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pricemonitoring.go
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pricemonitoring.go
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// Copyright (C) 2023 Gobalsky Labs Limited
//
// This program is free software: you can redistribute it and/or modify
// it under the terms of the GNU Affero General Public License as
// published by the Free Software Foundation, either version 3 of the
// License, or (at your option) any later version.
//
// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
// GNU Affero General Public License for more details.
//
// You should have received a copy of the GNU Affero General Public License
// along with this program. If not, see <http://www.gnu.org/licenses/>.
package types
import (
"errors"
"fmt"
"strings"
"code.vegaprotocol.io/vega/libs/num"
"code.vegaprotocol.io/vega/libs/stringer"
proto "code.vegaprotocol.io/vega/protos/vega"
)
type PriceMonitoringSettings struct {
Parameters *PriceMonitoringParameters
}
type PriceMonitoringParameters struct {
Triggers []*PriceMonitoringTrigger
}
type PriceMonitoringBoundsList []*PriceMonitoringBounds
func (ls PriceMonitoringBoundsList) String() string {
if ls == nil {
return "[]"
}
strs := make([]string, 0, len(ls))
for _, l := range ls {
strs = append(strs, l.String())
}
return "[" + strings.Join(strs, ", ") + "]"
}
type PriceMonitoringBounds struct {
MinValidPrice *num.Uint
MaxValidPrice *num.Uint
Trigger *PriceMonitoringTrigger
ReferencePrice num.Decimal
}
func (p PriceMonitoringBounds) String() string {
return fmt.Sprintf(
"minValidPrice(%s) maxValidPrice(%s) trigger(%s) referencePrice(%s)",
stringer.UintPointerToString(p.MinValidPrice),
stringer.UintPointerToString(p.MaxValidPrice),
stringer.ReflectPointerToString(p.Trigger),
p.ReferencePrice.String(),
)
}
func (p PriceMonitoringSettings) IntoProto() *proto.PriceMonitoringSettings {
var parameters *proto.PriceMonitoringParameters
if p.Parameters != nil {
parameters = p.Parameters.IntoProto()
}
return &proto.PriceMonitoringSettings{
Parameters: parameters,
}
}
func (p PriceMonitoringSettings) DeepClone() *PriceMonitoringSettings {
return &PriceMonitoringSettings{
Parameters: p.Parameters.DeepClone(),
}
}
func (p PriceMonitoringSettings) String() string {
return fmt.Sprintf("parameters(%s)", stringer.ReflectPointerToString(p.Parameters))
}
func PriceMonitoringSettingsFromProto(pr *proto.PriceMonitoringSettings) *PriceMonitoringSettings {
if pr == nil {
return nil
}
p := PriceMonitoringSettings{}
if pr.Parameters != nil {
p.Parameters = PriceMonitoringParametersFromProto(pr.Parameters)
}
return &p
}
func PriceMonitoringParametersFromProto(p *proto.PriceMonitoringParameters) *PriceMonitoringParameters {
triggers := make([]*PriceMonitoringTrigger, 0, len(p.Triggers))
for _, t := range p.Triggers {
triggers = append(triggers, PriceMonitoringTriggerFromProto(t))
}
return &PriceMonitoringParameters{
Triggers: triggers,
}
}
func (p PriceMonitoringParameters) IntoProto() *proto.PriceMonitoringParameters {
triggers := make([]*proto.PriceMonitoringTrigger, 0, len(p.Triggers))
for _, t := range p.Triggers {
triggers = append(triggers, t.IntoProto())
}
return &proto.PriceMonitoringParameters{
Triggers: triggers,
}
}
func (p PriceMonitoringParameters) DeepClone() *PriceMonitoringParameters {
cpy := PriceMonitoringParameters{
Triggers: make([]*PriceMonitoringTrigger, 0, len(p.Triggers)),
}
for _, t := range p.Triggers {
cpy.Triggers = append(cpy.Triggers, t.DeepClone())
}
return &cpy
}
func (p *PriceMonitoringParameters) Reset() {
*p = PriceMonitoringParameters{}
}
func (p PriceMonitoringParameters) String() string {
return fmt.Sprintf(
"triggers(%v)",
PriceMonitoringTriggers(p.Triggers).String(),
)
}
func (p PriceMonitoringBounds) IntoProto() *proto.PriceMonitoringBounds {
var trigger *proto.PriceMonitoringTrigger
if p.Trigger != nil {
trigger = p.Trigger.IntoProto()
}
return &proto.PriceMonitoringBounds{
MinValidPrice: num.UintToString(p.MinValidPrice),
MaxValidPrice: num.UintToString(p.MaxValidPrice),
Trigger: trigger,
ReferencePrice: p.ReferencePrice.BigInt().String(),
}
}
func PriceMonitoringBoundsFromProto(pr *proto.PriceMonitoringBounds) (*PriceMonitoringBounds, error) {
minValid, overflowed := num.UintFromString(pr.MinValidPrice, 10)
if overflowed {
return nil, errors.New("invalid min valid price")
}
maxValid, overflowed := num.UintFromString(pr.MaxValidPrice, 10)
if overflowed {
return nil, errors.New("invalid max valid price")
}
refPrice, err := num.DecimalFromString(pr.ReferencePrice)
if err != nil {
return nil, fmt.Errorf("invalid reference price: %w", err)
}
p := PriceMonitoringBounds{
MinValidPrice: minValid,
MaxValidPrice: maxValid,
ReferencePrice: refPrice,
}
if pr.Trigger != nil {
p.Trigger = PriceMonitoringTriggerFromProto(pr.Trigger)
}
return &p, nil
}
func (p PriceMonitoringBounds) DeepClone() *PriceMonitoringBounds {
cpy := p
if p.MinValidPrice != nil {
cpy.MinValidPrice = p.MinValidPrice.Clone()
}
if p.MaxValidPrice != nil {
cpy.MaxValidPrice = p.MaxValidPrice.Clone()
}
return &cpy
}
func PriceMonitoringTriggerFromProto(p *proto.PriceMonitoringTrigger) *PriceMonitoringTrigger {
probability, err := num.DecimalFromString(p.Probability)
if err != nil {
probability = num.DecimalZero()
}
return &PriceMonitoringTrigger{
Horizon: p.Horizon,
HorizonDec: num.DecimalFromInt64(p.Horizon),
Probability: probability,
AuctionExtension: p.AuctionExtension,
}
}
type PriceMonitoringTriggers []*PriceMonitoringTrigger
func (ts PriceMonitoringTriggers) String() string {
if ts == nil {
return "[]"
}
strs := make([]string, 0, len(ts))
for _, t := range ts {
strs = append(strs, t.String())
}
return "[" + strings.Join(strs, ", ") + "]"
}
type PriceMonitoringTrigger struct {
Horizon int64
HorizonDec num.Decimal
Probability num.Decimal
AuctionExtension int64
}
func (p PriceMonitoringTrigger) String() string {
return fmt.Sprintf(
"horizonDec(%s) horizon(%v) probability(%s), auctionExtension(%v)",
p.HorizonDec.String(),
p.Horizon,
p.Probability.String(),
p.AuctionExtension,
)
}
// IntoProto return proto version of the PriceMonitoringTrigger.
func (p PriceMonitoringTrigger) IntoProto() *proto.PriceMonitoringTrigger {
return &proto.PriceMonitoringTrigger{
Horizon: p.Horizon,
Probability: p.Probability.String(),
AuctionExtension: p.AuctionExtension,
}
}
func (p PriceMonitoringTrigger) DeepClone() *PriceMonitoringTrigger {
return &PriceMonitoringTrigger{
Horizon: p.Horizon,
HorizonDec: p.HorizonDec,
Probability: p.Probability,
AuctionExtension: p.AuctionExtension,
}
}