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all twap tranches work!

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This commit is contained in:
Tim Olson
2023-10-29 20:37:39 -04:00
parent 3bf6cab98e
commit 334ac2f9d1
1 changed files with 5 additions and 3 deletions
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8
src/components/TimedOrderEntry.vue
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@@ -255,8 +255,8 @@ async function placeOrder() {
// build tranches // build tranches
const n = tranches.value // num tranches const n = tranches.value // num tranches
const ts = [] const ts = []
let duration = timeUnitIndex === 0 ? interval.value * 60 : // minutes let duration = timeUnitIndex.value === 0 ? interval.value * 60 : // minutes
timeUnitIndex === 1 ? interval.value * 60 * 60 : // hours timeUnitIndex.value === 1 ? interval.value * 60 * 60 : // hours
interval.value * 24 * 60 * 60; // days interval.value * 24 * 60 * 60; // days
let window let window
if (!intervalIsTotal.value) { if (!intervalIsTotal.value) {
@@ -269,9 +269,11 @@ async function placeOrder() {
const ceil = oneHundredPercent % BigInt(n) ? 1n : 0n const ceil = oneHundredPercent % BigInt(n) ? 1n : 0n
const amtPerTranche = oneHundredPercent / BigInt(n) + ceil const amtPerTranche = oneHundredPercent / BigInt(n) + ceil
duration -= 15 // subtract 15 seconds so the last tranche completes before the deadline duration -= 15 // subtract 15 seconds so the last tranche completes before the deadline
console.log('duration', duration)
for (let i = 0; i < n; i++) { for (let i = 0; i < n; i++) {
const start = Math.floor(i * (duration / n)) const start = Math.floor(i * (duration / (n-1)))
const end = start + window const end = start + window
console.log('tranche window', start, end, (end-start)/60)
const cs = [newTimeConstraint(TimeMode.SinceOrderStart, start, TimeMode.SinceOrderStart, end)] const cs = [newTimeConstraint(TimeMode.SinceOrderStart, start, TimeMode.SinceOrderStart, end)]
ts.push([amtPerTranche, cs]) ts.push([amtPerTranche, cs])
} }