liquidity

Documentation

Index

• type AuctionState
• type Engine
  • func NewMonitor(tsCalc TargetStakeCalculator, params *types.LiquidityMonitoringParameters) *Engine
  • func (e *Engine) CheckLiquidity(as AuctionState, t time.Time, currentStake *num.Uint, trades []*types.Trade, ...) bool
  • func (e *Engine) SetMinDuration(d time.Duration)
  • func (e *Engine) UpdateParameters(params *types.LiquidityMonitoringParameters)
  • func (e *Engine) UpdateTargetStakeTriggerRatio(ctx context.Context, ratio num.Decimal)
• type TargetStakeCalculator

Types

type AuctionState

type AuctionState interface {
	IsOpeningAuction() bool
	IsLiquidityAuction() bool
	IsLiquidityExtension() bool
	StartLiquidityAuction(t time.Time, d *types.AuctionDuration)
	SetReadyToLeave()
	InAuction() bool
	ExtendAuctionLiquidity(delta types.AuctionDuration)
	ExpiresAt() *time.Time
}

type Engine

type Engine struct {
	// contains filtered or unexported fields
}

func NewMonitor

func NewMonitor(tsCalc TargetStakeCalculator, params *types.LiquidityMonitoringParameters) *Engine

func (*Engine) CheckLiquidity

func (e *Engine) CheckLiquidity(as AuctionState, t time.Time, currentStake *num.Uint, trades []*types.Trade,
	rf types.RiskFactor, refPrice *num.Uint, bestStaticBidVolume, bestStaticAskVolume uint64, persistent bool,
) bool

CheckLiquidity Starts or Ends a Liquidity auction given the current and target stakes along with best static bid and ask volumes. The constant c1 represents the netparam `MarketLiquidityTargetStakeTriggeringRatio`, "true" gets returned if non-persistent order should be rejected.

func (*Engine) SetMinDuration

func (e *Engine) SetMinDuration(d time.Duration)

func (*Engine) UpdateParameters

func (e *Engine) UpdateParameters(params *types.LiquidityMonitoringParameters)

func (*Engine) UpdateTargetStakeTriggerRatio

func (e *Engine) UpdateTargetStakeTriggerRatio(ctx context.Context, ratio num.Decimal)

type TargetStakeCalculator

type TargetStakeCalculator interface {
	GetTheoreticalTargetStake(rf types.RiskFactor, now time.Time, markPrice *num.Uint, trades []*types.Trade) *num.Uint
}

TargetStakeCalculator interface