Skip to content

Commit

Permalink
v1.7.22: AdjustIsolatedMargin, Add AmountPercent and fix summary + fi…
Browse files Browse the repository at this point in the history 
…elds (#359)

* Add amountPercent and fix summary + fields

* bump version

* spotlessApply

* remove amount.input usage

* shorten adjustIsolatedMargin fn

* spotlessApply

* shorten function further

* default type to Add

* spotlessApply

* bump-version

* use cocoapod 1.15.2

* 1.7.19

* bump to 1.7.20

* 1.7.22
  • Loading branch information
@jaredvu
jaredvu authored May 17, 2024
1 parent ad3c2bb commit c533592
Show file tree
Hide file tree
Showing 8 changed files with 239 additions and 66 deletions.
2 changes: 1 addition & 1 deletion build.gradle.kts
View file
Original file line number Diff line number Diff line change
Expand Up @@ -51,7 +51,7 @@ allprojects {
}

group = "exchange.dydx.abacus"
version = "1.7.21"
version = "1.7.22"

repositories {
google()
Expand Down
54 changes: 46 additions & 8 deletions src/commonMain/kotlin/exchange.dydx.abacus/calculator/AdjustIsolatedMarginInputCalculator.kt
View file
Original file line number Diff line number Diff line change
Expand Up @@ -21,7 +21,7 @@ internal class AdjustIsolatedMarginInputCalculator(val parser: ParserProtocol) {
IsolatedMarginAdjustmentType.valueOf(it)
} ?: IsolatedMarginAdjustmentType.Add

return if (wallet != null && isolatedMarginAdjustment != null && type != null) {
return if (wallet != null && isolatedMarginAdjustment != null) {
val modified = state.mutable()
val parentTransferDelta = getModifiedTransferDelta(isolatedMarginAdjustment, true)
val childTransferDelta = getModifiedTransferDelta(isolatedMarginAdjustment, false)
Expand All @@ -44,8 +44,8 @@ internal class AdjustIsolatedMarginInputCalculator(val parser: ParserProtocol) {
"postOrder",
)

val modifiedParentSubaccount = parser.asNativeMap(parser.value(walletPostChildSubaccountTransfer, "accounts.subaccounts.$parentSubaccountNumber"))
val modifiedChildSubaccount = parser.asNativeMap(parser.value(walletPostChildSubaccountTransfer, "accounts.subaccounts.$childSubaccountNumber"))
val modifiedParentSubaccount = parser.asNativeMap(parser.value(walletPostChildSubaccountTransfer, "account.subaccounts.$parentSubaccountNumber"))
val modifiedChildSubaccount = parser.asNativeMap(parser.value(walletPostChildSubaccountTransfer, "account.subaccounts.$childSubaccountNumber"))
val modifiedIsolatedMarginAdjustment = finalize(isolatedMarginAdjustment, modifiedParentSubaccount, modifiedChildSubaccount, type)

modified["adjustIsolatedMargin"] = modifiedIsolatedMarginAdjustment
Expand Down Expand Up @@ -94,13 +94,13 @@ internal class AdjustIsolatedMarginInputCalculator(val parser: ParserProtocol) {
type: IsolatedMarginAdjustmentType,
): Map<String, Any> {
val summary = mutableMapOf<String, Any>()
val crossCollateral = parser.asDouble(parser.value(parentSubaccount, "freeCollateral.postOrder"))
val crossMarginUsage = parser.asDouble(parser.value(parentSubaccount, "marginUsage.postOrder"))
val crossCollateral = parentSubaccount?.get("freeCollateral")
val crossMarginUsage = parentSubaccount?.get("marginUsage")
val openPositions = parser.asNativeMap(childSubaccount?.get("openPositions"))
val marketId = openPositions?.keys?.firstOrNull()
val positionMargin = parser.asDouble(parser.value(childSubaccount, "freeCollateral.postOrder"))
val positionLeverage = parser.asDouble(parser.value(childSubaccount, "openPositions.$marketId.leverage.postOrder"))
val liquidationPrice = parser.asDouble(parser.value(childSubaccount, "openPositions.$marketId.liquidationPrice.postOrder"))
val positionMargin = childSubaccount?.get("freeCollateral")
val positionLeverage = parser.value(childSubaccount, "openPositions.$marketId.leverage")
val liquidationPrice = parser.value(childSubaccount, "openPositions.$marketId.liquidationPrice")

when (type) {
IsolatedMarginAdjustmentType.Add -> {
Expand All @@ -123,13 +123,51 @@ internal class AdjustIsolatedMarginInputCalculator(val parser: ParserProtocol) {
return summary
}

private fun amountField(): Map<String, Any> {
return mapOf(
"field" to "amount",
"type" to "double",
)
}

private fun requiredFields(): List<Any> {
return listOf(
amountField(),
)
}

private fun calculatedOptionsFromField(fields: List<Any>?): Map<String, Any>? {
fields?.let {
val options = mutableMapOf<String, Any>(
"needsSize" to false,
)

for (item in fields) {
parser.asNativeMap(item)?.let { field ->
when (parser.asString(field["field"])) {
"amount" -> {
options["needsSize"] = true
}
}
}
}

return options
}

return null
}

private fun finalize(
isolatedMarginAdjustment: Map<String, Any>,
parentSubaccount: Map<String, Any>?,
childSubaccount: Map<String, Any>?,
type: IsolatedMarginAdjustmentType,
): Map<String, Any> {
val modified = isolatedMarginAdjustment.mutable()
val fields = requiredFields()
modified.safeSet("fields", fields)
modified.safeSet("options", calculatedOptionsFromField(fields))
modified.safeSet("summary", summaryForType(parentSubaccount, childSubaccount, type))
return modified
}
Expand Down
64 changes: 34 additions & 30 deletions src/commonMain/kotlin/exchange.dydx.abacus/output/input/AdjustIsolatedMarginInput.kt
View file
Original file line number Diff line number Diff line change
Expand Up @@ -38,10 +38,15 @@ data class AdjustIsolatedMarginInputOptions(
@Serializable
data class AdjustIsolatedMarginInputSummary(
val crossFreeCollateral: Double?,
val crossFreeCollateralUpdated: Double?,
val crossMarginUsage: Double?,
val crossMarginUsageUpdated: Double?,
val positionMargin: Double?,
val positionMarginUpdated: Double?,
val positionLeverage: Double?,
val positionLeverageUpdated: Double?,
val liquidationPrice: Double?,
val liquidationPriceUpdated: Double?,
) {
companion object {
internal fun create(
Expand All @@ -52,25 +57,40 @@ data class AdjustIsolatedMarginInputSummary(
Logger.d { "creating Adjust Isolated Margin Input Summary\n" }

data?.let {
val crossFreeCollateral = parser.asDouble(data["crossFreeCollateral"])
val crossMarginUsage = parser.asDouble(data["crossMarginUsage"])
val positionMargin = parser.asDouble(data["positionMargin"])
val positionLeverage = parser.asDouble(data["positionLeverage"])
val liquidationPrice = parser.asDouble(data["liquidationPrice"])
val crossFreeCollateral = parser.asDouble(parser.value(data, "crossFreeCollateral.current"))
val crossFreeCollateralUpdated = parser.asDouble(parser.value(data, "crossFreeCollateral.postOrder"))
val crossMarginUsage = parser.asDouble(parser.value(data, "crossMarginUsage.current"))
val crossMarginUsageUpdated = parser.asDouble(parser.value(data, "crossMarginUsage.postOrder"))
val positionMargin = parser.asDouble(parser.value(data, "positionMargin.current"))
val positionMarginUpdated = parser.asDouble(parser.value(data, "positionMargin.postOrder"))
val positionLeverage = parser.asDouble(parser.value(data, "positionLeverage.current"))
val positionLeverageUpdated = parser.asDouble(parser.value(data, "positionLeverage.postOrder"))
val liquidationPrice = parser.asDouble(parser.value(data, "liquidationPrice.current"))
val liquidationPriceUpdated = parser.asDouble(parser.value(data, "liquidationPrice.postOrder"))

return if (
existing?.crossFreeCollateral != crossFreeCollateral ||
existing?.crossFreeCollateralUpdated != crossFreeCollateralUpdated ||
existing?.crossMarginUsage != crossMarginUsage ||
existing?.crossMarginUsageUpdated != crossMarginUsageUpdated ||
existing?.positionMargin != positionMargin ||
existing?.positionMarginUpdated != positionMarginUpdated ||
existing?.positionLeverage != positionLeverage ||
existing?.liquidationPrice != liquidationPrice
existing?.positionLeverageUpdated != positionLeverageUpdated ||
existing?.liquidationPrice != liquidationPrice ||
existing?.liquidationPriceUpdated != liquidationPriceUpdated
) {
AdjustIsolatedMarginInputSummary(
crossFreeCollateral,
crossFreeCollateralUpdated,
crossMarginUsage,
crossMarginUsageUpdated,
positionMargin,
positionMarginUpdated,
positionLeverage,
positionLeverageUpdated,
liquidationPrice,
liquidationPriceUpdated,
)
} else {
existing
Expand All @@ -94,12 +114,10 @@ enum class IsolatedMarginAdjustmentType {
data class AdjustIsolatedMarginInput(
val type: IsolatedMarginAdjustmentType,
val amount: String?,
val amountPercent: String?,
val childSubaccountNumber: Int?,
val adjustIsolatedMarginInputOptions: AdjustIsolatedMarginInputOptions?,
val summary: AdjustIsolatedMarginInputSummary?,
val errors: String?,
val errorMessage: String?,
val fee: Double?,
val summary: AdjustIsolatedMarginInputSummary?
) {
companion object {
internal fun create(
Expand All @@ -116,48 +134,34 @@ data class AdjustIsolatedMarginInput(

val childSubaccountNumber = parser.asInt(data["ChildSubaccountNumber"])
val amount = parser.asString(data["Amount"])
val fee = parser.asDouble(data["fee"])
val amountPercent = parser.asString(data["AmountPercent"])

val adjustIsolatedMarginInputOptions = AdjustIsolatedMarginInputOptions.create(
existing?.adjustIsolatedMarginInputOptions,
parser,
parser.asMap(data["adjustIsolatedMarginInputOptions"]),
parser.asMap(data["options"]),
)
val summary = AdjustIsolatedMarginInputSummary.create(
existing?.summary,
parser,
parser.asMap(data["summary"]),
)

val errors = parser.asString(data["errors"])

val errorMessage: String? =
if (errors != null) {
val errorArray = parser.decodeJsonArray(errors)
val firstError = parser.asMap(errorArray?.first())
parser.asString(firstError?.get("message"))
} else {
null
}

return if (
existing?.type != type ||
existing.amount != amount ||
existing.amountPercent != amountPercent ||
existing.childSubaccountNumber != childSubaccountNumber ||
existing.adjustIsolatedMarginInputOptions != adjustIsolatedMarginInputOptions ||
existing.summary !== summary ||
existing.errors !== errors ||
existing.errorMessage != errorMessage ||
existing.fee != fee
existing.summary !== summary
) {
AdjustIsolatedMarginInput(
type,
amount,
amountPercent,
childSubaccountNumber,
adjustIsolatedMarginInputOptions,
summary,
errors,
errorMessage,
fee,
)
} else {
existing
Expand Down
2 changes: 1 addition & 1 deletion src/commonMain/kotlin/exchange.dydx.abacus/state/manager/StateManagerAdaptor.kt
View file
Original file line number Diff line number Diff line change
Expand Up @@ -2244,7 +2244,7 @@ open class StateManagerAdaptor(
val walletAddress = wallet.walletAddress ?: error("walletAddress is null")
val isolatedMarginAdjustment = stateMachine.state?.input?.adjustIsolatedMargin
?: error("isolatedMarginAdjustment is null")
val amount = isolatedMarginAdjustment.amount ?: error("amount is null")
val amount = parser.asString(isolatedMarginAdjustment.amount) ?: error("amount is null")
val childSubaccountNumber = isolatedMarginAdjustment.childSubaccountNumber
?: error("childSubaccountNumber is null")

Expand Down
84 changes: 61 additions & 23 deletions .../kotlin/exchange.dydx.abacus/state/model/TradingStateMachine+AdjustIsolatedMarginInput.kt
View file
Original file line number Diff line number Diff line change
Expand Up @@ -6,6 +6,7 @@ import exchange.dydx.abacus.responses.ParsingError
import exchange.dydx.abacus.responses.StateResponse
import exchange.dydx.abacus.state.changes.Changes
import exchange.dydx.abacus.state.changes.StateChanges
import exchange.dydx.abacus.utils.IList
import exchange.dydx.abacus.utils.NUM_PARENT_SUBACCOUNTS
import exchange.dydx.abacus.utils.mutable
import exchange.dydx.abacus.utils.mutableMapOf
Expand All @@ -19,6 +20,7 @@ import kotlinx.serialization.Serializable
enum class AdjustIsolatedMarginInputField {
Type,
Amount,
AmountPercent,
ChildSubaccountNumber,
}

Expand Down Expand Up @@ -64,37 +66,59 @@ fun TradingStateMachine.adjustIsolatedMargin(
if (adjustIsolatedMargin["Type"] != parser.asString(data)) {
adjustIsolatedMargin.safeSet(type.name, parser.asString(data))
adjustIsolatedMargin.safeSet("Amount", null)
adjustIsolatedMargin.safeSet("AmountPercent", null)
}
changes = StateChanges(
iListOf(Changes.wallet, Changes.subaccount, Changes.input),
null,
subaccountNumbers,
)
changes = getStateChanges(subaccountNumbers)
}
AdjustIsolatedMarginInputField.AmountPercent,
AdjustIsolatedMarginInputField.Amount -> {
val amount = parser.asString(data)
adjustIsolatedMargin.safeSet(type.name, amount)
changes = StateChanges(
iListOf(Changes.wallet, Changes.subaccount, Changes.input),
null,
subaccountNumbers,
val isolatedMarginAdjustmentType = adjustIsolatedMargin["Type"] ?: IsolatedMarginAdjustmentType.Add.name
val subaccountNumber = if (isolatedMarginAdjustmentType == IsolatedMarginAdjustmentType.Add.name) {
parentSubaccountNumber
} else {
childSubaccountNumber
}
val subaccount = parser.asNativeMap(
parser.value(this.account, "subaccounts.$subaccountNumber"),
)

val freeCollateral = parser.asDouble(parser.value(subaccount, "freeCollateral.current"))
val amountValue = parser.asDouble(data)

if (amountValue == null) {
adjustIsolatedMargin.safeSet("Amount", null)
adjustIsolatedMargin.safeSet("AmountPercent", null)
} else if (type == AdjustIsolatedMarginInputField.Amount) {
adjustIsolatedMargin.safeSet(type.name, amountValue.toString())

if (freeCollateral != null) {
val amountPercent = amountValue / freeCollateral
adjustIsolatedMargin.safeSet("AmountPercent", amountPercent.toString())
} else {
adjustIsolatedMargin.safeSet("AmountPercent", null)
}
} else if (type == AdjustIsolatedMarginInputField.AmountPercent) {
adjustIsolatedMargin.safeSet(type.name, amountValue.toString())

if (freeCollateral != null) {
val amount = amountValue * freeCollateral
adjustIsolatedMargin.safeSet("Amount", amount.toString())
} else {
adjustIsolatedMargin.safeSet("Amount", null)
}
}

changes = getStateChanges(subaccountNumbers)
}
AdjustIsolatedMarginInputField.ChildSubaccountNumber -> {
val childSubaccountNumber = parser.asInt(data)
adjustIsolatedMargin.safeSet(type.name, childSubaccountNumber)
val subaccountNumbers = if (childSubaccountNumber != null) {
iListOf(parentSubaccountNumber, childSubaccountNumber)
} else {
iListOf(parentSubaccountNumber)
var updatedSubaccountNumbers = iListOf(parentSubaccountNumber)
val updatedChildSubaccountNumber = parser.asInt(data)
adjustIsolatedMargin.safeSet(type.name, updatedChildSubaccountNumber)
if (updatedChildSubaccountNumber != null) {
updatedSubaccountNumbers = iListOf(parentSubaccountNumber, updatedChildSubaccountNumber)
}
changes = StateChanges(
iListOf(Changes.wallet, Changes.subaccount, Changes.input),
null,
subaccountNumbers,
)
changes = getStateChanges(updatedSubaccountNumbers)
}
else -> {}
}
} else {
error = cannotModify(type.name)
Expand All @@ -113,6 +137,16 @@ fun TradingStateMachine.adjustIsolatedMargin(
return StateResponse(state, changes, if (error != null) iListOf(error) else null)
}

fun getStateChanges(
subaccountNumbers: IList<Int>,
): StateChanges {
return StateChanges(
iListOf(Changes.wallet, Changes.subaccount, Changes.input),
null,
subaccountNumbers,
)
}

fun TradingStateMachine.validAdjustIsolatedMarginInput(
adjustIsolatedMargin: Map<String, Any>,
parentSubaccountNumber: Int?,
Expand All @@ -130,6 +164,10 @@ fun TradingStateMachine.validAdjustIsolatedMarginInput(
val amount = parser.asDouble(adjustIsolatedMargin["Amount"])
return amount == null || amount > 0
}
AdjustIsolatedMarginInputField.AmountPercent.name -> {
val amountPercent = parser.asDouble(adjustIsolatedMargin["AmountPercent"])
return amountPercent == null || amountPercent > 0
}
AdjustIsolatedMarginInputField.ChildSubaccountNumber.name -> {
val childSubaccountNumber = parser.asInt(adjustIsolatedMargin["ChildSubaccountNumber"])
return childSubaccountNumber == null || childSubaccountNumber % NUM_PARENT_SUBACCOUNTS == parentSubaccountNumber
Expand Down
Loading

0 comments on commit c533592

Please sign in to comment.