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feat(trading): use notional for candle calcs (#6119)

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Matthew Russell 2024-03-27 13:32:58 +00:00 committed by GitHub
parent 64fc075f7a
commit 840ca63464
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14 changed files with 35 additions and 44 deletions
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2
apps/trading/client-pages/market/market-header-stats.tsx
View File

@ -61,8 +61,8 @@ export const MarketHeaderStats = ({ market }: MarketHeaderStatsProps) => {
<HeaderStat heading={t('Volume (24h)')} testId="market-volume">
<Last24hVolume
marketId={market.id}
positionDecimalPlaces={market.positionDecimalPlaces}
marketDecimals={market.decimalPlaces}
positionDecimalPlaces={market.positionDecimalPlaces}
quoteUnit={quoteUnit}
/>
</HeaderStat>

13
apps/trading/client-pages/markets/use-column-defs.tsx
View File

@ -15,7 +15,6 @@ import {
import { ButtonLink, Tooltip } from '@vegaprotocol/ui-toolkit';
import { useAssetDetailsDialogStore } from '@vegaprotocol/assets';
import type {
MarketFieldsFragment,
MarketMaybeWithData,
MarketMaybeWithDataAndCandles,
} from '@vegaprotocol/markets';
@ -166,16 +165,12 @@ export const useMarketsColumnDefs = () => {
valueFormatter: ({
data,
}: ValueFormatterParams<MarketMaybeWithDataAndCandles, 'candles'>) => {
const candles = data?.candles;
if (!data) return '-';
const candles = data.candles;
const vol = candles ? calcCandleVolume(candles) : '0';
const quoteName = getQuoteName(data as MarketFieldsFragment);
const quoteName = getQuoteName(data);
const volPrice =
candles &&
calcCandleVolumePrice(
candles,
data.decimalPlaces,
data.positionDecimalPlaces
);
candles && calcCandleVolumePrice(candles, data.decimalPlaces);
const volume =
data && vol && vol !== '0'

3
apps/trading/components/market-banner/market-settled-banner.spec.tsx
View File

@ -115,6 +115,7 @@ describe('MarketSettledBanner', () => {
open: '100',
close: '100',
volume: '100',
notional: '10000',
periodStart: subHours(new Date(now), 1).toISOString(),
},
},
@ -125,6 +126,7 @@ describe('MarketSettledBanner', () => {
open: '100',
close: '200',
volume: '100',
notional: '10000',
periodStart: subHours(new Date(now), 2).toISOString(),
},
},
@ -161,6 +163,7 @@ describe('MarketSettledBanner', () => {
open: '100',
close: '100',
volume: '100',
notional: '10000',
periodStart: '2020-01-01T00:00:00',
},
},

2
apps/trading/components/market-selector/market-selector-item.spec.tsx
View File

@ -79,6 +79,7 @@ describe('MarketSelectorItem', () => {
high: '5',
low: '5',
volume: '50',
notional: '10000',
periodStart: yesterday.toISOString(),
},
{
@ -87,6 +88,7 @@ describe('MarketSelectorItem', () => {
high: '10',
low: '10',
volume: '50',
notional: '10000',
periodStart: yesterday.toISOString(),
},
];

7
libs/markets/src/lib/__generated__/market-candles.ts generated
View File

@ -3,7 +3,7 @@ import * as Types from '@vegaprotocol/types';
import { gql } from '@apollo/client';
import * as Apollo from '@apollo/client';
const defaultOptions = {} as const;
export type MarketCandlesFieldsFragment = { __typename?: 'Candle', high: string, low: string, open: string, close: string, volume: string, periodStart: any };
export type MarketCandlesFieldsFragment = { __typename?: 'Candle', high: string, low: string, open: string, close: string, volume: string, notional: string, periodStart: any };
export type MarketCandlesQueryVariables = Types.Exact<{
interval: Types.Interval;
@ -12,7 +12,7 @@ export type MarketCandlesQueryVariables = Types.Exact<{
}>;
export type MarketCandlesQuery = { __typename?: 'Query', marketsConnection?: { __typename?: 'MarketConnection', edges: Array<{ __typename?: 'MarketEdge', node: { __typename?: 'Market', candlesConnection?: { __typename?: 'CandleDataConnection', edges?: Array<{ __typename?: 'CandleEdge', node: { __typename?: 'Candle', high: string, low: string, open: string, close: string, volume: string, periodStart: any } } | null> | null } | null } }> } | null };
export type MarketCandlesQuery = { __typename?: 'Query', marketsConnection?: { __typename?: 'MarketConnection', edges: Array<{ __typename?: 'MarketEdge', node: { __typename?: 'Market', candlesConnection?: { __typename?: 'CandleDataConnection', edges?: Array<{ __typename?: 'CandleEdge', node: { __typename?: 'Candle', high: string, low: string, open: string, close: string, volume: string, notional: string, periodStart: any } } | null> | null } | null } }> } | null };
export type MarketCandlesUpdateSubscriptionVariables = Types.Exact<{
marketId: Types.Scalars['ID'];
@ -20,7 +20,7 @@ export type MarketCandlesUpdateSubscriptionVariables = Types.Exact<{
}>;
export type MarketCandlesUpdateSubscription = { __typename?: 'Subscription', candles: { __typename?: 'Candle', high: string, low: string, open: string, close: string, volume: string, periodStart: any } };
export type MarketCandlesUpdateSubscription = { __typename?: 'Subscription', candles: { __typename?: 'Candle', high: string, low: string, open: string, close: string, volume: string, notional: string, periodStart: any } };
export const MarketCandlesFieldsFragmentDoc = gql`
fragment MarketCandlesFields on Candle {
@ -29,6 +29,7 @@ export const MarketCandlesFieldsFragmentDoc = gql`
open
close
volume
notional
periodStart
}
`;

2
libs/markets/src/lib/__generated__/markets-candles.ts generated
View File

@ -10,7 +10,7 @@ export type MarketsCandlesQueryVariables = Types.Exact<{
}>;
export type MarketsCandlesQuery = { __typename?: 'Query', marketsConnection?: { __typename?: 'MarketConnection', edges: Array<{ __typename?: 'MarketEdge', node: { __typename?: 'Market', id: string, candlesConnection?: { __typename?: 'CandleDataConnection', edges?: Array<{ __typename?: 'CandleEdge', node: { __typename?: 'Candle', high: string, low: string, open: string, close: string, volume: string, periodStart: any } } | null> | null } | null } }> } | null };
export type MarketsCandlesQuery = { __typename?: 'Query', marketsConnection?: { __typename?: 'MarketConnection', edges: Array<{ __typename?: 'MarketEdge', node: { __typename?: 'Market', id: string, candlesConnection?: { __typename?: 'CandleDataConnection', edges?: Array<{ __typename?: 'CandleEdge', node: { __typename?: 'Candle', high: string, low: string, open: string, close: string, volume: string, notional: string, periodStart: any } } | null> | null } | null } }> } | null };
export const MarketsCandlesDocument = gql`

8
libs/markets/src/lib/components/last-24h-volume/last-24h-volume.tsx
View File

@ -13,7 +13,7 @@ interface Props {
positionDecimalPlaces?: number;
formatDecimals?: number;
initialValue?: string;
marketDecimals?: number;
marketDecimals: number;
quoteUnit?: string;
}
@ -41,11 +41,7 @@ export const Last24hVolume = ({
: initialValue;
const candleVolumePrice = oneDayCandles
? calcCandleVolumePrice(
oneDayCandles,
marketDecimals,
positionDecimalPlaces
)
? calcCandleVolumePrice(oneDayCandles, marketDecimals)
: initialValue;
return (

2
libs/markets/src/lib/components/market-info/market-info-panels.tsx
View File

@ -205,8 +205,8 @@ export const MarketVolumeInfoPanel = ({ market }: MarketInfoProps) => {
'24hourVolume': (
<Last24hVolume
marketId={market.id}
positionDecimalPlaces={market.positionDecimalPlaces}
marketDecimals={market.decimalPlaces}
positionDecimalPlaces={market.positionDecimalPlaces}
quoteUnit={getQuoteName(market)}
/>
),

11
libs/markets/src/lib/market-candles-provider.spec.ts
View File

@ -1,12 +1,15 @@
import { update } from './market-candles-provider';
describe('market candles provider update', () => {
const price = 153350000;
const volume = 50;
const data = [
{
high: '153350000',
low: '153350000',
open: '153350000',
close: '153350000',
high: price.toString(),
low: price.toString(),
open: price.toString(),
close: price.toString(),
notional: (price * volume).toString(),
volume: '50',
periodStart: '2022-11-01T15:49:00Z',
},

1
libs/markets/src/lib/market-candles.graphql
View File

@ -4,6 +4,7 @@ fragment MarketCandlesFields on Candle {
open
close
volume
notional
periodStart
}

1
libs/markets/src/lib/market-candles.mock.ts
View File

@ -40,5 +40,6 @@ const marketCandlesFieldsFragment: MarketCandlesFieldsFragment = {
high: '110',
low: '90',
volume: '1',
notional: '100',
periodStart: '2022-11-01T15:49:00Z',
};

9
libs/markets/src/lib/market-utils.spec.tsx
View File

@ -164,6 +164,7 @@ describe('calcCandleVolumePrice', () => {
low: '10',
open: '15',
close: '90',
notional: '100',
periodStart: '2022-05-18T13:08:27.693537312Z',
},
{
@ -172,13 +173,11 @@ describe('calcCandleVolumePrice', () => {
low: '10',
open: '15',
close: '90',
notional: '100',
periodStart: '2022-05-18T14:08:27.693537312Z',
},
];
const marketDecimals = 3;
const positionDecimalPlaces = 2;
expect(
calcCandleVolumePrice(candles, marketDecimals, positionDecimalPlaces)
).toEqual('2');
const decimalPlaces = 2;
expect(calcCandleVolumePrice(candles, decimalPlaces)).toEqual('2');
});
});

17
libs/markets/src/lib/market-utils.ts
View File

@ -1,8 +1,4 @@
import {
addDecimal,
formatNumberPercentage,
toBigNum,
} from '@vegaprotocol/utils';
import { formatNumberPercentage, toBigNum } from '@vegaprotocol/utils';
import { MarketState, MarketTradingMode } from '@vegaprotocol/types';
import BigNumber from 'bignumber.js';
import orderBy from 'lodash/orderBy';
@ -182,19 +178,12 @@ export const calcCandleVolume = (candles: Candle[]): string | undefined =>
*/
export const calcCandleVolumePrice = (
candles: Candle[],
marketDecimals: number = 1,
positionDecimalPlaces: number = 1
decimalPlaces: number
): string | undefined =>
candles &&
candles.reduce(
(acc, c) =>
new BigNumber(acc)
.plus(
BigNumber(addDecimal(c.volume, positionDecimalPlaces)).times(
addDecimal(c.high, marketDecimals)
)
)
.toString(),
new BigNumber(acc).plus(toBigNum(c.notional, decimalPlaces)).toString(),
'0'
);

1
libs/markets/src/lib/markets-candles.mock.ts
View File

@ -50,6 +50,7 @@ const createCandle = (
high: '110',
low: '90',
volume: '1',
notional: '100',
periodStart: '2022-11-01T15:49:00Z',
};
return merge(defaultCandle, override);