Fix/602 fix deal ticket component to be reused by both simple trading app and console v2 (#606)
* fix: [#602] fix container - use grid tabs inside trading leaving deal ticket container reusable * fix: [#602] trade grid fixes tab bounds * fix: [#602] different queries for deal ticket and info market * fix: #602 generate deal ticket query fix for tests * chore: [#602] add generate-market-info-query.ts * fix: #602 add template side of 4 cols so that all components actually resize - fixes styling * fix: #602 add aliasQuery
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@ -7,7 +7,6 @@ import { DealTicketSteps } from './deal-ticket-steps';
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import { useVegaWallet } from '@vegaprotocol/wallet';
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import { gql, useQuery } from '@apollo/client';
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import { DealTicketBalance } from './deal-ticket-balance';
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import * as React from 'react';
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import type { PartyBalanceQuery } from './__generated__/PartyBalanceQuery';
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const tempEmptyText = <p>Please select a market from the markets page</p>;
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@ -12,7 +12,7 @@ export function TemplateSidebar({ children, sidebar }: TemplateSidebarProps) {
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<div className="border-b border-white lg:grid lg:grid-rows-[auto_minmax(600px,_1fr)] lg:grid-cols-[1fr_450px]">
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<Nav />
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<main className="p-20">{children}</main>
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<aside className="hidden lg:block lg:col-start-2 lg:col-end-3 lg:row-start-1 lg: row-end-3 p-20 bg-banner bg-contain border-l border-white">
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<aside className="hidden lg:block lg:col-start-2 lg:col-end-4 lg:row-start-1 lg: row-end-4 p-20 bg-banner bg-contain border-l border-white">
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{sidebar.map((Component, i) => (
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<section className="mb-20 last:mb-0" key={i}>
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{Component}
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@ -15,50 +15,6 @@ export const generateDealTicketQuery = (
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positionDecimalPlaces: 0,
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state: MarketState.Active,
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tradingMode: MarketTradingMode.Continuous,
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fees: {
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__typename: 'Fees',
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factors: {
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__typename: 'FeeFactors',
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makerFee: '0.0002',
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infrastructureFee: '0.0005',
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liquidityFee: '0.01',
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},
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},
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priceMonitoringSettings: {
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__typename: 'PriceMonitoringSettings',
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parameters: {
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__typename: 'PriceMonitoringParameters',
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triggers: [
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{
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__typename: 'PriceMonitoringTrigger',
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horizonSecs: 43200,
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probability: 0.9999999,
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auctionExtensionSecs: 600,
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},
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],
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},
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updateFrequencySecs: 1,
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},
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riskFactors: {
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__typename: 'RiskFactor',
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market:
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'54b78c1b877e106842ae156332ccec740ad98d6bad43143ac6a029501dd7c6e0',
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short: '0.008571790367285281',
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long: '0.008508132993273576',
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},
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data: {
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__typename: 'MarketData',
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market: {
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__typename: 'Market',
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id: '54b78c1b877e106842ae156332ccec740ad98d6bad43143ac6a029501dd7c6e0',
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},
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markPrice: '5749',
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indicativeVolume: '0',
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bestBidVolume: '5',
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bestOfferVolume: '1',
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bestStaticBidVolume: '5',
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bestStaticOfferVolume: '1',
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},
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tradableInstrument: {
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__typename: 'TradableInstrument',
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instrument: {
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@ -74,17 +30,6 @@ export const generateDealTicketQuery = (
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},
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},
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},
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riskModel: {
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__typename: 'LogNormalRiskModel',
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tau: 0.0001140771161,
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riskAversionParameter: 0.01,
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params: {
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__typename: 'LogNormalModelParams',
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r: 0.016,
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sigma: 0.3,
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mu: 0,
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},
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},
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},
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depth: {
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__typename: 'MarketDepth',
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100
apps/trading-e2e/src/support/mocks/generate-market-info-query.ts
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100
apps/trading-e2e/src/support/mocks/generate-market-info-query.ts
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@ -0,0 +1,100 @@
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import type { MarketInfoQuery } from '@vegaprotocol/deal-ticket';
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import { MarketState, MarketTradingMode } from '@vegaprotocol/types';
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import merge from 'lodash/merge';
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import type { PartialDeep } from 'type-fest';
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export const generateMarketInfoQuery = (
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override?: PartialDeep<MarketInfoQuery>
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): MarketInfoQuery => {
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const defaultResult: MarketInfoQuery = {
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market: {
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__typename: 'Market',
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id: 'market-0',
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name: 'ETHBTC Quarterly (30 Jun 2022)',
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decimalPlaces: 2,
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positionDecimalPlaces: 0,
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state: MarketState.Active,
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tradingMode: MarketTradingMode.Continuous,
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fees: {
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__typename: 'Fees',
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factors: {
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__typename: 'FeeFactors',
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makerFee: '0.0002',
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infrastructureFee: '0.0005',
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liquidityFee: '0.01',
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},
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},
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priceMonitoringSettings: {
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__typename: 'PriceMonitoringSettings',
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parameters: {
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__typename: 'PriceMonitoringParameters',
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triggers: [
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{
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__typename: 'PriceMonitoringTrigger',
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horizonSecs: 43200,
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probability: 0.9999999,
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auctionExtensionSecs: 600,
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},
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],
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},
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updateFrequencySecs: 1,
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},
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riskFactors: {
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__typename: 'RiskFactor',
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market:
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'54b78c1b877e106842ae156332ccec740ad98d6bad43143ac6a029501dd7c6e0',
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short: '0.008571790367285281',
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long: '0.008508132993273576',
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},
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data: {
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__typename: 'MarketData',
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market: {
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__typename: 'Market',
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id: '54b78c1b877e106842ae156332ccec740ad98d6bad43143ac6a029501dd7c6e0',
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},
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markPrice: '5749',
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indicativeVolume: '0',
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bestBidVolume: '5',
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bestOfferVolume: '1',
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bestStaticBidVolume: '5',
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bestStaticOfferVolume: '1',
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},
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tradableInstrument: {
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__typename: 'TradableInstrument',
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instrument: {
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__typename: 'Instrument',
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product: {
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__typename: 'Future',
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quoteName: 'BTC',
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settlementAsset: {
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__typename: 'Asset',
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id: '5cfa87844724df6069b94e4c8a6f03af21907d7bc251593d08e4251043ee9f7c',
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symbol: 'tBTC',
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name: 'tBTC TEST',
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},
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},
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},
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riskModel: {
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__typename: 'LogNormalRiskModel',
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tau: 0.0001140771161,
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riskAversionParameter: 0.01,
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params: {
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__typename: 'LogNormalModelParams',
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r: 0.016,
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sigma: 0.3,
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mu: 0,
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},
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},
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},
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depth: {
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__typename: 'MarketDepth',
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lastTrade: {
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__typename: 'Trade',
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price: '100',
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},
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},
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},
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};
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return merge(defaultResult, override);
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};
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@ -6,6 +6,7 @@ import { generateCandles } from './mocks/generate-candles';
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import { generateChart } from './mocks/generate-chart';
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import { generateDealTicketQuery } from './mocks/generate-deal-ticket-query';
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import { generateMarket } from './mocks/generate-market';
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import { generateMarketInfoQuery } from './mocks/generate-market-info-query';
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import { generateOrders } from './mocks/generate-orders';
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import { generatePositions } from './mocks/generate-positions';
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import { generateTrades } from './mocks/generate-trades';
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@ -31,6 +32,11 @@ export const mockTradingPage = (
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'DealTicketQuery',
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generateDealTicketQuery({ market: { state } })
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);
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aliasQuery(
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req,
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'MarketInfoQuery',
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generateMarketInfoQuery({ market: { state } })
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);
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aliasQuery(req, 'Trades', generateTrades());
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aliasQuery(req, 'Chart', generateChart());
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aliasQuery(req, 'Candles', generateCandles());
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@ -2,7 +2,10 @@ import classNames from 'classnames';
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import AutoSizer from 'react-virtualized-auto-sizer';
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import type { ReactNode } from 'react';
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import { useState } from 'react';
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import { DealTicketContainer } from '@vegaprotocol/deal-ticket';
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import {
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DealTicketContainer,
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MarketInfoContainer,
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} from '@vegaprotocol/deal-ticket';
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import { OrderListContainer } from '@vegaprotocol/order-list';
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import { TradesContainer } from '@vegaprotocol/trades';
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import { PositionsContainer } from '@vegaprotocol/positions';
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@ -30,6 +33,7 @@ const TradingViews = {
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Positions: PositionsContainer,
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Accounts: AccountsContainer,
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Trades: TradesContainer,
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Info: MarketInfoContainer,
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};
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type TradingView = keyof typeof TradingViews;
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@ -52,12 +56,12 @@ export const TradeMarketHeader = ({
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'font-sans font-normal mb-0 text-dark/80 dark:text-white/80 text-ui-small';
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const itemValueClassName =
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'capitalize font-sans tracking-tighter text-black dark:text-white text-ui';
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const headerClassname = classNames(
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const headerClassName = classNames(
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'w-full p-8 bg-white dark:bg-black',
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className
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);
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return (
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<header className={headerClassname}>
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<header className={headerClassName}>
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<SelectMarketDialog dialogOpen={open} setDialogOpen={setOpen} />
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<div className="flex flex-col md:flex-row gap-20 md:gap-64 ml-auto mr-8">
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<button
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@ -115,7 +119,7 @@ export const TradeGrid = ({ market }: TradeGridProps) => {
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<div className={wrapperClasses}>
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<TradeMarketHeader
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market={market}
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className="row-start-1 row-end-2 col-start-1 col-end-2"
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className="row-start-1 row-end-2 col-start-1 col-end-4"
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/>
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<TradeGridChild className="row-start-2 row-end-3 col-start-1 col-end-2">
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<GridTabs>
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@ -127,10 +131,17 @@ export const TradeGrid = ({ market }: TradeGridProps) => {
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</GridTab>
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</GridTabs>
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</TradeGridChild>
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<TradeGridChild className="row-start-1 row-end-3">
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<TradingViews.Ticket marketId={market.id} />
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<TradeGridChild className="row-start-2 row-end-3 col-start-2 col-end-3">
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<GridTabs>
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<GridTab id="ticket" name={t('Ticket')}>
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<TradingViews.Ticket marketId={market.id} />
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</GridTab>
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<GridTab id="info" name={t('Info')}>
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<TradingViews.Info marketId={market.id} />
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</GridTab>
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</GridTabs>
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</TradeGridChild>
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<TradeGridChild className="row-start-1 row-end-3">
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<TradeGridChild className="row-start-2 row-end-3 col-start-3 col-end-4">
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<GridTabs>
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<GridTab id="trades" name={t('Trades')}>
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<TradingViews.Trades marketId={market.id} />
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@ -9,124 +9,6 @@ import { MarketState, MarketTradingMode } from "@vegaprotocol/types";
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// GraphQL query operation: DealTicketQuery
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// ====================================================
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export interface DealTicketQuery_market_fees_factors {
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__typename: "FeeFactors";
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/**
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* The factor applied to calculate MakerFees, a non-negative float
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*/
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makerFee: string;
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/**
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* The factor applied to calculate InfrastructureFees, a non-negative float
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*/
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infrastructureFee: string;
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/**
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* The factor applied to calculate LiquidityFees, a non-negative float
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*/
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liquidityFee: string;
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}
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export interface DealTicketQuery_market_fees {
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__typename: "Fees";
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/**
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* The factors used to calculate the different fees
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*/
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factors: DealTicketQuery_market_fees_factors;
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}
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export interface DealTicketQuery_market_priceMonitoringSettings_parameters_triggers {
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__typename: "PriceMonitoringTrigger";
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/**
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* Price monitoring projection horizon τ in seconds (> 0).
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*/
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horizonSecs: number;
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/**
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* Price monitoring probability level p. (>0 and < 1)
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*/
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probability: number;
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/**
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* Price monitoring auction extension duration in seconds should the price
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* breach it's theoretical level over the specified horizon at the specified
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* probability level (> 0)
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*/
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auctionExtensionSecs: number;
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}
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export interface DealTicketQuery_market_priceMonitoringSettings_parameters {
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__typename: "PriceMonitoringParameters";
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/**
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* The list of triggers for this price monitoring
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*/
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triggers: DealTicketQuery_market_priceMonitoringSettings_parameters_triggers[] | null;
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}
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export interface DealTicketQuery_market_priceMonitoringSettings {
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__typename: "PriceMonitoringSettings";
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/**
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* Specified a set of PriceMonitoringParameters to be use for price monitoring purposes
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*/
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parameters: DealTicketQuery_market_priceMonitoringSettings_parameters | null;
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/**
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* How often (in seconds) the price monitoring bounds should be updated
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*/
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updateFrequencySecs: number;
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}
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export interface DealTicketQuery_market_riskFactors {
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__typename: "RiskFactor";
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/**
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* market the risk factor was emitted for
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*/
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market: string;
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/**
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* short factor
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*/
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short: string;
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/**
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* long factor
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*/
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long: string;
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}
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export interface DealTicketQuery_market_data_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 DealTicketQuery_market_data {
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__typename: "MarketData";
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/**
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* market id of the associated mark price
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*/
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market: DealTicketQuery_market_data_market;
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/**
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* the mark price (actually an unsigned int)
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*/
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markPrice: string;
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/**
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* indicative volume if the auction ended now, 0 if not in auction mode
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*/
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indicativeVolume: string;
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/**
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* the aggregated volume being bid at the best bid price.
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*/
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bestBidVolume: string;
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/**
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* the aggregated volume being offered at the best offer price.
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*/
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bestOfferVolume: string;
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/**
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* the aggregated volume being offered at the best static bid price, excluding pegged orders
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*/
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bestStaticBidVolume: string;
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/**
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* the aggregated volume being offered at the best static offer price, excluding pegged orders.
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*/
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bestStaticOfferVolume: string;
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}
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export interface DealTicketQuery_market_tradableInstrument_instrument_product_settlementAsset {
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__typename: "Asset";
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/**
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@ -163,70 +45,12 @@ export interface DealTicketQuery_market_tradableInstrument_instrument {
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product: DealTicketQuery_market_tradableInstrument_instrument_product;
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}
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export interface DealTicketQuery_market_tradableInstrument_riskModel_LogNormalRiskModel_params {
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__typename: "LogNormalModelParams";
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/**
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* r parameter
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*/
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r: number;
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/**
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* sigma parameter
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*/
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sigma: number;
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/**
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* mu parameter
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*/
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mu: number;
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}
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export interface DealTicketQuery_market_tradableInstrument_riskModel_LogNormalRiskModel {
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__typename: "LogNormalRiskModel";
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/**
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* Tau parameter of the risk model
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*/
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tau: number;
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/**
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* Lambda parameter of the risk model
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*/
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riskAversionParameter: number;
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/**
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* Params for the log normal risk model
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*/
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params: DealTicketQuery_market_tradableInstrument_riskModel_LogNormalRiskModel_params;
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}
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export interface DealTicketQuery_market_tradableInstrument_riskModel_SimpleRiskModel_params {
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__typename: "SimpleRiskModelParams";
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/**
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* Risk factor for long
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*/
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factorLong: number;
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/**
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* Risk factor for short
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*/
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factorShort: number;
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}
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export interface DealTicketQuery_market_tradableInstrument_riskModel_SimpleRiskModel {
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__typename: "SimpleRiskModel";
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/**
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* Params for the simple risk model
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*/
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params: DealTicketQuery_market_tradableInstrument_riskModel_SimpleRiskModel_params;
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}
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export type DealTicketQuery_market_tradableInstrument_riskModel = DealTicketQuery_market_tradableInstrument_riskModel_LogNormalRiskModel | DealTicketQuery_market_tradableInstrument_riskModel_SimpleRiskModel;
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export interface DealTicketQuery_market_tradableInstrument {
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__typename: "TradableInstrument";
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/**
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* An instance of or reference to a fully specified instrument.
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*/
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instrument: DealTicketQuery_market_tradableInstrument_instrument;
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/**
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* A reference to a risk model that is valid for the instrument
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*/
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riskModel: DealTicketQuery_market_tradableInstrument_riskModel;
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}
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export interface DealTicketQuery_market_depth_lastTrade {
|
||||
@ -286,22 +110,6 @@ export interface DealTicketQuery_market {
|
||||
* Current mode of execution of the market
|
||||
*/
|
||||
tradingMode: MarketTradingMode;
|
||||
/**
|
||||
* Fees related data
|
||||
*/
|
||||
fees: DealTicketQuery_market_fees;
|
||||
/**
|
||||
* Price monitoring settings for the market
|
||||
*/
|
||||
priceMonitoringSettings: DealTicketQuery_market_priceMonitoringSettings;
|
||||
/**
|
||||
* risk factors for the market
|
||||
*/
|
||||
riskFactors: DealTicketQuery_market_riskFactors | null;
|
||||
/**
|
||||
* marketData for the given market
|
||||
*/
|
||||
data: DealTicketQuery_market_data | null;
|
||||
/**
|
||||
* An instance of or reference to a tradable instrument.
|
||||
*/
|
||||
|
324
libs/deal-ticket/src/components/__generated__/MarketInfoQuery.ts
generated
Normal file
324
libs/deal-ticket/src/components/__generated__/MarketInfoQuery.ts
generated
Normal file
@ -0,0 +1,324 @@
|
||||
/* tslint:disable */
|
||||
/* eslint-disable */
|
||||
// @generated
|
||||
// This file was automatically generated and should not be edited.
|
||||
|
||||
import { MarketState, MarketTradingMode } from "@vegaprotocol/types";
|
||||
|
||||
// ====================================================
|
||||
// GraphQL query operation: MarketInfoQuery
|
||||
// ====================================================
|
||||
|
||||
export interface MarketInfoQuery_market_fees_factors {
|
||||
__typename: "FeeFactors";
|
||||
/**
|
||||
* The factor applied to calculate MakerFees, a non-negative float
|
||||
*/
|
||||
makerFee: string;
|
||||
/**
|
||||
* The factor applied to calculate InfrastructureFees, a non-negative float
|
||||
*/
|
||||
infrastructureFee: string;
|
||||
/**
|
||||
* The factor applied to calculate LiquidityFees, a non-negative float
|
||||
*/
|
||||
liquidityFee: string;
|
||||
}
|
||||
|
||||
export interface MarketInfoQuery_market_fees {
|
||||
__typename: "Fees";
|
||||
/**
|
||||
* The factors used to calculate the different fees
|
||||
*/
|
||||
factors: MarketInfoQuery_market_fees_factors;
|
||||
}
|
||||
|
||||
export interface MarketInfoQuery_market_priceMonitoringSettings_parameters_triggers {
|
||||
__typename: "PriceMonitoringTrigger";
|
||||
/**
|
||||
* Price monitoring projection horizon τ in seconds (> 0).
|
||||
*/
|
||||
horizonSecs: number;
|
||||
/**
|
||||
* Price monitoring probability level p. (>0 and < 1)
|
||||
*/
|
||||
probability: number;
|
||||
/**
|
||||
* Price monitoring auction extension duration in seconds should the price
|
||||
* breach it's theoretical level over the specified horizon at the specified
|
||||
* probability level (> 0)
|
||||
*/
|
||||
auctionExtensionSecs: number;
|
||||
}
|
||||
|
||||
export interface MarketInfoQuery_market_priceMonitoringSettings_parameters {
|
||||
__typename: "PriceMonitoringParameters";
|
||||
/**
|
||||
* The list of triggers for this price monitoring
|
||||
*/
|
||||
triggers: MarketInfoQuery_market_priceMonitoringSettings_parameters_triggers[] | null;
|
||||
}
|
||||
|
||||
export interface MarketInfoQuery_market_priceMonitoringSettings {
|
||||
__typename: "PriceMonitoringSettings";
|
||||
/**
|
||||
* Specified a set of PriceMonitoringParameters to be use for price monitoring purposes
|
||||
*/
|
||||
parameters: MarketInfoQuery_market_priceMonitoringSettings_parameters | null;
|
||||
/**
|
||||
* How often (in seconds) the price monitoring bounds should be updated
|
||||
*/
|
||||
updateFrequencySecs: number;
|
||||
}
|
||||
|
||||
export interface MarketInfoQuery_market_riskFactors {
|
||||
__typename: "RiskFactor";
|
||||
/**
|
||||
* market the risk factor was emitted for
|
||||
*/
|
||||
market: string;
|
||||
/**
|
||||
* short factor
|
||||
*/
|
||||
short: string;
|
||||
/**
|
||||
* long factor
|
||||
*/
|
||||
long: string;
|
||||
}
|
||||
|
||||
export interface MarketInfoQuery_market_data_market {
|
||||
__typename: "Market";
|
||||
/**
|
||||
* Market ID
|
||||
*/
|
||||
id: string;
|
||||
}
|
||||
|
||||
export interface MarketInfoQuery_market_data {
|
||||
__typename: "MarketData";
|
||||
/**
|
||||
* market id of the associated mark price
|
||||
*/
|
||||
market: MarketInfoQuery_market_data_market;
|
||||
/**
|
||||
* the mark price (actually an unsigned int)
|
||||
*/
|
||||
markPrice: string;
|
||||
/**
|
||||
* indicative volume if the auction ended now, 0 if not in auction mode
|
||||
*/
|
||||
indicativeVolume: string;
|
||||
/**
|
||||
* the aggregated volume being bid at the best bid price.
|
||||
*/
|
||||
bestBidVolume: string;
|
||||
/**
|
||||
* the aggregated volume being offered at the best offer price.
|
||||
*/
|
||||
bestOfferVolume: string;
|
||||
/**
|
||||
* the aggregated volume being offered at the best static bid price, excluding pegged orders
|
||||
*/
|
||||
bestStaticBidVolume: string;
|
||||
/**
|
||||
* the aggregated volume being offered at the best static offer price, excluding pegged orders.
|
||||
*/
|
||||
bestStaticOfferVolume: string;
|
||||
}
|
||||
|
||||
export interface MarketInfoQuery_market_tradableInstrument_instrument_product_settlementAsset {
|
||||
__typename: "Asset";
|
||||
/**
|
||||
* The id of the asset
|
||||
*/
|
||||
id: string;
|
||||
/**
|
||||
* The symbol of the asset (e.g: GBP)
|
||||
*/
|
||||
symbol: string;
|
||||
/**
|
||||
* The full name of the asset (e.g: Great British Pound)
|
||||
*/
|
||||
name: string;
|
||||
}
|
||||
|
||||
export interface MarketInfoQuery_market_tradableInstrument_instrument_product {
|
||||
__typename: "Future";
|
||||
/**
|
||||
* String representing the quote (e.g. BTCUSD -> USD is quote)
|
||||
*/
|
||||
quoteName: string;
|
||||
/**
|
||||
* The name of the asset (string)
|
||||
*/
|
||||
settlementAsset: MarketInfoQuery_market_tradableInstrument_instrument_product_settlementAsset;
|
||||
}
|
||||
|
||||
export interface MarketInfoQuery_market_tradableInstrument_instrument {
|
||||
__typename: "Instrument";
|
||||
/**
|
||||
* A reference to or instance of a fully specified product, including all required product parameters for that product (Product union)
|
||||
*/
|
||||
product: MarketInfoQuery_market_tradableInstrument_instrument_product;
|
||||
}
|
||||
|
||||
export interface MarketInfoQuery_market_tradableInstrument_riskModel_LogNormalRiskModel_params {
|
||||
__typename: "LogNormalModelParams";
|
||||
/**
|
||||
* r parameter
|
||||
*/
|
||||
r: number;
|
||||
/**
|
||||
* sigma parameter
|
||||
*/
|
||||
sigma: number;
|
||||
/**
|
||||
* mu parameter
|
||||
*/
|
||||
mu: number;
|
||||
}
|
||||
|
||||
export interface MarketInfoQuery_market_tradableInstrument_riskModel_LogNormalRiskModel {
|
||||
__typename: "LogNormalRiskModel";
|
||||
/**
|
||||
* Tau parameter of the risk model
|
||||
*/
|
||||
tau: number;
|
||||
/**
|
||||
* Lambda parameter of the risk model
|
||||
*/
|
||||
riskAversionParameter: number;
|
||||
/**
|
||||
* Params for the log normal risk model
|
||||
*/
|
||||
params: MarketInfoQuery_market_tradableInstrument_riskModel_LogNormalRiskModel_params;
|
||||
}
|
||||
|
||||
export interface MarketInfoQuery_market_tradableInstrument_riskModel_SimpleRiskModel_params {
|
||||
__typename: "SimpleRiskModelParams";
|
||||
/**
|
||||
* Risk factor for long
|
||||
*/
|
||||
factorLong: number;
|
||||
/**
|
||||
* Risk factor for short
|
||||
*/
|
||||
factorShort: number;
|
||||
}
|
||||
|
||||
export interface MarketInfoQuery_market_tradableInstrument_riskModel_SimpleRiskModel {
|
||||
__typename: "SimpleRiskModel";
|
||||
/**
|
||||
* Params for the simple risk model
|
||||
*/
|
||||
params: MarketInfoQuery_market_tradableInstrument_riskModel_SimpleRiskModel_params;
|
||||
}
|
||||
|
||||
export type MarketInfoQuery_market_tradableInstrument_riskModel = MarketInfoQuery_market_tradableInstrument_riskModel_LogNormalRiskModel | MarketInfoQuery_market_tradableInstrument_riskModel_SimpleRiskModel;
|
||||
|
||||
export interface MarketInfoQuery_market_tradableInstrument {
|
||||
__typename: "TradableInstrument";
|
||||
/**
|
||||
* An instance of or reference to a fully specified instrument.
|
||||
*/
|
||||
instrument: MarketInfoQuery_market_tradableInstrument_instrument;
|
||||
/**
|
||||
* A reference to a risk model that is valid for the instrument
|
||||
*/
|
||||
riskModel: MarketInfoQuery_market_tradableInstrument_riskModel;
|
||||
}
|
||||
|
||||
export interface MarketInfoQuery_market_depth_lastTrade {
|
||||
__typename: "Trade";
|
||||
/**
|
||||
* The price of the trade (probably initially the passive order price, other determination algorithms are possible though) (uint64)
|
||||
*/
|
||||
price: string;
|
||||
}
|
||||
|
||||
export interface MarketInfoQuery_market_depth {
|
||||
__typename: "MarketDepth";
|
||||
/**
|
||||
* Last trade for the given market (if available)
|
||||
*/
|
||||
lastTrade: MarketInfoQuery_market_depth_lastTrade | null;
|
||||
}
|
||||
|
||||
export interface MarketInfoQuery_market {
|
||||
__typename: "Market";
|
||||
/**
|
||||
* Market ID
|
||||
*/
|
||||
id: string;
|
||||
/**
|
||||
* Market full name
|
||||
*/
|
||||
name: string;
|
||||
/**
|
||||
* decimalPlaces indicates the number of decimal places that an integer must be shifted by in order to get a correct
|
||||
* number denominated in the currency of the Market. (uint64)
|
||||
*
|
||||
* Examples:
|
||||
* Currency Balance decimalPlaces Real Balance
|
||||
* GBP 100 0 GBP 100
|
||||
* GBP 100 2 GBP 1.00
|
||||
* GBP 100 4 GBP 0.01
|
||||
* GBP 1 4 GBP 0.0001 ( 0.01p )
|
||||
*
|
||||
* GBX (pence) 100 0 GBP 1.00 (100p )
|
||||
* GBX (pence) 100 2 GBP 0.01 ( 1p )
|
||||
* GBX (pence) 100 4 GBP 0.0001 ( 0.01p )
|
||||
* GBX (pence) 1 4 GBP 0.000001 ( 0.0001p)
|
||||
*/
|
||||
decimalPlaces: number;
|
||||
/**
|
||||
* positionDecimalPlaces indicated the number of decimal places that an integer must be shifted in order to get a correct size (uint64).
|
||||
* i.e. 0 means there are no fractional orders for the market, and order sizes are always whole sizes.
|
||||
* 2 means sizes given as 10^2 * desired size, e.g. a desired size of 1.23 is represented as 123 in this market.
|
||||
*/
|
||||
positionDecimalPlaces: number;
|
||||
/**
|
||||
* Current state of the market
|
||||
*/
|
||||
state: MarketState;
|
||||
/**
|
||||
* Current mode of execution of the market
|
||||
*/
|
||||
tradingMode: MarketTradingMode;
|
||||
/**
|
||||
* Fees related data
|
||||
*/
|
||||
fees: MarketInfoQuery_market_fees;
|
||||
/**
|
||||
* Price monitoring settings for the market
|
||||
*/
|
||||
priceMonitoringSettings: MarketInfoQuery_market_priceMonitoringSettings;
|
||||
/**
|
||||
* risk factors for the market
|
||||
*/
|
||||
riskFactors: MarketInfoQuery_market_riskFactors | null;
|
||||
/**
|
||||
* marketData for the given market
|
||||
*/
|
||||
data: MarketInfoQuery_market_data | null;
|
||||
/**
|
||||
* An instance of or reference to a tradable instrument.
|
||||
*/
|
||||
tradableInstrument: MarketInfoQuery_market_tradableInstrument;
|
||||
/**
|
||||
* Current depth on the order book for this market
|
||||
*/
|
||||
depth: MarketInfoQuery_market_depth;
|
||||
}
|
||||
|
||||
export interface MarketInfoQuery {
|
||||
/**
|
||||
* An instrument that is trading on the VEGA network
|
||||
*/
|
||||
market: MarketInfoQuery_market | null;
|
||||
}
|
||||
|
||||
export interface MarketInfoQueryVariables {
|
||||
marketId: string;
|
||||
}
|
@ -1,2 +1,3 @@
|
||||
export * from './DealTicketQuery';
|
||||
export * from './MarketInfoQuery';
|
||||
export * from './OrderEvent';
|
||||
|
@ -1,13 +1,7 @@
|
||||
import { gql, useQuery } from '@apollo/client';
|
||||
import {
|
||||
AsyncRenderer,
|
||||
GridTab,
|
||||
GridTabs,
|
||||
Splash,
|
||||
} from '@vegaprotocol/ui-toolkit';
|
||||
import { AsyncRenderer, Splash } from '@vegaprotocol/ui-toolkit';
|
||||
import { DealTicketManager } from './deal-ticket-manager';
|
||||
import { t } from '@vegaprotocol/react-helpers';
|
||||
import { Info } from './info-market';
|
||||
import type { DealTicketQuery_market, DealTicketQuery } from './__generated__';
|
||||
|
||||
const DEAL_TICKET_QUERY = gql`
|
||||
@ -19,40 +13,6 @@ const DEAL_TICKET_QUERY = gql`
|
||||
positionDecimalPlaces
|
||||
state
|
||||
tradingMode
|
||||
fees {
|
||||
factors {
|
||||
makerFee
|
||||
infrastructureFee
|
||||
liquidityFee
|
||||
}
|
||||
}
|
||||
priceMonitoringSettings {
|
||||
parameters {
|
||||
triggers {
|
||||
horizonSecs
|
||||
probability
|
||||
auctionExtensionSecs
|
||||
}
|
||||
}
|
||||
updateFrequencySecs
|
||||
}
|
||||
riskFactors {
|
||||
market
|
||||
short
|
||||
long
|
||||
}
|
||||
data {
|
||||
market {
|
||||
id
|
||||
}
|
||||
markPrice
|
||||
indicativeVolume
|
||||
bestBidVolume
|
||||
bestOfferVolume
|
||||
bestStaticBidVolume
|
||||
bestStaticOfferVolume
|
||||
indicativeVolume
|
||||
}
|
||||
tradableInstrument {
|
||||
instrument {
|
||||
product {
|
||||
@ -66,23 +26,6 @@ const DEAL_TICKET_QUERY = gql`
|
||||
}
|
||||
}
|
||||
}
|
||||
riskModel {
|
||||
... on LogNormalRiskModel {
|
||||
tau
|
||||
riskAversionParameter
|
||||
params {
|
||||
r
|
||||
sigma
|
||||
mu
|
||||
}
|
||||
}
|
||||
... on SimpleRiskModel {
|
||||
params {
|
||||
factorLong
|
||||
factorShort
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
depth {
|
||||
lastTrade {
|
||||
@ -111,45 +54,18 @@ export const DealTicketContainer = ({
|
||||
});
|
||||
|
||||
return (
|
||||
<GridTabs>
|
||||
<GridTab id="ticket" name={t('Ticket')}>
|
||||
<AsyncRenderer<DealTicketQuery>
|
||||
data={data}
|
||||
loading={loading}
|
||||
error={error}
|
||||
>
|
||||
{data && data.market ? (
|
||||
children ? (
|
||||
children(data)
|
||||
) : (
|
||||
<DealTicketManager market={data.market} />
|
||||
)
|
||||
) : (
|
||||
<Splash>
|
||||
<p>{t('Could not load market')}</p>
|
||||
</Splash>
|
||||
)}
|
||||
</AsyncRenderer>
|
||||
</GridTab>
|
||||
<GridTab id="info" name={t('Info')}>
|
||||
<AsyncRenderer<DealTicketQuery>
|
||||
data={data}
|
||||
loading={loading}
|
||||
error={error}
|
||||
>
|
||||
{data && data.market ? (
|
||||
children ? (
|
||||
children(data)
|
||||
) : (
|
||||
<Info market={data.market} />
|
||||
)
|
||||
) : (
|
||||
<Splash>
|
||||
<p>{t('Could not load market')}</p>
|
||||
</Splash>
|
||||
)}
|
||||
</AsyncRenderer>
|
||||
</GridTab>
|
||||
</GridTabs>
|
||||
<AsyncRenderer<DealTicketQuery> data={data} loading={loading} error={error}>
|
||||
{data && data.market ? (
|
||||
children ? (
|
||||
children(data)
|
||||
) : (
|
||||
<DealTicketManager market={data.market} />
|
||||
)
|
||||
) : (
|
||||
<Splash>
|
||||
<p>{t('Could not load market')}</p>
|
||||
</Splash>
|
||||
)}
|
||||
</AsyncRenderer>
|
||||
);
|
||||
};
|
||||
|
@ -8,18 +8,130 @@ import {
|
||||
import {
|
||||
KeyValueTable,
|
||||
KeyValueTableRow,
|
||||
AsyncRenderer,
|
||||
Splash,
|
||||
Accordion,
|
||||
} from '@vegaprotocol/ui-toolkit';
|
||||
import startCase from 'lodash/startCase';
|
||||
import pick from 'lodash/pick';
|
||||
import omit from 'lodash/omit';
|
||||
import type { DealTicketQuery_market } from './__generated__/DealTicketQuery';
|
||||
import type {
|
||||
MarketInfoQuery,
|
||||
MarketInfoQuery_market,
|
||||
} from './__generated__/MarketInfoQuery';
|
||||
import BigNumber from 'bignumber.js';
|
||||
import { gql, useQuery } from '@apollo/client';
|
||||
|
||||
const MARKET_INFO_QUERY = gql`
|
||||
query MarketInfoQuery($marketId: ID!) {
|
||||
market(id: $marketId) {
|
||||
id
|
||||
name
|
||||
decimalPlaces
|
||||
positionDecimalPlaces
|
||||
state
|
||||
tradingMode
|
||||
fees {
|
||||
factors {
|
||||
makerFee
|
||||
infrastructureFee
|
||||
liquidityFee
|
||||
}
|
||||
}
|
||||
priceMonitoringSettings {
|
||||
parameters {
|
||||
triggers {
|
||||
horizonSecs
|
||||
probability
|
||||
auctionExtensionSecs
|
||||
}
|
||||
}
|
||||
updateFrequencySecs
|
||||
}
|
||||
riskFactors {
|
||||
market
|
||||
short
|
||||
long
|
||||
}
|
||||
data {
|
||||
market {
|
||||
id
|
||||
}
|
||||
markPrice
|
||||
indicativeVolume
|
||||
bestBidVolume
|
||||
bestOfferVolume
|
||||
bestStaticBidVolume
|
||||
bestStaticOfferVolume
|
||||
indicativeVolume
|
||||
}
|
||||
tradableInstrument {
|
||||
instrument {
|
||||
product {
|
||||
... on Future {
|
||||
quoteName
|
||||
settlementAsset {
|
||||
id
|
||||
symbol
|
||||
name
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
riskModel {
|
||||
... on LogNormalRiskModel {
|
||||
tau
|
||||
riskAversionParameter
|
||||
params {
|
||||
r
|
||||
sigma
|
||||
mu
|
||||
}
|
||||
}
|
||||
... on SimpleRiskModel {
|
||||
params {
|
||||
factorLong
|
||||
factorShort
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
depth {
|
||||
lastTrade {
|
||||
price
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
`;
|
||||
|
||||
export interface InfoProps {
|
||||
market: DealTicketQuery_market;
|
||||
market: MarketInfoQuery_market;
|
||||
}
|
||||
|
||||
export interface MarketInfoContainerProps {
|
||||
marketId: string;
|
||||
}
|
||||
export const MarketInfoContainer = ({ marketId }: MarketInfoContainerProps) => {
|
||||
const { data, loading, error } = useQuery(MARKET_INFO_QUERY, {
|
||||
variables: { marketId },
|
||||
});
|
||||
|
||||
return (
|
||||
<AsyncRenderer<MarketInfoQuery> data={data} loading={loading} error={error}>
|
||||
{data && data.market ? (
|
||||
<div className={'overflow-auto h-full'}>
|
||||
<Info market={data.market} />
|
||||
</div>
|
||||
) : (
|
||||
<Splash>
|
||||
<p>{t('Could not load market')}</p>
|
||||
</Splash>
|
||||
)}
|
||||
</AsyncRenderer>
|
||||
);
|
||||
};
|
||||
|
||||
export const Info = ({ market }: InfoProps) => {
|
||||
const headerClassName =
|
||||
'text-h5 font-bold uppercase text-black dark:text-white';
|
||||
|
Loading…
Reference in New Issue
Block a user