967 lines
31 KiB
TypeScript
967 lines
31 KiB
TypeScript
import { AccountInfo, PublicKey } from '@solana/web3.js'
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import Big from 'big.js'
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import mangoStore from '@store/mangoStore'
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import React, { useCallback, useEffect, useMemo, useRef, useState } from 'react'
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import { Market, Orderbook as SpotOrderBook } from '@project-serum/serum'
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import isEqual from 'lodash/isEqual'
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import useLocalStorageState from 'hooks/useLocalStorageState'
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import {
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floorToDecimal,
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formatNumericValue,
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getDecimalCount,
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} from 'utils/numbers'
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import { ANIMATION_SETTINGS_KEY } from 'utils/constants'
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import { useTranslation } from 'next-i18next'
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import Decimal from 'decimal.js'
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import { OrderbookL2 } from 'types'
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import OrderbookIcon from '@components/icons/OrderbookIcon'
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import Tooltip from '@components/shared/Tooltip'
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import GroupSize from './GroupSize'
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import { breakpoints } from '../../utils/theme'
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import { useViewport } from 'hooks/useViewport'
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import {
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BookSide,
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BookSideType,
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MangoClient,
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PerpMarket,
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Serum3Market,
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} from '@blockworks-foundation/mango-v4'
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import useSelectedMarket from 'hooks/useSelectedMarket'
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import { INITIAL_ANIMATION_SETTINGS } from '@components/settings/AnimationSettings'
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import { ArrowPathIcon } from '@heroicons/react/20/solid'
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import { sleep } from 'utils'
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import { OrderbookFeed } from '@blockworks-foundation/mango-feeds'
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const sizeCompacter = Intl.NumberFormat('en', {
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maximumFractionDigits: 6,
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notation: 'compact',
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})
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const SHOW_EXPONENTIAL_THRESHOLD = 0.00001
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const getMarket = () => {
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const group = mangoStore.getState().group
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const selectedMarket = mangoStore.getState().selectedMarket.current
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if (!group || !selectedMarket) return
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return selectedMarket instanceof PerpMarket
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? selectedMarket
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: group?.getSerum3ExternalMarket(selectedMarket.serumMarketExternal)
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}
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export const decodeBookL2 = (book: SpotOrderBook | BookSide): number[][] => {
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const depth = 300
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if (book instanceof SpotOrderBook) {
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return book.getL2(depth).map(([price, size]) => [price, size])
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} else if (book instanceof BookSide) {
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return book.getL2Ui(depth)
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}
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return []
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}
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export function decodeBook(
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client: MangoClient,
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market: Market | PerpMarket,
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accInfo: AccountInfo<Buffer>,
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side: 'bids' | 'asks'
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): SpotOrderBook | BookSide {
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if (market instanceof Market) {
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const book = SpotOrderBook.decode(market, accInfo.data)
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return book
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} else {
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const decodedAcc = client.program.coder.accounts.decode(
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'bookSide',
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accInfo.data
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)
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const book = BookSide.from(
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client,
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market,
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side === 'bids' ? BookSideType.bids : BookSideType.asks,
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decodedAcc
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)
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return book
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}
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}
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type cumOrderbookSide = {
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price: number
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size: number
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cumulativeSize: number
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sizePercent: number
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maxSizePercent: number
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cumulativeSizePercent: number
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isUsersOrder: boolean
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}
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const getCumulativeOrderbookSide = (
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orders: number[][],
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totalSize: number,
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maxSize: number,
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depth: number,
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usersOpenOrderPrices: number[],
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grouping: number,
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isGrouped: boolean
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): cumOrderbookSide[] => {
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let cumulativeSize = 0
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return orders.slice(0, depth).map(([price, size]) => {
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cumulativeSize += size
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return {
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price: Number(price),
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size,
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cumulativeSize,
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sizePercent: Math.round((cumulativeSize / (totalSize || 1)) * 100),
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cumulativeSizePercent: Math.round((size / (cumulativeSize || 1)) * 100),
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maxSizePercent: Math.round((size / (maxSize || 1)) * 100),
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isUsersOrder: hasOpenOrderForPriceGroup(
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usersOpenOrderPrices,
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price,
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grouping,
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isGrouped
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),
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}
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})
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}
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const groupBy = (
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ordersArray: number[][],
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market: PerpMarket | Market,
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grouping: number,
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isBids: boolean
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) => {
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if (!ordersArray || !market || !grouping || grouping == market?.tickSize) {
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return ordersArray || []
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}
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const groupFloors: Record<number, number> = {}
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for (let i = 0; i < ordersArray.length; i++) {
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if (typeof ordersArray[i] == 'undefined') {
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break
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}
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const bigGrouping = Big(grouping)
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const bigOrder = Big(ordersArray[i][0])
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const floor = isBids
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? bigOrder
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.div(bigGrouping)
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.round(0, Big.roundDown)
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.times(bigGrouping)
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.toNumber()
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: bigOrder
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.div(bigGrouping)
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.round(0, Big.roundUp)
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.times(bigGrouping)
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.toNumber()
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if (typeof groupFloors[floor] == 'undefined') {
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groupFloors[floor] = ordersArray[i][1]
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} else {
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groupFloors[floor] = ordersArray[i][1] + groupFloors[floor]
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}
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}
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const sortedGroups = Object.entries(groupFloors)
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.map((entry) => {
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return [
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+parseFloat(entry[0]).toFixed(getDecimalCount(grouping)),
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entry[1],
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]
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})
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.sort((a: number[], b: number[]) => {
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if (!a || !b) {
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return -1
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}
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return isBids ? b[0] - a[0] : a[0] - b[0]
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})
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return sortedGroups
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}
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const hasOpenOrderForPriceGroup = (
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openOrderPrices: number[],
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price: number,
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grouping: number,
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isGrouped: boolean
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) => {
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if (!isGrouped) {
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return !!openOrderPrices.find((ooPrice) => {
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return ooPrice === price
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})
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}
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return !!openOrderPrices.find((ooPrice) => {
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return ooPrice >= price - grouping && ooPrice <= price + grouping
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})
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}
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const updatePerpMarketOnGroup = (book: BookSide, side: 'bids' | 'asks') => {
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const group = mangoStore.getState().group
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const perpMarket = group?.getPerpMarketByMarketIndex(
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book.perpMarket.perpMarketIndex
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)
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if (perpMarket) {
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perpMarket[`_${side}`] = book
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// mangoStore.getState().actions.fetchOpenOrders()
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}
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}
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type OrderbookData = {
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bids: cumOrderbookSide[]
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asks: cumOrderbookSide[]
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spread: number
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spreadPercentage: number
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}
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const Orderbook = () => {
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const { t } = useTranslation(['common', 'trade'])
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const {
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serumOrPerpMarket: market,
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baseSymbol,
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quoteSymbol,
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} = useSelectedMarket()
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const connection = mangoStore((s) => s.connection)
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const [isScrolled, setIsScrolled] = useState(false)
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const [orderbookData, setOrderbookData] = useState<OrderbookData | null>(null)
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const [grouping, setGrouping] = useState(0.01)
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const [tickSize, setTickSize] = useState(0)
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const [showBids, setShowBids] = useState(true)
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const [showAsks, setShowAsks] = useState(true)
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const [useOrderbookFeed, setUseOrderbookFeed] = useState(false)
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// const [useOrderbookFeed, setUseOrderbookFeed] = useState(
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// localStorage.getItem(USE_ORDERBOOK_FEED_KEY) !== null
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// ? localStorage.getItem(USE_ORDERBOOK_FEED_KEY) === 'true'
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// : true
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// )
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const currentOrderbookData = useRef<OrderbookL2>()
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const orderbookElRef = useRef<HTMLDivElement>(null)
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const { width } = useViewport()
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const isMobile = width ? width < breakpoints.md : false
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const depth = useMemo(() => {
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return isMobile ? 9 : 40
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}, [isMobile])
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const depthArray: number[] = useMemo(() => {
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return Array(depth).fill(0)
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}, [depth])
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const orderbookFeed = useRef<OrderbookFeed | null>(null)
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useEffect(() => {
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if (market && market.tickSize !== tickSize) {
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setTickSize(market.tickSize)
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setGrouping(market.tickSize)
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}
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}, [market, tickSize])
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const verticallyCenterOrderbook = useCallback(() => {
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const element = orderbookElRef.current
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if (element) {
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if (element.scrollHeight > window.innerHeight) {
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element.scrollTop =
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(element.scrollHeight - element.scrollHeight) / 2 +
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(element.scrollHeight - window.innerHeight) / 2 +
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94
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} else {
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element.scrollTop = (element.scrollHeight - element.offsetHeight) / 2
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}
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}
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}, [])
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useEffect(
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() =>
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mangoStore.subscribe(
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(state) => state.selectedMarket.orderbook,
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(newOrderbook) => {
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if (
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newOrderbook &&
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market &&
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!isEqual(currentOrderbookData.current, newOrderbook)
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) {
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// check if user has open orders so we can highlight them on orderbook
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const openOrders = mangoStore.getState().mangoAccount.openOrders
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const marketPk = market.publicKey.toString()
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const bids2 = mangoStore.getState().selectedMarket.bidsAccount
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const asks2 = mangoStore.getState().selectedMarket.asksAccount
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const mangoAccount = mangoStore.getState().mangoAccount.current
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let usersOpenOrderPrices: number[] = []
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if (
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mangoAccount &&
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bids2 &&
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asks2 &&
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bids2 instanceof BookSide &&
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asks2 instanceof BookSide
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) {
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usersOpenOrderPrices = [...bids2.items(), ...asks2.items()]
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.filter((order) => order.owner.equals(mangoAccount.publicKey))
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.map((order) => order.price)
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} else {
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usersOpenOrderPrices =
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marketPk && openOrders[marketPk]?.length
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? openOrders[marketPk]?.map((order) => order.price)
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: []
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}
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// updated orderbook data
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const bids =
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groupBy(newOrderbook?.bids, market, grouping, true) || []
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const asks =
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groupBy(newOrderbook?.asks, market, grouping, false) || []
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const sum = (total: number, [, size]: number[], index: number) =>
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index < depth ? total + size : total
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const totalSize = bids.reduce(sum, 0) + asks.reduce(sum, 0)
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const maxSize =
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Math.max(
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...bids.map((b: number[]) => {
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return b[1]
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})
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) +
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Math.max(
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...asks.map((a: number[]) => {
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return a[1]
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})
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)
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const isGrouped = grouping !== market.tickSize
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const bidsToDisplay = getCumulativeOrderbookSide(
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bids,
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totalSize,
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maxSize,
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depth,
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usersOpenOrderPrices,
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grouping,
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isGrouped
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)
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const asksToDisplay = getCumulativeOrderbookSide(
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asks,
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totalSize,
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maxSize,
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depth,
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usersOpenOrderPrices,
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grouping,
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isGrouped
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)
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currentOrderbookData.current = newOrderbook
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if (bidsToDisplay[0] || asksToDisplay[0]) {
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const bid = bidsToDisplay[0]?.price
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const ask = asksToDisplay[0]?.price
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let spread = 0,
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spreadPercentage = 0
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if (bid && ask) {
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spread = parseFloat(
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(ask - bid).toFixed(getDecimalCount(market.tickSize))
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)
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spreadPercentage = (spread / ask) * 100
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}
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setOrderbookData({
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bids: bidsToDisplay,
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asks: asksToDisplay.reverse(),
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spread,
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spreadPercentage,
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})
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if (!isScrolled) {
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verticallyCenterOrderbook()
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}
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} else {
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setOrderbookData(null)
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}
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}
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}
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),
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[grouping, market, isScrolled, verticallyCenterOrderbook]
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)
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const bidAccountAddress = useMemo(() => {
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if (!market) return ''
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const bidsPk =
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market instanceof Market ? market['_decoded'].bids : market.bids
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return bidsPk.toString()
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}, [market])
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const askAccountAddress = useMemo(() => {
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if (!market) return ''
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const asksPk =
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market instanceof Market ? market['_decoded'].asks : market.asks
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return asksPk.toString()
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}, [market])
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// subscribe to the bids and asks orderbook accounts
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useEffect(() => {
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const set = mangoStore.getState().set
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const client = mangoStore.getState().client
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const group = mangoStore.getState().group
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const market = getMarket()
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if (!group || !market) return
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if (useOrderbookFeed) {
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if (!orderbookFeed.current) {
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orderbookFeed.current = new OrderbookFeed(
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`wss://api.mngo.cloud/orderbook/v1/`,
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{
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reconnectionIntervalMs: 5_000,
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reconnectionMaxAttempts: 6,
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}
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)
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}
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let hasConnected = false
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orderbookFeed.current.onConnect(() => {
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if (!orderbookFeed.current) return
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console.log('[OrderbookFeed] connected')
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hasConnected = true
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orderbookFeed.current.subscribe({
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marketId: market.publicKey.toBase58(),
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})
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})
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orderbookFeed.current.onDisconnect((reconnectionAttemptsExhausted) => {
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// fallback to rpc if we couldn't reconnect or if we never connected
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if (reconnectionAttemptsExhausted || !hasConnected) {
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console.warn('[OrderbookFeed] disconnected')
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setUseOrderbookFeed(false)
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} else {
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console.log('[OrderbookFeed] reconnecting...')
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}
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})
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let lastWriteVersion = 0
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orderbookFeed.current.onL2Update((update) => {
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const selectedMarket = mangoStore.getState().selectedMarket
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if (!useOrderbookFeed || !selectedMarket || !selectedMarket.current)
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return
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const selectedMarketKey =
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selectedMarket.current instanceof Serum3Market
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? selectedMarket.current['serumMarketExternal']
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: selectedMarket.current.publicKey
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if (update.market != selectedMarketKey.toBase58()) return
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// ensure updates are applied in the correct order by checking slot and writeVersion
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const lastSeenSlot =
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update.side == 'bid'
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? mangoStore.getState().selectedMarket.lastSeenSlot.bids
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: mangoStore.getState().selectedMarket.lastSeenSlot.asks
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if (update.slot < lastSeenSlot) return
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if (
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update.slot == lastSeenSlot &&
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update.writeVersion < lastWriteVersion
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)
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return
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lastWriteVersion = update.writeVersion
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const bookside =
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update.side == 'bid'
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? selectedMarket.orderbook.bids
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: selectedMarket.orderbook.asks
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const new_bookside = Array.from(bookside)
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for (const diff of update.update) {
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// find existing level for each update
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const levelIndex = new_bookside.findIndex(
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(level) => level && level.length && level[0] === diff[0]
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)
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if (diff[1] > 0) {
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// level being added or updated
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if (levelIndex !== -1) {
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new_bookside[levelIndex] = diff
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} else {
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// add new level and resort
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new_bookside.push(diff)
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new_bookside.sort((a, b) => {
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return update.side == 'bid' ? b[0] - a[0] : a[0] - b[0]
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})
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}
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} else {
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// level being removed if zero size
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if (levelIndex !== -1) {
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new_bookside.splice(levelIndex, 1)
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} else {
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console.warn('[OrderbookFeed] tried to remove missing level')
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}
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}
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}
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set((state) => {
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if (update.side == 'bid') {
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state.selectedMarket.bidsAccount = undefined
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state.selectedMarket.orderbook.bids = new_bookside
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state.selectedMarket.lastSeenSlot.bids = update.slot
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} else {
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state.selectedMarket.asksAccount = undefined
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state.selectedMarket.orderbook.asks = new_bookside
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state.selectedMarket.lastSeenSlot.asks = update.slot
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}
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})
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})
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orderbookFeed.current.onL2Checkpoint((checkpoint) => {
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if (
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!useOrderbookFeed ||
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checkpoint.market !== market.publicKey.toBase58()
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)
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return
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set((state) => {
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state.selectedMarket.lastSeenSlot.bids = checkpoint.slot
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state.selectedMarket.lastSeenSlot.asks = checkpoint.slot
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state.selectedMarket.bidsAccount = undefined
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state.selectedMarket.asksAccount = undefined
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state.selectedMarket.orderbook.bids = checkpoint.bids
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state.selectedMarket.orderbook.asks = checkpoint.asks
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})
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})
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return () => {
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if (!orderbookFeed.current) return
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console.log(
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`[OrderbookFeed] unsubscribe ${market.publicKey.toBase58()}`
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)
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orderbookFeed.current.unsubscribe(market.publicKey.toBase58())
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}
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} else {
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console.log(`[OrderbookRPC] subscribe ${market.publicKey.toBase58()}`)
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let bidSubscriptionId: number | undefined = undefined
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let askSubscriptionId: number | undefined = undefined
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const bidsPk = new PublicKey(bidAccountAddress)
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if (bidsPk) {
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connection
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.getAccountInfoAndContext(bidsPk)
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.then(({ context, value: info }) => {
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if (!info) return
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const decodedBook = decodeBook(client, market, info, 'bids')
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set((state) => {
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state.selectedMarket.lastSeenSlot.bids = context.slot
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state.selectedMarket.bidsAccount = decodedBook
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state.selectedMarket.orderbook.bids = decodeBookL2(decodedBook)
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})
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})
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bidSubscriptionId = connection.onAccountChange(
|
|
bidsPk,
|
|
(info, context) => {
|
|
const lastSeenSlot =
|
|
mangoStore.getState().selectedMarket.lastSeenSlot.bids
|
|
if (context.slot > lastSeenSlot) {
|
|
const market = getMarket()
|
|
if (!market) return
|
|
const decodedBook = decodeBook(client, market, info, 'bids')
|
|
if (decodedBook instanceof BookSide) {
|
|
updatePerpMarketOnGroup(decodedBook, 'bids')
|
|
}
|
|
set((state) => {
|
|
state.selectedMarket.bidsAccount = decodedBook
|
|
state.selectedMarket.orderbook.bids = decodeBookL2(decodedBook)
|
|
state.selectedMarket.lastSeenSlot.bids = context.slot
|
|
})
|
|
}
|
|
},
|
|
'processed'
|
|
)
|
|
}
|
|
|
|
const asksPk = new PublicKey(askAccountAddress)
|
|
if (asksPk) {
|
|
connection
|
|
.getAccountInfoAndContext(asksPk)
|
|
.then(({ context, value: info }) => {
|
|
if (!info) return
|
|
const decodedBook = decodeBook(client, market, info, 'asks')
|
|
set((state) => {
|
|
state.selectedMarket.asksAccount = decodedBook
|
|
state.selectedMarket.orderbook.asks = decodeBookL2(decodedBook)
|
|
state.selectedMarket.lastSeenSlot.asks = context.slot
|
|
})
|
|
})
|
|
askSubscriptionId = connection.onAccountChange(
|
|
asksPk,
|
|
(info, context) => {
|
|
const lastSeenSlot =
|
|
mangoStore.getState().selectedMarket.lastSeenSlot.asks
|
|
if (context.slot > lastSeenSlot) {
|
|
const market = getMarket()
|
|
if (!market) return
|
|
const decodedBook = decodeBook(client, market, info, 'asks')
|
|
if (decodedBook instanceof BookSide) {
|
|
updatePerpMarketOnGroup(decodedBook, 'asks')
|
|
}
|
|
set((state) => {
|
|
state.selectedMarket.asksAccount = decodedBook
|
|
state.selectedMarket.orderbook.asks = decodeBookL2(decodedBook)
|
|
state.selectedMarket.lastSeenSlot.asks = context.slot
|
|
})
|
|
}
|
|
},
|
|
'processed'
|
|
)
|
|
}
|
|
return () => {
|
|
console.log(`[OrderbookRPC] unsubscribe ${market.publicKey.toBase58()}`)
|
|
if (typeof bidSubscriptionId !== 'undefined') {
|
|
connection.removeAccountChangeListener(bidSubscriptionId)
|
|
}
|
|
if (typeof askSubscriptionId !== 'undefined') {
|
|
connection.removeAccountChangeListener(askSubscriptionId)
|
|
}
|
|
}
|
|
}
|
|
}, [bidAccountAddress, askAccountAddress, connection, useOrderbookFeed])
|
|
|
|
useEffect(() => {
|
|
const market = getMarket()
|
|
if (!orderbookFeed.current || !market) return
|
|
console.log(`[OrderbookFeed] subscribe ${market.publicKey.toBase58()}`)
|
|
orderbookFeed.current.subscribe({
|
|
marketId: market.publicKey.toBase58(),
|
|
})
|
|
}, [bidAccountAddress])
|
|
|
|
useEffect(() => {
|
|
window.addEventListener('resize', verticallyCenterOrderbook)
|
|
}, [verticallyCenterOrderbook])
|
|
|
|
const resetOrderbook = useCallback(async () => {
|
|
setShowBids(true)
|
|
setShowAsks(true)
|
|
await sleep(300)
|
|
verticallyCenterOrderbook()
|
|
}, [verticallyCenterOrderbook])
|
|
|
|
const onGroupSizeChange = useCallback((groupSize: number) => {
|
|
setGrouping(groupSize)
|
|
}, [])
|
|
|
|
const handleScroll = useCallback(() => {
|
|
setIsScrolled(true)
|
|
}, [])
|
|
|
|
const toggleSides = (side: string) => {
|
|
if (side === 'bids') {
|
|
setShowBids(true)
|
|
setShowAsks(false)
|
|
} else {
|
|
setShowBids(false)
|
|
setShowAsks(true)
|
|
}
|
|
}
|
|
|
|
return (
|
|
<div className="flex h-full flex-col">
|
|
<div className="flex items-center justify-between border-b border-th-bkg-3 px-4 py-2">
|
|
<div
|
|
id="trade-step-three"
|
|
className="hidden items-center space-x-1.5 md:flex"
|
|
>
|
|
<Tooltip
|
|
className={`${!showAsks ? 'hidden' : ''}`}
|
|
content={t('trade:show-bids')}
|
|
placement="bottom"
|
|
>
|
|
<button
|
|
className={`rounded ${
|
|
showAsks ? 'bg-th-bkg-3' : 'bg-th-bkg-2'
|
|
} flex h-6 w-6 items-center justify-center hover:border-th-fgd-4 focus:outline-none focus-visible:bg-th-bkg-4 disabled:cursor-not-allowed`}
|
|
onClick={() => toggleSides('bids')}
|
|
>
|
|
<OrderbookIcon className="h-4 w-4" side="buy" />
|
|
</button>
|
|
</Tooltip>
|
|
<Tooltip
|
|
className={`${!showBids ? 'hidden' : ''}`}
|
|
content={t('trade:show-asks')}
|
|
placement="bottom"
|
|
>
|
|
<button
|
|
className={`rounded ${
|
|
showBids ? 'bg-th-bkg-3' : 'bg-th-bkg-2'
|
|
} flex h-6 w-6 items-center justify-center hover:border-th-fgd-4 focus:outline-none focus-visible:bg-th-bkg-4 disabled:cursor-not-allowed`}
|
|
onClick={() => toggleSides('asks')}
|
|
>
|
|
<OrderbookIcon className="h-4 w-4" side="sell" />
|
|
</button>
|
|
</Tooltip>
|
|
<Tooltip content={'Reset and center orderbook'} placement="bottom">
|
|
<button
|
|
className="flex h-6 w-6 items-center justify-center rounded bg-th-bkg-3 hover:border-th-fgd-4 focus:outline-none focus-visible:bg-th-bkg-4 disabled:cursor-not-allowed"
|
|
onClick={resetOrderbook}
|
|
>
|
|
<ArrowPathIcon className="h-4 w-4" />
|
|
</button>
|
|
</Tooltip>
|
|
</div>
|
|
{market ? (
|
|
<>
|
|
<p className="text-xs md:hidden">{t('trade:grouping')}:</p>
|
|
<div id="trade-step-four">
|
|
<Tooltip
|
|
className="hidden md:block"
|
|
content={t('trade:grouping')}
|
|
placement="left"
|
|
delay={100}
|
|
>
|
|
<GroupSize
|
|
tickSize={market.tickSize}
|
|
onChange={onGroupSizeChange}
|
|
value={grouping}
|
|
/>
|
|
</Tooltip>
|
|
</div>
|
|
</>
|
|
) : null}
|
|
</div>
|
|
<div className="grid grid-cols-2 px-4 pt-2 pb-1 text-xxs text-th-fgd-4">
|
|
<div className="col-span-1 text-right">
|
|
{t('trade:size')} ({baseSymbol})
|
|
</div>
|
|
<div className="col-span-1 text-right">
|
|
{t('price')} ({quoteSymbol})
|
|
</div>
|
|
</div>
|
|
<div
|
|
className="hide-scroll relative h-full overflow-y-scroll"
|
|
ref={orderbookElRef}
|
|
onScroll={handleScroll}
|
|
>
|
|
{showAsks
|
|
? depthArray.map((_x, idx) => {
|
|
let index = idx
|
|
const reverse = showAsks && !showBids
|
|
if (orderbookData?.asks && !reverse) {
|
|
const lengthDiff = depthArray.length - orderbookData.asks.length
|
|
if (lengthDiff > 0) {
|
|
index = index < lengthDiff ? -1 : Math.abs(lengthDiff - index)
|
|
}
|
|
}
|
|
return (
|
|
<div className="h-[24px]" key={idx}>
|
|
{!!orderbookData?.asks[index] && market ? (
|
|
<MemoizedOrderbookRow
|
|
minOrderSize={market.minOrderSize}
|
|
tickSize={market.tickSize}
|
|
hasOpenOrder={orderbookData?.asks[index].isUsersOrder}
|
|
key={orderbookData?.asks[index].price}
|
|
price={orderbookData?.asks[index].price}
|
|
size={orderbookData?.asks[index].size}
|
|
side="sell"
|
|
sizePercent={orderbookData?.asks[index].sizePercent}
|
|
cumulativeSizePercent={
|
|
orderbookData?.asks[index].cumulativeSizePercent
|
|
}
|
|
grouping={grouping}
|
|
/>
|
|
) : null}
|
|
</div>
|
|
)
|
|
})
|
|
: null}
|
|
{showBids && showAsks ? (
|
|
<div
|
|
className="my-2 grid grid-cols-2 border-y border-th-bkg-3 py-2 px-4 text-xs text-th-fgd-4"
|
|
id="trade-step-nine"
|
|
>
|
|
<div className="col-span-1 flex justify-between">
|
|
<div className="text-xxs">{t('trade:spread')}</div>
|
|
<div className="font-mono">
|
|
{orderbookData?.spreadPercentage.toFixed(2)}%
|
|
</div>
|
|
</div>
|
|
<div className="col-span-1 text-right font-mono">
|
|
{orderbookData?.spread
|
|
? orderbookData.spread < SHOW_EXPONENTIAL_THRESHOLD
|
|
? orderbookData.spread.toExponential()
|
|
: formatNumericValue(
|
|
orderbookData.spread,
|
|
market ? getDecimalCount(market.tickSize) : undefined
|
|
)
|
|
: null}
|
|
</div>
|
|
</div>
|
|
) : null}
|
|
{showBids
|
|
? depthArray.map((_x, index) => (
|
|
<div className="h-[24px]" key={index}>
|
|
{!!orderbookData?.bids[index] && market ? (
|
|
<MemoizedOrderbookRow
|
|
minOrderSize={market.minOrderSize}
|
|
tickSize={market.tickSize}
|
|
hasOpenOrder={orderbookData?.bids[index].isUsersOrder}
|
|
price={orderbookData?.bids[index].price}
|
|
size={orderbookData?.bids[index].size}
|
|
side="buy"
|
|
sizePercent={orderbookData?.bids[index].sizePercent}
|
|
cumulativeSizePercent={
|
|
orderbookData?.bids[index].cumulativeSizePercent
|
|
}
|
|
grouping={grouping}
|
|
/>
|
|
) : null}
|
|
</div>
|
|
))
|
|
: null}
|
|
</div>
|
|
</div>
|
|
)
|
|
}
|
|
|
|
const OrderbookRow = ({
|
|
side,
|
|
price,
|
|
size,
|
|
sizePercent,
|
|
// invert,
|
|
hasOpenOrder,
|
|
minOrderSize,
|
|
cumulativeSizePercent,
|
|
tickSize,
|
|
grouping,
|
|
}: {
|
|
side: 'buy' | 'sell'
|
|
price: number
|
|
size: number
|
|
sizePercent: number
|
|
cumulativeSizePercent: number
|
|
hasOpenOrder: boolean
|
|
// invert: boolean
|
|
grouping: number
|
|
minOrderSize: number
|
|
tickSize: number
|
|
}) => {
|
|
const element = useRef<HTMLDivElement>(null)
|
|
const [animationSettings] = useLocalStorageState(
|
|
ANIMATION_SETTINGS_KEY,
|
|
INITIAL_ANIMATION_SETTINGS
|
|
)
|
|
const flashClassName = side === 'sell' ? 'red-flash' : 'green-flash'
|
|
|
|
useEffect(() => {
|
|
animationSettings['orderbook-flash'].active &&
|
|
!element.current?.classList.contains(`${flashClassName}`) &&
|
|
element.current?.classList.add(`${flashClassName}`)
|
|
const id = setTimeout(
|
|
() =>
|
|
element.current?.classList.contains(`${flashClassName}`) &&
|
|
element.current?.classList.remove(`${flashClassName}`),
|
|
500
|
|
)
|
|
return () => clearTimeout(id)
|
|
}, [price, size])
|
|
|
|
const formattedSize = useMemo(() => {
|
|
return minOrderSize && !isNaN(size)
|
|
? floorToDecimal(size, getDecimalCount(minOrderSize))
|
|
: new Decimal(size ?? -1)
|
|
}, [size, minOrderSize])
|
|
|
|
const formattedPrice = useMemo(() => {
|
|
return tickSize && !isNaN(price)
|
|
? floorToDecimal(price, getDecimalCount(tickSize))
|
|
: new Decimal(price)
|
|
}, [price, tickSize])
|
|
|
|
const handlePriceClick = useCallback(() => {
|
|
const set = mangoStore.getState().set
|
|
set((state) => {
|
|
state.tradeForm.price = formattedPrice.toFixed()
|
|
state.tradeForm.tradeType = 'Limit'
|
|
if (state.tradeForm.baseSize) {
|
|
const quoteSize = floorToDecimal(
|
|
formattedPrice.mul(new Decimal(state.tradeForm.baseSize)),
|
|
getDecimalCount(tickSize)
|
|
)
|
|
state.tradeForm.quoteSize = quoteSize.toFixed()
|
|
}
|
|
})
|
|
}, [formattedPrice, tickSize])
|
|
|
|
const handleSizeClick = useCallback(() => {
|
|
const set = mangoStore.getState().set
|
|
set((state) => {
|
|
state.tradeForm.baseSize = formattedSize.toString()
|
|
if (formattedSize && state.tradeForm.price) {
|
|
const quoteSize = floorToDecimal(
|
|
formattedSize.mul(new Decimal(state.tradeForm.price)),
|
|
getDecimalCount(tickSize)
|
|
)
|
|
state.tradeForm.quoteSize = quoteSize.toString()
|
|
}
|
|
})
|
|
}, [formattedSize, tickSize])
|
|
|
|
const groupingDecimalCount = useMemo(
|
|
() => getDecimalCount(grouping),
|
|
[grouping]
|
|
)
|
|
const minOrderSizeDecimals = useMemo(
|
|
() => getDecimalCount(minOrderSize),
|
|
[minOrderSize]
|
|
)
|
|
|
|
if (!minOrderSize) return null
|
|
|
|
return (
|
|
<div
|
|
className={`relative flex h-[24px] cursor-pointer justify-between border-b border-b-th-bkg-1 text-sm`}
|
|
ref={element}
|
|
>
|
|
<>
|
|
<div className="flex h-full w-full items-center justify-between text-th-fgd-3 hover:bg-th-bkg-2">
|
|
<div
|
|
className="flex h-full w-full items-center justify-start pl-2 hover:underline"
|
|
onClick={handleSizeClick}
|
|
>
|
|
<div
|
|
style={{ fontFeatureSettings: 'zero 1' }}
|
|
className={`z-10 w-full text-right font-mono text-xs ${
|
|
hasOpenOrder ? 'text-th-active' : ''
|
|
}`}
|
|
>
|
|
{size >= 1000000
|
|
? sizeCompacter.format(size)
|
|
: formattedSize.toFixed(minOrderSizeDecimals)}
|
|
</div>
|
|
</div>
|
|
<div
|
|
className={`z-10 flex h-full w-full items-center pr-4 hover:underline`}
|
|
onClick={handlePriceClick}
|
|
>
|
|
<div className="w-full text-right font-mono text-xs">
|
|
{price < SHOW_EXPONENTIAL_THRESHOLD
|
|
? formattedPrice.toExponential()
|
|
: formattedPrice.toFixed(groupingDecimalCount)}
|
|
</div>
|
|
</div>
|
|
</div>
|
|
|
|
<Line
|
|
className={`absolute left-0 opacity-40 brightness-125 ${
|
|
side === 'buy' ? `bg-th-up-muted` : `bg-th-down-muted`
|
|
}`}
|
|
data-width={Math.max(sizePercent, 0.5) + '%'}
|
|
/>
|
|
<Line
|
|
className={`absolute left-0 opacity-70 ${
|
|
side === 'buy' ? `bg-th-up` : `bg-th-down`
|
|
}`}
|
|
data-width={
|
|
Math.max((cumulativeSizePercent / 100) * sizePercent, 0.1) + '%'
|
|
}
|
|
/>
|
|
</>
|
|
</div>
|
|
)
|
|
}
|
|
|
|
const MemoizedOrderbookRow = React.memo(OrderbookRow)
|
|
|
|
const Line = (props: {
|
|
className: string
|
|
invert?: boolean
|
|
'data-width': string
|
|
}) => {
|
|
return (
|
|
<div
|
|
className={`${props.className}`}
|
|
style={{
|
|
textAlign: props.invert ? 'left' : 'right',
|
|
height: '100%',
|
|
width: `${props['data-width'] ? props['data-width'] : ''}`,
|
|
}}
|
|
/>
|
|
)
|
|
}
|
|
|
|
export default Orderbook
|