v1.6.48: Add liquidation warning for stop market trigger price #315
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@@ -49,7 +49,7 @@ allprojects { | |
| } | ||
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| group = "exchange.dydx.abacus" | ||
| version = "1.6.46" | ||
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| repositories { | ||
| google() | ||
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@@ -51,6 +51,7 @@ internal class TriggerOrdersInputValidator( | |
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| val marketId = parser.asString(transaction["marketId"]) ?: return null | ||
| val market = parser.asNativeMap(markets?.get(marketId)) | ||
| val position = parser.asNativeMap(parser.value(subaccount, "openPositions.$marketId")) ?: return null | ||
| val tickSize = parser.asString(parser.value(market, "configs.tickSize")) ?: "0.01" | ||
| val oraclePrice = parser.asDouble( | ||
| parser.value( | ||
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@@ -87,6 +88,7 @@ internal class TriggerOrdersInputValidator( | |
| market, | ||
| oraclePrice, | ||
| tickSize, | ||
| validateStopLossTriggerToLiquidationPrice(stopLossOrder, position, tickSize), | ||
| ) | ||
| } else { | ||
| null | ||
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@@ -130,6 +132,7 @@ internal class TriggerOrdersInputValidator( | |
| market: Map<String, Any>?, | ||
| oraclePrice: Double, | ||
| tickSize: String, | ||
| liquidationPriceErrors: List<Any>? = null, | ||
| ): MutableList<Any>? { | ||
| val triggerErrors = mutableListOf<Any>() | ||
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@@ -166,9 +169,84 @@ internal class TriggerOrdersInputValidator( | |
| */ | ||
| triggerErrors.addAll(it) | ||
| } | ||
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| liquidationPriceErrors?.let { | ||
| /* | ||
| SELL_TRIGGER_TOO_CLOSE_TO_LIQUIDATION_PRICE | ||
| BUY_TRIGGER_TOO_CLOSE_TO_LIQUIDATION_PRICE | ||
| */ | ||
| triggerErrors.addAll(it) | ||
| } | ||
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| return if (triggerErrors.size > 0) triggerErrors else null | ||
| } | ||
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| private fun validateStopLossTriggerToLiquidationPrice( | ||
| triggerOrder: Map<String, Any>, | ||
| position: Map<String, Any>, | ||
| tickSize: String, | ||
| ): List<Any>? { | ||
| val liquidationPrice = parser.asDouble(parser.value(position, "liquidationPrice.current")) | ||
| val triggerPrice = parser.asDouble(parser.value(triggerOrder, "price.triggerPrice")) | ||
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| if (liquidationPrice == null || triggerPrice == null) { | ||
| return null | ||
| } | ||
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| val type = parser.asString(triggerOrder["type"]) | ||
| val side = parser.asString(triggerOrder["side"]) | ||
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| return when (requiredTriggerToLiquidationPrice(type, side)) { | ||
| RelativeToPrice.ABOVE -> { | ||
| if (triggerPrice <= liquidationPrice) { | ||
| listOf( | ||
| error( | ||
| "ERROR", | ||
| "SELL_TRIGGER_TOO_CLOSE_TO_LIQUIDATION_PRICE", | ||
| listOf(TriggerOrdersInputField.stopLossPrice.rawValue), | ||
| "APP.TRADE.MODIFY_TRIGGER_PRICE", | ||
| "ERRORS.TRADE_BOX_TITLE.SELL_TRIGGER_TOO_CLOSE_TO_LIQUIDATION_PRICE", | ||
| "ERRORS.TRADE_BOX.SELL_TRIGGER_TOO_CLOSE_TO_LIQUIDATION_PRICE", | ||
| mapOf( | ||
| "TRIGGER_PRICE_LIMIT" to mapOf( | ||
| "value" to liquidationPrice, | ||
| "format" to "price", | ||
| "tickSize" to tickSize, | ||
| ), | ||
| ), | ||
| ), | ||
| ) | ||
| } else { | ||
| null | ||
| } | ||
| } | ||
| RelativeToPrice.BELOW -> { | ||
| if (triggerPrice >= liquidationPrice) { | ||
| listOf( | ||
| error( | ||
| "ERROR", | ||
| "BUY_TRIGGER_TOO_CLOSE_TO_LIQUIDATION_PRICE", | ||
| listOf(TriggerOrdersInputField.stopLossPrice.rawValue), | ||
| "APP.TRADE.MODIFY_TRIGGER_PRICE", | ||
| "ERRORS.TRADE_BOX_TITLE.BUY_TRIGGER_TOO_CLOSE_TO_LIQUIDATION_PRICE", | ||
| "ERRORS.TRADE_BOX.BUY_TRIGGER_TOO_CLOSE_TO_LIQUIDATION_PRICE", | ||
| mapOf( | ||
| "TRIGGER_PRICE_LIMIT" to mapOf( | ||
| "value" to liquidationPrice, | ||
| "format" to "price", | ||
| "tickSize" to tickSize, | ||
| ), | ||
| ), | ||
| ), | ||
| ) | ||
| } else { | ||
| null | ||
| } | ||
| } | ||
| else -> null | ||
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There was a problem hiding this comment. is this else case needed...? (as in, does the compiler complain if you remove it) and if it is, i would again consider whether this is a valid state to be in and if we should just error out instead. There was a problem hiding this comment. when using |
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| } | ||
| } | ||
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| private fun validateOrderCount( | ||
| triggerOrders: Map<String, Any>, | ||
| subaccount: Map<String, Any>?, | ||
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@@ -543,6 +621,19 @@ internal class TriggerOrdersInputValidator( | |
| return null | ||
| } | ||
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| private fun requiredTriggerToLiquidationPrice(type: String?, side: String?): RelativeToPrice? { | ||
| return when (type) { | ||
| "STOP_MARKET" -> | ||
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There was a problem hiding this comment. If we make these case enums instead of strings, we can avoid having an I would also consider whether There was a problem hiding this comment. ah interesting; yeah the current pattern I've seen in the repo is to return early (return null) if we get an unexpected null type (but then detekt yelled at me because we had too many return statements in a function oops). Happy to pivot to using |
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| when (side) { | ||
| "BUY" -> RelativeToPrice.BELOW | ||
| "SELL" -> RelativeToPrice.ABOVE | ||
| else -> null | ||
| } | ||
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| else -> null | ||
| } | ||
| } | ||
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| private fun requiredTriggerToIndexPrice(type: String, side: String): RelativeToPrice? { | ||
| return when (type) { | ||
| "STOP_LIMIT", "STOP_MARKET" -> | ||
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might we be able to instead pass
positionas an argument and then move the liquidationPriceErrors calculations into this function body? Seems like that is the existing pattern for this function's bodyThere was a problem hiding this comment.
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hmm so liquidationPriceErrors only applies to stop loss orders (not take profit) - which is why I have it passed in from the caller. I could pass in a🤔 oh actually I do the check for type anyways in the stopLossLiquidation function; so ignore me, yes candoisStopLoss?as a param here but not sure if that's much better