81 lines
2.2 KiB
Go
81 lines
2.2 KiB
Go
package serum
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import (
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"encoding/binary"
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"encoding/hex"
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"fmt"
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"math/big"
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)
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var _10b = big.NewInt(10)
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var decimalsBigInt = []*big.Int{
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new(big.Int).Exp(_10b, big.NewInt(1), nil),
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new(big.Int).Exp(_10b, big.NewInt(2), nil),
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new(big.Int).Exp(_10b, big.NewInt(3), nil),
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new(big.Int).Exp(_10b, big.NewInt(4), nil),
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new(big.Int).Exp(_10b, big.NewInt(5), nil),
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new(big.Int).Exp(_10b, big.NewInt(6), nil),
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new(big.Int).Exp(_10b, big.NewInt(7), nil),
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new(big.Int).Exp(_10b, big.NewInt(8), nil),
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new(big.Int).Exp(_10b, big.NewInt(9), nil),
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new(big.Int).Exp(_10b, big.NewInt(10), nil),
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new(big.Int).Exp(_10b, big.NewInt(11), nil),
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new(big.Int).Exp(_10b, big.NewInt(12), nil),
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new(big.Int).Exp(_10b, big.NewInt(13), nil),
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new(big.Int).Exp(_10b, big.NewInt(14), nil),
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new(big.Int).Exp(_10b, big.NewInt(15), nil),
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new(big.Int).Exp(_10b, big.NewInt(16), nil),
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new(big.Int).Exp(_10b, big.NewInt(17), nil),
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new(big.Int).Exp(_10b, big.NewInt(18), nil),
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}
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func decimalMultiplier(decimal uint) *big.Int {
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if decimal == 0 {
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return new(big.Int).Exp(_10b, big.NewInt(0), nil)
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}
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if decimal <= uint(len(decimalsBigInt)) {
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return decimalsBigInt[decimal-1]
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}
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return new(big.Int).Exp(_10b, big.NewInt(int64(decimal)), nil)
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}
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func I() *big.Int {
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return new(big.Int)
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}
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func F() *big.Float {
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return new(big.Float)
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}
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func divideBnToNumber(numerator, denomiator *big.Float) *big.Float {
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return F().Quo(numerator, denomiator)
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}
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func GetSeqNum(orderId string, side Side) (uint64, error) {
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d, err := hex.DecodeString(orderId)
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if err != nil {
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return 0, fmt.Errorf("unable to decode order ID: %w", err)
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}
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if len(d) < 16 {
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return 0, fmt.Errorf("order ID too short expecting atleast 8 bytes got %d", len(d))
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}
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v := binary.BigEndian.Uint64(d[8:])
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if side == SideBid {
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return ^v, nil
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}
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return v, nil
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}
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func PriceLotsToNumber(price, baseLotSize, quoteLotSize, baseDecimals, quoteDecimals uint64) *big.Float {
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baseMultiplier := F().SetInt(decimalMultiplier(uint(baseDecimals)))
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quoteMultiplier := F().SetInt(decimalMultiplier(uint(quoteDecimals)))
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numerator := F().Mul(F().Mul(F().SetUint64(price), F().SetUint64(quoteLotSize)), baseMultiplier)
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denominator := F().Mul(F().SetUint64(baseLotSize), quoteMultiplier)
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return F().Quo(numerator, denominator)
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}
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