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price constraints working

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This commit is contained in:
Tim Olson
2023-11-05 16:50:06 -04:00
parent aa007a4fcd
commit add4f72611
5 changed files with 52 additions and 17 deletions
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7
src/OrderLib.sol
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@@ -220,11 +220,14 @@ library OrderLib {
// c.valueSqrtX96 = uint160(price * c.valueSqrtX96 / 2**96);
int256 limit256 = int256(uint256(lc.valueSqrtX96));
if( lc.slopeSqrtX96 != 0 ) {
// todo cannot add square roots.
limit256 += int256(block.timestamp - lc.time) * lc.slopeSqrtX96 / 2**96;
if( limit256 < 0 )
limit256 = 0;
}
console2.log(limit256);
console2.log(price);
console2.log(lc.isAbove);
uint160 limit = uint160(uint256(limit256));
// use <= and >= here because trading AT the limit results in 0 volume. price must exceed the limit.
if( lc.isAbove && price <= limit || !lc.isAbove && price >= limit )
@@ -254,6 +257,10 @@ library OrderLib {
- (status.order.amountIsInput ? status.trancheFilledIn[trancheIndex] : status.trancheFilledOut[trancheIndex]); // minus tranche fills
console2.log('amount');
console2.log(amount);
console2.log('limit');
console2.log(sqrtPriceLimitX96);
console2.log('price');
console2.log(sqrtPriceX96);
// order amount remaining
require( (status.order.amountIsInput ? status.filledIn : status.filledOut) <= status.order.amount, 'OVERFILL' );
uint256 remaining = status.order.amount - (status.order.amountIsInput ? status.filledIn : status.filledOut);