clob

Documentation

Index

• func GenerateClobPair(optionalModifications ...ClobModifierOption) *clobtypes.ClobPair
• func GenerateOrderUsingTemplate(order clobtypes.Order, optionalModifications ...OrderModifierOption) clobtypes.Order
• func GetOpenPositionsFromSubaccounts(subaccounts []satypes.Subaccount) []clobtypes.SubaccountOpenPositionInfo
• func MustPerpetualId(clobPair clobtypes.ClobPair) uint32
• func NewDeleveragingMatchOperation(liquidatedSubaccountId satypes.SubaccountId, perpetualId uint32, ...) types.Operation
• func NewMatchOperation(takerMatchableOrder types.MatchableOrder, makerFills []types.MakerFill) types.Operation
• func NewMatchOperationFromPerpetualDeleveragingLiquidation(perpDeleveraging types.MatchPerpetualDeleveraging) types.Operation
• func NewMatchOperationFromPerpetualLiquidation(perpLiquidation types.MatchPerpetualLiquidation) types.Operation
• func NewMatchOperationRaw(takerMatchableOrder types.MatchableOrder, makerFills []types.MakerFill) types.OperationRaw
• func NewMatchOperationRawFromPerpetualDeleveragingLiquidation(perpDeleveraging types.MatchPerpetualDeleveraging) types.OperationRaw
• func NewMatchOperationRawFromPerpetualLiquidation(perpLiquidation types.MatchPerpetualLiquidation) types.OperationRaw
• func NewOrderCancellationOperation(msgCancelOrder *types.MsgCancelOrder) types.Operation
• func NewOrderPlacementOperation(order types.Order) types.Operation
• func NewOrderRemovalOperationRaw(orderId types.OrderId, reason types.OrderRemoval_RemovalReason) types.OperationRaw
• func NewPreexistingStatefulOrderPlacementOperation(order types.Order) types.Operation
• func NewShortTermOrderPlacementOperationRaw(order types.Order) types.OperationRaw
• type ClobModifierOption
  • func WithId(id uint32) ClobModifierOption
  • func WithPerpetualId(perpetualId uint32) ClobModifierOption
  • func WithPerpetualMetadata(metadata *clobtypes.ClobPair_PerpetualClobMetadata) ClobModifierOption
  • func WithQuantumConversionExponent(exponent int32) ClobModifierOption
  • func WithSpotMetadata(metadata *clobtypes.ClobPair_SpotClobMetadata) ClobModifierOption
  • func WithStatus(status clobtypes.ClobPair_Status) ClobModifierOption
  • func WithStepBaseQuantums(bq satypes.BaseQuantums) ClobModifierOption
  • func WithSubticksPerTick(subticks uint32) ClobModifierOption
• type OrderModifierOption
  • func WithClientId(clientId uint32) OrderModifierOption
  • func WithClobPairid(id uint32) OrderModifierOption
  • func WithGTB(gtb uint32) OrderModifierOption
  • func WithSide(side clobtypes.Order_Side) OrderModifierOption
  • func WithSubaccountId(subaccountId satypes.SubaccountId) OrderModifierOption
• type TestHumanOrder

Functions

func GenerateClobPair

func GenerateClobPair(optionalModifications ...ClobModifierOption) *clobtypes.ClobPair

GenerateClobPair returns a `ClobPair` object set to default values. Passing in `ClobModifierOption` methods alters the value of the `ClobPair` returned. It will start with the default, valid `ClobPair` value defined within the method and make the requested modifications before returning the object.

Example usage: `GenerateClobPair(WithQuantumConversionExponent(25))` This will start with the default `ClobPair` object defined within the method and return the newly-created object after overriding the values of `QuantumConversionExponent` to 25.

func GenerateOrderUsingTemplate

func GenerateOrderUsingTemplate(order clobtypes.Order, optionalModifications ...OrderModifierOption) clobtypes.Order

GenerateOrderUsingTemplate is a helper function to generate an test order with a template and opitonal modifier options. Example usage:

  clobtest.GenerateOrderUsingTemplate(
    OrderTemplate_ShortTerm_Btc,
    clobtest.WithSide(clobtypes.Order_SIDE_SELL),
	clobtest.WithSubaccountId(Alice_Num0),
	clobtest.WithClobPairid(TestEthMarketId),
	clobtest.WithGTB(TestGTB),
  )

func GetOpenPositionsFromSubaccounts

func GetOpenPositionsFromSubaccounts(
	subaccounts []satypes.Subaccount,
) []clobtypes.SubaccountOpenPositionInfo

func MustPerpetualId

func MustPerpetualId(clobPair clobtypes.ClobPair) uint32

MustPerpetualId is a wrapper around ClobPair.GetPerpetualId() which panics if an error is returned.

func NewDeleveragingMatchOperation

func NewDeleveragingMatchOperation(
	liquidatedSubaccountId satypes.SubaccountId,
	perpetualId uint32,
	fills []types.MatchPerpetualDeleveraging_Fill,
) types.Operation

NewDeleveragingMatchOperation returns a new match operation for deleveraging against a undercollateralized subaccount that has failed liquidation.

func NewMatchOperation

func NewMatchOperation(
	takerMatchableOrder types.MatchableOrder,
	makerFills []types.MakerFill,
) types.Operation

NewMatchOperation returns a new operation for matching maker orders against a matchable order.

func NewMatchOperationFromPerpetualDeleveragingLiquidation

func NewMatchOperationFromPerpetualDeleveragingLiquidation(
	perpDeleveraging types.MatchPerpetualDeleveraging,
) types.Operation

NewMatchOperationFromPerpetualDeleveragingLiquidation returns a new match operation wrapping the `perpDeleveraging` object.

func NewMatchOperationFromPerpetualLiquidation

func NewMatchOperationFromPerpetualLiquidation(perpLiquidation types.MatchPerpetualLiquidation) types.Operation

NewMatchOperationFromPerpetualLiquidation returns a new match operation wrapping the `perpLiquidation` object.

func NewMatchOperationRaw

func NewMatchOperationRaw(
	takerMatchableOrder types.MatchableOrder,
	makerFills []types.MakerFill,
) types.OperationRaw

NewMatchOperationRaw returns a new raw operation for matching maker orders against a matchable order.

func NewMatchOperationRawFromPerpetualDeleveragingLiquidation

func NewMatchOperationRawFromPerpetualDeleveragingLiquidation(
	perpDeleveraging types.MatchPerpetualDeleveraging,
) types.OperationRaw

NewMatchOperationRawFromPerpetualDeleveragingLiquidation returns a new raw match operation wrapping the `perpDeleveraging` object.

func NewMatchOperationRawFromPerpetualLiquidation

func NewMatchOperationRawFromPerpetualLiquidation(
	perpLiquidation types.MatchPerpetualLiquidation,
) types.OperationRaw

NewMatchOperationRawFromPerpetualLiquidation returns a new raw match operation wrapping the `perpLiquidation` object.

func NewOrderCancellationOperation

func NewOrderCancellationOperation(msgCancelOrder *types.MsgCancelOrder) types.Operation

NewOrderCancellationOperation returns a new operation for canceling an order.

func NewOrderPlacementOperation

func NewOrderPlacementOperation(order types.Order) types.Operation

NewOrderPlacementOperation returns a new operation for placing an order.

func NewOrderRemovalOperationRaw

func NewOrderRemovalOperationRaw(
	orderId types.OrderId,
	reason types.OrderRemoval_RemovalReason,
) types.OperationRaw

NewOrderRemovalOperationRaw returns a new raw order removal operation.

func NewPreexistingStatefulOrderPlacementOperation

func NewPreexistingStatefulOrderPlacementOperation(order types.Order) types.Operation

NewPreexistingStatefulOrderPlacementOperation returns a new operation for placing a pre-existing stateful order. Note this function panics if called with a non-stateful order.

func NewShortTermOrderPlacementOperationRaw

func NewShortTermOrderPlacementOperationRaw(order types.Order) types.OperationRaw

NewShortTermOrderPlacementOperationRaw returns a new raw operation for placing an order.

Types

type ClobModifierOption

type ClobModifierOption func(cp *clobtypes.ClobPair)

func WithId

func WithId(id uint32) ClobModifierOption

func WithPerpetualId

func WithPerpetualId(perpetualId uint32) ClobModifierOption

func WithPerpetualMetadata

func WithPerpetualMetadata(metadata *clobtypes.ClobPair_PerpetualClobMetadata) ClobModifierOption

func WithQuantumConversionExponent

func WithQuantumConversionExponent(exponent int32) ClobModifierOption

func WithSpotMetadata

func WithSpotMetadata(metadata *clobtypes.ClobPair_SpotClobMetadata) ClobModifierOption

func WithStatus

func WithStatus(status clobtypes.ClobPair_Status) ClobModifierOption

func WithStepBaseQuantums

func WithStepBaseQuantums(bq satypes.BaseQuantums) ClobModifierOption

func WithSubticksPerTick

func WithSubticksPerTick(subticks uint32) ClobModifierOption

type OrderModifierOption

type OrderModifierOption func(cp *clobtypes.Order)

func WithClientId

func WithClientId(clientId uint32) OrderModifierOption

func WithClobPairid

func WithClobPairid(id uint32) OrderModifierOption

func WithGTB

func WithGTB(gtb uint32) OrderModifierOption

func WithSide

func WithSide(side clobtypes.Order_Side) OrderModifierOption

func WithSubaccountId

func WithSubaccountId(subaccountId satypes.SubaccountId) OrderModifierOption

type TestHumanOrder

type TestHumanOrder struct {
	Order      clobtypes.Order
	HumanPrice string
	HumanSize  string
}

TestHumanOrder is a test order with human readable price and size.