145 lines
6.4 KiB
Python
145 lines
6.4 KiB
Python
# # ⚠ Warning
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#
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# THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT
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# LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN
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# NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
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# WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE
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# SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
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#
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# [🥭 Mango Markets](https://mango.markets/) support is available at:
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# [Docs](https://docs.mango.markets/)
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# [Discord](https://discord.gg/67jySBhxrg)
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# [Twitter](https://twitter.com/mangomarkets)
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# [Github](https://github.com/blockworks-foundation)
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# [Email](mailto:hello@blockworks.foundation)
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from decimal import Decimal
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from .token import Token
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# # 🥭 LotSizeConverter class
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#
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class LotSizeConverter():
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def __init__(self, base: Token, base_lot_size: Decimal, quote: Token, quote_lot_size: Decimal):
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self.base: Token = base
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self.base_lot_size: Decimal = base_lot_size
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self.quote: Token = quote
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self.quote_lot_size: Decimal = quote_lot_size
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@property
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def min_order_size(self) -> Decimal:
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return self.base_size_lots_to_number(Decimal(1))
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@property
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def tick_size(self) -> Decimal:
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return self.price_lots_to_number(Decimal(1))
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def price_lots_to_number(self, price_lots: Decimal) -> Decimal:
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adjusted = 10 ** (self.base.decimals - self.quote.decimals)
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lots_to_native = self.quote_lot_size / self.base_lot_size
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return (price_lots * lots_to_native) * adjusted
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def price_number_to_lots(self, price: Decimal) -> int:
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base_factor: Decimal = 10 ** self.base.decimals
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quote_factor: Decimal = 10 ** self.quote.decimals
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return round((price * quote_factor * self.base_lot_size) / (base_factor * self.quote_lot_size))
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def base_size_lots_to_number(self, size_lots: Decimal) -> Decimal:
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size: int = round(size_lots)
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base_factor: Decimal = 10 ** self.base.decimals
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return Decimal(size * self.base_lot_size) / base_factor
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def base_size_number_to_lots(self, size: Decimal) -> int:
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base_factor: Decimal = 10 ** self.base.decimals
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return int(round(size * base_factor) / self.base_lot_size)
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def quote_size_lots_to_number(self, size_lots: Decimal) -> Decimal:
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size: int = round(size_lots)
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quote_factor: Decimal = 10 ** self.quote.decimals
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return Decimal(size * self.quote_lot_size) / quote_factor
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def quote_lots_to_number(self, size_lots: Decimal) -> Decimal:
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quote_factor: Decimal = 10 ** self.quote.decimals
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return Decimal(size_lots * self.quote_lot_size) / quote_factor
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def quote_size_number_to_lots(self, size: Decimal) -> int:
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quote_factor: Decimal = 10 ** self.quote.decimals
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return int(round(size * quote_factor) / self.quote_lot_size)
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def round_base(self, quantity: Decimal) -> Decimal:
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lots: int = self.base_size_number_to_lots(quantity)
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return self.base_size_lots_to_number(Decimal(lots))
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def round_quote(self, price: Decimal) -> Decimal:
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lots: int = self.quote_size_number_to_lots(price)
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return self.quote_size_lots_to_number(Decimal(lots))
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def __str__(self) -> str:
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return f"« 𝙻𝚘𝚝𝚂𝚒𝚣𝚎𝙲𝚘𝚗𝚟𝚎𝚛𝚝𝚎𝚛 {self.base.symbol}/{self.quote.symbol} [base lot size: {self.base_lot_size} ({self.base.decimals} decimals), quote lot size: {self.quote_lot_size} ({self.quote.decimals} decimals)] »"
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def __repr__(self) -> str:
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return f"{self}"
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# # 🥭 NullLotSizeConverter class
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#
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class NullLotSizeConverter(LotSizeConverter):
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def __init__(self):
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super().__init__(None, Decimal(1), None, Decimal(1))
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def price_lots_to_number(self, price_lots: Decimal) -> Decimal:
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return price_lots
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def price_number_to_lots(self, price: Decimal) -> int:
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return round(price)
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def base_size_lots_to_number(self, size_lots: Decimal) -> Decimal:
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return size_lots
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def base_size_number_to_lots(self, size: Decimal) -> int:
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return round(size)
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def quote_size_lots_to_number(self, size_lots: Decimal) -> Decimal:
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return size_lots
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def quote_size_number_to_lots(self, size: Decimal) -> int:
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return round(size)
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def __str__(self) -> str:
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return "« 𝙽𝚞𝚕𝚕𝙻𝚘𝚝𝚂𝚒𝚣𝚎𝙲𝚘𝚗𝚟𝚎𝚛𝚝𝚎𝚛 »"
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# # 🥭 RaisingLotSizeConverter class
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#
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class RaisingLotSizeConverter(LotSizeConverter):
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def __init__(self):
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super().__init__(None, Decimal(-1), None, Decimal(-1))
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def price_lots_to_number(self, price_lots: Decimal) -> Decimal:
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raise NotImplementedError(
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"RaisingLotSizeConverter.price_lots_to_number() is not implemented. RaisingLotSizeConverter is a stub used where no LotSizeConverter members should be called.")
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def price_number_to_lots(self, price: Decimal) -> int:
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raise NotImplementedError(
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"RaisingLotSizeConverter.price_number_to_lots() is not implemented. RaisingLotSizeConverter is a stub used where no LotSizeConverter members should be called.")
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def base_size_lots_to_number(self, size_lots: Decimal) -> Decimal:
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raise NotImplementedError(
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"RaisingLotSizeConverter.base_size_lots_to_number() is not implemented. RaisingLotSizeConverter is a stub used where no LotSizeConverter members should be called.")
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def base_size_number_to_lots(self, size: Decimal) -> int:
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raise NotImplementedError(
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"RaisingLotSizeConverter.base_size_number_to_lots() is not implemented. RaisingLotSizeConverter is a stub used where no LotSizeConverter members should be called.")
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def quote_size_lots_to_number(self, size_lots: Decimal) -> Decimal:
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raise NotImplementedError(
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"RaisingLotSizeConverter.quote_size_lots_to_number() is not implemented. RaisingLotSizeConverter is a stub used where no LotSizeConverter members should be called.")
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def quote_size_number_to_lots(self, size: Decimal) -> int:
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raise NotImplementedError(
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"RaisingLotSizeConverter.quote_size_number_to_lots() is not implemented. RaisingLotSizeConverter is a stub used where no LotSizeConverter members should be called.")
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def __str__(self) -> str:
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return "« 𝚁𝚊𝚒𝚜𝚒𝚗𝚐𝙻𝚘𝚝𝚂𝚒𝚣𝚎𝙲𝚘𝚗𝚟𝚎𝚛𝚝𝚎𝚛 »"
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