mango-explorer/mango/lotsizeconverter.py

# # ⚠ Warning
#
# THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT
# LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN
# NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
# WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE
# SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
#
# [🥭 Mango Markets](https://mango.markets/) support is available at:
#   [Docs](https://docs.mango.markets/)
#   [Discord](https://discord.gg/67jySBhxrg)
#   [Twitter](https://twitter.com/mangomarkets)
#   [Github](https://github.com/blockworks-foundation)
#   [Email](mailto:hello@blockworks.foundation)

import jsons

from decimal import Decimal

from .tokens import Instrument


# # 🥭 LotSizeConverter class
#
class LotSizeConverter:
    def __init__(
        self,
        base: Instrument,
        base_lot_size: Decimal,
        quote: Instrument,
        quote_lot_size: Decimal,
    ) -> None:
        self.base: Instrument = base
        self.base_lot_size: Decimal = base_lot_size
        self.quote: Instrument = quote
        self.quote_lot_size: Decimal = quote_lot_size

    @property
    def lot_size(self) -> Decimal:
        return self.base_size_lots_to_number(Decimal(1))

    @property
    def tick_size(self) -> Decimal:
        return self.price_lots_to_number(Decimal(1))

    def adjust_to_base_decimals(self, value: Decimal) -> Decimal:
        adjusted = 10 ** (self.base.decimals - self.quote.decimals)
        return value * adjusted

    def adjust_to_quote_decimals(self, value: Decimal) -> Decimal:
        adjusted = 10 ** (self.quote.decimals - self.base.decimals)
        return value * adjusted

    def price_lots_to_number(self, price_lots: Decimal) -> Decimal:
        lots_to_native = self.quote_lot_size / self.base_lot_size
        return self.adjust_to_base_decimals(price_lots * lots_to_native)

    def price_number_to_lots(self, price: Decimal) -> int:
        base_factor: Decimal = 10**self.base.decimals
        quote_factor: Decimal = 10**self.quote.decimals
        return round(
            (price * quote_factor * self.base_lot_size)
            / (base_factor * self.quote_lot_size)
        )

    def base_size_lots_to_number(self, size_lots: Decimal) -> Decimal:
        size: int = round(size_lots)
        base_factor: Decimal = 10**self.base.decimals
        return Decimal(size * self.base_lot_size) / base_factor

    def base_size_number_to_lots(self, size: Decimal) -> int:
        base_factor: Decimal = 10**self.base.decimals
        return int(round(size * base_factor) / self.base_lot_size)

    def quote_size_lots_to_number(self, size_lots: Decimal) -> Decimal:
        size: int = round(size_lots)
        quote_factor: Decimal = 10**self.quote.decimals
        return Decimal(size * self.quote_lot_size) / quote_factor

    def quote_lots_to_number(self, size_lots: Decimal) -> Decimal:
        quote_factor: Decimal = 10**self.quote.decimals
        return Decimal(size_lots * self.quote_lot_size) / quote_factor

    def quote_size_number_to_lots(self, size: Decimal) -> int:
        quote_factor: Decimal = 10**self.quote.decimals
        return int(round(size * quote_factor) / self.quote_lot_size)

    def round_base(self, quantity: Decimal) -> Decimal:
        return round(quantity / self.lot_size) * self.lot_size

    def round_quote(self, price: Decimal) -> Decimal:
        return round(price / self.tick_size) * self.tick_size

    def __str__(self) -> str:
        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)] »"

    def __repr__(self) -> str:
        return f"{self}"


# # 🥭 NullLotSizeConverter class
#
class NullLotSizeConverter(LotSizeConverter):
    def __init__(self) -> None:
        super().__init__(
            Instrument("NULLBASE", "Null Base", Decimal(0)),
            Decimal(1),
            Instrument("NULLQUOTE", "Null Quote", Decimal(0)),
            Decimal(1),
        )

    def price_lots_to_number(self, price_lots: Decimal) -> Decimal:
        return price_lots

    def price_number_to_lots(self, price: Decimal) -> int:
        return round(price)

    def base_size_lots_to_number(self, size_lots: Decimal) -> Decimal:
        return size_lots

    def base_size_number_to_lots(self, size: Decimal) -> int:
        return round(size)

    def quote_size_lots_to_number(self, size_lots: Decimal) -> Decimal:
        return size_lots

    def quote_size_number_to_lots(self, size: Decimal) -> int:
        return round(size)

    def __str__(self) -> str:
        return "« NullLotSizeConverter »"


# # 🥭 RaisingLotSizeConverter class
#
class RaisingLotSizeConverter(LotSizeConverter):
    def __init__(self) -> None:
        super().__init__(
            Instrument("RAISINGBASE", "Raising Base", Decimal(0)),
            Decimal(-1),
            Instrument("RAISINGQUOTE", "Raising Quote", Decimal(0)),
            Decimal(-1),
        )

    def price_lots_to_number(self, price_lots: Decimal) -> Decimal:
        raise NotImplementedError(
            "RaisingLotSizeConverter.price_lots_to_number() is not implemented. RaisingLotSizeConverter is a stub used where no LotSizeConverter members should be called."
        )

    def price_number_to_lots(self, price: Decimal) -> int:
        raise NotImplementedError(
            "RaisingLotSizeConverter.price_number_to_lots() is not implemented. RaisingLotSizeConverter is a stub used where no LotSizeConverter members should be called."
        )

    def base_size_lots_to_number(self, size_lots: Decimal) -> Decimal:
        raise NotImplementedError(
            "RaisingLotSizeConverter.base_size_lots_to_number() is not implemented. RaisingLotSizeConverter is a stub used where no LotSizeConverter members should be called."
        )

    def base_size_number_to_lots(self, size: Decimal) -> int:
        raise NotImplementedError(
            "RaisingLotSizeConverter.base_size_number_to_lots() is not implemented. RaisingLotSizeConverter is a stub used where no LotSizeConverter members should be called."
        )

    def quote_size_lots_to_number(self, size_lots: Decimal) -> Decimal:
        raise NotImplementedError(
            "RaisingLotSizeConverter.quote_size_lots_to_number() is not implemented. RaisingLotSizeConverter is a stub used where no LotSizeConverter members should be called."
        )

    def quote_size_number_to_lots(self, size: Decimal) -> int:
        raise NotImplementedError(
            "RaisingLotSizeConverter.quote_size_number_to_lots() is not implemented. RaisingLotSizeConverter is a stub used where no LotSizeConverter members should be called."
        )

    def __str__(self) -> str:
        return "« RaisingLotSizeConverter »"


jsons.set_serializer(lambda _, **__: "{}", RaisingLotSizeConverter)