Compare commits
4
Commits
| Author | SHA1 | Date | |
|---|---|---|---|
|
|
4bff37b8fc | ||
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b1a198be85 | ||
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5fb385d43c | ||
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8014b279fe |
@@ -290,8 +290,8 @@
|
||||
"tranche_start": "2023-04-06T00:00:00.000Z",
|
||||
"tranche_end": "2023-05-06T00:00:00.000Z",
|
||||
"total_added": "8661",
|
||||
"total_removed": "0",
|
||||
"locked_amount": "8153.863699074074181",
|
||||
"total_removed": "52.2185023074",
|
||||
"locked_amount": "7937.2852361111109828",
|
||||
"deposits": [
|
||||
{
|
||||
"amount": "33",
|
||||
@@ -409,7 +409,13 @@
|
||||
"tx": "0x0a62bad12f380e6937274be8f763efa1188d6fd1dd1d34e4f4ea80efc8028a7c"
|
||||
}
|
||||
],
|
||||
"withdrawals": [],
|
||||
"withdrawals": [
|
||||
{
|
||||
"amount": "52.2185023074",
|
||||
"user": "0x6F32AA5A6198329c16e438512F992a0548C856f9",
|
||||
"tx": "0x6a957e4175a8d28dc0436bd3a01cf22cb47f8533db102748c4fb166f7f29e9c2"
|
||||
}
|
||||
],
|
||||
"users": [
|
||||
{
|
||||
"address": "0xb5e340788922791727C240c33D27060157845291",
|
||||
@@ -556,10 +562,17 @@
|
||||
"tx": "0x1951bb7b36cbc8033a63f49dcd778dcd5d554d772321481070c6274b04432f45"
|
||||
}
|
||||
],
|
||||
"withdrawals": [],
|
||||
"withdrawals": [
|
||||
{
|
||||
"amount": "52.2185023074",
|
||||
"user": "0x6F32AA5A6198329c16e438512F992a0548C856f9",
|
||||
"tranche_id": 54,
|
||||
"tx": "0x6a957e4175a8d28dc0436bd3a01cf22cb47f8533db102748c4fb166f7f29e9c2"
|
||||
}
|
||||
],
|
||||
"total_tokens": "858",
|
||||
"withdrawn_tokens": "0",
|
||||
"remaining_tokens": "858"
|
||||
"withdrawn_tokens": "52.2185023074",
|
||||
"remaining_tokens": "805.7814976926"
|
||||
},
|
||||
{
|
||||
"address": "0x0bBf7580e036eA5D69ABe679CC90117EeC2e3dc1",
|
||||
@@ -862,7 +875,7 @@
|
||||
"tranche_start": "2023-03-06T00:00:00.000Z",
|
||||
"tranche_end": "2023-04-06T00:00:00.000Z",
|
||||
"total_added": "14099",
|
||||
"total_removed": "499.42804995396",
|
||||
"total_removed": "2192.42804995396",
|
||||
"locked_amount": "0",
|
||||
"deposits": [
|
||||
{
|
||||
@@ -1627,6 +1640,21 @@
|
||||
}
|
||||
],
|
||||
"withdrawals": [
|
||||
{
|
||||
"amount": "30",
|
||||
"user": "0x8499411Bff99ddE9A02903008F917EEa0E27B42A",
|
||||
"tx": "0x364e9572ae0d4098f63f46a2fbe596a8ab2c9ec1f7f494af8374325bbe262518"
|
||||
},
|
||||
{
|
||||
"amount": "110",
|
||||
"user": "0x5537dd2B426506916FDB1999B0BF0360c1973c5D",
|
||||
"tx": "0x5ef08ebdbaf14c88fd6561963439bf53108a6a610ad1f520b03d89c79fd0853e"
|
||||
},
|
||||
{
|
||||
"amount": "1460",
|
||||
"user": "0x857731EDf2D59f5A56fD2fb1b881Ad1C1Cd7964D",
|
||||
"tx": "0x8d1730bf5ab4be185cb56995619cce254eeff82857e76db09435ee01a7b31720"
|
||||
},
|
||||
{
|
||||
"amount": "19.9634296593",
|
||||
"user": "0x47e6217C1667e2B1fD177Ab8fD89037bCEC7dc6C",
|
||||
@@ -1677,6 +1705,16 @@
|
||||
"user": "0xb2aAEeA153d4f61aFa5688854Bec663623020FF4",
|
||||
"tx": "0xcbcb7e51cc67404ebbacd530a1c8317c4d683987bc8f57f53bb242ce1c67d91e"
|
||||
},
|
||||
{
|
||||
"amount": "30",
|
||||
"user": "0x363D3d06d70761c34D6EfEB25E409A9549E6970D",
|
||||
"tx": "0x5603ab9de350e230385c4c31fbb881b740b1ca2fb8488134aa5756d60ed7c4cc"
|
||||
},
|
||||
{
|
||||
"amount": "63",
|
||||
"user": "0xb5e340788922791727C240c33D27060157845291",
|
||||
"tx": "0x57463874daccff735814ebdc751018532325998e938206483d9dbe3d86fbbb7f"
|
||||
},
|
||||
{
|
||||
"amount": "14.85013776876",
|
||||
"user": "0x6F32AA5A6198329c16e438512F992a0548C856f9",
|
||||
@@ -1948,10 +1986,17 @@
|
||||
"tx": "0x20d505a766d3d8e376509ed8003a5b9f35fd0524f0979a5a57c7d3714d01d3e5"
|
||||
}
|
||||
],
|
||||
"withdrawals": [],
|
||||
"withdrawals": [
|
||||
{
|
||||
"amount": "30",
|
||||
"user": "0x8499411Bff99ddE9A02903008F917EEa0E27B42A",
|
||||
"tranche_id": 53,
|
||||
"tx": "0x364e9572ae0d4098f63f46a2fbe596a8ab2c9ec1f7f494af8374325bbe262518"
|
||||
}
|
||||
],
|
||||
"total_tokens": "30",
|
||||
"withdrawn_tokens": "0",
|
||||
"remaining_tokens": "30"
|
||||
"withdrawn_tokens": "30",
|
||||
"remaining_tokens": "0"
|
||||
},
|
||||
{
|
||||
"address": "0x1E479DfBF7F91A00DE7b204430e1C28C58Fafc31",
|
||||
@@ -1990,10 +2035,17 @@
|
||||
"tx": "0x46d80a145d2f49ef3152cbfaa6d2bb054deabe21396ab43553a3f076e2db62e1"
|
||||
}
|
||||
],
|
||||
"withdrawals": [],
|
||||
"withdrawals": [
|
||||
{
|
||||
"amount": "1460",
|
||||
"user": "0x857731EDf2D59f5A56fD2fb1b881Ad1C1Cd7964D",
|
||||
"tranche_id": 53,
|
||||
"tx": "0x8d1730bf5ab4be185cb56995619cce254eeff82857e76db09435ee01a7b31720"
|
||||
}
|
||||
],
|
||||
"total_tokens": "1460",
|
||||
"withdrawn_tokens": "0",
|
||||
"remaining_tokens": "1460"
|
||||
"withdrawn_tokens": "1460",
|
||||
"remaining_tokens": "0"
|
||||
},
|
||||
{
|
||||
"address": "0x0d15719729FF9751A6D71CcEeb4Df4bD6f18C83d",
|
||||
@@ -2508,10 +2560,17 @@
|
||||
"tx": "0x819f57b15fef080ab898405133d798a683e5fd805682901e160f5c0187c5fb16"
|
||||
}
|
||||
],
|
||||
"withdrawals": [],
|
||||
"withdrawals": [
|
||||
{
|
||||
"amount": "63",
|
||||
"user": "0xb5e340788922791727C240c33D27060157845291",
|
||||
"tranche_id": 53,
|
||||
"tx": "0x57463874daccff735814ebdc751018532325998e938206483d9dbe3d86fbbb7f"
|
||||
}
|
||||
],
|
||||
"total_tokens": "63",
|
||||
"withdrawn_tokens": "0",
|
||||
"remaining_tokens": "63"
|
||||
"withdrawn_tokens": "63",
|
||||
"remaining_tokens": "0"
|
||||
},
|
||||
{
|
||||
"address": "0x261EAcEaAC773c8f7ca4Ae401f4CAE45A237e8f4",
|
||||
@@ -3324,10 +3383,17 @@
|
||||
"tx": "0x819f57b15fef080ab898405133d798a683e5fd805682901e160f5c0187c5fb16"
|
||||
}
|
||||
],
|
||||
"withdrawals": [],
|
||||
"withdrawals": [
|
||||
{
|
||||
"amount": "30",
|
||||
"user": "0x363D3d06d70761c34D6EfEB25E409A9549E6970D",
|
||||
"tranche_id": 53,
|
||||
"tx": "0x5603ab9de350e230385c4c31fbb881b740b1ca2fb8488134aa5756d60ed7c4cc"
|
||||
}
|
||||
],
|
||||
"total_tokens": "30",
|
||||
"withdrawn_tokens": "0",
|
||||
"remaining_tokens": "30"
|
||||
"withdrawn_tokens": "30",
|
||||
"remaining_tokens": "0"
|
||||
},
|
||||
{
|
||||
"address": "0xd8489848Ee545DB18859B3e03dE01aD99a22a807",
|
||||
@@ -3714,10 +3780,17 @@
|
||||
"tx": "0x46d80a145d2f49ef3152cbfaa6d2bb054deabe21396ab43553a3f076e2db62e1"
|
||||
}
|
||||
],
|
||||
"withdrawals": [],
|
||||
"withdrawals": [
|
||||
{
|
||||
"amount": "110",
|
||||
"user": "0x5537dd2B426506916FDB1999B0BF0360c1973c5D",
|
||||
"tranche_id": 53,
|
||||
"tx": "0x5ef08ebdbaf14c88fd6561963439bf53108a6a610ad1f520b03d89c79fd0853e"
|
||||
}
|
||||
],
|
||||
"total_tokens": "110",
|
||||
"withdrawn_tokens": "0",
|
||||
"remaining_tokens": "110"
|
||||
"withdrawn_tokens": "110",
|
||||
"remaining_tokens": "0"
|
||||
},
|
||||
{
|
||||
"address": "0xF8300521E34AEc34CD32C5833DA31Fb73aec1994",
|
||||
@@ -3742,7 +3815,7 @@
|
||||
"tranche_end": "2023-12-05T00:00:00.000Z",
|
||||
"total_added": "86666.297",
|
||||
"total_removed": "0",
|
||||
"locked_amount": "57281.2887349732345303671",
|
||||
"locked_amount": "57103.1633320574544759162",
|
||||
"deposits": [
|
||||
{
|
||||
"amount": "86666.297",
|
||||
@@ -3808,7 +3881,7 @@
|
||||
"tranche_end": "2023-06-01T00:00:00.000Z",
|
||||
"total_added": "2500",
|
||||
"total_removed": "0",
|
||||
"locked_amount": "745.1013685388685",
|
||||
"locked_amount": "734.7966269841269",
|
||||
"deposits": [
|
||||
{
|
||||
"amount": "2500",
|
||||
@@ -3929,7 +4002,7 @@
|
||||
"tranche_end": "2023-09-01T00:00:00.000Z",
|
||||
"total_added": "17500",
|
||||
"total_removed": "0",
|
||||
"locked_amount": "13909.01708433977425",
|
||||
"locked_amount": "13837.66794987922625",
|
||||
"deposits": [
|
||||
{
|
||||
"amount": "12500",
|
||||
@@ -4196,7 +4269,7 @@
|
||||
"tranche_end": "2023-08-01T00:00:00.000Z",
|
||||
"total_added": "37500",
|
||||
"total_removed": "11917.67715975",
|
||||
"locked_amount": "23876.3908072437075",
|
||||
"locked_amount": "23720.96569981584",
|
||||
"deposits": [
|
||||
{
|
||||
"amount": "7500",
|
||||
@@ -4527,7 +4600,7 @@
|
||||
"tranche_end": "2023-12-05T00:00:00.000Z",
|
||||
"total_added": "129999.45",
|
||||
"total_removed": "0",
|
||||
"locked_amount": "57229.0267664106892512675",
|
||||
"locked_amount": "57051.06388051247707215",
|
||||
"deposits": [
|
||||
{
|
||||
"amount": "129999.45",
|
||||
@@ -4560,7 +4633,7 @@
|
||||
"tranche_end": "2024-04-01T00:00:00.000Z",
|
||||
"total_added": "54144.7663",
|
||||
"total_removed": "0",
|
||||
"locked_amount": "53145.21539581550856704002",
|
||||
"locked_amount": "53034.23561020465466994739",
|
||||
"deposits": [
|
||||
{
|
||||
"amount": "54144.7663",
|
||||
@@ -4593,7 +4666,7 @@
|
||||
"tranche_end": "2023-09-03T00:00:00.000Z",
|
||||
"total_added": "62600",
|
||||
"total_removed": "0",
|
||||
"locked_amount": "25424.754972095386042",
|
||||
"locked_amount": "25296.0930745814347",
|
||||
"deposits": [
|
||||
{
|
||||
"amount": "10000",
|
||||
@@ -4786,7 +4859,7 @@
|
||||
"tranche_end": "2023-09-17T00:00:00.000Z",
|
||||
"total_added": "5000",
|
||||
"total_removed": "0",
|
||||
"locked_amount": "2222.51204972095385",
|
||||
"locked_amount": "2212.2355403348555",
|
||||
"deposits": [
|
||||
{
|
||||
"amount": "5000",
|
||||
@@ -5327,7 +5400,7 @@
|
||||
"tranche_end": "2023-05-01T00:00:00.000Z",
|
||||
"total_added": "22500",
|
||||
"total_removed": "6494.3825775",
|
||||
"locked_amount": "2889.37039594843395",
|
||||
"locked_amount": "2796.115331491713675",
|
||||
"deposits": [
|
||||
{
|
||||
"amount": "7500",
|
||||
@@ -5778,7 +5851,7 @@
|
||||
"tranche_end": "2023-06-02T00:00:00.000Z",
|
||||
"total_added": "1939928.38",
|
||||
"total_removed": "928642.9598472029154",
|
||||
"locked_amount": "293611.506714061357579082",
|
||||
"locked_amount": "289624.368272975586053996",
|
||||
"deposits": [
|
||||
{
|
||||
"amount": "1852091.69",
|
||||
@@ -11267,7 +11340,7 @@
|
||||
"tranche_start": "2021-09-03T00:00:00.000Z",
|
||||
"tranche_end": "2022-09-03T00:00:00.000Z",
|
||||
"total_added": "57268.000000000000000003",
|
||||
"total_removed": "48157.21518131551",
|
||||
"total_removed": "48182.21518131551",
|
||||
"locked_amount": "0",
|
||||
"deposits": [
|
||||
{
|
||||
@@ -21847,6 +21920,11 @@
|
||||
}
|
||||
],
|
||||
"withdrawals": [
|
||||
{
|
||||
"amount": "25",
|
||||
"user": "0x363D3d06d70761c34D6EfEB25E409A9549E6970D",
|
||||
"tx": "0x30c20f9686a1f653962268d200778c961fb82653cf87a70ebc91f9e3767dc7e6"
|
||||
},
|
||||
{
|
||||
"amount": "25",
|
||||
"user": "0x6F32AA5A6198329c16e438512F992a0548C856f9",
|
||||
@@ -23103,10 +23181,17 @@
|
||||
"tx": "0x180cd3aca2d716aa233483a9a52b02e83d9ac88716ca85d998269965c7a01a96"
|
||||
}
|
||||
],
|
||||
"withdrawals": [],
|
||||
"withdrawals": [
|
||||
{
|
||||
"amount": "25",
|
||||
"user": "0x363D3d06d70761c34D6EfEB25E409A9549E6970D",
|
||||
"tranche_id": 11,
|
||||
"tx": "0x30c20f9686a1f653962268d200778c961fb82653cf87a70ebc91f9e3767dc7e6"
|
||||
}
|
||||
],
|
||||
"total_tokens": "25",
|
||||
"withdrawn_tokens": "0",
|
||||
"remaining_tokens": "25"
|
||||
"withdrawn_tokens": "25",
|
||||
"remaining_tokens": "0"
|
||||
},
|
||||
{
|
||||
"address": "0x981D29D939cAa4ADC04A5e44224dBB45539E8730",
|
||||
@@ -39562,7 +39647,7 @@
|
||||
"tranche_end": "2023-06-05T00:00:00.000Z",
|
||||
"total_added": "3732368.4671",
|
||||
"total_removed": "700133.348465855088393",
|
||||
"locked_amount": "475679.98587957133321530131",
|
||||
"locked_amount": "469553.047743072689884289165",
|
||||
"deposits": [
|
||||
{
|
||||
"amount": "1998.95815",
|
||||
@@ -40944,7 +41029,7 @@
|
||||
"tranche_end": "2023-12-05T00:00:00.000Z",
|
||||
"total_added": "15870102.715470999700000001",
|
||||
"total_removed": "816510.12918131876272952",
|
||||
"locked_amount": "6986418.27399559617159790392101220030954315",
|
||||
"locked_amount": "6964692.5447505992670871601023220331211138",
|
||||
"deposits": [
|
||||
{
|
||||
"amount": "16249.93",
|
||||
@@ -47269,7 +47354,7 @@
|
||||
"tranche_end": "2023-05-05T00:00:00.000Z",
|
||||
"total_added": "14597706.0446472999",
|
||||
"total_removed": "5816646.389294235197237526",
|
||||
"locked_amount": "728371.515560560009193191388977362",
|
||||
"locked_amount": "708314.461041669447118787451212376",
|
||||
"deposits": [
|
||||
{
|
||||
"amount": "129284.449",
|
||||
@@ -57038,7 +57123,7 @@
|
||||
"tranche_end": "2023-06-05T00:00:00.000Z",
|
||||
"total_added": "472355.6199999996",
|
||||
"total_removed": "41847.5666756501949",
|
||||
"locked_amount": "75374.21286533984265029176204974",
|
||||
"locked_amount": "74403.36449454015520723319685438",
|
||||
"deposits": [
|
||||
{
|
||||
"amount": "3000",
|
||||
|
||||
@@ -1,6 +1,2 @@
|
||||
export * from './__generated__/EstimateOrder';
|
||||
export * from './use-calculate-slippage';
|
||||
export * from './use-fee-deal-ticket-details';
|
||||
export * from './use-market-positions';
|
||||
export * from './use-maximum-position-size';
|
||||
export * from './use-order-closeout';
|
||||
|
||||
@@ -1,144 +0,0 @@
|
||||
import { MockedProvider } from '@apollo/client/testing';
|
||||
import { renderHook } from '@testing-library/react';
|
||||
import * as Schema from '@vegaprotocol/types';
|
||||
import type { Market } from '@vegaprotocol/market-list';
|
||||
import type { OrderSubmissionBody } from '@vegaprotocol/wallet';
|
||||
import { useCalculateSlippage } from './use-calculate-slippage';
|
||||
|
||||
const mockData = {
|
||||
decimalPlaces: 0,
|
||||
positionDecimalPlaces: 0,
|
||||
depth: {
|
||||
buy: [
|
||||
{
|
||||
price: '5',
|
||||
volume: '2',
|
||||
},
|
||||
{
|
||||
price: '4',
|
||||
volume: '3',
|
||||
},
|
||||
{
|
||||
price: '3',
|
||||
volume: '2',
|
||||
},
|
||||
{
|
||||
price: '2',
|
||||
volume: '1',
|
||||
},
|
||||
{
|
||||
price: '1',
|
||||
volume: '1',
|
||||
},
|
||||
],
|
||||
sell: [
|
||||
{
|
||||
price: '6',
|
||||
volume: '1',
|
||||
},
|
||||
{
|
||||
price: '7',
|
||||
volume: '3',
|
||||
},
|
||||
{
|
||||
price: '8',
|
||||
volume: '2',
|
||||
},
|
||||
{
|
||||
price: '9',
|
||||
volume: '1',
|
||||
},
|
||||
{
|
||||
price: '10',
|
||||
volume: '2',
|
||||
},
|
||||
],
|
||||
},
|
||||
};
|
||||
|
||||
let mockOrderBookData = {
|
||||
data: mockData,
|
||||
};
|
||||
|
||||
jest.mock('@vegaprotocol/react-helpers', () => ({
|
||||
...jest.requireActual('@vegaprotocol/react-helpers'),
|
||||
useDataProvider: jest.fn(() => ({
|
||||
data: {
|
||||
marketsConnection: [],
|
||||
},
|
||||
})),
|
||||
useThrottledDataProvider: jest.fn(() => mockOrderBookData),
|
||||
}));
|
||||
|
||||
describe('useCalculateSlippage Hook', () => {
|
||||
describe('calculate proper result', () => {
|
||||
afterEach(() => {
|
||||
jest.clearAllMocks();
|
||||
});
|
||||
const market = {
|
||||
id: 'marketId',
|
||||
decimalPlaces: 0,
|
||||
positionDecimalPlaces: 0,
|
||||
} as Market;
|
||||
|
||||
it('long order', () => {
|
||||
const { result } = renderHook(
|
||||
() =>
|
||||
useCalculateSlippage({
|
||||
market,
|
||||
order: {
|
||||
size: '10',
|
||||
side: Schema.Side.SIDE_BUY,
|
||||
} as OrderSubmissionBody['orderSubmission'],
|
||||
}),
|
||||
{
|
||||
wrapper: MockedProvider,
|
||||
}
|
||||
);
|
||||
expect(result.current).toEqual('33.33');
|
||||
});
|
||||
|
||||
it('short order', () => {
|
||||
const { result } = renderHook(
|
||||
() =>
|
||||
useCalculateSlippage({
|
||||
market,
|
||||
order: {
|
||||
size: '10',
|
||||
side: Schema.Side.SIDE_SELL,
|
||||
} as OrderSubmissionBody['orderSubmission'],
|
||||
}),
|
||||
{
|
||||
wrapper: MockedProvider,
|
||||
}
|
||||
);
|
||||
expect(result.current).toEqual('31.11');
|
||||
});
|
||||
|
||||
it('when no order book result should be null', () => {
|
||||
mockOrderBookData = {
|
||||
data: {
|
||||
...mockData,
|
||||
depth: {
|
||||
...mockData.depth,
|
||||
buy: [],
|
||||
},
|
||||
},
|
||||
};
|
||||
const { result } = renderHook(
|
||||
() =>
|
||||
useCalculateSlippage({
|
||||
market,
|
||||
order: {
|
||||
size: '10',
|
||||
side: Schema.Side.SIDE_SELL,
|
||||
} as OrderSubmissionBody['orderSubmission'],
|
||||
}),
|
||||
{
|
||||
wrapper: MockedProvider,
|
||||
}
|
||||
);
|
||||
expect(result.current).toBeNull();
|
||||
});
|
||||
});
|
||||
});
|
||||
@@ -1,63 +0,0 @@
|
||||
import { marketDepthProvider } from '@vegaprotocol/market-depth';
|
||||
import * as Schema from '@vegaprotocol/types';
|
||||
import type { Market } from '@vegaprotocol/market-list';
|
||||
import type { OrderSubmissionBody } from '@vegaprotocol/wallet';
|
||||
import { BigNumber } from 'bignumber.js';
|
||||
import { formatNumber, toBigNum } from '@vegaprotocol/utils';
|
||||
import { useThrottledDataProvider } from '@vegaprotocol/react-helpers';
|
||||
|
||||
interface Props {
|
||||
market: Market;
|
||||
order: OrderSubmissionBody['orderSubmission'];
|
||||
}
|
||||
|
||||
export const useCalculateSlippage = ({ market, order }: Props) => {
|
||||
const { data } = useThrottledDataProvider(
|
||||
{
|
||||
dataProvider: marketDepthProvider,
|
||||
variables: { marketId: market.id },
|
||||
},
|
||||
1000
|
||||
);
|
||||
const volPriceArr =
|
||||
data?.depth[order.side === Schema.Side.SIDE_BUY ? 'sell' : 'buy'] || [];
|
||||
if (volPriceArr.length && market) {
|
||||
const decimals = market.decimalPlaces ?? 0;
|
||||
const positionDecimals = market.positionDecimalPlaces ?? 0;
|
||||
const bestPrice = toBigNum(volPriceArr[0].price, decimals);
|
||||
const { size } = order;
|
||||
let descSize = new BigNumber(size);
|
||||
let i = 0;
|
||||
const volPricePairs: Array<[BigNumber, BigNumber]> = [];
|
||||
while (!descSize.isZero() && i < volPriceArr.length) {
|
||||
const price = toBigNum(volPriceArr[i].price, decimals);
|
||||
const amount = BigNumber.min(
|
||||
descSize,
|
||||
toBigNum(volPriceArr[i].volume, positionDecimals)
|
||||
);
|
||||
volPricePairs.push([price, amount]);
|
||||
descSize = BigNumber.max(0, descSize.minus(amount));
|
||||
i++;
|
||||
}
|
||||
if (volPricePairs.length) {
|
||||
const volWeightAvPricePair = volPricePairs.reduce(
|
||||
(agg, item) => {
|
||||
agg[0] = agg[0].plus(item[0].multipliedBy(item[1]));
|
||||
agg[1] = agg[1].plus(item[1]);
|
||||
return agg;
|
||||
},
|
||||
[new BigNumber(0), new BigNumber(0)]
|
||||
);
|
||||
const volWeightAvPrice = volWeightAvPricePair[0].dividedBy(
|
||||
volWeightAvPricePair[1]
|
||||
);
|
||||
const slippage = volWeightAvPrice
|
||||
.minus(bestPrice)
|
||||
.absoluteValue()
|
||||
.dividedBy(bestPrice)
|
||||
.multipliedBy(100);
|
||||
return formatNumber(slippage, 2);
|
||||
}
|
||||
}
|
||||
return null;
|
||||
};
|
||||
@@ -18,7 +18,6 @@ import {
|
||||
DEDUCTION_FROM_COLLATERAL_TOOLTIP_TEXT,
|
||||
TOTAL_MARGIN_AVAILABLE,
|
||||
} from '../constants';
|
||||
import { useOrderCloseOut } from './use-order-closeout';
|
||||
import { useMarketAccountBalance } from '@vegaprotocol/accounts';
|
||||
import { getDerivedPrice } from '../utils/get-price';
|
||||
import { useEstimateOrderQuery } from './__generated__/EstimateOrder';
|
||||
@@ -49,12 +48,6 @@ export const useFeeDealTicketDetails = (
|
||||
skip: !pubKey || !market || !order.size || !price,
|
||||
});
|
||||
|
||||
const estCloseOut = useOrderCloseOut({
|
||||
order,
|
||||
market,
|
||||
marketData,
|
||||
});
|
||||
|
||||
const notionalSize = useMemo(() => {
|
||||
if (price && order.size) {
|
||||
return toBigNum(order.size, market.positionDecimalPlaces)
|
||||
@@ -74,16 +67,8 @@ export const useFeeDealTicketDetails = (
|
||||
notionalSize,
|
||||
accountBalance,
|
||||
estimateOrder: estMargin?.estimateOrder,
|
||||
estCloseOut,
|
||||
};
|
||||
}, [
|
||||
market,
|
||||
assetSymbol,
|
||||
notionalSize,
|
||||
accountBalance,
|
||||
estMargin,
|
||||
estCloseOut,
|
||||
]);
|
||||
}, [market, assetSymbol, notionalSize, accountBalance, estMargin]);
|
||||
};
|
||||
|
||||
export interface FeeDetails {
|
||||
@@ -92,7 +77,6 @@ export interface FeeDetails {
|
||||
market: Market;
|
||||
assetSymbol: string;
|
||||
notionalSize: string | null;
|
||||
estCloseOut: string | null;
|
||||
estimateOrder: EstimateOrderQuery['estimateOrder'] | undefined;
|
||||
estimatedInitialMargin: string;
|
||||
estimatedTotalInitialMargin: string;
|
||||
|
||||
@@ -1,53 +0,0 @@
|
||||
import { renderHook } from '@testing-library/react';
|
||||
import { MockedProvider } from '@apollo/client/testing';
|
||||
import { useMarketPositions } from './use-market-positions';
|
||||
|
||||
jest.mock('@vegaprotocol/wallet', () => ({
|
||||
...jest.requireActual('@vegaprotocol/wallet'),
|
||||
useVegaWallet: jest.fn().mockReturnValue('wallet-pub-key'),
|
||||
}));
|
||||
let mockMarketAccountBalance: {
|
||||
accountBalance: string;
|
||||
accountDecimals: number | null;
|
||||
} = { accountBalance: '50001000000', accountDecimals: 5 };
|
||||
jest.mock('@vegaprotocol/accounts', () => ({
|
||||
...jest.requireActual('@vegaprotocol/accounts'),
|
||||
useMarketAccountBalance: jest.fn(() => mockMarketAccountBalance),
|
||||
}));
|
||||
|
||||
jest.mock('@vegaprotocol/positions', () => ({
|
||||
...jest.requireActual('@vegaprotocol/positions'),
|
||||
useMarketPositionOpenVolume: jest.fn(() => '100002'),
|
||||
}));
|
||||
|
||||
describe('useOrderPosition Hook', () => {
|
||||
afterEach(() => {
|
||||
jest.clearAllMocks();
|
||||
});
|
||||
it('should return proper positive value', () => {
|
||||
const { result } = renderHook(
|
||||
() => useMarketPositions({ marketId: 'marketId' }),
|
||||
{ wrapper: MockedProvider }
|
||||
);
|
||||
expect(result.current?.openVolume).toEqual('100002');
|
||||
expect(result.current?.balance).toEqual('50001000000');
|
||||
});
|
||||
|
||||
it('if balance equal 0 return null', () => {
|
||||
mockMarketAccountBalance = { accountBalance: '0', accountDecimals: 5 };
|
||||
const { result } = renderHook(
|
||||
() => useMarketPositions({ marketId: 'marketId' }),
|
||||
{ wrapper: MockedProvider }
|
||||
);
|
||||
expect(result.current).toBeNull();
|
||||
});
|
||||
|
||||
it('if no markets return null', () => {
|
||||
mockMarketAccountBalance = { accountBalance: '', accountDecimals: null };
|
||||
const { result } = renderHook(
|
||||
() => useMarketPositions({ marketId: 'marketId' }),
|
||||
{ wrapper: MockedProvider }
|
||||
);
|
||||
expect(result.current).toBeNull();
|
||||
});
|
||||
});
|
||||
@@ -1,34 +0,0 @@
|
||||
import { useMemo } from 'react';
|
||||
import { BigNumber } from 'bignumber.js';
|
||||
import { useMarketAccountBalance } from '@vegaprotocol/accounts';
|
||||
import { useMarketPositionOpenVolume } from '@vegaprotocol/positions';
|
||||
|
||||
interface Props {
|
||||
marketId: string;
|
||||
}
|
||||
|
||||
export type PositionMargin = {
|
||||
openVolume: string;
|
||||
balance: string;
|
||||
balanceDecimals?: number;
|
||||
} | null;
|
||||
|
||||
export const useMarketPositions = ({ marketId }: Props): PositionMargin => {
|
||||
const { accountBalance, accountDecimals } = useMarketAccountBalance(marketId);
|
||||
const openVolume = useMarketPositionOpenVolume(marketId);
|
||||
|
||||
return useMemo(() => {
|
||||
if (accountBalance && accountDecimals) {
|
||||
const balance = new BigNumber(accountBalance);
|
||||
const volume = new BigNumber(openVolume);
|
||||
if (!balance.isZero() && !volume.isZero()) {
|
||||
return {
|
||||
balance: accountBalance,
|
||||
balanceDecimals: accountDecimals,
|
||||
openVolume,
|
||||
};
|
||||
}
|
||||
}
|
||||
return null;
|
||||
}, [accountBalance, accountDecimals, openVolume]);
|
||||
};
|
||||
@@ -1,120 +0,0 @@
|
||||
import { renderHook } from '@testing-library/react';
|
||||
import { MockedProvider } from '@apollo/client/testing';
|
||||
import * as Schema from '@vegaprotocol/types';
|
||||
import type { OrderSubmissionBody } from '@vegaprotocol/wallet';
|
||||
import type { PositionMargin } from './use-market-positions';
|
||||
import { useMaximumPositionSize } from './use-maximum-position-size';
|
||||
|
||||
jest.mock('@vegaprotocol/wallet', () => ({
|
||||
...jest.requireActual('@vegaprotocol/wallet'),
|
||||
useVegaWallet: jest.fn().mockReturnValue('wallet-pub-key'),
|
||||
}));
|
||||
|
||||
let mockAccountBalance: {
|
||||
accountBalance: string;
|
||||
accountDecimals: number | null;
|
||||
} = { accountBalance: '200000', accountDecimals: 5 };
|
||||
jest.mock('@vegaprotocol/accounts', () => ({
|
||||
...jest.requireActual('@vegaprotocol/accounts'),
|
||||
useAccountBalance: jest.fn(() => mockAccountBalance),
|
||||
}));
|
||||
|
||||
const defaultMockMarketPositions = {
|
||||
openVolume: '1',
|
||||
balance: '100000',
|
||||
};
|
||||
|
||||
let mockMarketPositions: PositionMargin | null = defaultMockMarketPositions;
|
||||
|
||||
const mockOrder: OrderSubmissionBody['orderSubmission'] = {
|
||||
type: Schema.OrderType.TYPE_MARKET,
|
||||
size: '1',
|
||||
side: Schema.Side.SIDE_BUY,
|
||||
timeInForce: Schema.OrderTimeInForce.TIME_IN_FORCE_IOC,
|
||||
marketId: 'market-id',
|
||||
};
|
||||
|
||||
jest.mock('./use-market-positions', () => ({
|
||||
useMarketPositions: ({
|
||||
marketId,
|
||||
partyId,
|
||||
}: {
|
||||
marketId: string;
|
||||
partyId: string;
|
||||
}) => mockMarketPositions,
|
||||
}));
|
||||
|
||||
describe('useMaximumPositionSize', () => {
|
||||
it('should return correct size when no open positions', () => {
|
||||
mockMarketPositions = null;
|
||||
const price = '50';
|
||||
const expected = 4000;
|
||||
const { result } = renderHook(
|
||||
() =>
|
||||
useMaximumPositionSize({
|
||||
marketId: '',
|
||||
price,
|
||||
settlementAssetId: '',
|
||||
order: mockOrder,
|
||||
}),
|
||||
{ wrapper: MockedProvider }
|
||||
);
|
||||
expect(result.current).toBe(expected);
|
||||
});
|
||||
|
||||
it('should return correct size when open positions and same side', () => {
|
||||
const price = '50';
|
||||
mockMarketPositions = defaultMockMarketPositions;
|
||||
const expected = 3999;
|
||||
const { result } = renderHook(
|
||||
() =>
|
||||
useMaximumPositionSize({
|
||||
marketId: '',
|
||||
price,
|
||||
settlementAssetId: '',
|
||||
order: mockOrder,
|
||||
}),
|
||||
{ wrapper: MockedProvider }
|
||||
);
|
||||
expect(result.current).toBe(expected);
|
||||
});
|
||||
|
||||
it('should return correct size when open positions and opposite side', () => {
|
||||
const price = '50';
|
||||
mockOrder.side = Schema.Side.SIDE_SELL;
|
||||
mockMarketPositions = defaultMockMarketPositions;
|
||||
const expected = 4001;
|
||||
const { result } = renderHook(
|
||||
() =>
|
||||
useMaximumPositionSize({
|
||||
marketId: '',
|
||||
price,
|
||||
settlementAssetId: '',
|
||||
order: mockOrder,
|
||||
}),
|
||||
{ wrapper: MockedProvider }
|
||||
);
|
||||
expect(result.current).toBe(expected);
|
||||
});
|
||||
|
||||
it('should return zero if no account balance', () => {
|
||||
mockAccountBalance = {
|
||||
accountBalance: '0',
|
||||
accountDecimals: 5,
|
||||
};
|
||||
const price = '50';
|
||||
mockMarketPositions = defaultMockMarketPositions;
|
||||
const expected = 0;
|
||||
const { result } = renderHook(
|
||||
() =>
|
||||
useMaximumPositionSize({
|
||||
marketId: '',
|
||||
price,
|
||||
settlementAssetId: '',
|
||||
order: mockOrder,
|
||||
}),
|
||||
{ wrapper: MockedProvider }
|
||||
);
|
||||
expect(result.current).toBe(expected);
|
||||
});
|
||||
});
|
||||
@@ -1,46 +0,0 @@
|
||||
import * as Schema from '@vegaprotocol/types';
|
||||
import type { OrderSubmissionBody } from '@vegaprotocol/wallet';
|
||||
import { useAccountBalance } from '@vegaprotocol/accounts';
|
||||
import { BigNumber } from 'bignumber.js';
|
||||
import { useMarketPositions } from './use-market-positions';
|
||||
|
||||
interface Props {
|
||||
marketId: string;
|
||||
price?: string;
|
||||
settlementAssetId: string;
|
||||
order: OrderSubmissionBody['orderSubmission'];
|
||||
}
|
||||
|
||||
const getSize = (balance: string, price: string) =>
|
||||
new BigNumber(balance).dividedBy(new BigNumber(price));
|
||||
|
||||
export const useMaximumPositionSize = ({
|
||||
marketId,
|
||||
price,
|
||||
settlementAssetId,
|
||||
order,
|
||||
}: Props): number => {
|
||||
const { accountBalance } = useAccountBalance(settlementAssetId) || {};
|
||||
const marketPositions = useMarketPositions({ marketId: marketId });
|
||||
if (!accountBalance || new BigNumber(accountBalance || 0).isZero()) {
|
||||
return 0;
|
||||
}
|
||||
|
||||
const size = getSize(accountBalance, price || '');
|
||||
|
||||
if (!marketPositions) {
|
||||
return size.toNumber() || 0;
|
||||
}
|
||||
|
||||
const isSameSide =
|
||||
(new BigNumber(marketPositions.openVolume).isPositive() &&
|
||||
order.side === Schema.Side.SIDE_BUY) ||
|
||||
(new BigNumber(marketPositions.openVolume).isNegative() &&
|
||||
order.side === Schema.Side.SIDE_SELL);
|
||||
|
||||
const adjustedForVolume = new BigNumber(size)[isSameSide ? 'minus' : 'plus'](
|
||||
marketPositions.openVolume
|
||||
);
|
||||
|
||||
return adjustedForVolume.isNegative() ? 0 : adjustedForVolume.toNumber();
|
||||
};
|
||||
@@ -1,117 +0,0 @@
|
||||
import { renderHook } from '@testing-library/react';
|
||||
import { MockedProvider } from '@apollo/client/testing';
|
||||
import type { OrderSubmissionBody } from '@vegaprotocol/wallet';
|
||||
import type { Market, MarketData } from '@vegaprotocol/market-list';
|
||||
import { useOrderCloseOut } from './use-order-closeout';
|
||||
|
||||
jest.mock('@vegaprotocol/wallet', () => ({
|
||||
...jest.requireActual('@vegaprotocol/wallet'),
|
||||
useVegaWallet: jest.fn().mockReturnValue('wallet-pub-key'),
|
||||
}));
|
||||
let mockMarketMargin: string | undefined = undefined;
|
||||
jest.mock('@vegaprotocol/positions', () => ({
|
||||
...jest.requireActual('@vegaprotocol/positions'),
|
||||
useMarketMargin: () => mockMarketMargin,
|
||||
}));
|
||||
|
||||
describe('useOrderCloseOut', () => {
|
||||
const order = { size: '2', side: 'SIDE_BUY' };
|
||||
const market = {
|
||||
decimalPlaces: 5,
|
||||
tradableInstrument: {
|
||||
instrument: {
|
||||
product: {
|
||||
settlementAsset: {
|
||||
id: 'assetId',
|
||||
},
|
||||
},
|
||||
},
|
||||
},
|
||||
} as unknown as Market;
|
||||
|
||||
const marketData = {
|
||||
markPrice: 100000,
|
||||
} as unknown as MarketData;
|
||||
|
||||
beforeEach(() => {
|
||||
jest.clearAllMocks();
|
||||
});
|
||||
|
||||
it('should return proper null value', () => {
|
||||
mockMarketMargin = '-1';
|
||||
const { result } = renderHook(
|
||||
() =>
|
||||
useOrderCloseOut({
|
||||
order: order as OrderSubmissionBody['orderSubmission'],
|
||||
market,
|
||||
marketData: {
|
||||
markPrice: '0',
|
||||
} as MarketData,
|
||||
}),
|
||||
{
|
||||
wrapper: MockedProvider,
|
||||
}
|
||||
);
|
||||
expect(result.current).toEqual(null);
|
||||
});
|
||||
|
||||
it('should return proper sell value', () => {
|
||||
mockMarketMargin = '0';
|
||||
const { result } = renderHook(
|
||||
() =>
|
||||
useOrderCloseOut({
|
||||
order: {
|
||||
...order,
|
||||
side: 'SIDE_SELL',
|
||||
} as OrderSubmissionBody['orderSubmission'],
|
||||
market,
|
||||
marketData,
|
||||
}),
|
||||
{
|
||||
wrapper: MockedProvider,
|
||||
}
|
||||
);
|
||||
expect(result.current).toEqual('1');
|
||||
});
|
||||
|
||||
it('should return proper sell value on limit order', () => {
|
||||
mockMarketMargin = '0';
|
||||
const { result } = renderHook(
|
||||
() =>
|
||||
useOrderCloseOut({
|
||||
order: {
|
||||
...order,
|
||||
price: '1000000',
|
||||
type: 'TYPE_LIMIT',
|
||||
side: 'SIDE_SELL',
|
||||
} as OrderSubmissionBody['orderSubmission'],
|
||||
market,
|
||||
marketData,
|
||||
}),
|
||||
{
|
||||
wrapper: MockedProvider,
|
||||
}
|
||||
);
|
||||
expect(result.current).toEqual('1000000');
|
||||
});
|
||||
|
||||
it('should return proper empty value', () => {
|
||||
const { result } = renderHook(
|
||||
() =>
|
||||
useOrderCloseOut({
|
||||
order: {
|
||||
...order,
|
||||
side: 'SIDE_SELL',
|
||||
} as OrderSubmissionBody['orderSubmission'],
|
||||
market,
|
||||
marketData: {
|
||||
markPrice: '0',
|
||||
} as MarketData,
|
||||
}),
|
||||
{
|
||||
wrapper: MockedProvider,
|
||||
}
|
||||
);
|
||||
expect(result.current).toEqual('0');
|
||||
});
|
||||
});
|
||||
@@ -1,61 +0,0 @@
|
||||
import { BigNumber } from 'bignumber.js';
|
||||
import type { OrderSubmissionBody } from '@vegaprotocol/wallet';
|
||||
import { addDecimal } from '@vegaprotocol/utils';
|
||||
import * as Schema from '@vegaprotocol/types';
|
||||
import type { Market, MarketData } from '@vegaprotocol/market-list';
|
||||
import {
|
||||
useAccountBalance,
|
||||
useMarketAccountBalance,
|
||||
} from '@vegaprotocol/accounts';
|
||||
import { useMarketMargin } from '@vegaprotocol/positions';
|
||||
import { useMarketPositions } from './use-market-positions';
|
||||
|
||||
interface Props {
|
||||
order: OrderSubmissionBody['orderSubmission'];
|
||||
market: Market;
|
||||
marketData: MarketData;
|
||||
}
|
||||
|
||||
export const useOrderCloseOut = ({
|
||||
order,
|
||||
market,
|
||||
marketData,
|
||||
}: Props): string | null => {
|
||||
const { accountBalance, accountDecimals } = useAccountBalance(
|
||||
market.tradableInstrument.instrument.product.settlementAsset.id
|
||||
);
|
||||
const { accountBalance: positionBalance, accountDecimals: positionDecimals } =
|
||||
useMarketAccountBalance(market.id);
|
||||
const maintenanceLevel = useMarketMargin(market.id);
|
||||
|
||||
const marginMaintenanceLevel = new BigNumber(
|
||||
addDecimal(maintenanceLevel || 0, market.decimalPlaces)
|
||||
);
|
||||
const positionAccountBalance = new BigNumber(
|
||||
addDecimal(positionBalance || 0, positionDecimals || 0)
|
||||
);
|
||||
const generalAccountBalance = new BigNumber(
|
||||
addDecimal(accountBalance || 0, accountDecimals || 0)
|
||||
);
|
||||
const { openVolume } =
|
||||
useMarketPositions({
|
||||
marketId: market.id,
|
||||
}) || {};
|
||||
|
||||
const volume = new BigNumber(
|
||||
addDecimal(openVolume || '0', market.positionDecimalPlaces)
|
||||
)[order.side === Schema.Side.SIDE_BUY ? 'plus' : 'minus'](order.size);
|
||||
const price =
|
||||
order.type === Schema.OrderType.TYPE_LIMIT && order.price
|
||||
? new BigNumber(order.price)
|
||||
: new BigNumber(addDecimal(marketData.markPrice, market.decimalPlaces));
|
||||
// regarding formula (marginMaintenanceLevel - positionAccountBalance - generalAccountBalance) / volume + markPrice
|
||||
const marginDifference = marginMaintenanceLevel
|
||||
.minus(positionAccountBalance)
|
||||
.minus(generalAccountBalance);
|
||||
const closeOut = marginDifference.div(volume).plus(price);
|
||||
if (closeOut.isPositive()) {
|
||||
return closeOut.toString();
|
||||
}
|
||||
return null;
|
||||
};
|
||||
@@ -5,6 +5,5 @@ export * from './lib/margin-data-provider';
|
||||
export * from './lib/margin-calculator';
|
||||
export * from './lib/positions-table';
|
||||
export * from './lib/use-market-margin';
|
||||
export * from './lib/use-market-position-open-volume';
|
||||
export * from './lib/use-open-volume';
|
||||
export * from './lib/use-positions-data';
|
||||
|
||||
@@ -354,10 +354,7 @@ export const volumeAndMarginProvider = makeDerivedDataProvider<
|
||||
partyId,
|
||||
marketIds: [marketId],
|
||||
filter: {
|
||||
status: [
|
||||
OrderStatus.STATUS_ACTIVE,
|
||||
OrderStatus.STATUS_PARTIALLY_FILLED,
|
||||
],
|
||||
status: [OrderStatus.STATUS_ACTIVE, OrderStatus.STATUS_PARKED],
|
||||
},
|
||||
}),
|
||||
(callback, client, variables) =>
|
||||
|
||||
@@ -1,29 +0,0 @@
|
||||
import { useCallback, useState } from 'react';
|
||||
import { useVegaWallet } from '@vegaprotocol/wallet';
|
||||
import { positionsDataProvider } from './positions-data-providers';
|
||||
import { useDataProvider } from '@vegaprotocol/react-helpers';
|
||||
import type { PositionFieldsFragment } from './__generated__/Positions';
|
||||
|
||||
export const useMarketPositionOpenVolume = (marketId: string) => {
|
||||
const { pubKey } = useVegaWallet();
|
||||
const [openVolume, setOpenVolume] = useState<string>('');
|
||||
const update = useCallback(
|
||||
({ data }: { data: PositionFieldsFragment[] | null }) => {
|
||||
const position = data?.find((node) => node.market.id === marketId);
|
||||
if (position?.openVolume) {
|
||||
setOpenVolume(position?.openVolume || '');
|
||||
}
|
||||
return true;
|
||||
},
|
||||
[setOpenVolume, marketId]
|
||||
);
|
||||
|
||||
useDataProvider({
|
||||
dataProvider: positionsDataProvider,
|
||||
variables: { partyId: pubKey || '' },
|
||||
skip: !pubKey || !marketId,
|
||||
update,
|
||||
});
|
||||
|
||||
return openVolume;
|
||||
};
|
||||
Reference in New Issue
Block a user