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SwapOrder.inverted

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tim
2024-10-28 13:23:06 -04:00
parent 8a34c55fe0
commit 5e91b0ff43
10 changed files with 64 additions and 48 deletions
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33
src/orderbuild.js
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@@ -138,36 +138,27 @@ export function linePointsValue(time0, price0, time1, price1, unixTime = null) {
}
export function applyLinePoint(tranche, symbol, buy, price0) {
const orig = price0
price0 *= 10 ** -symbol.decimals
if (buy)
price0 = 1/price0
console.log('applyLinePoint', buy?'BUY':'SELL', symbol, orig, price0)
applyLine(tranche, symbol, buy, price0, 0)
export function applyLinePoint(tranche, symbol, buy, price0, breakout=false) {
applyLine(tranche, symbol, buy, price0, 0, breakout)
}
export function applyLinePoints(tranche, symbol, buy, time0, price0, time1, price1) {
const scale = 10 ** -symbol.decimals
price0 *= scale
price1 *= scale
if (buy) {
price0 = 1/price0
price1 = 1/price1
}
export function applyLinePoints(tranche, symbol, buy, time0, price0, time1, price1, breakout=false) {
const [intercept, slope] = computeInterceptSlope(time0, price0, time1, price1);
applyLine(tranche, symbol, buy, intercept, slope)
applyLine(tranche, symbol, buy, intercept, slope, breakout)
}
function applyLine(tranche, symbol, buy, intercept, slope, isMaximum=false) {
let m = slope
let b = intercept
console.log('applyLine current line value', isMaximum?'max':'min', m*timestamp()+b, 1./(m*timestamp()+b))
function applyLine(tranche, symbol, buy, intercept, slope=0, breakout=false) {
const scale = 10 ** -symbol.decimals
let m = slope * scale
let b = intercept * scale
m = encodeIEE754(m)
b = encodeIEE754(b)
if (isMaximum) {
const isMax = (buy !== symbol.inverted) !== breakout // buy XOR inverted XOR breakout
console.log('apply line point isMax?', buy?'buy':'sell', symbol.inverted, breakout, isMax)
console.log('applyLine current line value', isMax?'max':'min', m*timestamp()+b, 1./(m*timestamp()+b))
if (isMax) {
tranche.maxLine.intercept = b;
tranche.maxLine.slope = m;
} else {