memclob

package
v0.0.0-...-baf6593 Latest Latest
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 Go to latest Published: Dec 21, 2023 License: AGPL-3.0 Imports: 15 Imported by: 0

Documentation

Index

Constants

This section is empty.

Variables

This section is empty.

Functions

func AlwaysSuccessfulCollatCheckFn 

func AlwaysSuccessfulCollatCheckFn(
	subaccountMatchedOrders map[satypes.SubaccountId][]clobtypes.PendingOpenOrder,
) (success bool, successPerUpdate map[satypes.SubaccountId]satypes.UpdateResult)

AlwaysSuccessfulCollatCheckFn is a collateralization check function that always returns success.

func CreateCollatCheckFunction 

func CreateCollatCheckFunction(
	t *testing.T,
	collateralCheckCounter *int,
	expectedCollatCheckParams map[int]map[satypes.SubaccountId][]clobtypes.PendingOpenOrder,
	collatCheckFailures map[int]map[satypes.SubaccountId]satypes.UpdateResult,
) (
	collatCheckFn clobtypes.AddOrderToOrderbookCollateralizationCheckFn,
)

CreateCollatCheckFunction creates a collateralization check function that can be used when calling the `PlaceOrder` function on the memclob. It asserts that the passed in parameters to the collateralization check function are correct, and returns the specified collateralization check results. Note that this function takes a pointer parameter representing the number of collateralization checks, and increments it after each performed collateralization check such that the caller can assert the expected number of collateralization checks are performed.

func CreateSimpleCollatCheckFunction 

func CreateSimpleCollatCheckFunction(
	t *testing.T,
	collateralCheckCounter *int,
	expectedCollatCheck map[int]CollateralizationCheck,
) (
	collatCheckFn clobtypes.AddOrderToOrderbookCollateralizationCheckFn,
)

CreateSimpleCollatCheckFunction creates a collateralization check function that can be used when calling the `PlaceOrder` function on the memclob. It asserts that the passed in parameters to the collateralization check function are correct, and returns the specified collateralization check results. Note that this function takes a pointer parameter representing the number of collateralization checks, and increments it after each performed collateralization check such that the caller can assert the expected number of collateralization checks are performed.

func HasMessage 

func HasMessage(
	offchainUpdates *types.OffchainUpdates,
	orderId types.OrderId,
	messageType types.OffchainUpdateMessageType,
) bool

HasMessage checks if OffchainUpdates contains an message for the given OrderId & OffchainUpdateMessageType. Useful for when we want to verify an update message was added for a specific scenario.

func MessageCountOfType 

func MessageCountOfType(
	offchainUpdates *types.OffchainUpdates,
	messageType types.OffchainUpdateMessageType,
) int

MessageCountOfType counts the number of messages in OffchainUpdates of a given type (Place/Remove/Update). Useful for when we want to verify we've added the correct number of messages.

func OrderSideHumanReadable 

func OrderSideHumanReadable(isBuy bool) string

OrderSideHumanReadable is a testing observability function that translates the boolean side of an order to a human readable string. For example, passing in `true` represents a buy order, so this function will return `"BUY"`, whereas passing in `false` will return `"SELL"`.

func RequireCancelOrderMessage 

func RequireCancelOrderMessage(t *testing.T, ctx sdk.Context, message *msgsender.Message, orderId types.OrderId)

func RequireCancelOrderOffchainUpdate 

func RequireCancelOrderOffchainUpdate(
	t *testing.T,
	ctx sdk.Context,
	offchainUpdate *types.OffchainUpdates,
	orderId types.OrderId,
)

Types

type CollateralizationCheck 

type CollateralizationCheck struct {
	CollatCheck map[satypes.SubaccountId][]clobtypes.PendingOpenOrder
	Result      map[satypes.SubaccountId]satypes.UpdateResult
}

CollateralizationCheck is a testing utility struct used to represent a collateralization check.

type FakeMemClobKeeper 

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

TODO(DEC-1629): Remove FakeMemClobKeeper struct.

func NewFakeMemClobKeeper 

func NewFakeMemClobKeeper() *FakeMemClobKeeper

func (*FakeMemClobKeeper) AddOrderToOrderbookCollatCheck 

func (f *FakeMemClobKeeper) AddOrderToOrderbookCollatCheck(
	ctx sdk.Context,
	clobPairId types.ClobPairId,
	subaccountOpenOrders map[satypes.SubaccountId][]types.PendingOpenOrder,
) (
	success bool,
	successPerUpdate map[satypes.SubaccountId]satypes.UpdateResult,
)

func (*FakeMemClobKeeper) AddPreexistingStatefulOrder 

func (f *FakeMemClobKeeper) AddPreexistingStatefulOrder(
	ctx sdk.Context,
	order *types.Order,
	memclob types.MemClob,
) (
	orderSizeOptimisticallyFilledFromMatchingQuantums satypes.BaseQuantums,
	orderStatus types.OrderStatus,
	offchainUpdates *types.OffchainUpdates,
	err error,
)

func (*FakeMemClobKeeper) CanDeleverageSubaccount 

func (f *FakeMemClobKeeper) CanDeleverageSubaccount(
	ctx sdk.Context,
	msg satypes.SubaccountId,
) (
	bool,
	error,
)

func (*FakeMemClobKeeper) CancelShortTermOrder 

func (f *FakeMemClobKeeper) CancelShortTermOrder(
	ctx sdk.Context,
	msgCancelOrder *types.MsgCancelOrder,
) error

func (*FakeMemClobKeeper) CommitState 

func (f *FakeMemClobKeeper) CommitState()

Commit simulates `checkState.Commit()`.

func (*FakeMemClobKeeper) DoesLongTermOrderExistInState 

func (f *FakeMemClobKeeper) DoesLongTermOrderExistInState(
	ctx sdk.Context,
	order types.Order,
) bool

func (*FakeMemClobKeeper) GetIndexerEventManager 

func (f *FakeMemClobKeeper) GetIndexerEventManager() indexer_manager.IndexerEventManager

func (*FakeMemClobKeeper) GetLongTermOrderPlacement 

func (f *FakeMemClobKeeper) GetLongTermOrderPlacement(
	ctx sdk.Context,
	orderId types.OrderId,
) (val types.LongTermOrderPlacement, found bool)

func (*FakeMemClobKeeper) GetOrderFillAmount 

func (f *FakeMemClobKeeper) GetOrderFillAmount(
	ctx sdk.Context,
	orderId types.OrderId,
) (
	exists bool,
	fillAmount satypes.BaseQuantums,
	prunableBlockHeight uint32,
)

func (*FakeMemClobKeeper) GetStatePosition 

func (f *FakeMemClobKeeper) GetStatePosition(
	ctx sdk.Context,
	subaccountId satypes.SubaccountId,
	clobPairId types.ClobPairId,
) (
	positionSizeQuantums *big.Int,
)

func (*FakeMemClobKeeper) GetStatefulOrdersTimeSlice 

func (f *FakeMemClobKeeper) GetStatefulOrdersTimeSlice(
	ctx sdk.Context,
	goodTilBlockTime time.Time,
) (
	orderIds []types.OrderId,
)

func (*FakeMemClobKeeper) IsLiquidatable 

func (f *FakeMemClobKeeper) IsLiquidatable(
	ctx sdk.Context,
	subaccountId satypes.SubaccountId,
) (
	isLiquidatable bool,
	err error,
)

func (*FakeMemClobKeeper) Logger 

func (f *FakeMemClobKeeper) Logger(ctx sdk.Context) log.Logger

func (*FakeMemClobKeeper) MustAddOrderToStatefulOrdersTimeSlice 

func (f *FakeMemClobKeeper) MustAddOrderToStatefulOrdersTimeSlice(
	ctx sdk.Context,
	goodTilBlockTime time.Time,
	orderId types.OrderId,
)

func (*FakeMemClobKeeper) OffsetSubaccountPerpetualPosition 

func (f *FakeMemClobKeeper) OffsetSubaccountPerpetualPosition(
	ctx sdk.Context,
	liquidatedSubaccountId satypes.SubaccountId,
	perpetualId uint32,
	deltaQuantumsTotal *big.Int,
) (
	fills []types.MatchPerpetualDeleveraging_Fill,
	deltaQuantumsRemaining *big.Int,
)

func (*FakeMemClobKeeper) PlaceShortTermOrder 

func (f *FakeMemClobKeeper) PlaceShortTermOrder(
	ctx sdk.Context,
	msg *types.MsgPlaceOrder,
) (
	orderSizeOptimisticallyFilledFromMatchingQuantums satypes.BaseQuantums,
	orderStatus types.OrderStatus,
	err error,
)

func (*FakeMemClobKeeper) ProcessSingleMatch 

func (f *FakeMemClobKeeper) ProcessSingleMatch(
	ctx sdk.Context,
	matchWithOrders *types.MatchWithOrders,
) (
	success bool,
	takerUpdateResult satypes.UpdateResult,
	makerUpdateResult satypes.UpdateResult,
	offchainUpdates *types.OffchainUpdates,
	err error,
)

func (*FakeMemClobKeeper) ReplayPlaceOrder 

func (f *FakeMemClobKeeper) ReplayPlaceOrder(
	ctx sdk.Context,
	msg *types.MsgPlaceOrder,
) (
	orderSizeOptimisticallyFilledFromMatchingQuantums satypes.BaseQuantums,
	orderStatus types.OrderStatus,
	offchainUpdates *types.OffchainUpdates,
	err error,
)

func (*FakeMemClobKeeper) ResetState 

func (f *FakeMemClobKeeper) ResetState()

Commit simulates the `checkState` being reset and uncommitted.

func (*FakeMemClobKeeper) SetLongTermOrderPlacement 

func (f *FakeMemClobKeeper) SetLongTermOrderPlacement(
	ctx sdk.Context,
	order types.Order,
	blockHeight uint32,
)

func (*FakeMemClobKeeper) SetOrderFillAmount 

func (f *FakeMemClobKeeper) SetOrderFillAmount(
	ctx sdk.Context,
	orderId types.OrderId,
	fillAmount satypes.BaseQuantums,
)

func (*FakeMemClobKeeper) ValidateSubaccountEquityTierLimitForNewOrder 

func (f *FakeMemClobKeeper) ValidateSubaccountEquityTierLimitForNewOrder(ctx sdk.Context, order types.Order) error

func (*FakeMemClobKeeper) WithCollatCheckFn 

func (f *FakeMemClobKeeper) WithCollatCheckFn(
	fn types.AddOrderToOrderbookCollateralizationCheckFn,
) *FakeMemClobKeeper

func (*FakeMemClobKeeper) WithCollatCheckFnForProcessSingleMatch 

func (f *FakeMemClobKeeper) WithCollatCheckFnForProcessSingleMatch() *FakeMemClobKeeper

func (*FakeMemClobKeeper) WithIndexerEventManager 

func (f *FakeMemClobKeeper) WithIndexerEventManager(
	indexerEventManager indexer_manager.IndexerEventManager,
) *FakeMemClobKeeper

func (*FakeMemClobKeeper) WithStatePositionFn 

func (f *FakeMemClobKeeper) WithStatePositionFn(fn types.GetStatePositionFn) *FakeMemClobKeeper

Source Files

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