ordershapes

This commit is contained in:
tim
2024-09-15 00:59:47 -04:00
parent 80e03f648b
commit 09ef4c5f43
10 changed files with 295 additions and 92 deletions

View File

@@ -3,7 +3,6 @@ import {invokeCallbacks, prototype} from "@/common.js";
import {DataFeed, initFeeDropdown, lookupSymbol} from "@/charts/datafeed.js";
import {intervalToSeconds, SingletonCoroutine} from "@/misc.js";
import {useStore} from "@/store/store.js";
import {dirtyPoints} from "@/charts/chart-misc.js";
export let widget = null
export let chart = null
@@ -162,12 +161,17 @@ export function drawShape(shapeType, ...callbacks) {
export function createShape(shapeType, points, options={}, ...callbacks) {
const chart = widget.activeChart()
drawingCallbacks = null
cancelDrawing()
options.shape = shapeType.code
if (typeof shapeType === 'string' )
options.shape = shapeType
else
options.shape = shapeType.code
// programatically adds a shape to the chart
let shapeId
try {
console.log('creating shape', points, options)
if (points.time || points.price)
shapeId = chart.createShape(points, options)
else if (points.length === 1)

View File

@@ -144,7 +144,7 @@ function addSymbol(p, base, quote, inverted) {
const description = `${base.n} / ${quote.n}`
const type = 'swap'
const pools = [[p.a, p.f]]
const decimals = p.d
const decimals = inverted ? -p.d : p.d
_symbols[key] = {
ticker: key, full_name, symbol, description,
exchange, type, inverted, base, quote, pools, decimals, x:p.x
@@ -221,7 +221,7 @@ function getAllSymbols() {
return _symbols
}
export function lookupSymbol(key) { // lookup by fullname
export function lookupSymbol(key) { // lookup by ticker which is "0xbaseAddress/0xquoteAddress"
return getAllSymbols()[key]
}

122
src/charts/ordershapes.js Normal file
View File

@@ -0,0 +1,122 @@
import {DISTANT_FUTURE, DISTANT_PAST} from "@/blockchain/orderlib.js";
import {DLine, HLine} from "@/charts/shape.js";
import {createShape, deleteShapeId} from "@/charts/chart.js";
import {allocationText} from "@/orderbuild.js";
export class OrderShapes {
constructor(symbol, orderStatus) {
this.symbol = symbol
this.status = orderStatus
this.trancheShapes = [];
this.update(orderStatus)
}
update(orderStatus) {
// todo delete old shapes
for (const old of this.trancheShapes)
old.delete()
this.status = orderStatus
this.trancheShapes = [];
for (let i = 0; i < orderStatus.trancheStatus.length; i++)
this.trancheShapes.push(new TrancheShapes(this.symbol, this.status, i));
// todo TV shape group
}
show() {for (const t of this.trancheShapes) t.show();}
hide() {for (const t of this.trancheShapes) t.hide();}
delete() {for (const t of this.trancheShapes) t.delete(); this.shapes=[]}
}
class TrancheShapes {
constructor(symbol, orderStatus, trancheIndex) {
this.symbol = symbol
this.status = orderStatus
this.trancheIndex = trancheIndex
this.tranche = orderStatus.order.tranches[trancheIndex]
this.shapes = []
this.fills = []
this.createShapes();
}
createShapes() {
// todo amounts
const t = this.tranche
// console.log('create tranche shapes', t)
if (t.marketOrder) {
if (t.startTime !== DISTANT_PAST) {
// todo vertical line
}
} else {
// check lines
this.createLine(t.minLine.slope, t.minLine.intercept);
this.createLine(t.maxLine.slope, t.maxLine.intercept);
}
for (const f of this.status.trancheStatus[this.trancheIndex].fills)
this.createFillPoint(f)
}
createFillPoint(f) {
// console.log('draw fill', f, this.symbol)
const order = this.status.order;
let buy = order.tokenIn === this.symbol.quote.a
if (this.symbol.inverted)
buy = !buy
const time = f.time
const out = Number(f.filledOut) * (1+this.status.order.route.fee/1000000)
let price = buy ?
Number(f.filledIn) / out * 10**this.symbol.decimals :
out / Number(f.filledIn) * 10**this.symbol.decimals
// console.log('price', price)
const channel = buy?'low':'high';
const text = (buy ? 'Buy ' : 'Sell ') + allocationText(null, f.filled, '')
const s = createShape(buy?'arrow_up':'arrow_down', {time, price}, {channel,text})
console.log('created fill shape at', time, price)
this.fills.push(s)
}
createLine(slope, intercept) {
const t = this.tranche
const status = this.status
const symbol = this.symbol
const scale = 10**symbol.decimals;
const buy = status.order.tokenIn === this.symbol.quote.a
const color = buy ? 'green' : 'red'
if (intercept !== 0 || slope !== 0) {
// line active
if (slope === 0) {
// horizontal line
const s = new HLine({
price: intercept * scale,
color,
// todo allocation maxAllocation amount amountSymbol
})
this.shapes.push(s)
} else {
// diagonal line
const startPrice = intercept + slope * t.startTime;
const endPrice = intercept + slope * t.endTime;
const s = new DLine({
pointA: {time: t.startTime, price: startPrice},
pointB: {time: t.endTime, price: endPrice},
extendLeft: t.startTime === DISTANT_PAST,
extendRight: t.endTime === DISTANT_FUTURE,
color,
// todo allocation maxAllocation amount amountSymbol
})
this.shapes.push(s)
}
}
}
// todo like this?
show() {for (const s of this.shapes) s.show();}
hide() {for (const s of this.shapes) s.hide();}
delete() {
for (const s of this.shapes)
s.delete();
this.shapes=[]
for (const s of this.fills)
deleteShapeId(s)
}
}