-
Notifications
You must be signed in to change notification settings - Fork 22
Commit
This commit does not belong to any branch on this repository, and may belong to a fork outside of the repository.
feat: introduce AMM for future markets - phase 1
- Loading branch information
1 parent
b9d006d
commit 0f29607
Showing
158 changed files
with
24,557 additions
and
6,703 deletions.
There are no files selected for viewing
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,129 @@ | ||
| // Copyright (C) 2023 Gobalsky Labs Limited | ||
| // | ||
| // This program is free software: you can redistribute it and/or modify | ||
| // it under the terms of the GNU Affero General Public License as | ||
| // published by the Free Software Foundation, either version 3 of the | ||
| // License, or (at your option) any later version. | ||
| // | ||
| // This program is distributed in the hope that it will be useful, | ||
| // but WITHOUT ANY WARRANTY; without even the implied warranty of | ||
| // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the | ||
| // GNU Affero General Public License for more details. | ||
| // | ||
| // You should have received a copy of the GNU Affero General Public License | ||
| // along with this program. If not, see <http://www.gnu.org/licenses/>. | ||
|
|
||
| package commands | ||
|
|
||
| import ( | ||
| "math/big" | ||
|
|
||
| "code.vegaprotocol.io/vega/libs/num" | ||
| commandspb "code.vegaprotocol.io/vega/protos/vega/commands/v1" | ||
| ) | ||
|
|
||
| func CheckAmendAMM(cmd *commandspb.AmendAMM) error { | ||
| return checkAmendAMM(cmd).ErrorOrNil() | ||
| } | ||
|
|
||
| func checkAmendAMM(cmd *commandspb.AmendAMM) Errors { | ||
| errs := NewErrors() | ||
|
|
||
| if cmd == nil { | ||
| return errs.FinalAddForProperty("amend_amm", ErrIsRequired) | ||
| } | ||
|
|
||
| if len(cmd.MarketId) <= 0 { | ||
| errs.AddForProperty("amend_amm.market_id", ErrIsRequired) | ||
| } else if !IsVegaID(cmd.MarketId) { | ||
| errs.AddForProperty("amend_amm.market_id", ErrShouldBeAValidVegaID) | ||
| } | ||
|
|
||
| if len(cmd.SlippageTolerance) <= 0 { | ||
| errs.AddForProperty("amend_amm.slippage_tolerance", ErrIsRequired) | ||
| } else if slippageTolerance, err := num.DecimalFromString(cmd.SlippageTolerance); err != nil { | ||
| errs.AddForProperty("amend_amm.slippage_tolerance", ErrIsNotValidNumber) | ||
| } else if slippageTolerance.LessThanOrEqual(num.DecimalZero()) || slippageTolerance.GreaterThan(num.DecimalOne()) { | ||
| errs.AddForProperty("amend_amm.slippage_tolerance", ErrMustBeBetween01) | ||
| } | ||
|
|
||
| var hasUpdate bool | ||
|
|
||
| if cmd.CommitmentAmount != nil { | ||
| hasUpdate = true | ||
| if amount, _ := big.NewInt(0).SetString(*cmd.CommitmentAmount, 10); amount == nil { | ||
| errs.FinalAddForProperty("amend_amm.commitment_amount", ErrIsNotValidNumber) | ||
| } else if amount.Cmp(big.NewInt(0)) <= 0 { | ||
| errs.AddForProperty("amend_amm.commitment_amount", ErrMustBePositive) | ||
| } | ||
| } | ||
|
|
||
| if cmd.ProposedFee != nil { | ||
| hasUpdate = true | ||
| if proposedFee, err := num.DecimalFromString(*cmd.ProposedFee); err != nil { | ||
| errs.AddForProperty("amend_amm.proposed_fee", ErrIsNotValid) | ||
| } else if proposedFee.LessThanOrEqual(num.DecimalZero()) { | ||
| errs.AddForProperty("amend_amm.proposed_fee", ErrMustBePositive) | ||
| } | ||
| } | ||
|
|
||
| if cmd.ConcentratedLiquidityParameters != nil { | ||
| if cmd.ConcentratedLiquidityParameters.Base != nil { | ||
| hasUpdate = true | ||
| if amount, _ := big.NewInt(0).SetString(*cmd.ConcentratedLiquidityParameters.Base, 10); amount == nil { | ||
| errs.FinalAddForProperty("amend_amm.concentrated_liquidity_parameters.base", ErrIsNotValidNumber) | ||
| } else if amount.Cmp(big.NewInt(0)) <= 0 { | ||
| errs.AddForProperty("amend_amm.concentrated_liquidity_parameters.base", ErrMustBePositive) | ||
| } | ||
| } | ||
| if cmd.ConcentratedLiquidityParameters.LowerBound != nil { | ||
| hasUpdate = true | ||
| if amount, _ := big.NewInt(0).SetString(*cmd.ConcentratedLiquidityParameters.LowerBound, 10); amount == nil { | ||
| errs.FinalAddForProperty("amend_amm.concentrated_liquidity_parameters.lower_bound", ErrIsNotValidNumber) | ||
| } else if amount.Cmp(big.NewInt(0)) <= 0 { | ||
| errs.AddForProperty("amend_amm.concentrated_liquidity_parameters.lower_bound", ErrMustBePositive) | ||
| } | ||
| } | ||
| if cmd.ConcentratedLiquidityParameters.UpperBound != nil { | ||
| hasUpdate = true | ||
| if amount, _ := big.NewInt(0).SetString(*cmd.ConcentratedLiquidityParameters.UpperBound, 10); amount == nil { | ||
| errs.FinalAddForProperty("amend_amm.concentrated_liquidity_parameters.upper_bound", ErrIsNotValidNumber) | ||
| } else if amount.Cmp(big.NewInt(0)) <= 0 { | ||
| errs.AddForProperty("amend_amm.concentrated_liquidity_parameters.upper_bound", ErrMustBePositive) | ||
| } | ||
| } | ||
|
|
||
| if cmd.ConcentratedLiquidityParameters.MarginRatioAtUpperBound != nil { | ||
| hasUpdate = true | ||
| if marginRatio, err := num.DecimalFromString(*cmd.ConcentratedLiquidityParameters.MarginRatioAtUpperBound); err != nil { | ||
| errs.AddForProperty("amend_amm.concentrated_liquidity_parameters.margin_ratio_at_upper_bound", ErrIsNotValidNumber) | ||
| } else if marginRatio.LessThan(num.DecimalZero()) { | ||
| errs.AddForProperty("amend_amm.concentrated_liquidity_parameters.margin_ratio_at_upper_bound", ErrMustBePositive) | ||
| } | ||
| } | ||
|
|
||
| if cmd.ConcentratedLiquidityParameters.MarginRatioAtLowerBound != nil { | ||
| hasUpdate = true | ||
| if marginRatio, err := num.DecimalFromString(*cmd.ConcentratedLiquidityParameters.MarginRatioAtLowerBound); err != nil { | ||
| errs.AddForProperty("amend_amm.concentrated_liquidity_parameters.margin_ratio_at_lower_bound", ErrIsNotValidNumber) | ||
| } else if marginRatio.LessThan(num.DecimalZero()) { | ||
| errs.AddForProperty("amend_amm.concentrated_liquidity_parameters.margin_ratio_at_lower_bound", ErrMustBePositive) | ||
| } | ||
| } | ||
|
|
||
| if len(cmd.SlippageTolerance) <= 0 { | ||
| errs.AddForProperty("submit_amm.slippage_tolerance", ErrIsRequired) | ||
| } else if slippageTolerance, err := num.DecimalFromString(cmd.SlippageTolerance); err != nil { | ||
| errs.AddForProperty("submit_amm.slippage_tolerance", ErrIsNotValidNumber) | ||
| } else if slippageTolerance.LessThan(num.DecimalZero()) { | ||
| errs.AddForProperty("submit_amm.slippage_tolerance", ErrMustBePositive) | ||
| } | ||
| } | ||
|
|
||
| // no update, but also no error, invalid | ||
| if !hasUpdate && errs.Empty() { | ||
| errs.FinalAdd(ErrNoUpdatesProvided) | ||
| } | ||
|
|
||
| return errs | ||
| } |
Oops, something went wrong.