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feat/add chain values converters #202

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merged 3 commits into from
Jan 17, 2024
Merged

feat/add chain values converters #202

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76b3f74
(feat) Added logic in all Market classes to convert values from exten…
Jan 15, 2024
091877c
(fix) Addressed comments in PR review
Jan 16, 2024
a6f2d0c
(fix) Fix Lint import issue
Jan 17, 2024
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28 changes: 16 additions & 12 deletions Makefile
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Original file line number Diff line number Diff line change
Expand Up @@ -2,27 +2,31 @@ all:

copy-exchange-client:
rm -rf exchange/*
mkdir -p exchange/meta_rpc
mkdir -p exchange/exchange_rpc
mkdir -p exchange/accounts_rpc
mkdir -p exchange/auction_rpc
mkdir -p exchange/oracle_rpc
mkdir -p exchange/insurance_rpc
mkdir -p exchange/explorer_rpc
mkdir -p exchange/spot_exchange_rpc
mkdir -p exchange/campaign_rpc
mkdir -p exchange/derivative_exchange_rpc
mkdir -p exchange/exchange_rpc
mkdir -p exchange/explorer_rpc
mkdir -p exchange/insurance_rpc
mkdir -p exchange/meta_rpc
mkdir -p exchange/oracle_rpc
mkdir -p exchange/portfolio_rpc
mkdir -p exchange/spot_exchange_rpc
mkdir -p exchange/trading_rpc

cp -r ../injective-indexer/api/gen/grpc/injective_meta_rpc/pb exchange/meta_rpc/pb
cp -r ../injective-indexer/api/gen/grpc/injective_exchange_rpc/pb exchange/exchange_rpc/pb
cp -r ../injective-indexer/api/gen/grpc/injective_accounts_rpc/pb exchange/accounts_rpc/pb
cp -r ../injective-indexer/api/gen/grpc/injective_auction_rpc/pb exchange/auction_rpc/pb
cp -r ../injective-indexer/api/gen/grpc/injective_oracle_rpc/pb exchange/oracle_rpc/pb
cp -r ../injective-indexer/api/gen/grpc/injective_insurance_rpc/pb exchange/insurance_rpc/pb
cp -r ../injective-indexer/api/gen/grpc/injective_explorer_rpc/pb exchange/explorer_rpc/pb
cp -r ../injective-indexer/api/gen/grpc/injective_spot_exchange_rpc/pb exchange/spot_exchange_rpc/pb
cp -r ../injective-indexer/api/gen/grpc/injective_campaign_rpc/pb exchange/campaign_rpc/pb
cp -r ../injective-indexer/api/gen/grpc/injective_derivative_exchange_rpc/pb exchange/derivative_exchange_rpc/pb
cp -r ../injective-indexer/api/gen/grpc/injective_exchange_rpc/pb exchange/exchange_rpc/pb
cp -r ../injective-indexer/api/gen/grpc/injective_explorer_rpc/pb exchange/explorer_rpc/pb
cp -r ../injective-indexer/api/gen/grpc/injective_insurance_rpc/pb exchange/insurance_rpc/pb
cp -r ../injective-indexer/api/gen/grpc/injective_meta_rpc/pb exchange/meta_rpc/pb
cp -r ../injective-indexer/api/gen/grpc/injective_oracle_rpc/pb exchange/oracle_rpc/pb
cp -r ../injective-indexer/api/gen/grpc/injective_portfolio_rpc/pb exchange/portfolio_rpc/pb
cp -r ../injective-indexer/api/gen/grpc/injective_spot_exchange_rpc/pb exchange/spot_exchange_rpc/pb
cp -r ../injective-indexer/api/gen/grpc/injective_trading_rpc/pb exchange/trading_rpc/pb

.PHONY: copy-exchange-client tests coverage

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28 changes: 28 additions & 0 deletions client/core/market.go
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Expand Up @@ -46,6 +46,18 @@ func (spotMarket SpotMarket) PriceFromChainFormat(chainValue cosmtypes.Dec) deci
return decimal.RequireFromString(chainValue.String()).Mul(decimal.New(1, decimals))
}

func (spotMarket SpotMarket) QuantityFromExtendedChainFormat(chainValue cosmtypes.Dec) decimal.Decimal {
return spotMarket.fromExtendedChainformat(spotMarket.QuantityFromChainFormat(chainValue))
}

func (spotMarket SpotMarket) PriceFromExtendedChainFormat(chainValue cosmtypes.Dec) decimal.Decimal {
return spotMarket.fromExtendedChainformat(spotMarket.PriceFromChainFormat(chainValue))
}

func (spotMarket SpotMarket) fromExtendedChainformat(chainValue decimal.Decimal) decimal.Decimal {
return chainValue.Div(decimal.New(1, AdditionalChainFormatDecimals))
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Better to do this in utils file, this one doesn't depend on spotMarket or derivativeMarket

fromExtendedChainformat(chainValue decimal.Decimal) decimal.Decimal

But why chainValue has decimal.Decimal type?

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Ok, will move it (unfortunately moving it to utils makes it less OOP, something that I don't really like)

Regarding the chainValue, it was not originally decimal.Decimal. But the function that calls this one first translates the value according to market tokens decimals, making it a decimal.Decimal

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unfortunately moving it to utils makes it less OOP, something that I don't really like

Yeah it's a tool and we need flexibility to choose which to use

Regarding the chainValue, it was not originally decimal.Decimal. But the function that calls this one first translates the value according to market tokens decimals, making it a decimal.Decimal

Oh I thought using sdk.Dec is enough when chain streamed the value

}

type DerivativeMarket struct {
Id string
Status string
Expand Down Expand Up @@ -116,3 +128,19 @@ func (derivativeMarket DerivativeMarket) MarginFromChainFormat(chainValue cosmty
decimals := -derivativeMarket.QuoteToken.Decimals
return decimal.RequireFromString(chainValue.String()).Mul(decimal.New(1, decimals))
}

func (derivativeMarket DerivativeMarket) QuantityFromExtendedChainFormat(chainValue cosmtypes.Dec) decimal.Decimal {
return derivativeMarket.fromExtendedChainformat(derivativeMarket.QuantityFromChainFormat(chainValue))
}

func (derivativeMarket DerivativeMarket) PriceFromExtendedChainFormat(chainValue cosmtypes.Dec) decimal.Decimal {
return derivativeMarket.fromExtendedChainformat(derivativeMarket.PriceFromChainFormat(chainValue))
}

func (derivativeMarket DerivativeMarket) MarginFromExtendedChainFormat(chainValue cosmtypes.Dec) decimal.Decimal {
return derivativeMarket.fromExtendedChainformat(derivativeMarket.MarginFromChainFormat(chainValue))
}

func (derivativeMarket DerivativeMarket) fromExtendedChainformat(chainValue decimal.Decimal) decimal.Decimal {
return chainValue.Div(decimal.New(1, AdditionalChainFormatDecimals))
}
53 changes: 53 additions & 0 deletions client/core/market_test.go
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Original file line number Diff line number Diff line change
Expand Up @@ -112,6 +112,27 @@ func TestConvertPriceFromChainFormatForSpotMarket(t *testing.T) {
assert.Assert(t, expectedPrice.Equal(humanReadablePrice))
}

func TestConvertQuantityFromExtendedChainFormatForSpotMarket(t *testing.T) {
spotMarket := createINJUSDTSpotMarket()
expectedQuantity := decimal.RequireFromString("123.456")

chainFormatQuantity := expectedQuantity.Mul(decimal.New(1, spotMarket.BaseToken.Decimals)).Mul(decimal.New(1, AdditionalChainFormatDecimals))
humanReadableQuantity := spotMarket.QuantityFromExtendedChainFormat(types.MustNewDecFromStr(chainFormatQuantity.String()))

assert.Assert(t, expectedQuantity.Equal(humanReadableQuantity))
}

func TestConvertPriceFromExtendedChainFormatForSpotMarket(t *testing.T) {
spotMarket := createINJUSDTSpotMarket()
expectedPrice := decimal.RequireFromString("123.456")

priceDecimals := spotMarket.QuoteToken.Decimals - spotMarket.BaseToken.Decimals
chainFormatPrice := expectedPrice.Mul(decimal.New(1, priceDecimals)).Mul(decimal.New(1, AdditionalChainFormatDecimals))
humanReadablePrice := spotMarket.PriceFromExtendedChainFormat(types.MustNewDecFromStr(chainFormatPrice.String()))

assert.Assert(t, expectedPrice.Equal(humanReadablePrice))
}

//Derivative markets tests

func TestConvertQuantityToChainFormatForDerivativeMarket(t *testing.T) {
Expand Down Expand Up @@ -197,3 +218,35 @@ func TestConvertMarginFromChainFormatForDerivativeMarket(t *testing.T) {

assert.Assert(t, expectedMargin.Equal(humanReadablePrice))
}

func TestConvertQuantityFromExtendedChainFormatForDerivativeMarket(t *testing.T) {
derivativeMarket := createBTCUSDTPerpMarket()
expectedQuantity := decimal.RequireFromString("123.456")

chainFormatQuantity := expectedQuantity.Mul(decimal.New(1, AdditionalChainFormatDecimals))
humanReadableQuantity := derivativeMarket.QuantityFromExtendedChainFormat(types.MustNewDecFromStr(chainFormatQuantity.String()))

assert.Assert(t, expectedQuantity.Equal(humanReadableQuantity))
}

func TestConvertPriceFromExtendedChainFormatForDerivativeMarket(t *testing.T) {
derivativeMarket := createBTCUSDTPerpMarket()
expectedPrice := decimal.RequireFromString("123.456")

priceDecimals := derivativeMarket.QuoteToken.Decimals
chainFormatPrice := expectedPrice.Mul(decimal.New(1, priceDecimals)).Mul(decimal.New(1, AdditionalChainFormatDecimals))
humanReadablePrice := derivativeMarket.PriceFromExtendedChainFormat(types.MustNewDecFromStr(chainFormatPrice.String()))

assert.Assert(t, expectedPrice.Equal(humanReadablePrice))
}

func TestConvertMarginFromExtendedChainFormatForDerivativeMarket(t *testing.T) {
derivativeMarket := createBTCUSDTPerpMarket()
expectedMargin := decimal.RequireFromString("123.456")

marginDecimals := derivativeMarket.QuoteToken.Decimals
chainFormatMargin := expectedMargin.Mul(decimal.New(1, marginDecimals)).Mul(decimal.New(1, AdditionalChainFormatDecimals))
humanReadablePrice := derivativeMarket.MarginFromExtendedChainFormat(types.MustNewDecFromStr(chainFormatMargin.String()))

assert.Assert(t, expectedMargin.Equal(humanReadablePrice))
}
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