantity
}
summary.GetMarketIDs()
return summary, nil
}