diagonal line support
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@@ -4,7 +4,7 @@ import {useOrderStore} from "@/store/store.js";
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import {encodeIEE754} from "@/blockchain/common.js";
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export function applyLimit(tranche, price=null, isAbove=null) {
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export function applyLimit(tranche, price=null, isMinimum=null) {
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if( price === null ) {
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const os = useOrderStore()
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price = os.limitPrice
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@@ -12,38 +12,62 @@ export function applyLimit(tranche, price=null, isAbove=null) {
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return
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}
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applyLine(tranche, price, 0, isAbove)
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applyLine(tranche, price, 0, isMinimum)
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}
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export function applyLinePoints(tranche, date0, price0, date1, price1, isAbove=null) {
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const os = useOrderStore()
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if( !date0 || !price0 && price0!==0 || !date1 || !price1 && price1!==0 )
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return
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function computeInterceptSlope(date0, price0, date1, price1) {
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if (!date0 || !price0 && price0 !== 0 || !date1 || !price1 && price1 !== 0)
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throw Error(`invalid line points data ${date0} ${price0} ${date1} ${price1}`)
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const t0 = timestamp(date0);
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const t1 = timestamp(date1);
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const slope = (price1-price0)/(t1-t0)
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if (t0 === t1)
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throw Error("line points' times must be different")
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const slope = (price1 - price0) / (t1 - t0)
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const intercept = price1 - slope * t1
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applyLine(tranche, intercept, slope, isAbove)
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return [intercept, slope]
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}
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export function applyLine(tranche, intercept, slope, isAbove=null) {
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export function linePointsValue(date0, price0, date1, price1, unixTime=null) {
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if(unixTime===null)
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unixTime = timestamp()
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try {
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const [intercept, slope] = computeInterceptSlope(date0, price0, date1, price1)
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return intercept + unixTime * slope
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}
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catch (e) {
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return null
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}
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}
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export function applyLinePoints(tranche, date0, price0, date1, price1, isMinimum=null) {
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const [intercept, slope] = computeInterceptSlope(date0, price0, date1, price1);
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applyLine(tranche, intercept, slope, isMinimum)
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}
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export function applyLine(tranche, intercept, slope, isMinimum=null) {
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console.log('intercept, slope', intercept, slope)
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// intercept and slope are still in "human" units of decimal-adjusted prices
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const os = useOrderStore()
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const route = os.route
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const inverted = routeInverted(route)
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const scale = 10 ** (os.tokenA.decimals - os.tokenB.decimals)
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const m = encodeIEE754(inverted ? scale / slope : slope / scale)
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const b = encodeIEE754(inverted ? scale / intercept : intercept / scale)
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if( isAbove === null )
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isAbove = os.limitIsMinimum ^ inverted
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if( isAbove ) {
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let m = inverted ? -scale / slope : slope / scale
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let b = inverted ? scale / intercept : intercept / scale
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const cur = b + timestamp() * m
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console.log('inverted b, m, cur', inverted, b, m, cur)
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m = encodeIEE754(m)
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b = encodeIEE754(b)
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if( isMinimum === null )
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isMinimum = os.limitIsMinimum
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console.log('limit is minimum', isMinimum)
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if (isMinimum) {
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tranche.minIntercept = b;
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tranche.minSlope = m;
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}
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else {
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} else {
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tranche.maxIntercept = b;
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tranche.maxSlope = m;
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}
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