bugfix for limit/diagonal tranche building

src/blockchain/orderlib.js

@@ -1,6 +1,6 @@
 import {uint32max, uint64max} from "@/misc.js";
 import {encodeIEE754} from "@/common.js";
-import {DEFAULT_SLIPPAGE} from "@/orderbuild.js";
+import {DEFAULT_SLIPPAGE, MIN_SLIPPAGE} from "@/orderbuild.js";
 
 export const MAX_FRACTION = 65535;
 export const NO_CONDITIONAL_ORDER = uint64max;
@@ -82,15 +82,13 @@ export function newTranche({
                             rateLimitFraction = 0,
                             rateLimitPeriod = 0,
                            } = {}) {
-    if( minIntercept === 0 && minSlope === 0 && maxIntercept === 0 && maxSlope === 0 )
-        marketOrder = true
     if( marketOrder ) {
         if (minIntercept !== 0 || minSlope !== 0 || maxIntercept !== 0 || maxSlope !== 0)
-            console.warn('Ignoring line information in a market order')
-        if (slippage === 0) {
-            console.warn(`setting market order slippage to ${DEFAULT_SLIPPAGE}`)
+            throw Error('Cannot set line information on a market order')
+        if (slippage === 0)
             slippage = DEFAULT_SLIPPAGE
-        }
+        else if (slippage < MIN_SLIPPAGE)
+            slippage = MIN_SLIPPAGE
         minIntercept = encodeIEE754(slippage)  // this is the slippage field for market orders
         minSlope = 0
         maxIntercept = 0

src/components/chart/DateBuilder.vue

@@ -206,10 +206,11 @@ function buildTranches() {
     if (endTime <= s.clock)
       warnings.push(`Tranche already expired at ${new Date(endTime*1000)}`)
     const t = newTranche({
+      marketOrder: true,
+      slippage: builder.slippage,
       fraction: ws[i] * MAX_FRACTION,
       startTime: ts[i],
       endTime, // always give at least 60 seconds of window to execute
-      slippage: builder.slippage,
     })
     tranches.push(t)
   }

src/components/chart/LimitBuilder.vue

@@ -90,10 +90,6 @@ function buildTranches() {
     let p = ps[i]
     const w = ws[i]
     const t = newTranche({
-      // todo start/end
-      // todo check expired
-      //     if (endTime <= s.clock)
-      //         warnings.push(`Tranche already expired at ${new Date(endTime*1000)}`)
       fraction: w * MAX_FRACTION,
     })
     const symbol = co.selectedSymbol

src/components/chart/MarketBuilder.vue

@@ -44,7 +44,7 @@ function buildTranches() {
     warnings.push('Slippage will be set to the minimum of 0.01%')
   const slip = Math.max(slippage.value, MIN_SLIPPAGE)
   return {
-    tranches: [newTranche({slippage: slip / 100})],
+    tranches: [newTranche({marketOrder: true, slippage: slip / 100})],
     warnings,
   }
 }

src/orderbuild.js

@@ -9,6 +9,7 @@ import Color from "color";
 
 export const MIN_EXECUTION_TIME = 60  // give at least one full minute for each tranche to trigger
 export const DEFAULT_SLIPPAGE = 0.0030;
+export const MIN_SLIPPAGE = 0.0001;
 
 
 // Builders are data objects which store a configuration state
@@ -184,6 +185,7 @@ export function timesliceTranches() {
         const start = Math.floor(i * (duration / Math.max((n - 1), 1)))
         const end = start + window
         ts.push(newTranche({
+            marketOrder: true,
             fraction: amtPerTranche,
             startTimeIsRelative: true,
             startTime: start,