ladder orders!

This commit is contained in:
Tim Olson
2023-11-27 17:00:54 -04:00
parent d2db5dc4f7
commit 1dff2da3fe
8 changed files with 145 additions and 25 deletions

View File

@@ -1,22 +1,96 @@
<template>
<order :tranches="buildTranches">
<limit-price :required="true" label=""/>
<limit-price :show-price="false" store-var="limitPrice2" :required="true" label=""/>
<order title="Ladder" subtitle="Multiple price levels" :tranches="buildTranches" :valid="validOrder">
<limit-price :required="true" label="start price" :show-price="false"/>
<limit-price store-var="limitPrice2" :required="true" label="end price"/>
<v-text-field label='Parts' type="number" step="1" aria-valuemin="0" min="1" variant="outlined"
v-model="num" />
<v-text-field label='Skew' type="number" step="10" aria-valuemin="0" min="-100" max="100" variant="outlined"
v-model="skew" clearable @click:clear="skew=0" suffix="%"/>
<!-- todo deadline -->
<v-table>
<thead>
<tr><td>Fraction</td><td>Amount</td><td>Price</td></tr>
</thead>
<tbody>
<tr v-for="(r,i) in rungsFmt">
<td>{{(100*fractions[i]).toFixed(1)}}%</td>
<td>{{(amounts[i]).toPrecision(5)}} {{os.amountToken.symbol}}</td>
<td>{{r}}</td>
</tr>
</tbody>
</v-table>
</order>
</template>
<script setup>
import {useStore} from "@/store/store";
import {useOrderStore} from "@/store/store";
import LimitPrice from "@/components/LimitPrice.vue";
import Order from "@/components/Order.vue";
import {computed, ref} from "vue";
import {newTimeConstraint, TimeMode} from "@/blockchain/orderlib.js";
import {limitConstraint, maxFraction} from "@/orderbuild.js";
import {validateMax} from "@/validate.js";
const s = useStore()
const os = useOrderStore()
const num = ref(3)
const skew = ref(0)
const rungs = computed(()=>{
const n = num.value;
const a = parseFloat(os.limitPrice);
const b = parseFloat(os.limitPrice2);
if( n < 1 || !a || !b ) return []
if( n === 1 ) return [(a+b)/2]
// num >= 2
const result = []
const delta = (b-a)/(n-1)
for( let i=0; i<n; i++ )
result.push(a+i*delta)
return result
})
const rungsFmt = computed(()=>{
return rungs.value.map((r)=>r.toPrecision(5)) // todo precisions
})
const fractions = computed(()=>{
const n = num.value
const s = skew.value / 100
const result = []
if( s === 1 ) {
result.push(1)
for( let i=1; i<n; i++ )
result.push(0)
}
else if( s === -1 ) {
for( let i=1; i<n; i++ )
result.push(0)
result.push(1)
}
else {
const mean = 1/n
for( let i=0; i<n; i++ )
result.push( mean * ( 1 - s * (2*i/(n-1)-1) ) )
}
return result
})
const amounts = computed( ()=>fractions.value.map((f)=>f*os.amount) )
function buildTranches() {
const ts = []
const n = num.value
const mf = Number(maxFraction)
for( let i=0; i<n; i++ ) {
// todo optional deadline
const cs = [limitConstraint(rungs.value[i])]
const fraction = Math.min(mf, Math.ceil(mf * fractions.value[i]) )
ts.push([fraction, cs])
}
return ts
}
function validOrder() {
return os.validOrder
}
</script>
<style scoped lang="scss">