initial diagonal work (unfinished)

This commit is contained in:
Tim
2024-04-30 21:30:16 -04:00
parent e8dafc0732
commit 056a4e299d
11 changed files with 357 additions and 165 deletions

View File

@@ -1,10 +1,11 @@
import {routeInverted, timestamp, uuid} from "@/misc.js";
import {timestamp, uuid} from "@/misc.js";
import {MAX_FRACTION, newTranche} from "@/blockchain/orderlib.js";
import {useOrderStore, useStore} from "@/store/store.js";
import {encodeIEE754} from "@/common.js";
import {defineStore} from "pinia";
import {computed, ref} from "vue";
import Color from "color";
import {chartMeanRange} from "@/charts/chart.js";
export const MIN_EXECUTION_TIME = 60 // give at least one full minute for each tranche to trigger
@@ -64,6 +65,7 @@ export const useChartOrderStore = defineStore('chart_orders', () => {
return result
})
const meanRange = ref(1)
const drawing = ref(false)
@@ -95,7 +97,7 @@ export const useChartOrderStore = defineStore('chart_orders', () => {
return {
chartReady, selectedSymbol, selectedPool, intervalSecs, baseToken, quoteToken, price,
orders, drawing, newOrder, removeOrder, resetOrders,
orders, drawing, newOrder, removeOrder, resetOrders, meanRange,
}
})
@@ -138,40 +140,13 @@ export function linePointsValue(time0, price0, time1, price1, unixTime = null) {
}
export function applyLinePoints(tranche, time0, price0, time1, price1, isMinimum = null) {
export function applyLinePoints(tranche, buy, time0, price0, time1, price1, poolDecimals, inverted) {
const [intercept, slope] = computeInterceptSlope(time0, price0, time1, price1);
applyLine(tranche, intercept, slope, isMinimum)
applyLine(tranche, buy, intercept, slope, poolDecimals, inverted)
}
export function applyLine(tranche, intercept, slope, isMinimum = null) {
console.log('intercept, slope', intercept, slope)
// intercept and slope are still in "human" units of decimal-adjusted prices
const os = useOrderStore()
const route = os.route
const inverted = routeInverted(route)
const scale = 10 ** (os.tokenA.d - os.tokenB.d)
let m = inverted ? -scale / slope : slope / scale
let b = inverted ? scale / intercept : intercept / scale
const cur = b + timestamp() * m
console.log('inverted b, m, cur', inverted, b, m, cur)
m = encodeIEE754(m)
b = encodeIEE754(b)
if (isMinimum === null)
isMinimum = os.limitIsMinimum
console.log('limit is minimum', isMinimum)
if (isMinimum) {
tranche.minIntercept = b;
tranche.minSlope = m;
} else {
tranche.maxIntercept = b;
tranche.maxSlope = m;
}
tranche.marketOrder = false;
}
export function applyLine2(tranche, isMinimum, intercept, slope, poolDecimals, inverted) {
export function applyLine(tranche, buy, intercept, slope, poolDecimals, inverted) {
console.log('intercept, slope', intercept, slope)
// intercept and slope are still in "human" units of decimal-adjusted prices
const scale = 10 ** -poolDecimals
@@ -181,8 +156,7 @@ export function applyLine2(tranche, isMinimum, intercept, slope, poolDecimals, i
console.log('inverted b, m, cur', inverted, b, m, cur)
m = encodeIEE754(m)
b = encodeIEE754(b)
if (inverted)
isMinimum = !isMinimum
let isMinimum = !(buy ^ inverted)
if (isMinimum) {
tranche.minIntercept = b;
tranche.minSlope = m;