feat: [console-lite] - fixes in order margin calcs (#891)
* feat: [console-lite] - fixes in order margin calcs * feat: [console-lite] - fixes in order margin calcs - fix decimals * feat: [console-lite] - fixes in order margin calcs - add unit tests * feat: [console-lite] - fixes in order margin calcs - improve cals * feat: [console-lite] - fixes in order margin calcs - improve cals * feat: [console-lite] - fixes in order margin calcs - more improvements Co-authored-by: maciek <maciek@vegaprotocol.io>
This commit is contained in:
macqbat
GitHub
parent
4269060c9c
commit
7b4e618689
@ -94,7 +94,7 @@ describe('Market trade', () => {
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.find('dl')
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.eq(1)
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.find('dd div')
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.should('have.text', '3.44055');
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.should('have.text', '25.78726');
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cy.getByTestId('key-value-table')
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.find('dl')
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.eq(2)
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@ -2,6 +2,28 @@ export const generateMarketPositions = () => {
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return {
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party: {
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id: '2e1ef32e5804e14232406aebaad719087d326afa5c648b7824d0823d8a46c8d1',
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accounts: [
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{
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asset: {
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decimals: 5,
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},
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balance: '400000000000000000000',
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market: {
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id: '2751c508f9759761f912890f37fb3f97a00300bf7685c02a56a86e05facfe221',
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__typename: 'Market',
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},
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},
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{
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asset: {
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decimals: 5,
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},
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balance: '265329',
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market: {
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id: 'first-btcusd-id',
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__typename: 'Market',
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},
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},
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],
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positionsConnection: {
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edges: [
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{
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@ -9,10 +31,6 @@ export const generateMarketPositions = () => {
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openVolume: '3',
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market: {
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id: '2751c508f9759761f912890f37fb3f97a00300bf7685c02a56a86e05facfe221',
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accounts: [
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{ balance: '0', __typename: 'Account' },
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{ balance: '0', __typename: 'Account' },
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],
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__typename: 'Market',
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},
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__typename: 'Position',
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@ -24,10 +42,6 @@ export const generateMarketPositions = () => {
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openVolume: '12',
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market: {
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id: 'first-btcusd-id',
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accounts: [
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{ balance: '10', __typename: 'Account' },
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{ balance: '15', __typename: 'Account' },
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],
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__typename: 'Market',
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},
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__typename: 'Position',
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@ -3,16 +3,46 @@
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// @generated
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// This file was automatically generated and should not be edited.
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import { AccountType } from "@vegaprotocol/types";
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// ====================================================
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// GraphQL query operation: MarketPositions
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// ====================================================
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export interface MarketPositions_party_positionsConnection_edges_node_market_accounts {
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export interface MarketPositions_party_accounts_asset {
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__typename: "Asset";
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/**
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* The precision of the asset
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*/
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decimals: number;
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}
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export interface MarketPositions_party_accounts_market {
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__typename: "Market";
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/**
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* Market ID
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*/
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id: string;
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}
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export interface MarketPositions_party_accounts {
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__typename: "Account";
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/**
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* Account type (General, Margin, etc)
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*/
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type: AccountType;
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/**
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* Balance as string - current account balance (approx. as balances can be updated several times per second)
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*/
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balance: string;
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/**
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* Asset, the 'currency'
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*/
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asset: MarketPositions_party_accounts_asset;
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/**
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* Market (only relevant to margin accounts)
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*/
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market: MarketPositions_party_accounts_market | null;
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}
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export interface MarketPositions_party_positionsConnection_edges_node_market {
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@ -21,10 +51,6 @@ export interface MarketPositions_party_positionsConnection_edges_node_market {
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* Market ID
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*/
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id: string;
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/**
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* Get account for a party or market
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*/
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accounts: MarketPositions_party_positionsConnection_edges_node_market_accounts[] | null;
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}
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export interface MarketPositions_party_positionsConnection_edges_node {
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@ -58,6 +84,10 @@ export interface MarketPositions_party {
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* Party identifier
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*/
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id: string;
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/**
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* Collateral accounts relating to a party
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*/
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accounts: MarketPositions_party_accounts[] | null;
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/**
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* Trading positions relating to a party
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*/
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@ -0,0 +1,133 @@
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import { renderHook } from '@testing-library/react-hooks';
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import useMarketPositions from './use-market-positions';
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let mockNotEmptyData = {
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party: {
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accounts: [
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{
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balance: '50001000000',
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asset: {
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decimals: 5,
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},
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market: {
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id: 'marketId',
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},
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},
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{
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balance: '700000000000000000000000000000',
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asset: {
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decimals: 5,
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},
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market: {
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id: 'someOtherMarketId',
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},
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},
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],
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positionsConnection: {
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edges: [
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{
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node: {
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openVolume: '100002',
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market: {
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id: 'marketId',
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},
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},
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},
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{
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node: {
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openVolume: '3',
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market: {
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id: 'someOtherMarketId',
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},
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},
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},
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],
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},
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},
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};
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jest.mock('@apollo/client', () => ({
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...jest.requireActual('@apollo/client'),
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useQuery: jest.fn(() => ({ data: mockNotEmptyData })),
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}));
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describe('useOrderPosition Hook', () => {
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afterEach(() => {
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jest.clearAllMocks();
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});
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it('should return proper positive value', () => {
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const { result } = renderHook(() =>
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useMarketPositions({ marketId: 'marketId', partyId: 'partyId' })
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);
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expect(result.current?.openVolume.toNumber()).toEqual(100002);
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expect(result.current?.balance.toString()).toEqual('50001000000');
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});
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it('if balance equal 0 return null', () => {
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mockNotEmptyData = {
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party: {
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accounts: [
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{
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balance: '0',
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asset: {
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decimals: 5,
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},
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market: {
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id: 'marketId',
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},
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},
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],
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positionsConnection: {
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edges: [
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{
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node: {
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openVolume: '2',
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market: {
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id: 'marketId',
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},
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},
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},
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],
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},
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},
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};
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const { result } = renderHook(() =>
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useMarketPositions({ marketId: 'marketId', partyId: 'partyId' })
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);
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expect(result.current).toBeNull();
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});
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it('if no markets return null', () => {
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mockNotEmptyData = {
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party: {
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accounts: [
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{
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balance: '33330',
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asset: {
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decimals: 5,
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},
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market: {
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id: 'otherMarketId',
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},
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},
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],
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positionsConnection: {
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edges: [
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{
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node: {
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openVolume: '2',
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market: {
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id: 'otherMarketId',
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},
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},
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},
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],
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},
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},
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};
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const { result } = renderHook(() =>
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useMarketPositions({ marketId: 'marketId', partyId: 'partyId' })
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);
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expect(result.current).toBeNull();
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});
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});
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@ -9,15 +9,22 @@ const MARKET_POSITIONS_QUERY = gql`
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query MarketPositions($partyId: ID!) {
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party(id: $partyId) {
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id
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accounts {
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type
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balance
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asset {
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decimals
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}
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market {
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id
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}
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}
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positionsConnection {
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edges {
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node {
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openVolume
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market {
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id
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accounts {
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balance
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}
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}
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}
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}
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@ -31,40 +38,40 @@ interface Props {
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partyId: string;
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}
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type PositionMargin = {
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export type PositionMargin = {
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openVolume: BigNumber;
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balanceSum: BigNumber;
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balance: BigNumber;
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balanceDecimals?: number;
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} | null;
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export default ({ marketId, partyId }: Props): PositionMargin => {
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const { data } = useQuery<MarketPositions, MarketPositionsVariables>(
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MARKET_POSITIONS_QUERY,
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{
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pollInterval: 15000,
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pollInterval: 5000,
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variables: { partyId },
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skip: !partyId,
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}
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);
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const markets =
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data?.party?.positionsConnection?.edges
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?.filter((nodes) => nodes.node.market.id === marketId)
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.map((nodes) => nodes.node) || [];
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const account = data?.party?.accounts?.find(
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(nodes) => nodes.market?.id === marketId
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);
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return markets.length
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? markets.reduce(
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(agg, item) => {
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const balance = item.market.accounts?.reduce(
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(acagg, account) => acagg.plus(account.balance || 0),
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new BigNumber(0)
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);
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if (balance) {
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agg.balanceSum = agg.balanceSum.plus(balance);
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agg.openVolume = agg.openVolume.plus(item.openVolume);
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}
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return agg;
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},
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{ openVolume: new BigNumber(0), balanceSum: new BigNumber(0) }
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)
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: null;
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if (account) {
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const balance = new BigNumber(account.balance || 0);
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const openVolume = new BigNumber(
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data?.party?.positionsConnection?.edges?.find(
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(nodes) => nodes.node.market.id === marketId
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)?.node.openVolume || 0
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);
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if (!balance.isZero() && !openVolume.isZero()) {
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return {
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balance,
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balanceDecimals: account?.asset.decimals,
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openVolume,
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};
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}
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}
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return null;
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};
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@ -0,0 +1,71 @@
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import { renderHook } from '@testing-library/react-hooks';
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import useOrderCloseOut from './use-order-closeout';
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import type { Order } from '@vegaprotocol/orders';
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import type { DealTicketQuery_market } from '@vegaprotocol/deal-ticket';
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import type { PartyBalanceQuery } from '../components/deal-ticket/__generated__/PartyBalanceQuery';
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describe('useOrderCloseOut Hook', () => {
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const order = { size: '2', side: 'SIDE_BUY' };
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const market = {
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decimalPlaces: 5,
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depth: {
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lastTrade: {
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price: '1000000',
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},
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},
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tradableInstrument: {
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instrument: {
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product: {
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settlementAsset: {
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id: 'assetId',
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},
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},
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},
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},
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};
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const partyData = {
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party: {
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accounts: [
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{
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balance: '200000',
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asset: {
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id: 'assetId',
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decimals: 5,
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},
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},
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],
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},
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};
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it('return proper buy value', () => {
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const { result } = renderHook(() =>
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useOrderCloseOut({
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order: order as Order,
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market: market as DealTicketQuery_market,
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partyData: partyData as PartyBalanceQuery,
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})
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);
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expect(result.current).toEqual('9.00000');
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});
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it('return proper sell value', () => {
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const { result } = renderHook(() =>
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useOrderCloseOut({
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order: { ...order, side: 'SIDE_SELL' } as Order,
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market: market as DealTicketQuery_market,
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partyData: partyData as PartyBalanceQuery,
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})
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);
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expect(result.current).toEqual('11.00000');
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});
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it('return proper empty value', () => {
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const { result } = renderHook(() =>
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useOrderCloseOut({
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order: { ...order, side: 'SIDE_SELL' } as Order,
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market: market as DealTicketQuery_market,
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})
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);
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expect(result.current).toEqual(' - ');
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});
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});
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106
apps/simple-trading-app/src/app/hooks/use-order-margin.spec.ts
Normal file
106
apps/simple-trading-app/src/app/hooks/use-order-margin.spec.ts
Normal file
@ -0,0 +1,106 @@
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import { renderHook } from '@testing-library/react-hooks';
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import { useQuery } from '@apollo/client';
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import { BigNumber } from 'bignumber.js';
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import type { Order } from '@vegaprotocol/orders';
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import type { DealTicketQuery_market } from '@vegaprotocol/deal-ticket';
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import type { PositionMargin } from './use-market-positions';
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import useOrderMargin from './use-order-margin';
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let mockEstimateData = {
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estimateOrder: {
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marginLevels: {
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initialLevel: '200000',
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},
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},
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};
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jest.mock('@apollo/client', () => ({
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...jest.requireActual('@apollo/client'),
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useQuery: jest.fn(() => ({ data: mockEstimateData })),
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}));
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let mockMarketPositions: PositionMargin = {
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openVolume: new BigNumber(1),
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balance: new BigNumber(100000),
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};
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jest.mock('./use-market-positions', () => jest.fn(() => mockMarketPositions));
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describe('useOrderMargin Hook', () => {
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const order = {
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size: '2',
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side: 'SIDE_BUY',
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timeInForce: 'TIME_IN_FORCE_IOC',
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type: 'TYPE_MARKET',
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};
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const market = {
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id: 'marketId',
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depth: {
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lastTrade: {
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price: '1000000',
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},
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},
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};
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const partyId = 'partyId';
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afterEach(() => {
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jest.clearAllMocks();
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});
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it('margin should be properly calculated', () => {
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const { result } = renderHook(() =>
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useOrderMargin({
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order: order as Order,
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market: market as DealTicketQuery_market,
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partyId,
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})
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);
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expect(result.current).toEqual('100000');
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const calledSize = new BigNumber(mockMarketPositions?.openVolume || 0)
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.plus(order.size)
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.toString();
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expect((useQuery as jest.Mock).mock.calls[0][1].variables.size).toEqual(
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calledSize
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);
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});
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it('if there is no positions initialMargin should not be subtracted', () => {
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mockMarketPositions = null;
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const { result } = renderHook(() =>
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useOrderMargin({
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order: order as Order,
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market: market as DealTicketQuery_market,
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partyId,
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})
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);
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expect(result.current).toEqual('200000');
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expect((useQuery as jest.Mock).mock.calls[0][1].variables.size).toEqual(
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order.size
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);
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});
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it('if api fails, should return empty value', () => {
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mockEstimateData = {
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estimateOrder: {
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marginLevels: {
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initialLevel: '',
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},
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},
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};
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const { result } = renderHook(() =>
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useOrderMargin({
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order: order as Order,
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market: market as DealTicketQuery_market,
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partyId,
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})
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);
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expect(result.current).toEqual(' - ');
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const calledSize = new BigNumber(mockMarketPositions?.openVolume || 0)
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.plus(order.size)
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.toString();
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expect((useQuery as jest.Mock).mock.calls[0][1].variables.size).toEqual(
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calledSize
|
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);
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});
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});
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@ -1,3 +1,4 @@
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import { BigNumber } from 'bignumber.js';
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import type { Order } from '@vegaprotocol/orders';
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import { gql, useQuery } from '@apollo/client';
|
||||
import type {
|
||||
@ -11,9 +12,8 @@ import {
|
||||
VegaWalletOrderTimeInForce,
|
||||
VegaWalletOrderType,
|
||||
} from '@vegaprotocol/wallet';
|
||||
import { addDecimal, formatNumber } from '@vegaprotocol/react-helpers';
|
||||
import { addDecimal } from '@vegaprotocol/react-helpers';
|
||||
import useMarketPositions from './use-market-positions';
|
||||
import { BigNumber } from 'bignumber.js';
|
||||
|
||||
export const ESTIMATE_ORDER_QUERY = gql`
|
||||
query EstimateOrder(
|
||||
@ -66,15 +66,6 @@ const types: Record<VegaWalletOrderType, OrderType> = {
|
||||
|
||||
const useOrderMargin = ({ order, market, partyId }: Props) => {
|
||||
const marketPositions = useMarketPositions({ marketId: market.id, partyId });
|
||||
console.log('marketPositions', marketPositions);
|
||||
console.log(
|
||||
'marketPositions.openVolume',
|
||||
marketPositions?.openVolume.toNumber()
|
||||
);
|
||||
console.log(
|
||||
'marketPositions.balanceSum',
|
||||
marketPositions?.balanceSum.toNumber()
|
||||
);
|
||||
const { data } = useQuery<EstimateOrder, EstimateOrderVariables>(
|
||||
ESTIMATE_ORDER_QUERY,
|
||||
{
|
||||
@ -82,27 +73,27 @@ const useOrderMargin = ({ order, market, partyId }: Props) => {
|
||||
marketId: market.id,
|
||||
partyId,
|
||||
price: market.depth.lastTrade?.price,
|
||||
size: order.size + (marketPositions?.openVolume.toNumber() || 0),
|
||||
size: new BigNumber(marketPositions?.openVolume || 0)
|
||||
[order.side === VegaWalletOrderSide.Buy ? 'plus' : 'minus'](
|
||||
order.size
|
||||
)
|
||||
.toString(),
|
||||
side: order.side === VegaWalletOrderSide.Buy ? Side.Buy : Side.Sell,
|
||||
timeInForce: times[order.timeInForce],
|
||||
type: types[order.type],
|
||||
},
|
||||
skip: !partyId || !market.id || !order.size,
|
||||
skip:
|
||||
!partyId || !market.id || !order.size || !market.depth.lastTrade?.price,
|
||||
}
|
||||
);
|
||||
if (data?.estimateOrder.marginLevels.initialLevel) {
|
||||
return formatNumber(
|
||||
Math.max(
|
||||
return addDecimal(
|
||||
BigNumber.maximum(
|
||||
0,
|
||||
new BigNumber(
|
||||
addDecimal(
|
||||
data.estimateOrder.marginLevels.initialLevel,
|
||||
market.decimalPlaces
|
||||
)
|
||||
new BigNumber(data.estimateOrder.marginLevels.initialLevel).minus(
|
||||
marketPositions?.balance || 0
|
||||
)
|
||||
.minus(marketPositions?.balanceSum.toNumber() || 0)
|
||||
.toNumber()
|
||||
),
|
||||
).toString(),
|
||||
market.decimalPlaces
|
||||
);
|
||||
}
|
||||
|
||||
Loading…
Reference in New Issue
Block a user