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mango-v4
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Perp: documentation in bookside_iterator.rs

This commit is contained in:
Christian Kamm 2023-01-20 13:43:00 +01:00
parent d65e0794f4
commit 30ebf173ee
1 changed files with 14 additions and 3 deletions
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17
programs/mango-v4/src/state/orderbook/bookside_iterator.rs
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@ -50,8 +50,12 @@ pub enum OrderState {
Skipped,
}
/// Returns the state and current price of an oracle pegged order.
///
/// For pegged orders with offsets that let the price escape the 1..i64::MAX range,
/// this function returns Skipped and clamps `price` to that range.
///
/// Orders that exceed their peg_limit will have Invalid state.
fn oracle_pegged_price(oracle_price_lots: i64, node: &LeafNode, side: Side) -> (OrderState, i64) {
let price_data = node.price_data();
let price_offset = oracle_pegged_price_offset(price_data);
@ -66,7 +70,10 @@ fn oracle_pegged_price(oracle_price_lots: i64, node: &LeafNode, side: Side) -> (
(OrderState::Skipped, price.max(1))
}
fn key_for_price(key: u128, price_lots: i64) -> u128 {
/// Replace the price data in a binary tree `key` with the fixed order price data at `price_lots`.
///
/// Used to convert oracle pegged keys into a form that allows comparison with fixed order keys.
fn key_for_fixed_price(key: u128, price_lots: i64) -> u128 {
// We know this can never fail, because oracle pegged price will always be >= 1
assert!(price_lots >= 1);
let price_data = fixed_price_data(price_lots).unwrap();
@ -75,6 +82,7 @@ fn key_for_price(key: u128, price_lots: i64) -> u128 {
upper | lower
}
/// Helper for the iterator returning a fixed order
fn fixed_to_result(fixed: (NodeHandle, &LeafNode), now_ts: u64) -> BookSideIterItem {
let (handle, node) = fixed;
let expired = node.is_expired(now_ts);
@ -93,6 +101,7 @@ fn fixed_to_result(fixed: (NodeHandle, &LeafNode), now_ts: u64) -> BookSideIterI
}
}
/// Helper for the iterator returning a pegged order
fn oracle_pegged_to_result(
pegged: (NodeHandle, &LeafNode, i64, OrderState),
now_ts: u64,
@ -110,7 +119,9 @@ fn oracle_pegged_to_result(
}
}
/// Returns (better, worse); will return the same value twice if no second order passed in
/// Compares the `fixed` and `oracle_pegged` order and returns the one that would match first.
///
/// (or the worse one, if `return_worse` is set)
pub fn rank_orders<'a>(
side: Side,
fixed: Option<(NodeHandle, &'a LeafNode)>,
@ -133,7 +144,7 @@ pub fn rank_orders<'a>(
|a, b| a < b
};
if is_better(f.1.key, key_for_price(o.1.key, o.2)) ^ return_worse {
if is_better(f.1.key, key_for_fixed_price(o.1.key, o.2)) ^ return_worse {
Some(fixed_to_result(f, now_ts))
} else {
Some(oracle_pegged_to_result(o, now_ts))