1.7.18: fix: update sl/tp percentage diff calculation to use max(leverage, 1) #354
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moo-onthelawn
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moo-onthelawn
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prashanDYDX
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May 14, 2024
src/commonMain/kotlin/exchange.dydx.abacus/calculator/TriggerOrdersInputCalculator.kt
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tests please |
mike-dydx
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May 14, 2024
| @@ -89,13 +90,14 @@ internal class TriggerOrdersInputCalculator(val parser: ParserProtocol) { | |||
| val positionSide = parser.asString(parser.value(position, "resources.indicator.current")) | |||
| val positionSize = parser.asDouble(parser.value(position, "size.current"))?.abs() ?: return modified | |||
| val notionalTotal = parser.asDouble(parser.value(position, "notionalTotal.current")) ?: return modified | |||
| val leverage = parser.asDouble(parser.value(position, "leverage.current"))?.abs() ?: return modified | |||
| val leverage = requireNotNull(parser.asDouble(parser.value(position, "leverage.current"))) { "leverage was null" } | |||
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chatted w @prashanDYDX let's revert requireNotNull
it's not with 100% certainty that leverage.current is non-null and requireNotNull throws an error which would break in semi-valid cases.
moo-onthelawn
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prashanDYDX
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May 15, 2024
| null, | ||
| ) | ||
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| val leverage = 1.0; |
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shouldnt this be less than 1?
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oh but for the calculations, they should be 1 (and I'm just using this variable for calculations)
prashanDYDX
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May 15, 2024
| } | ||
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| @Test | ||
| fun testLessThanZeroLeverageInputs() { |
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did you mean less than one?
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hahahaaaaaaa yes i do
prashanDYDX
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May 15, 2024
mike-dydx
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moo-onthelawn
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leverage of < 1 made our percentage calculations really funky. After chatting, it made sense to take max(leverage, 1) since <1 leverage is effectively trading with 1 leverage. See vid of update in action:
modifiedPercentageDIff.mov