Skip to content

Commit

Permalink
simplify logic
Browse files Browse the repository at this point in the history
  • Loading branch information
@Nagaprasadvr
Nagaprasadvr committed Sep 12, 2023
1 parent c685c14 commit 256b233
Show file tree
Hide file tree
Showing 2 changed files with 85 additions and 120 deletions.
198 changes: 85 additions & 113 deletions packages/js/src/plugins/rfqModule/operations/retrieveBidAndAsk.ts
View file
Original file line number Diff line number Diff line change
@@ -1,7 +1,7 @@
import { Quote, Rfq } from '../models';
import { Operation, SyncOperationHandler, useOperation } from '../../../types';
import { FixedSize } from '../models/FixedSize';
import { LEG_MULTIPLIER_DECIMALS } from '../constants';
import { roundDown } from '@/utils';
const Key = 'RetrieveBidAndAsk' as const;
/**
* retrieveBidAndAsk.
Expand Down Expand Up @@ -44,12 +44,12 @@ export type RetrieveBidAndAsk = Operation<
export type RetrieveBidAndAskInput = {
rfq: Rfq;
ask?: {
price: number;
legsMultiplier: number | null;
price?: number;
legsMultiplier?: number;
};
bid?: {
price: number;
legsMultiplier: number | null;
price?: number;
legsMultiplier?: number;
};
};

Expand All @@ -72,129 +72,104 @@ export const retrieveBidAndAskHandler: SyncOperationHandler<RetrieveBidAndAsk> =
const { rfq, ask, bid } = operation.input;
let calculatedBid: Quote | null = null;
let calculatedAsk: Quote | null = null;
// Get the base and quote decimals
const baseDecimals = LEG_MULTIPLIER_DECIMALS;
const quoteDecimals = rfq.quoteAsset.getDecimals();
let tmpAskLegMultiplier: number | null = null;
let tmpAskPrice: number | null = null;
let tmpAskPricePerToken: number | null = null;
let tmpBidLegMultiplier: number | null = null;
let tmpBidPrice: number | null = null;
let tmpBidPricePerToken: number | null = null;

const { size } = rfq;

if (ask) {
tmpAskLegMultiplier =
!ask?.legsMultiplier || ask?.legsMultiplier <= 0
? null
: roundToDecimals(ask.legsMultiplier, baseDecimals);
tmpAskPrice =
!ask?.price || ask?.price <= 0
? null
: Math.round(ask?.price * Math.pow(10, quoteDecimals)) /
Math.pow(10, quoteDecimals);
tmpAskPricePerToken =
tmpAskPrice && tmpAskLegMultiplier
? roundToDecimals(tmpAskPrice / tmpAskLegMultiplier, quoteDecimals)
: null;
}
if (bid) {
tmpBidLegMultiplier =
!bid?.legsMultiplier || bid?.legsMultiplier <= 0
? null
: roundToDecimals(bid.legsMultiplier, baseDecimals);

tmpBidPrice =
!bid?.price || bid?.price <= 0
? null
: roundToDecimals(bid.price, quoteDecimals);

tmpBidPricePerToken =
tmpBidPrice && tmpBidLegMultiplier
? roundToDecimals(tmpBidPrice / tmpBidLegMultiplier, quoteDecimals)
: null;
} else {
throw new Error('ask and bid both cannot be null');
}

if (size.type === 'fixed-base') {
switch (rfq.orderType) {
case 'buy':
calculatedAsk = tmpAskPrice
? getQuote(size, tmpAskPrice, null)
: null;
calculatedBid = null;
if (ask?.price) {
calculatedAsk = getQuote(size, ask.price, rfq);
}
break;
case 'sell':
calculatedAsk = null;
calculatedBid = tmpBidPrice
? getQuote(size, tmpBidPrice, null)
: null;
if (bid?.price) {
calculatedBid = getQuote(size, bid.price, rfq);
}
break;
case 'two-way':
calculatedAsk = tmpAskPrice
? getQuote(size, tmpAskPrice, null)
: null;
calculatedBid = tmpBidPrice
? getQuote(size, tmpBidPrice, null)
: null;
break;
default:
if (ask?.price) {
calculatedAsk = getQuote(size, ask.price, rfq);
}
if (bid?.price) {
calculatedBid = getQuote(size, bid.price, rfq);
}
break;
}
} else if (size.type === 'fixed-quote') {
switch (rfq.orderType) {
case 'buy':
calculatedAsk = tmpAskPricePerToken
? getQuote(size, tmpAskPricePerToken, null)
: null;
calculatedBid = null;
if (ask?.price && ask.legsMultiplier) {
calculatedAsk = getQuote(
size,
ask.price / ask.legsMultiplier,
rfq
);
}
break;
case 'sell':
calculatedAsk = null;
calculatedBid = tmpBidPricePerToken
? getQuote(size, tmpBidPricePerToken, null)
: null;
if (bid?.price && bid.legsMultiplier) {
calculatedBid = getQuote(
size,
bid.price / bid.legsMultiplier,
rfq
);
}
break;
case 'two-way':
calculatedAsk = tmpAskPricePerToken
? getQuote(size, tmpAskPricePerToken, null)
: null;
calculatedBid = tmpBidPricePerToken
? getQuote(size, tmpBidPricePerToken, null)
: null;
break;
default:
if (ask?.price && ask.legsMultiplier) {
calculatedAsk = getQuote(
size,
ask.price / ask.legsMultiplier,
rfq
);
}
if (bid?.price && bid.legsMultiplier) {
calculatedBid = getQuote(
size,
bid.price / bid.legsMultiplier,
rfq
);
}
break;
}
} else if (size.type === 'open') {
switch (rfq.orderType) {
case 'buy':
calculatedAsk =
tmpAskLegMultiplier && tmpAskPricePerToken
? getQuote(size, tmpAskPricePerToken, tmpAskLegMultiplier)
: null;
calculatedBid = null;
if (ask?.price && ask.legsMultiplier) {
calculatedAsk = getQuote(
size,
ask.price / ask.legsMultiplier,
rfq,
ask.legsMultiplier
);
}
break;
case 'sell':
calculatedAsk = null;
calculatedBid =
tmpBidLegMultiplier && tmpBidPricePerToken
? getQuote(size, tmpBidPricePerToken, tmpBidLegMultiplier)
: null;
if (bid?.price && bid.legsMultiplier) {
calculatedBid = getQuote(
size,
bid.price / bid.legsMultiplier,
rfq,
bid.legsMultiplier
);
}
break;
case 'two-way':
calculatedAsk =
tmpAskLegMultiplier && tmpAskPricePerToken
? getQuote(size, tmpAskPricePerToken, tmpAskLegMultiplier)
: null;
calculatedBid =
tmpBidLegMultiplier && tmpBidPricePerToken
? getQuote(size, tmpBidPricePerToken, tmpBidLegMultiplier)
: null;
break;
default:
if (ask?.price && ask.legsMultiplier) {
calculatedAsk = getQuote(
size,
ask.price / ask.legsMultiplier,
rfq,
ask.legsMultiplier
);
}
if (bid?.price && bid.legsMultiplier) {
calculatedBid = getQuote(
size,
bid.price / bid.legsMultiplier,
rfq,
bid.legsMultiplier
);
}
break;
}
}
Expand All @@ -206,22 +181,19 @@ export const retrieveBidAndAskHandler: SyncOperationHandler<RetrieveBidAndAsk> =
const getQuote = (
size: FixedSize,
amount: number,
legsMultiplier: number | null
rfq: Rfq,
legsMultiplier?: number
) => {
if (amount === null) return null;
let response: Quote;
if (size.type === 'open') {
const response: Quote = {
price: amount,
legsMultiplier: legsMultiplier ? legsMultiplier : undefined,
response = {
price: roundDown(amount, rfq.quoteAsset.getDecimals()),
legsMultiplier,
};
return response;
}
const response: Quote = {
price: amount,
response = {
price: roundDown(amount, rfq.quoteAsset.getDecimals()),
};
return response;
};

const roundToDecimals = (value: number, decimals: number) => {
return Math.round(value * Math.pow(10, decimals)) / Math.pow(10, decimals);
};
7 changes: 0 additions & 7 deletions packages/js/tests/unit/retrieveBidAndAsk.spec.ts
View file
Original file line number Diff line number Diff line change
Expand Up @@ -15,11 +15,9 @@ describe('unit.retrieveBidAndAsk', () => {
rfq,
ask: {
price: quoteAmount,
legsMultiplier: null,
},
bid: {
price: quoteAmount,
legsMultiplier: 100,
},
});

Expand All @@ -40,11 +38,9 @@ describe('unit.retrieveBidAndAsk', () => {
rfq,
ask: {
price: quoteAmount,
legsMultiplier: null,
},
bid: {
price: quoteAmount + 1000,
legsMultiplier: null,
},
});

Expand All @@ -65,11 +61,9 @@ describe('unit.retrieveBidAndAsk', () => {
rfq,
ask: {
price: quoteAmount,
legsMultiplier: null,
},
bid: {
price: quoteAmount + 1000,
legsMultiplier: null,
},
});

Expand Down Expand Up @@ -97,7 +91,6 @@ describe('unit.retrieveBidAndAsk', () => {
legsMultiplier: 20,
},
});

expect(bidAndAsk).toEqual({
calculatedAsk: { price: 72.3217, legsMultiplier: 10 },
calculatedBid: { price: 186.16085, legsMultiplier: 20 },
Expand Down

0 comments on commit 256b233

Please sign in to comment.