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Reworks the Buy/Sell order api to support creating multiple identical…
… positions. This is especially useful for limit orders because it allows them to be filled piece wise.
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Original file line number | Diff line number | Diff line change |
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@@ -8,7 +8,7 @@ use penumbra_dex::{ | |
}, | ||
TradingPair, | ||
}; | ||
use rand_core::CryptoRngCore; | ||
use rand_core::OsRng; | ||
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||
use super::{replicate::ReplicateCmd, FeeTier}; | ||
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@@ -104,6 +104,9 @@ pub enum OrderCmd { | |
/// The selected fee tier to multiply the fee amount by. | ||
#[clap(short, long, default_value_t)] | ||
fee_tier: FeeTier, | ||
/// Duplicate the order for the given number of times. | ||
#[clap(short, long, default_value = "1")] | ||
duplicate: u32, | ||
}, | ||
Sell { | ||
/// The desired sale, formatted as a string, e.g. `[email protected]` would attempt | ||
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@@ -121,6 +124,9 @@ pub enum OrderCmd { | |
/// The selected fee tier to multiply the fee amount by. | ||
#[clap(short, long, default_value_t)] | ||
fee_tier: FeeTier, | ||
/// Duplicate the order for the given number of times. | ||
#[clap(short, long, default_value = "1")] | ||
duplicate: u32, | ||
}, | ||
} | ||
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@@ -146,30 +152,48 @@ impl OrderCmd { | |
} | ||
} | ||
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pub fn as_position<R: CryptoRngCore>( | ||
pub fn duplicate(&self) -> u32 { | ||
match self { | ||
OrderCmd::Buy { duplicate, .. } => *duplicate, | ||
OrderCmd::Sell { duplicate, .. } => *duplicate, | ||
} | ||
} | ||
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pub fn as_position( | ||
&self, | ||
// Preserved since we'll need it after denom metadata refactor | ||
_asset_cache: &asset::Cache, | ||
rng: R, | ||
) -> Result<Position> { | ||
let mut position = match self { | ||
) -> Result<Vec<Position>> { | ||
let positions = match self { | ||
OrderCmd::Buy { buy_order, .. } => { | ||
tracing::info!(?buy_order, "parsing buy order"); | ||
let order = BuyOrder::parse_str(buy_order)?; | ||
order.into_position(rng) | ||
let mut positions = Vec::new(); | ||
for _ in 0..self.duplicate() { | ||
let mut position = order.into_position(OsRng); | ||
if self.is_auto_closing() { | ||
position.close_on_fill = true; | ||
} | ||
positions.push(position); | ||
} | ||
positions | ||
} | ||
OrderCmd::Sell { sell_order, .. } => { | ||
tracing::info!(?sell_order, "parsing sell order"); | ||
let order = SellOrder::parse_str(sell_order)?; | ||
order.into_position(rng) | ||
let mut positions = Vec::new(); | ||
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for _ in 0..self.duplicate() { | ||
let mut position = order.into_position(OsRng); | ||
if self.is_auto_closing() { | ||
position.close_on_fill = true; | ||
} | ||
positions.push(position); | ||
} | ||
positions | ||
} | ||
}; | ||
tracing::info!(?position); | ||
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if self.is_auto_closing() { | ||
position.close_on_fill = true; | ||
} | ||
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Ok(position) | ||
Ok(positions) | ||
} | ||
} |