TimedOrder submission works

This commit is contained in:
Tim Olson
2023-12-04 17:59:57 -04:00
parent 9797632ac6
commit c9ccb89d8e
8 changed files with 138 additions and 114 deletions

View File

@@ -1,17 +1,14 @@
import {routeInverted} from "@/misc.js";
import {newLimitConstraint, newTimeConstraint, TimeMode} from "@/blockchain/orderlib.js";
import {MAX_FRACTION, newTranche} from "@/blockchain/orderlib.js";
import {useOrderStore} from "@/store/store.js";
export const maxFraction = 65535n // by contract definition of uint16 fraction
export function limitConstraint(price=null) {
export function applyLimit(tranche, price=null) {
const os = useOrderStore()
if( price === null ) {
price = os.limitPrice
if (!price)
return null
return
}
const route = os.route
const inverted = routeInverted(route)
@@ -19,7 +16,15 @@ export function limitConstraint(price=null) {
const isRatio = false // todo ratios
const decimals = 10 ** (os.tokenA.decimals - os.tokenB.decimals)
const limit = inverted ? decimals / price : price / decimals
return newLimitConstraint(isAbove, isRatio, limit)
tranche.marketOrder = false;
if( isAbove ) {
tranche.minIntercept = limit;
tranche.minSlope = 0;
}
else {
tranche.maxIntercept = limit;
tranche.maxSlope = 0;
}
}
export function timesliceTranches() {
@@ -39,14 +44,18 @@ export function timesliceTranches() {
} else {
window = Math.round(duration / n)
}
const ceil = maxFraction % BigInt(n) ? 1n : 0n
const amtPerTranche = maxFraction / BigInt(n) + ceil
const amtPerTranche = Math.ceil(MAX_FRACTION / n)
duration -= 15 // subtract 15 seconds so the last tranche completes before the deadline
for (let i = 0; i < n; i++) {
const start = Math.floor(i * (duration / Math.max((n - 1), 1)))
const end = start + window
const cs = [newTimeConstraint(TimeMode.SinceOrderStart, start, TimeMode.SinceOrderStart, end)]
ts.push([amtPerTranche, cs])
ts.push(newTranche({
fraction: amtPerTranche,
startTimeIsRelative: true,
startTime: start,
endTimeIsRelative: true,
endTime: end,
}))
}
return ts
}