(fix) Removed quantization logic from notional formatting logic

InjectiveLabs · Aug 6, 2024 · 1bffc7c · 1bffc7c
1 parent dedef04
commit 1bffc7c
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Showing 2 changed files with 9 additions and 18 deletions.
diff --git a/pyinjective/core/market.py b/pyinjective/core/market.py
@@ -39,9 +39,7 @@ def price_to_chain_format(self, human_readable_value: Decimal) -> Decimal:
     def notional_to_chain_format(self, human_readable_value: Decimal) -> Decimal:
         decimals = self.quote_token.decimals
         chain_formatted_value = human_readable_value * Decimal(f"1e{decimals}")
-        quantization_factor = self.min_notional if self.min_notional > Decimal("0") else self.min_quantity_tick_size
-        quantized_value = (chain_formatted_value // quantization_factor) * quantization_factor
-        extended_chain_formatted_value = quantized_value * Decimal(f"1e{ADDITIONAL_CHAIN_FORMAT_DECIMALS}")
+        extended_chain_formatted_value = chain_formatted_value * Decimal(f"1e{ADDITIONAL_CHAIN_FORMAT_DECIMALS}")
 
         return extended_chain_formatted_value
 
@@ -122,9 +120,7 @@ def calculate_margin_in_chain_format(
     def notional_to_chain_format(self, human_readable_value: Decimal) -> Decimal:
         decimals = self.quote_token.decimals
         chain_formatted_value = human_readable_value * Decimal(f"1e{decimals}")
-        quantization_factor = self.min_notional if self.min_notional > Decimal("0") else self.min_quantity_tick_size
-        quantized_value = (chain_formatted_value // quantization_factor) * quantization_factor
-        extended_chain_formatted_value = quantized_value * Decimal(f"1e{ADDITIONAL_CHAIN_FORMAT_DECIMALS}")
+        extended_chain_formatted_value = chain_formatted_value * Decimal(f"1e{ADDITIONAL_CHAIN_FORMAT_DECIMALS}")
 
         return extended_chain_formatted_value
 
@@ -234,9 +230,7 @@ def calculate_margin_in_chain_format(
     def notional_to_chain_format(self, human_readable_value: Decimal) -> Decimal:
         decimals = self.quote_token.decimals
         chain_formatted_value = human_readable_value * Decimal(f"1e{decimals}")
-        quantization_factor = self.min_notional if self.min_notional > Decimal("0") else self.min_quantity_tick_size
-        quantized_value = (chain_formatted_value // quantization_factor) * quantization_factor
-        extended_chain_formatted_value = quantized_value * Decimal(f"1e{ADDITIONAL_CHAIN_FORMAT_DECIMALS}")
+        extended_chain_formatted_value = chain_formatted_value * Decimal(f"1e{ADDITIONAL_CHAIN_FORMAT_DECIMALS}")
 
         return extended_chain_formatted_value
 

diff --git a/tests/core/test_market.py b/tests/core/test_market.py
@@ -43,10 +43,9 @@ def test_convert_notional_to_chain_format(self, inj_usdt_spot_market: SpotMarket
         chain_value = inj_usdt_spot_market.notional_to_chain_format(human_readable_value=original_notional)
         notional_decimals = inj_usdt_spot_market.quote_token.decimals
         expected_value = original_notional * Decimal(f"1e{notional_decimals}")
-        quantized_value = (expected_value // inj_usdt_spot_market.min_notional) * inj_usdt_spot_market.min_notional
-        quantized_chain_format_value = quantized_value * Decimal(f"1e{ADDITIONAL_CHAIN_FORMAT_DECIMALS}")
+        expected_chain_format_value = expected_value * Decimal(f"1e{ADDITIONAL_CHAIN_FORMAT_DECIMALS}")
 
-        assert quantized_chain_format_value == chain_value
+        assert expected_chain_format_value == chain_value
 
     def test_convert_quantity_from_chain_format(self, inj_usdt_spot_market: SpotMarket):
         expected_quantity = Decimal("123.456")
@@ -157,10 +156,9 @@ def test_convert_notional_to_chain_format(self, btc_usdt_perp_market: Derivative
         chain_value = btc_usdt_perp_market.notional_to_chain_format(human_readable_value=original_notional)
         notional_decimals = btc_usdt_perp_market.quote_token.decimals
         expected_value = original_notional * Decimal(f"1e{notional_decimals}")
-        quantized_value = (expected_value // btc_usdt_perp_market.min_notional) * btc_usdt_perp_market.min_notional
-        quantized_chain_format_value = quantized_value * Decimal(f"1e{ADDITIONAL_CHAIN_FORMAT_DECIMALS}")
+        expected_chain_format_value = expected_value * Decimal(f"1e{ADDITIONAL_CHAIN_FORMAT_DECIMALS}")
 
-        assert quantized_chain_format_value == chain_value
+        assert expected_chain_format_value == chain_value
 
     def test_convert_quantity_from_chain_format(self, btc_usdt_perp_market: DerivativeMarket):
         expected_quantity = Decimal("123.456")
@@ -430,10 +428,9 @@ def test_convert_notional_to_chain_format(self, first_match_bet_market: BinaryOp
         chain_value = first_match_bet_market.notional_to_chain_format(human_readable_value=original_notional)
         notional_decimals = first_match_bet_market.quote_token.decimals
         expected_value = original_notional * Decimal(f"1e{notional_decimals}")
-        quantized_value = (expected_value // first_match_bet_market.min_notional) * first_match_bet_market.min_notional
-        quantized_chain_format_value = quantized_value * Decimal(f"1e{ADDITIONAL_CHAIN_FORMAT_DECIMALS}")
+        expected_chain_format_value = expected_value * Decimal(f"1e{ADDITIONAL_CHAIN_FORMAT_DECIMALS}")
 
-        assert quantized_chain_format_value == chain_value
+        assert expected_chain_format_value == chain_value
 
     def test_convert_quantity_from_chain_format_with_fixed_denom(self, first_match_bet_market: BinaryOptionMarket):
         original_quantity = Decimal("123.456789")