feat(deal-ticket): add useMaxSize unit tests (#6053)

libs/deal-ticket/src/components/deal-ticket/deal-ticket.tsx

@@ -406,7 +406,6 @@ export const DealTicket = ({
     riskFactors,
     scalingFactors,
     side,
-    sizeStep,
     type,
     generalAccountBalance,
     openVolume,
@@ -523,7 +522,7 @@ export const DealTicket = ({
             </FormGroup>
             <Slider
               min={0}
-              max={maxSize.toNumber()}
+              max={maxSize}
               step={Number(sizeStep)}
               value={[Number(field.value)]}
               onValueChange={([value]) => field.onChange(value)}

libs/deal-ticket/src/hooks/use-max-size.spec.ts

@@ -0,0 +1,161 @@
+import { MarginMode, OrderType, Side } from '@vegaprotocol/types';
+import { type UseMaxSizeProps, useMaxSize } from './use-max-size';
+import { renderHook } from '@testing-library/react';
+import { removeDecimal } from '@vegaprotocol/utils';
+
+describe('useMaxSize', () => {
+  const positionDecimalPlaces = 1;
+  const decimalPlaces = 2;
+  const accountDecimals = 3;
+  const initialProps: UseMaxSizeProps = {
+    openVolume: '0',
+    positionDecimalPlaces,
+    generalAccountBalance: removeDecimal('100', accountDecimals),
+    side: Side.SIDE_BUY,
+    marginMode: MarginMode.MARGIN_MODE_ISOLATED_MARGIN,
+    marginFactor: '0.1',
+    type: OrderType.TYPE_MARKET,
+    marginAccountBalance: '0',
+    accountDecimals,
+    price: removeDecimal('8', decimalPlaces), // 8.0
+    marketPrice: removeDecimal('10', decimalPlaces), // 10.0
+    decimalPlaces,
+    activeOrders: [],
+    riskFactors: {
+      long: '0.9',
+      short: '0.8',
+      market: '',
+    },
+    scalingFactors: {
+      initialMargin: 1.5,
+    },
+  };
+
+  const renderUseMaxSizeHook = (initialProps: UseMaxSizeProps) =>
+    renderHook((props: UseMaxSizeProps) => useMaxSize(props), {
+      initialProps,
+    });
+  describe('in MARGIN_MODE_ISOLATED_MARGIN', () => {
+    it('calculates maxSize = collateral / marginFactor / price', () => {
+      const { result } = renderUseMaxSizeHook({ ...initialProps });
+      // available collateral / marginFactor / price = 100 / 0.1 / 8 = 125
+      expect(result.current).toEqual(125);
+    });
+
+    it('use only general account balance', () => {
+      const { result } = renderUseMaxSizeHook({
+        ...initialProps,
+        openVolume: removeDecimal('25', positionDecimalPlaces),
+        marginAccountBalance: removeDecimal('25', accountDecimals),
+        generalAccountBalance: removeDecimal('75', accountDecimals),
+      });
+
+      // 75 / 0.1 / 8 = 125
+      expect(result.current).toEqual(93.7);
+    });
+
+    it('if reduce market order use general and margin account balance', () => {
+      const { result } = renderUseMaxSizeHook({
+        ...initialProps,
+        openVolume: `-${removeDecimal('25', positionDecimalPlaces)}`,
+        marginAccountBalance: removeDecimal('25', accountDecimals),
+        generalAccountBalance: removeDecimal('75', accountDecimals),
+      });
+      // ((75 + 25) / 0.1 / 8) + 25 (reduced volume) = 125
+      expect(result.current).toEqual(150);
+    });
+
+    it('if reduce limit order use only general account balance', () => {
+      const { result } = renderUseMaxSizeHook({
+        ...initialProps,
+        type: OrderType.TYPE_LIMIT,
+        openVolume: `-${removeDecimal('25', positionDecimalPlaces)}`,
+        marginAccountBalance: removeDecimal('25', accountDecimals),
+        generalAccountBalance: removeDecimal('75', accountDecimals),
+      });
+      // 75 / 0.1 / 8 = 125
+      expect(result.current).toEqual(93.7);
+    });
+  });
+
+  describe('in MARGIN_MODE_CROSS_MARGIN', () => {
+    it('calculates maxSize = availableMargin / riskFactor / initialMargin / marketPrice', () => {
+      const { result, rerender } = renderUseMaxSizeHook({
+        ...initialProps,
+        marginMode: MarginMode.MARGIN_MODE_CROSS_MARGIN,
+      });
+      // available collateral / marginFactor / price = 100 / 0.9 / 1.5 / 10 = 7.4
+      expect(result.current).toEqual(7.4);
+      rerender({
+        ...initialProps,
+        marginMode: MarginMode.MARGIN_MODE_CROSS_MARGIN,
+        side: Side.SIDE_SELL,
+      });
+      // available collateral / marginFactor / price = 100 / 0.8 / 1.5 / 10 = 8.3
+      expect(result.current).toEqual(8.3);
+    });
+
+    it('if increasing position subtract open volume', () => {
+      const { result } = renderUseMaxSizeHook({
+        ...initialProps,
+        marginMode: MarginMode.MARGIN_MODE_CROSS_MARGIN,
+        openVolume: removeDecimal('1.8', positionDecimalPlaces),
+        marginAccountBalance: removeDecimal('25', accountDecimals),
+        generalAccountBalance: removeDecimal('75', accountDecimals),
+      });
+
+      // 75 / 0.9 / 1.5 / 10 = 5.6
+      expect(result.current).toEqual(5.6);
+    });
+
+    it('if reduce market order use add reduced volume', () => {
+      const { result } = renderUseMaxSizeHook({
+        ...initialProps,
+        marginMode: MarginMode.MARGIN_MODE_CROSS_MARGIN,
+        openVolume: `-${removeDecimal('1.8', positionDecimalPlaces)}`,
+        marginAccountBalance: removeDecimal('25', accountDecimals),
+        generalAccountBalance: removeDecimal('75', accountDecimals),
+      });
+      // ((75 + 25) * 0.9 / 1.5 / 10) + 1.8 (reduced volume) = 9.2
+      expect(result.current).toEqual(9.2);
+    });
+
+    it("if reduce limit order subtract don't include existing volume", () => {
+      const { result } = renderUseMaxSizeHook({
+        ...initialProps,
+        marginMode: MarginMode.MARGIN_MODE_CROSS_MARGIN,
+        type: OrderType.TYPE_LIMIT,
+        openVolume: `-${removeDecimal('1.8', positionDecimalPlaces)}`,
+        marginAccountBalance: removeDecimal('25', accountDecimals),
+        generalAccountBalance: removeDecimal('75', accountDecimals),
+      });
+      // (75 + 25) / 0.9 / 1.5 / 10 = 5.6
+      expect(result.current).toEqual(7.4);
+    });
+
+    it('subtracts remaining orders', () => {
+      const { result } = renderUseMaxSizeHook({
+        ...initialProps,
+        marginMode: MarginMode.MARGIN_MODE_CROSS_MARGIN,
+        activeOrders: [
+          {
+            remaining: removeDecimal('0.5', positionDecimalPlaces),
+            side: Side.SIDE_SELL,
+          },
+          {
+            remaining: removeDecimal('0.9', positionDecimalPlaces),
+            side: Side.SIDE_BUY,
+          },
+          {
+            remaining: removeDecimal('0.9', positionDecimalPlaces),
+            side: Side.SIDE_BUY,
+          },
+        ],
+        marginAccountBalance: removeDecimal('25', accountDecimals),
+        generalAccountBalance: removeDecimal('75', accountDecimals),
+      });
+      // ((50 + 50) / 0.9 / 1.5/ 10) - 1.8 = 5.6
+      expect(result.current).toEqual(5.6);
+    });
+  });
+});

libs/deal-ticket/src/hooks/use-max-size.ts

@@ -1,13 +1,13 @@
 import type { MarketInfo } from '@vegaprotocol/markets';
 import type { OrderFieldsFragment } from '@vegaprotocol/orders';
 import { MarginMode, OrderType, Side } from '@vegaprotocol/types';
-import { toBigNum } from '@vegaprotocol/utils';
+import { determineSizeStep, toBigNum } from '@vegaprotocol/utils';
 import BigNumber from 'bignumber.js';
 import { useMemo } from 'react';
 
-interface UseMaxSizeProps {
+export interface UseMaxSizeProps {
   accountDecimals?: number;
-  activeOrders?: OrderFieldsFragment[];
+  activeOrders?: Pick<OrderFieldsFragment, 'remaining' | 'side'>[];
   decimalPlaces: number;
   generalAccountBalance: string;
   marginAccountBalance: string;
@@ -18,11 +18,13 @@ interface UseMaxSizeProps {
   positionDecimalPlaces: number;
   price?: string;
   riskFactors: MarketInfo['riskFactors'];
-  scalingFactors?: NonNullable<
+  scalingFactors?: Pick<
+    NonNullable<
       MarketInfo['tradableInstrument']['marginCalculator']
-  >['scalingFactors'];
+    >['scalingFactors'],
+    'initialMargin'
+  >;
   side: Side;
-  sizeStep: string;
   type: OrderType;
 }
 
@@ -38,7 +40,6 @@ export const useMaxSize = ({
   accountDecimals,
   price,
   decimalPlaces,
-  sizeStep,
   activeOrders,
   riskFactors,
   scalingFactors,
@@ -52,7 +53,7 @@ export const useMaxSize = ({
       (!openVolume.startsWith('-') && side === Side.SIDE_SELL);
     if (marginMode === MarginMode.MARGIN_MODE_ISOLATED_MARGIN) {
       if (!marginFactor || !price) {
-        return maxSize;
+        return 0;
       }
       const availableMargin =
         accountDecimals !== undefined
@@ -72,13 +73,13 @@ export const useMaxSize = ({
         !marketPrice ||
         accountDecimals === undefined
       ) {
-        return maxSize;
+        return 0;
       }
       const availableMargin = toBigNum(
         generalAccountBalance,
         accountDecimals
       ).plus(toBigNum(marginAccountBalance, accountDecimals));
-      // maxSize = availableMargin / scalingFactors.initialMargin / marketPrice
+      // maxSize = availableMargin / riskFactor / scalingFactors.initialMargin / marketPrice
       maxSize = availableMargin
         .div(
           BigNumber(
@@ -99,7 +100,7 @@ export const useMaxSize = ({
           )
         )
         .minus(
-          // subtract open volume
+          // subtract open volume if increasing position
           side === Side.SIDE_BUY
             ? volume.isGreaterThan(0)
               ? volume
@@ -110,12 +111,14 @@ export const useMaxSize = ({
         );
     }
     // round to size step
-    maxSize = maxSize.minus(maxSize.mod(sizeStep));
+    maxSize = maxSize.minus(
+      maxSize.mod(determineSizeStep({ positionDecimalPlaces }))
+    );
     if (reducingPosition && type === OrderType.TYPE_MARKET) {
       // add open volume if position will be reduced
       maxSize = maxSize.plus(volume.abs());
     }
-    return maxSize;
+    return maxSize.toNumber();
   }, [
     openVolume,
     positionDecimalPlaces,
@@ -128,7 +131,6 @@ export const useMaxSize = ({
     accountDecimals,
     price,
     decimalPlaces,
-    sizeStep,
     activeOrders,
     riskFactors,
     scalingFactors,