-
Notifications
You must be signed in to change notification settings - Fork 296
New issue
Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.
By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.
Already on GitHub? Sign in to your account
Reworks the Buy/Sell order api to support creating multiple identical positions #4817
Closed
Closed
Changes from all commits
Commits
File filter
Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
There are no files selected for viewing
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Original file line number | Diff line number | Diff line change |
---|---|---|
|
@@ -8,7 +8,7 @@ use penumbra_dex::{ | |
}, | ||
TradingPair, | ||
}; | ||
use rand_core::CryptoRngCore; | ||
use rand_core::OsRng; | ||
|
||
use super::{replicate::ReplicateCmd, FeeTier}; | ||
|
||
|
@@ -104,6 +104,9 @@ pub enum OrderCmd { | |
/// The selected fee tier to multiply the fee amount by. | ||
#[clap(short, long, default_value_t)] | ||
fee_tier: FeeTier, | ||
/// Duplicate the order for the given number of times. | ||
#[clap(short, long, default_value = "1")] | ||
duplicate: u32, | ||
There was a problem hiding this comment. Choose a reason for hiding this commentThe reason will be displayed to describe this comment to others. Learn more. IMO we should change this to something starting with |
||
}, | ||
Sell { | ||
/// The desired sale, formatted as a string, e.g. `[email protected]` would attempt | ||
|
@@ -121,6 +124,9 @@ pub enum OrderCmd { | |
/// The selected fee tier to multiply the fee amount by. | ||
#[clap(short, long, default_value_t)] | ||
fee_tier: FeeTier, | ||
/// Duplicate the order for the given number of times. | ||
#[clap(short, long, default_value = "1")] | ||
duplicate: u32, | ||
}, | ||
} | ||
|
||
|
@@ -146,30 +152,48 @@ impl OrderCmd { | |
} | ||
} | ||
|
||
pub fn as_position<R: CryptoRngCore>( | ||
pub fn duplicate(&self) -> u32 { | ||
match self { | ||
OrderCmd::Buy { duplicate, .. } => *duplicate, | ||
OrderCmd::Sell { duplicate, .. } => *duplicate, | ||
} | ||
} | ||
|
||
pub fn as_position( | ||
&self, | ||
// Preserved since we'll need it after denom metadata refactor | ||
_asset_cache: &asset::Cache, | ||
rng: R, | ||
) -> Result<Position> { | ||
let mut position = match self { | ||
) -> Result<Vec<Position>> { | ||
let positions = match self { | ||
OrderCmd::Buy { buy_order, .. } => { | ||
tracing::info!(?buy_order, "parsing buy order"); | ||
let order = BuyOrder::parse_str(buy_order)?; | ||
order.into_position(rng) | ||
let mut positions = Vec::new(); | ||
for _ in 0..self.duplicate() { | ||
let mut position = order.into_position(OsRng); | ||
if self.is_auto_closing() { | ||
position.close_on_fill = true; | ||
} | ||
positions.push(position); | ||
} | ||
positions | ||
} | ||
OrderCmd::Sell { sell_order, .. } => { | ||
tracing::info!(?sell_order, "parsing sell order"); | ||
let order = SellOrder::parse_str(sell_order)?; | ||
order.into_position(rng) | ||
let mut positions = Vec::new(); | ||
|
||
for _ in 0..self.duplicate() { | ||
let mut position = order.into_position(OsRng); | ||
if self.is_auto_closing() { | ||
position.close_on_fill = true; | ||
} | ||
positions.push(position); | ||
} | ||
positions | ||
} | ||
}; | ||
tracing::info!(?position); | ||
|
||
if self.is_auto_closing() { | ||
position.close_on_fill = true; | ||
} | ||
|
||
Ok(position) | ||
Ok(positions) | ||
} | ||
} |
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
There was a problem hiding this comment.
Choose a reason for hiding this comment
The reason will be displayed to describe this comment to others. Learn more.
I wonder if we might not be able to make this use a generic RNG for easier testing