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amm

package

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Versions in this module

v1

v1.1.0

Apr 18, 2022

v1.0.0

Apr 11, 2022

Changes in this version

+ var MaxCoinAmount = sdk.NewIntWithDecimal(1, 40)

+ var MinCoinAmount = sdk.NewInt(100)

+ func DownTick(price sdk.Dec, prec int) sdk.Dec

+ func EvenTicks(basePrice sdk.Dec, numTicks, tickPrec int) []sdk.Dec

+ func FindLastMatchableOrders(buyOrders, sellOrders []Order, matchPrice sdk.Dec) (lastBuyIdx, lastSellIdx int, ...)

+ func FindMatchPrice(os OrderSource, tickPrec int) (matchPrice sdk.Dec, found bool)

+ func HighestTick(prec int) sdk.Dec

+ func InitialPoolCoinSupply(x, y sdk.Int) sdk.Int

+ func LowestTick(prec int) sdk.Dec

+ func MatchOrders(buyOrders, sellOrders []Order, matchPrice sdk.Dec) (quoteCoinDust sdk.Int, matched bool)

+ func OfferCoinAmount(dir OrderDirection, price sdk.Dec, amt sdk.Int) sdk.Int

+ func PriceToDownTick(price sdk.Dec, prec int) sdk.Dec

+ func PriceToUpTick(price sdk.Dec, prec int) sdk.Dec

+ func RoundPrice(price sdk.Dec, prec int) sdk.Dec

+ func RoundTickIndex(i int) int

+ func TickFromIndex(i, prec int) sdk.Dec

+ func TickToIndex(price sdk.Dec, prec int) int

+ func Ticks(basePrice sdk.Dec, numTicks, tickPrec int) []sdk.Dec

+ func TotalOpenAmount(orders []Order) sdk.Int

+ func UpTick(price sdk.Dec, prec int) sdk.Dec

+ type BaseOrder struct

+ Amount sdk.Int

+ Direction OrderDirection

+ Matched bool

+ OfferCoin sdk.Coin

+ OpenAmount sdk.Int

+ Price sdk.Dec

+ ReceivedDemandCoin sdk.Coin

+ RemainingOfferCoin sdk.Coin

+ func NewBaseOrder(dir OrderDirection, price sdk.Dec, amt sdk.Int, offerCoin sdk.Coin, ...) *BaseOrder

+ func (order *BaseOrder) DecrRemainingOfferCoin(amt sdk.Int)

+ func (order *BaseOrder) GetAmount() sdk.Int

+ func (order *BaseOrder) GetDirection() OrderDirection

+ func (order *BaseOrder) GetOfferCoin() sdk.Coin

+ func (order *BaseOrder) GetOpenAmount() sdk.Int

+ func (order *BaseOrder) GetPrice() sdk.Dec

+ func (order *BaseOrder) GetReceivedDemandCoin() sdk.Coin

+ func (order *BaseOrder) GetRemainingOfferCoin() sdk.Coin

+ func (order *BaseOrder) IncrReceivedDemandCoin(amt sdk.Int)

+ func (order *BaseOrder) IsMatched() bool

+ func (order *BaseOrder) SetMatched(matched bool)

+ func (order *BaseOrder) SetOpenAmount(amt sdk.Int)

+ type BasicPool struct

+ func NewBasicPool(rx, ry, ps sdk.Int) *BasicPool

+ func (pool *BasicPool) Balances() (rx, ry sdk.Int)

+ func (pool *BasicPool) BuyAmountOver(price sdk.Dec) (amt sdk.Int)

+ func (pool *BasicPool) Deposit(x, y sdk.Int) (ax, ay, pc sdk.Int)

+ func (pool *BasicPool) HighestBuyPrice() (price sdk.Dec, found bool)

+ func (pool *BasicPool) IsDepleted() bool

+ func (pool *BasicPool) LowestSellPrice() (price sdk.Dec, found bool)

+ func (pool *BasicPool) PoolCoinSupply() sdk.Int

+ func (pool *BasicPool) Price() sdk.Dec

+ func (pool *BasicPool) ProvidableXAmountOver(price sdk.Dec) (amt sdk.Int)

+ func (pool *BasicPool) ProvidableYAmountUnder(price sdk.Dec) sdk.Int

+ func (pool *BasicPool) SellAmountUnder(price sdk.Dec) sdk.Int

+ func (pool *BasicPool) Withdraw(pc sdk.Int, feeRate sdk.Dec) (x, y sdk.Int)

+ type MockPoolOrderSource struct

+ func NewMockPoolOrderSource(pool Pool, baseCoinDenom, quoteCoinDenom string) *MockPoolOrderSource

+ func (os *MockPoolOrderSource) BuyOrdersOver(price sdk.Dec) []Order

+ func (os *MockPoolOrderSource) SellOrdersUnder(price sdk.Dec) []Order

+ type Order interface

+ DecrRemainingOfferCoin func(amt sdk.Int)

+ GetAmount func() sdk.Int

+ GetDirection func() OrderDirection

+ GetOfferCoin func() sdk.Coin

+ GetOpenAmount func() sdk.Int

+ GetPrice func() sdk.Dec

+ GetReceivedDemandCoin func() sdk.Coin

+ GetRemainingOfferCoin func() sdk.Coin

+ IncrReceivedDemandCoin func(amt sdk.Int)

+ IsMatched func() bool

+ SetMatched func(matched bool)

+ SetOpenAmount func(amt sdk.Int)

+ func DropSmallOrders(orders []Order, matchPrice sdk.Dec) []Order

+ type OrderBook struct

+ func NewOrderBook(orders ...Order) *OrderBook

+ func PoolsOrderBook(pools []Pool, ticks []sdk.Dec) *OrderBook

+ func (ob *OrderBook) Add(orders ...Order)

+ func (ob *OrderBook) BuyAmountOver(price sdk.Dec) sdk.Int

+ func (ob *OrderBook) BuyOrders() []Order

+ func (ob *OrderBook) BuyOrdersAt(price sdk.Dec) []Order

+ func (ob *OrderBook) BuyOrdersOver(price sdk.Dec) []Order

+ func (ob *OrderBook) FullString(tickPrec int) string

+ func (ob *OrderBook) HighestBuyPrice() (sdk.Dec, bool)

+ func (ob *OrderBook) HighestPrice() (sdk.Dec, bool)

+ func (ob *OrderBook) LowestPrice() (sdk.Dec, bool)

+ func (ob *OrderBook) LowestSellPrice() (sdk.Dec, bool)

+ func (ob *OrderBook) Orders() []Order

+ func (ob *OrderBook) OrdersAt(price sdk.Dec) []Order

+ func (ob *OrderBook) SellAmountUnder(price sdk.Dec) sdk.Int

+ func (ob *OrderBook) SellOrders() []Order

+ func (ob *OrderBook) SellOrdersAt(price sdk.Dec) []Order

+ func (ob *OrderBook) SellOrdersUnder(price sdk.Dec) []Order

+ func (ob *OrderBook) String() string

+ type OrderDirection int

+ const Buy

+ const Sell

+ func (dir OrderDirection) String() string

+ type OrderSource interface

+ BuyOrdersOver func(price sdk.Dec) []Order

+ SellOrdersUnder func(price sdk.Dec) []Order

+ func MergeOrderSources(sources ...OrderSource) OrderSource

+ type OrderView interface

+ BuyAmountOver func(price sdk.Dec) sdk.Int

+ HighestBuyPrice func() (price sdk.Dec, found bool)

+ LowestSellPrice func() (price sdk.Dec, found bool)

+ SellAmountUnder func(price sdk.Dec) sdk.Int

+ type Pool interface

+ Balances func() (rx, ry sdk.Int)

+ Deposit func(x, y sdk.Int) (ax, ay, pc sdk.Int)

+ IsDepleted func() bool

+ PoolCoinSupply func() sdk.Int

+ Price func() sdk.Dec

+ ProvidableXAmountOver func(price sdk.Dec) sdk.Int

+ ProvidableYAmountUnder func(price sdk.Dec) sdk.Int

+ Withdraw func(pc sdk.Int, feeRate sdk.Dec) (x, y sdk.Int)

+ type TickPrecision int

+ func (prec TickPrecision) DownTick(price sdk.Dec) sdk.Dec

+ func (prec TickPrecision) HighestTick() sdk.Dec

+ func (prec TickPrecision) LowestTick() sdk.Dec

+ func (prec TickPrecision) PriceToDownTick(price sdk.Dec) sdk.Dec

+ func (prec TickPrecision) PriceToUpTick(price sdk.Dec) sdk.Dec

+ func (prec TickPrecision) RoundPrice(price sdk.Dec) sdk.Dec

+ func (prec TickPrecision) TickFromIndex(i int) sdk.Dec

+ func (prec TickPrecision) TickToIndex(tick sdk.Dec) int

+ func (prec TickPrecision) UpTick(price sdk.Dec) sdk.Dec

v0

v0.2.1-alpha

Mar 1, 2022

v0.2.0-alpha

Feb 21, 2022

Other modules containing this package

github.com/cosmosquad-labs/squad/v2