/
instrument_snapshot.go
83 lines (78 loc) · 2.64 KB
/
instrument_snapshot.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 markets
import (
"context"
"fmt"
"code.vegaprotocol.io/vega/core/execution/common"
"code.vegaprotocol.io/vega/core/products"
"code.vegaprotocol.io/vega/core/risk"
"code.vegaprotocol.io/vega/core/types"
"code.vegaprotocol.io/vega/logging"
snapshotpb "code.vegaprotocol.io/vega/protos/vega/snapshot/v1"
)
// NewInstrument will instantiate a new instrument
// using a market framework configuration for a instrument.
func NewInstrumentFromSnapshot(
ctx context.Context,
log *logging.Logger,
pi *types.Instrument,
marketID string,
ts common.TimeService,
oe products.OracleEngine,
broker products.Broker,
productState *snapshotpb.Product,
assetDP uint32,
) (*Instrument, error) {
product, err := products.NewFromSnapshot(ctx, log, pi.Product, marketID, ts, oe, broker, productState, assetDP)
if err != nil {
return nil, fmt.Errorf("unable to instantiate product from instrument configuration: %w", err)
}
return &Instrument{
ID: pi.ID,
Code: pi.Code,
Name: pi.Name,
Metadata: pi.Metadata,
Product: product,
}, err
}
// NewTradableInstrument will instantiate a new tradable instrument
// using a market framework configuration for a tradable instrument.
func NewTradableInstrumentFromSnapshot(
ctx context.Context,
log *logging.Logger,
pti *types.TradableInstrument,
marketID string,
ts common.TimeService,
oe products.OracleEngine,
broker products.Broker,
productState *snapshotpb.Product,
assetDP uint32,
) (*TradableInstrument, error) {
instrument, err := NewInstrumentFromSnapshot(ctx, log, pti.Instrument, marketID, ts, oe, broker, productState, assetDP)
if err != nil {
return nil, err
}
asset := instrument.Product.GetAsset()
riskModel, err := risk.NewModel(pti.RiskModel, asset)
if err != nil {
return nil, fmt.Errorf("unable to instantiate risk model: %w", err)
}
return &TradableInstrument{
Instrument: instrument,
MarginCalculator: pti.MarginCalculator,
RiskModel: riskModel,
}, nil
}