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Increase conditional order trigger multiplier to 25 #1460

Merged
merged 1 commit into from
May 3, 2024
Merged

Increase conditional order trigger multiplier to 25 #1460

merged 1 commit into from
May 3, 2024

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jayy04
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@jayy04 jayy04 commented May 3, 2024 •
edited by coderabbitai bot
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Changelist

[Describe or list the changes made in this PR]

Test Plan

[Describe how this PR was tested (if applicable)]

Author/Reviewer Checklist

  • If this PR has changes that result in a different app state given the same prior state and transaction list, manually add the state-breaking label.
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  • Manually add any of the following labels: refactor, chore, bug.

Summary by CodeRabbit

  • New Features

    • Introduced new order types for buying and selling BTC with specific conditions and prices for users Carl, Dave, Alice, and Bob.
    • Enhanced trading strategies with the addition of conditional orders that include take-profit and stop-loss options.

  • Refactor

    • Adjusted the multiplier for conditional order triggers, enhancing the precision of trading strategies.

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coderabbitai bot commented May 3, 2024 •
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Walkthrough

The recent updates involve the introduction of new standard and conditional orders for trading BTC, targeting specific prices and conditions, and an adjustment in the multiplier affecting conditional order triggers. These changes enhance the flexibility and precision in order execution for clients like Carl, Dave, Alice, and Bob within the trading protocol.

Changes

File Path Change Summary
.../constants/orders.go Added new order declarations for Carl and Dave to buy and sell BTC at specified prices and conditions.
.../constants/stateful_orders.go Introduced new conditional orders for Alice and Bob with specific price targets and stop losses.
.../clob/e2e/conditional_orders_test.go Integrated the newly declared orders and conditional orders in end-to-end tests to ensure functionality aligns with trading scenarios for Alice, Bob, Carl, and Dave.
.../clob/types/constants.go Modified the ConditionalOrderTriggerMultiplier value from 5 to 25, impacting the calculation of the lower bound for conditional orders, thus adjusting the sensitivity and response of these orders under varying market conditions.
Recent Review Details

Configuration used: CodeRabbit UI
Review profile: CHILL

Commits Files that changed from the base of the PR and between fb6c113 and f2376b9.
Files selected for processing (4)
  • protocol/testutil/constants/orders.go (2 hunks)
  • protocol/testutil/constants/stateful_orders.go (3 hunks)
  • protocol/x/clob/e2e/conditional_orders_test.go (4 hunks)
  • protocol/x/clob/types/constants.go (1 hunks)
Files skipped from review due to trivial changes (1)
  • protocol/x/clob/types/constants.go
Additional Context Used
Path-based Instructions (3)
protocol/testutil/constants/stateful_orders.go (1)

Pattern **/**: Do not include a walkthrough. For all comments on line changes that are longer than 15 lines, add a prefix to the comment of what lines you are commenting on (for example: "The changes from lines 100 to 200...". Add your comment to be on the last 15 lines of the chunk rather than adding your comment to the entire chunk.

protocol/testutil/constants/orders.go (1)

Pattern **/**: Do not include a walkthrough. For all comments on line changes that are longer than 15 lines, add a prefix to the comment of what lines you are commenting on (for example: "The changes from lines 100 to 200...". Add your comment to be on the last 15 lines of the chunk rather than adding your comment to the entire chunk.

protocol/x/clob/e2e/conditional_orders_test.go (1)

Pattern **/**: Do not include a walkthrough. For all comments on line changes that are longer than 15 lines, add a prefix to the comment of what lines you are commenting on (for example: "The changes from lines 100 to 200...". Add your comment to be on the last 15 lines of the chunk rather than adding your comment to the entire chunk.

Additional comments not posted (7)
protocol/testutil/constants/stateful_orders.go (4)

889-902: The addition of ConditionalOrder_Alice_Num0_Id0_Clob0_Buy1BTC_Price50000_GTBT10_TP_48700 introduces a new conditional order with a take-profit condition. The order is well-formed with all necessary fields correctly initialized. This aligns with the PR's objective to enhance conditional order functionalities.

1017-1029: The addition of ConditionalOrder_Alice_Num0_Id0_Clob0_Buy1BTC_Price50000_GTBT10_SL_51300 introduces a new stop-loss condition for Alice's order. It's crucial to ensure that the trigger subticks value (51_300_000_000) aligns with the intended market strategy and risk management protocols. This should be verified with the trading strategy team.

1073-1085: The addition of ConditionalOrder_Bob_Num0_Id0_Clob0_Sell1BTC_Price50000_GTBT10_TP_51300 introduces a new take-profit condition for Bob's order. It's important to ensure that the conditional trigger subticks value (51_300_000_000) is consistent with the market conditions expected during the order's lifetime. This should be validated against historical market data.

1087-1099: The addition of ConditionalOrder_Bob_Num0_Id0_Clob0_Sell1BTC_Price50000_GTBT10_SL_48700 introduces a new stop-loss condition for Bob's order. This change is part of the broader strategy to enhance risk management in trading operations. Ensure that the subticks value (48_700_000_000) is set based on a thorough risk assessment.

protocol/testutil/constants/orders.go (2)

935-941: The new order for Carl is correctly declared and follows the existing pattern of order declarations.

1097-1103: The new order for Dave is correctly declared and follows the existing pattern of order declarations.

protocol/x/clob/e2e/conditional_orders_test.go (1)

Line range hint 14-1287: Comprehensive testing of conditional orders.

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@jayy04
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jayy04 commented May 3, 2024

@Mergifyio backport release/protocol/v5.x

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mergify bot commented May 3, 2024 •
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backport release/protocol/v5.x

✅ Backports have been created

@jayy04 jayy04 merged commit 25dbefe into main May 3, 2024
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@jayy04 jayy04 deleted the jy/5x-trigger branch May 3, 2024 14:40
mergify bot pushed a commit that referenced this pull request May 3, 2024
@jayy04 @mergify
Increase conditional order trigger multiplier to 25 (#1460)
0cf2181 
(cherry picked from commit 25dbefe)
@mergify mergify bot mentioned this pull request May 3, 2024
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jayy04 added a commit that referenced this pull request May 3, 2024
@mergify @jayy04
Increase conditional order trigger multiplier to 25 (#1460) (#1461)
63363ad 
(cherry picked from commit 25dbefe)

Co-authored-by: jayy04 <103467857+jayy04@users.noreply.github.com>
jonfung-dydx pushed a commit that referenced this pull request May 6, 2024
@jayy04 @jonfung-dydx
Increase conditional order trigger multiplier to 25 (#1460)
6847003
jayy04 added a commit that referenced this pull request Jul 5, 2024
@jayy04
Revert "Increase conditional order trigger multiplier to 25 (#1460)"
08a2ba2 
This reverts commit 25dbefe.
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@vincentwschau vincentwschau vincentwschau approved these changes

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