blockworks-foundation
/
mango-explorer
mirror of https://github.com/blockworks-foundation/mango-explorer.git
1
0
Fork 0
Code Issues Projects Releases Wiki Activity

Removed use of abs() to get a Decimal absolute value - now use the copy_abs() method instead.

This commit is contained in:
Geoff Taylor 2022-03-09 12:02:18 +00:00
parent 9f66be9807
commit 790f379867
2 changed files with 4 additions and 4 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

4
mango/account.py
View File

@ -852,7 +852,7 @@ class Account(AddressableAccount):
slot.net_value.value + spot_open_orders.base_token_free
)
if abs(spot_bids_base_net) > abs(spot_asks_base_net):
if spot_bids_base_net.copy_abs() > spot_asks_base_net.copy_abs():
spot_health_base = spot_bids_base_net
spot_health_quote = spot_open_orders.quote_token_free
else:
@ -951,7 +951,7 @@ class Account(AddressableAccount):
quote_pos = slot.perp_account.quote_position / (
10**self.shared_quote_token.decimals
)
if abs(perp_bids_base_net) > abs(perp_asks_base_net):
if perp_bids_base_net.copy_abs() > perp_asks_base_net.copy_abs():
perp_health_base = perp_bids_base_net
perp_health_quote = (
(quote_pos + unsettled_funding)

4
mango/hedging/perptospothedger.py
View File

@ -127,7 +127,7 @@ class PerpToSpotHedger(Hedger):
f"Delta from {self.underlying_market.fully_qualified_symbol} to {self.hedging_market.fully_qualified_symbol} is {delta:,.8f} {basket_token.base_instrument.symbol}, action threshold is: {self.action_threshold}"
)
if abs(delta) > self.action_threshold:
if delta.copy_abs() > self.action_threshold:
side: mango.Side = mango.Side.BUY if delta < 0 else mango.Side.SELL
up_or_down: str = "up to" if side == mango.Side.BUY else "down to"
price_adjustment_factor: Decimal = (
@ -139,7 +139,7 @@ class PerpToSpotHedger(Hedger):
adjusted_price: Decimal = (
model_state.price.mid_price * price_adjustment_factor
)
quantity: Decimal = abs(delta)
quantity: Decimal = delta.copy_abs()
if (self.max_hedge_chunk_quantity > 0) and (
quantity > self.max_hedge_chunk_quantity
):