fix trading params comment
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249a1d7452
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@ -71,9 +71,14 @@ const CreateOpenbookMarketModal = ({
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)
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}
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return {
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minOrder: 0,
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priceTick: 0,
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baseLotSize: 0,
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baseLots: 0,
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quoteLots: 0,
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minOrderValue: 0,
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baseLotExponent: 0,
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quoteLotExponent: 0,
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minOrderSize: 0,
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priceIncrement: 0,
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priceIncrementRelative: 0,
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}
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}, [baseBank, quoteBank])
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console.log(tradingParams)
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@ -138,14 +143,14 @@ const CreateOpenbookMarketModal = ({
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programId: OPENBOOK_PROGRAM_ID[CLUSTER].toBase58(),
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baseMint: baseBank?.mint.toBase58() || '',
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quoteMint: quoteBank?.mint.toBase58() || '',
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minimumOrderSize: tradingParams.minOrder.toString(),
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minimumPriceTickSize: tradingParams.priceTick.toString(),
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minimumOrderSize: tradingParams.minOrderSize.toString(),
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minimumPriceTickSize: tradingParams.priceIncrement.toString(),
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})
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}, [
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baseBank?.mint,
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quoteBank?.mint,
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tradingParams.minOrder,
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tradingParams.priceTick,
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tradingParams.minOrderSize,
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tradingParams.priceIncrement,
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])
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useEffect(() => {
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@ -194,12 +194,12 @@ export const getBestMarket = async ({
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// if minOrderValue > 0.05:
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// break;
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// Derive: quoteLotExponent <= min[ priceIncrement * basePrice / quotePrice > 0.000025 ]
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// Derive: quoteLotExponent <= min[ priceIncrement * quotePrice / basePrice > 0.000025 ]
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// quoteLotExponent = 0
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// While (quoteLotExponent < 10):
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// priceIncrement = 10^(quoteLotExponent + baseDecimals - baseLotExponent - quoteDecimals)
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// priceIncrementRelative = priceIncrement * quotePrice / basePrice
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// if priceIncrementRelative > 0.00005:
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// if priceIncrementRelative > 0.000025:
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// break;
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export function calculateTradingParameters(
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@ -210,6 +210,7 @@ export function calculateTradingParameters(
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) {
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const MAX_MIN_ORDER_VALUE = 0.05
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const MIN_PRICE_INCREMENT_RELATIVE = 0.000025
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const EXPONENT_THRESHOLD = 10
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let minOrderSize = 0
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let priceIncrement = 0
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@ -228,7 +229,7 @@ export function calculateTradingParameters(
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}
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baseLotExponent++
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} while (baseLotExponent < 10)
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} while (baseLotExponent < EXPONENT_THRESHOLD)
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// Calculate price increment
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do {
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@ -242,8 +243,9 @@ export function calculateTradingParameters(
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}
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quoteLotExponent++
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} while (quoteLotExponent < 10)
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} while (quoteLotExponent < EXPONENT_THRESHOLD)
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//exception override values in that case example eth/btc market
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if (
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quoteLotExponent === 0 &&
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priceIncrementRelative > 0.001 &&
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@ -260,11 +262,13 @@ export function calculateTradingParameters(
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}
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return {
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baseLots: Math.pow(10, baseLotExponent),
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quoteLots: Math.pow(10, quoteLotExponent),
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minOrderValue: minOrderValue,
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baseLotExponent: baseLotExponent,
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quoteLotExponent: quoteLotExponent,
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minOrder: minOrderSize,
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priceTick: priceIncrement,
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minOrderSize: minOrderSize,
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priceIncrement: priceIncrement,
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priceIncrementRelative: priceIncrementRelative,
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}
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}
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