bf34f1c060
* fix: #1486 move deal ticket hooks from console-lite to be re-used in trading app for console v2 * fix: #1486 typo * feat: #1486 deal ticket query update, console-lite fix * feat: #1486 console-lite fix * feat: #1486 initial hook to get fee details * feat: #1486 add tooltips * feat: #1486 add fees cell from market-info in tooltip * fix: #1486 edit deal-ticket.spec.ts titles and index.ts of deal ticket hooks * feat: #1486 move all hooks for slippage into deal ticket * fix: #1486 fix linting deal-ticket issue * fix: set price, fix NaN percentage, watch full order object * fix: update only when market price is updated * feat: #1486 add fees from est. order query, fees breakdown, fix BigNumber NaN issue * feat: #1486 add fee factors in generate deal ticket query * fix: #1486 show margin on short * fix: #1486 format price and fix dal ticket use order margin import * fix: #1486 fix price memo * feat: #1486 update estimate ordr query with order price or mark price * fix: #1486 revert apps/console-lite/.env * fix: #1486 fix NaN value on close out * fix: #1486 revert close out calculation * fix: #1486 prevent NaN close out * fix: #1486 revert close out * feat: #1486 add fee factor percentages in tooltip and fix NaN * fix: #1486 fix deal-ticket-steps est close out null handling * fix: #1486 fix deal-ticket-steps est close out null handling * fix: #1486 add tooltip for fees * fix: #1486 fix console-lite formatting on notional size and close out * fix: #1486 total fees formatting inside the hook * feat: #1486 add qutote to fees tooltip * fix: #1486 update hook, price, console-lite and styling * chore: fix mock types * fix: #1486 fix tests in console-lite * fix: #1486 add declaration.d.ts to console-lite-e2e * fix: #1486 fix deal ticket test * fix: #1486 fix deal ticket test Co-authored-by: Rado <szpiechrados@gmail.com>
22 lines
2.2 KiB
TypeScript
22 lines
2.2 KiB
TypeScript
import { t } from '@vegaprotocol/react-helpers';
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export const EST_MARGIN_TOOLTIP_TEXT = t(
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'When opening a position on a futures market, you must post margin to cover any potential losses that you may incur. The margin is typically a fraction of the notional position size. For example, for a notional position size of $500, if the margin requirement is 10%, then the estimated margin would be approximately $50.'
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);
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export const CONTRACTS_MARGIN_TOOLTIP_TEXT = t(
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'The number of contracts determines how many units of the futures contract to buy or sell. For example, this is similar to buying one share of a listed company. The value of 1 contract is equivalent to the price of the contract. For example, if the current price is $50, then one contract is worth $50.'
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);
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export const EST_CLOSEOUT_TOOLTIP_TEXT = t(
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'Because you only need to post a fraction of your position size as margin when trading futures, it is possible to obtain leverage meaning your notional position size exceeds your account balance. In this scenario, if the market moves against your position, it will sometimes be necessary to force close your position due to insufficient funds. The estimated close out tells you the price at which that would happen based on current position and account balance.'
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);
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export const NOTIONAL_SIZE_TOOLTIP_TEXT = t(
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'The notional size represents the position size in the settlement asset of the futures contract. The notional size is calculated by multiplying the number of contracts by the price of the contract. For example, ten contracts traded at a price of $50 has a notional size of $500.'
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);
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export const EST_FEES_TOOLTIP_TEXT = t(
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'When you execute a new buy or sell order, you must pay a small amount of commission to the network for doing so. This fee is used to provide income to the node operates of the network and market makers who make prices on the futures market you are trading.'
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);
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export const EST_SLIPPAGE = t(
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'When you execute a trade on Vega, the price obtained in the market may differ from the best available price displayed at the time of placing the trade. The estimated slippage shows the difference between the best available price and the estimated execution price, determined by market liquidity and your chosen order size.'
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);
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