From 174beee7dc855eff8ec093b12e7a4a64703ff8ef Mon Sep 17 00:00:00 2001
From: Matthew Russell <mattrussell36@gmail.com>
Date: Wed, 30 Aug 2023 19:19:25 -0700
Subject: [PATCH] feat: update resolution creation to add more aggregation
 levels

---
 .../src/lib/orderbook-controls.tsx            | 83 ++++++++++++++-----
 libs/market-depth/src/lib/orderbook.spec.tsx  | 77 +++++++++++++----
 libs/market-depth/src/lib/orderbook.tsx       | 15 ++--
 3 files changed, 131 insertions(+), 44 deletions(-)

diff --git a/libs/market-depth/src/lib/orderbook-controls.tsx b/libs/market-depth/src/lib/orderbook-controls.tsx
index 62c3f6b0a..7fd44374e 100644
--- a/libs/market-depth/src/lib/orderbook-controls.tsx
+++ b/libs/market-depth/src/lib/orderbook-controls.tsx
@@ -7,7 +7,7 @@ import {
   TradingDropdownContent,
   TradingDropdownItem,
 } from '@vegaprotocol/ui-toolkit';
-import { formatNumberFixed } from '@vegaprotocol/utils';
+import { addDecimal, getNumberFormat } from '@vegaprotocol/utils';
 
 export const OrderbookControls = ({
   lastTradedPrice,
@@ -15,27 +15,14 @@ export const OrderbookControls = ({
   decimalPlaces,
   setResolution,
 }: {
-  lastTradedPrice: string | undefined;
+  lastTradedPrice: string;
   resolution: number;
   decimalPlaces: number;
   setResolution: (resolution: number) => void;
 }) => {
   const [isOpen, setOpen] = useState(false);
 
-  const resolutions = new Array(
-    Math.max(lastTradedPrice?.toString().length ?? 0, decimalPlaces + 1)
-  )
-    .fill(null)
-    .map((v, i) => Math.pow(10, i));
-
-  const formatResolution = (r: number) => {
-    return formatNumberFixed(
-      Math.log10(r) - decimalPlaces > 0
-        ? Math.pow(10, Math.log10(r) - decimalPlaces)
-        : 0,
-      decimalPlaces - Math.log10(r)
-    );
-  };
+  const resolutions = createResolutions(lastTradedPrice, decimalPlaces);
 
   const increaseResolution = () => {
     const index = resolutions.indexOf(resolution);
@@ -56,7 +43,7 @@ export const OrderbookControls = ({
       <button
         onClick={increaseResolution}
         disabled={resolutions.indexOf(resolution) >= resolutions.length - 1}
-        className="flex items-center px-2 border-r cursor-pointer border-default"
+        className="flex items-center px-2 border-r cursor-pointer border-default disabled:cursor-default"
         data-testid="plus-button"
       >
         <VegaIcon size={12} name={VegaIconNames.PLUS} />
@@ -67,12 +54,14 @@ export const OrderbookControls = ({
         trigger={
           <TradingDropdownTrigger data-testid="resolution">
             <button
-              className="flex items-center px-2 text-left gap-1"
+              className="flex items-center justify-between px-2 gap-1"
               style={{
                 minWidth: `${
                   Math.max.apply(
                     null,
-                    resolutions.map((item) => formatResolution(item).length)
+                    resolutions.map(
+                      (item) => formatResolution(item, decimalPlaces).length
+                    )
                   ) + 5
                 }ch`,
               }}
@@ -83,15 +72,19 @@ export const OrderbookControls = ({
                   isOpen ? VegaIconNames.CHEVRON_UP : VegaIconNames.CHEVRON_DOWN
                 }
               />
-              {formatResolution(resolution)}
+              {formatResolution(resolution, decimalPlaces)}
             </button>
           </TradingDropdownTrigger>
         }
       >
         <TradingDropdownContent align="start">
           {resolutions.map((r) => (
-            <TradingDropdownItem key={r} onClick={() => setResolution(r)}>
-              {formatResolution(r)}
+            <TradingDropdownItem
+              key={r}
+              onClick={() => setResolution(r)}
+              className="justify-end"
+            >
+              {formatResolution(r, decimalPlaces)}
             </TradingDropdownItem>
           ))}
         </TradingDropdownContent>
@@ -99,7 +92,7 @@ export const OrderbookControls = ({
       <button
         onClick={decreaseResolution}
         disabled={resolutions.indexOf(resolution) <= 0}
-        className="flex items-center px-2 cursor-pointer border-x border-default"
+        className="flex items-center px-2 cursor-pointer border-x border-default disabled:cursor-default"
         data-testid="minus-button"
       >
         <VegaIcon size={12} name={VegaIconNames.MINUS} />
@@ -107,3 +100,47 @@ export const OrderbookControls = ({
     </div>
   );
 };
+
+export const formatResolution = (r: number, decimalPlaces: number) => {
+  const num = addDecimal(r, decimalPlaces);
+  // Wrap with Number to trim trailing 0s
+  const x = Number(num);
+
+  if (x >= 1) {
+    return getNumberFormat(0).format(x);
+  }
+
+  return x.toString();
+};
+
+export const createResolutions = (
+  lastTradedPrice: string,
+  decimalPlaces: number
+) => {
+  // number of levels determined by either the number
+  // of digits in the last traded price OR the number of decimal
+  // places. For example:
+  //
+  // last traded = 1 (0.001)
+  // dps = 3
+  // result = 3
+  //
+  // last traded = 100001 (1000.01
+  // dps = 2
+  // result = 6
+  const levelCount = Math.max(lastTradedPrice.length ?? 0, decimalPlaces + 1);
+  const generatedResolutions = new Array(levelCount)
+    .fill(null)
+    .map((_, i) => Math.pow(10, i));
+  const customResolutions = [2, 5, 20, 50, 200, 500];
+  const combined = customResolutions.concat(generatedResolutions);
+  combined.sort((a, b) => a - b);
+
+  // Remove any resolutions higher than the generated ones as
+  // we dont want a custom resolution higher than necessary
+  const resolutions = combined.filter((r) => {
+    return r <= generatedResolutions[generatedResolutions.length - 1];
+  });
+
+  return resolutions;
+};
diff --git a/libs/market-depth/src/lib/orderbook.spec.tsx b/libs/market-depth/src/lib/orderbook.spec.tsx
index 68972cd62..a0cfc4936 100644
--- a/libs/market-depth/src/lib/orderbook.spec.tsx
+++ b/libs/market-depth/src/lib/orderbook.spec.tsx
@@ -3,6 +3,7 @@ import userEvent from '@testing-library/user-event';
 import { generateMockData, VolumeType } from './orderbook-data';
 import { Orderbook, OrderbookMid } from './orderbook';
 import * as orderbookData from './orderbook-data';
+import { createResolutions } from './orderbook-controls';
 
 function mockOffsetSize(width: number, height: number) {
   Object.defineProperty(HTMLElement.prototype, 'getBoundingClientRect', {
@@ -37,7 +38,8 @@ describe('Orderbook', () => {
     jest.clearAllMocks();
     mockOffsetSize(800, 768);
   });
-  it('markPrice should be in the middle', async () => {
+
+  it('lastTradedPrice should be in the middle', async () => {
     render(
       <Orderbook
         decimalPlaces={decimalPlaces}
@@ -71,6 +73,7 @@ describe('Orderbook', () => {
     expect(
       await screen.findByTestId(`last-traded-${params.lastTradedPrice}`)
     ).toBeInTheDocument();
+
     // Before resolution change the price is 122.934
     await userEvent.click(screen.getByTestId('price-122901'));
     expect(onClickSpy).toBeCalledWith({ price: '122.901' });
@@ -86,15 +89,16 @@ describe('Orderbook', () => {
     expect(orderbookData.compactRows).toHaveBeenCalledWith(
       mockedData.bids,
       VolumeType.bid,
-      10
+      2
     );
     expect(orderbookData.compactRows).toHaveBeenCalledWith(
       mockedData.asks,
       VolumeType.ask,
-      10
+      2
     );
-    await userEvent.click(screen.getByTestId('price-12294'));
-    expect(onClickSpy).toBeCalledWith({ price: '122.94' });
+
+    await userEvent.click(screen.getByTestId('price-122938'));
+    expect(onClickSpy).toBeCalledWith({ price: '122.938' });
   });
 
   it('plus - minus buttons should change resolution', async () => {
@@ -114,26 +118,30 @@ describe('Orderbook', () => {
       1
     );
     expect(screen.getByTestId('minus-button')).toBeDisabled();
-    userEvent.click(screen.getByTestId('plus-button'));
+    await userEvent.click(screen.getByTestId('plus-button'));
+    expect((orderbookData.compactRows as jest.Mock).mock.lastCall[2]).toEqual(
+      2
+    );
+
+    await userEvent.click(screen.getByTestId('plus-button'));
+    expect((orderbookData.compactRows as jest.Mock).mock.lastCall[2]).toEqual(
+      5
+    );
+
+    expect(screen.getByTestId('minus-button')).not.toBeDisabled();
+    await userEvent.click(screen.getByTestId('minus-button'));
     await waitFor(() => {
       expect((orderbookData.compactRows as jest.Mock).mock.lastCall[2]).toEqual(
-        10
+        2
       );
     });
     expect(screen.getByTestId('minus-button')).not.toBeDisabled();
-    userEvent.click(screen.getByTestId('minus-button'));
-    await waitFor(() => {
-      expect((orderbookData.compactRows as jest.Mock).mock.lastCall[2]).toEqual(
-        1
-      );
-    });
-    expect(screen.getByTestId('minus-button')).toBeDisabled();
-    await userEvent.click(screen.getByTestId('resolution'));
 
+    await userEvent.click(screen.getByTestId('resolution'));
     await waitFor(() => {
       expect(screen.getByRole('menu')).toBeInTheDocument();
     });
-    await userEvent.click(screen.getAllByRole('menuitem')[5]);
+    await userEvent.click(screen.getAllByRole('menuitem')[11]);
     await waitFor(() => {
       expect((orderbookData.compactRows as jest.Mock).mock.lastCall[2]).toEqual(
         100000
@@ -223,3 +231,40 @@ describe('OrderbookMid', () => {
     expect(screen.getByTestId('icon-arrow-down')).toBeInTheDocument();
   });
 });
+
+describe('createResolutions', () => {
+  it('create resolutions relative to the market', () => {
+    expect(
+      createResolutions(
+        '1', // 0.001
+        3
+      )
+    ).toEqual([1, 2, 5, 10, 20, 50, 100, 200, 500, 1000]);
+
+    expect(
+      createResolutions(
+        '190017', // 1900.17
+        2
+      )
+    ).toEqual([1, 2, 5, 10, 20, 50, 100, 200, 500, 1000, 10000, 100000]);
+
+    expect(
+      createResolutions(
+        '123456789', // 1234.56789
+        5
+      )
+    ).toEqual([
+      1, 2, 5, 10, 20, 50, 100, 200, 500, 1000, 10000, 100000, 1000000,
+      10000000, 100000000,
+    ]);
+  });
+
+  it('removes resolutions that arent precise enough for the market', () => {
+    expect(
+      createResolutions(
+        '1', // 0.01
+        2
+      )
+    ).toEqual([1, 2, 5, 10, 20, 50, 100]);
+  });
+});
diff --git a/libs/market-depth/src/lib/orderbook.tsx b/libs/market-depth/src/lib/orderbook.tsx
index 5b201916f..8d4878817 100644
--- a/libs/market-depth/src/lib/orderbook.tsx
+++ b/libs/market-depth/src/lib/orderbook.tsx
@@ -23,6 +23,7 @@ const OrderbookSide = ({
   type,
   decimalPlaces,
   positionDecimalPlaces,
+  priceFormatDecimalPlaces,
   onClick,
   width,
   maxVol,
@@ -31,16 +32,12 @@ const OrderbookSide = ({
   resolution: number;
   decimalPlaces: number;
   positionDecimalPlaces: number;
+  priceFormatDecimalPlaces: number;
   type: VolumeType;
   onClick: (args: { price?: string; size?: string }) => void;
   width: number;
   maxVol: number;
 }) => {
-  // we'll want to only display a relevant number of dps based on the
-  // current resolution selection
-  const priceFormatDecimalPlaces = Math.ceil(
-    decimalPlaces - Math.log10(resolution)
-  );
   return (
     <div
       className={
@@ -171,6 +168,12 @@ export const Orderbook = ({
   const bestAskPrice = asks[0] ? asks[0].price : '0';
   const bestBidPrice = bids[0] ? bids[0].price : '0';
 
+  // we'll want to only display a relevant number of dps based on the
+  // current resolution selection
+  const priceFormatDecimalPlaces = Math.ceil(
+    decimalPlaces - Math.log10(resolution)
+  );
+
   return (
     <div className="h-full text-xs grid grid-rows-[1fr_min-content]">
       <div>
@@ -209,6 +212,7 @@ export const Orderbook = ({
                       resolution={resolution}
                       decimalPlaces={decimalPlaces}
                       positionDecimalPlaces={positionDecimalPlaces}
+                      priceFormatDecimalPlaces={priceFormatDecimalPlaces}
                       onClick={onClick}
                       width={width}
                       maxVol={maxVol}
@@ -226,6 +230,7 @@ export const Orderbook = ({
                       resolution={resolution}
                       decimalPlaces={decimalPlaces}
                       positionDecimalPlaces={positionDecimalPlaces}
+                      priceFormatDecimalPlaces={priceFormatDecimalPlaces}
                       onClick={onClick}
                       width={width}
                       maxVol={maxVol}