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Filled state fixes

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This commit is contained in:
Tim Olson
2023-12-08 17:38:37 -04:00
parent b1a16ccda2
commit 912d65394b
2 changed files with 17 additions and 9 deletions
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2
src/dexorder/base/orderlib.py
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@@ -103,7 +103,7 @@ class SwapOrderStatus(SwapStatus):
state = SwapOrderState.Canceled if obj[1] else SwapOrderState.Open
start = obj[2]
ocoGroup = None if obj[3] == NO_OCO else obj[3]
# we ignore any fill values from the on-chain struct, because we will subsequently detect the DexorderFilled events and add them in
# we ignore any fill values from the on-chain struct, because we will subsequently detect the DexorderSwapFilled events and add them in
filledIn = 0
filledOut = 0
trancheFilledIn = [0 for _ in range(len(obj[5]))]

24
src/dexorder/order/triggers.py
View File

@@ -44,7 +44,7 @@ async def activate_order(order: Order):
triggers = OrderTriggers(order, inverted)
if triggers.closed:
log.debug(f'order {order.key} was immediately closed')
close_order_and_disable_triggers(order, SwapOrderState.Filled if order.remaining <= 0 else SwapOrderState.Expired)
close_order_and_disable_triggers(order, SwapOrderState.Filled if order.remaining == 0 or order.remaining <= order.min_fill_amount else SwapOrderState.Expired)
def intersect_ranges( a_low, a_high, b_low, b_high):
@@ -75,7 +75,7 @@ class TrancheTrigger:
assert order.key.vault == tranche_key.vault and order.key.order_index == tranche_key.order_index
self.order = order
self.tk = tranche_key
self.status = TrancheStatus.Early
self._status = TrancheStatus.Early
tranche = order.order.tranches[self.tk.tranche_index]
tranche_amount = tranche.fraction_of(order.amount)
@@ -100,14 +100,24 @@ class TrancheTrigger:
# compute status and set relevant triggers
if tranche_remaining == 0 or tranche_remaining < self.order.min_fill_amount: # min_fill_amount could be 0 (disabled) so we also check for the 0 case separately
self.status = TrancheStatus.Filled
self._status = TrancheStatus.Filled
return
timestamp = current_block.get().timestamp
self.status = TrancheStatus.Early if timestamp < self.time_constraint[0] else TrancheStatus.Expired if timestamp > self.time_constraint[1] else TrancheStatus.Pricing
self._status = TrancheStatus.Early if timestamp < self.time_constraint[0] else TrancheStatus.Expired if timestamp > self.time_constraint[1] else TrancheStatus.Pricing
self.enable_time_trigger()
if self.status == TrancheStatus.Pricing:
if self._status == TrancheStatus.Pricing:
self.enable_price_trigger()
@property
def status(self):
return self._status
@status.setter
def status(self, value):
self._status = value
if value in (TrancheStatus.Filled, TrancheStatus.Expired):
OrderTriggers.instances[self.order.key].check_complete()
def enable_time_trigger(self):
if self.time_constraint:
log.debug(f'enable_time_trigger')
@@ -126,8 +136,6 @@ class TrancheTrigger:
log.debug(f'tranche expired {self.tk}')
self.status = TrancheStatus.Expired
self.disable()
# check for all tranches expired
OrderTriggers.instances[self.order.key].check_complete()
elif self.status == TrancheStatus.Early and now >= self.time_constraint[0]:
log.debug(f'tranche time enabled {self.tk}')
self.status = TrancheStatus.Pricing
@@ -213,7 +221,7 @@ class OrderTriggers:
def check_complete(self):
if all(t.closed for t in self.triggers):
final_state = SwapOrderState.Filled if self.order.remaining <= 0 else SwapOrderState.Expired
final_state = SwapOrderState.Filled if self.order.remaining == 0 or self.order.remaining < self.order.min_fill_amount else SwapOrderState.Expired
close_order_and_disable_triggers(self.order, final_state)
def fill(self, tranche_index, amount_in, amount_out):