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the_price_monitoring.go
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the_price_monitoring.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 steps
import (
"fmt"
"github.com/cucumber/godog"
"code.vegaprotocol.io/vega/core/integration/steps/market"
types "code.vegaprotocol.io/vega/protos/vega"
)
func ThePriceMonitoring(config *market.Config, name string, table *godog.Table) error {
rows := parsePriceMonitoringTable(table)
triggers := make([]*types.PriceMonitoringTrigger, 0, len(rows))
for _, r := range rows {
row := priceMonitoringRow{row: r}
p := &types.PriceMonitoringTrigger{
Horizon: row.horizon(),
Probability: fmt.Sprintf("%0.16f", row.probability()),
AuctionExtension: row.auctionExtension(),
}
triggers = append(triggers, p)
}
return config.PriceMonitoring.Add(
name,
&types.PriceMonitoringSettings{
Parameters: &types.PriceMonitoringParameters{
Triggers: triggers,
},
},
)
}
func parsePriceMonitoringTable(table *godog.Table) []RowWrapper {
return StrictParseTable(table, []string{
"horizon",
"probability",
"auction extension",
}, []string{})
}
type priceMonitoringRow struct {
row RowWrapper
}
func (r priceMonitoringRow) horizon() int64 {
return r.row.MustI64("horizon")
}
func (r priceMonitoringRow) probability() float64 {
return r.row.MustF64("probability")
}
func (r priceMonitoringRow) auctionExtension() int64 {
return r.row.MustI64("auction extension")
}