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position.go
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position.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 settlement
import (
"code.vegaprotocol.io/vega/core/events"
"code.vegaprotocol.io/vega/core/types"
"code.vegaprotocol.io/vega/libs/num"
"github.com/pkg/errors"
)
var ErrPartyDoesNotMatch = errors.New("event party and position party do not match")
// MarketPosition stub event for network position (used in MTM stuff).
type npos struct {
price *num.Uint
}
type pos struct {
events.MarketPosition
price *num.Uint
}
type mtmTransfer struct {
events.MarketPosition
transfer *types.Transfer
}
type settlementTrade struct {
size int64
price *num.Uint
marketPrice *num.Uint
newSize int64 // track this so we can determine when a party switches between long <> short
}
func (t settlementTrade) Size() int64 {
return t.size
}
func (t settlementTrade) Price() *num.Uint {
return t.price.Clone()
}
func (t settlementTrade) MarketPrice() *num.Uint {
return t.marketPrice.Clone()
}
func newPos(marketPosition events.MarketPosition, price *num.Uint) *pos {
return &pos{
MarketPosition: marketPosition,
price: price.Clone(),
}
}
// Price - part of the MarketPosition interface, used to update position after SettlePreTrade.
func (p pos) Price() *num.Uint {
return p.price.Clone()
}
// Transfer - part of the Transfer interface.
func (m mtmTransfer) Transfer() *types.Transfer {
if m.transfer == nil {
return nil
}
return m.transfer
}
func (npos) Party() string {
return types.NetworkParty
}
func (npos) Size() int64 {
return 0
}
func (npos) Buy() int64 {
return 0
}
func (npos) Sell() int64 {
return 0
}
func (n npos) Price() *num.Uint {
return n.price.Clone()
}
func (npos) BuySumProduct() *num.Uint {
return num.UintZero()
}
func (npos) SellSumProduct() *num.Uint {
return num.UintZero()
}
func (npos) VWBuy() *num.Uint {
return num.UintZero()
}
func (npos) VWSell() *num.Uint {
return num.UintZero()
}
func (npos) AverageEntryPrice() *num.Uint {
return num.UintZero()
}