/
stop_orders_submission.go
161 lines (147 loc) · 6.43 KB
/
stop_orders_submission.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 commands
import (
"fmt"
"math/big"
"code.vegaprotocol.io/vega/libs/num"
types "code.vegaprotocol.io/vega/protos/vega"
commandspb "code.vegaprotocol.io/vega/protos/vega/commands/v1"
)
func CheckStopOrdersSubmission(cmd *commandspb.StopOrdersSubmission) error {
return checkStopOrdersSubmission(cmd).ErrorOrNil()
}
func checkStopOrdersSubmission(cmd *commandspb.StopOrdersSubmission) Errors {
errs := NewErrors()
if cmd == nil {
return errs.FinalAddForProperty("stop_orders_submission", ErrIsRequired)
}
var market1, market2 string
if cmd.FallsBelow != nil {
checkStopOrderSetup(
"stop_orders_submission.falls_below", errs, cmd.FallsBelow, cmd.RisesAbove != nil)
if cmd.FallsBelow.OrderSubmission != nil {
market1 = cmd.FallsBelow.OrderSubmission.MarketId
if cmd.FallsBelow.SizeOverrideSetting != nil {
if *cmd.FallsBelow.SizeOverrideSetting == types.StopOrder_SIZE_OVERRIDE_SETTING_POSITION {
if cmd.FallsBelow.SizeOverrideValue != nil {
value := cmd.FallsBelow.SizeOverrideValue.GetPercentage()
// Check that the string represents a number between >0&&>=1
percentage, err := num.DecimalFromString(value)
if err != nil {
return errs.FinalAddForProperty("stop_orders_submission.falls_below.size_override_value", ErrIsNotValidNumber)
}
if percentage.LessThanOrEqual(num.DecimalFromFloat(0.0)) {
return errs.FinalAddForProperty("stop_orders_submission.falls_below.size_override_value", ErrMustBeBetween01)
}
if percentage.GreaterThan(num.DecimalFromFloat(1.0)) {
return errs.FinalAddForProperty("stop_orders_submission.falls_below.size_override_value", ErrMustBeBetween01)
}
}
}
}
}
}
if cmd.RisesAbove != nil {
checkStopOrderSetup(
"stop_orders_submission.rises_below", errs, cmd.RisesAbove, cmd.FallsBelow != nil)
if cmd.RisesAbove.OrderSubmission != nil {
market2 = cmd.RisesAbove.OrderSubmission.MarketId
if cmd.RisesAbove.SizeOverrideSetting != nil {
if *cmd.RisesAbove.SizeOverrideSetting == types.StopOrder_SIZE_OVERRIDE_SETTING_POSITION {
if cmd.RisesAbove.SizeOverrideValue != nil {
value := cmd.RisesAbove.SizeOverrideValue.GetPercentage()
// Check that the string represents a number between >0&&>=1
percentage, err := num.DecimalFromString(value)
if err != nil {
return errs.FinalAddForProperty("stop_orders_submission.rises_above.size_override_value", ErrIsNotValidNumber)
}
if percentage.LessThanOrEqual(num.DecimalFromFloat(0.0)) {
return errs.FinalAddForProperty("stop_orders_submission.rises_above.size_override_value", ErrMustBeBetween01)
}
if percentage.GreaterThan(num.DecimalFromFloat(1.0)) {
return errs.FinalAddForProperty("stop_orders_submission.rises_above.size_override_value", ErrMustBeBetween01)
}
}
}
}
}
}
if cmd.FallsBelow == nil && cmd.RisesAbove == nil {
return errs.FinalAdd(ErrMustHaveAtLeastOneOfRisesAboveOrFallsBelow)
}
if cmd.FallsBelow != nil && cmd.RisesAbove != nil && market1 != market2 {
return errs.FinalAdd(ErrFallsBelowAndRiseAboveMarketIDMustBeTheSame)
}
return errs
}
func checkStopOrderSetup(
fieldName string,
errs Errors,
setup *commandspb.StopOrderSetup,
isOCO bool,
) {
if err := checkOrderSubmission(setup.OrderSubmission); !err.Empty() {
errs.Merge(err)
} else {
if !setup.OrderSubmission.ReduceOnly {
errs.AddForProperty(fmt.Sprintf("%s.order_submission.reduce_only", fieldName), ErrMustBeReduceOnly)
}
}
if setup.ExpiresAt != nil {
if *setup.ExpiresAt < 0 {
errs.AddForProperty(fmt.Sprintf("%s.expires_at", fieldName), ErrMustBePositive)
}
if setup.ExpiryStrategy == nil {
errs.AddForProperty(fmt.Sprintf("%s.expiry_strategy", fieldName), ErrExpiryStrategyRequiredWhenExpiresAtSet)
} else {
if *setup.ExpiryStrategy == types.StopOrder_EXPIRY_STRATEGY_UNSPECIFIED {
errs.AddForProperty(fmt.Sprintf("%s.expiry_strategy", fieldName), ErrIsRequired)
} else if _, ok := types.StopOrder_ExpiryStrategy_name[int32(*setup.ExpiryStrategy)]; !ok {
errs.AddForProperty(fmt.Sprintf("%s.expiry_strategy", fieldName), ErrIsNotValid)
} else if isOCO && *setup.ExpiryStrategy == types.StopOrder_EXPIRY_STRATEGY_SUBMIT {
errs.AddForProperty(fmt.Sprintf("%s.expiry_strategy", fieldName), ErrIsNotValidWithOCO)
}
}
}
if setup.Trigger != nil {
switch t := setup.Trigger.(type) {
case *commandspb.StopOrderSetup_Price:
if len(t.Price) <= 0 {
errs.AddForProperty(fmt.Sprintf("%s.trigger.price", fieldName), ErrIsRequired)
} else {
if price, ok := big.NewInt(0).SetString(t.Price, 10); !ok {
errs.AddForProperty(fmt.Sprintf("%s.trigger.price", fieldName), ErrNotAValidInteger)
} else if price.Cmp(big.NewInt(0)) != 1 {
errs.AddForProperty(fmt.Sprintf("%s.trigger.price", fieldName), ErrMustBePositive)
}
}
case *commandspb.StopOrderSetup_TrailingPercentOffset:
if len(t.TrailingPercentOffset) <= 0 {
errs.AddForProperty(fmt.Sprintf("%s.trigger.trailing_percent_offset", fieldName), ErrIsRequired)
} else {
if poffset, err := num.DecimalFromString(t.TrailingPercentOffset); err != nil {
errs.AddForProperty(fmt.Sprintf("%s.trigger.trailing_percent_offset", fieldName), ErrNotAValidFloat)
} else if poffset.LessThanOrEqual(num.DecimalZero()) || poffset.GreaterThanOrEqual(num.DecimalOne()) {
errs.AddForProperty(fmt.Sprintf("%s.trigger.trailing_percent_offset", fieldName), ErrMustBeWithinRange01)
} else if !poffset.Mod(num.MustDecimalFromString("0.001")).Equal(num.DecimalZero()) {
errs.AddForProperty(fmt.Sprintf("%s.trigger.trailing_percent_offset", fieldName), ErrTrailingPercentOffsetMinimalIncrementNotReached)
}
}
}
} else {
errs.AddForProperty(fmt.Sprintf("%s.trigger", fieldName), ErrMustHaveAStopOrderTrigger)
}
}