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refactor and update on-chain convert side (#605)
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,17 @@ | ||
| package http | ||
|
|
||
| // ConvertTrade ... | ||
| type ConvertTrade struct { | ||
| Timestamp int64 `json:"timestamp"` | ||
| Rate float64 `json:"rate"` | ||
| AccountName string `json:"account_name"` | ||
| Pair string `json:"pair"` | ||
| Type string `json:"type"` | ||
| Qty float64 `json:"qty"` // amount of base token | ||
| ETHChange float64 `json:"eth_change"` | ||
| TokenChange float64 `json:"token_change"` | ||
| Hash string `json:"hash"` | ||
| TakerAddress string `json:"taker_address"` | ||
| PricingGood bool `json:"pricing_good"` | ||
| PnLBPS float64 `json:"pnl_bps"` | ||
| } |
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,91 @@ | ||
| package http | ||
|
|
||
| import ( | ||
| "fmt" | ||
| "math" | ||
| "strings" | ||
| ) | ||
|
|
||
| func convertRateToBinance(inAmount, outAmount float64, inToken, outToken string) (string, string, float64) { | ||
| var ( | ||
| in, out = math.MaxInt64, math.MaxInt64 | ||
| quoteTokens = []string{"DAI", "USDT", "BUSD", "USDC", "BTC", "WBTC", "WETH", "ETH"} | ||
| ) | ||
| for i, t := range quoteTokens { | ||
| if inToken == t { | ||
| in = i | ||
| continue | ||
| } | ||
| if outToken == t { | ||
| out = i | ||
| continue | ||
| } | ||
| } | ||
| if in == out { | ||
| return "", "", 0 | ||
| } | ||
| if in < out { | ||
| symbol := fmt.Sprintf("%s%s", outToken, inToken) | ||
| side := "ask" | ||
| rate := inAmount / outAmount | ||
| return symbol, side, rate | ||
| } | ||
| symbol := fmt.Sprintf("%s%s", inToken, outToken) | ||
| side := "bid" | ||
| rate := outAmount / inAmount | ||
| return symbol, side, rate | ||
| } | ||
|
|
||
| // avgPrice calculate average price of a slice of trade | ||
| func avgPrice(trades []ConvertTrade) float64 { | ||
| var ( | ||
| qty, ethQty float64 | ||
| ) | ||
| for _, t := range trades { | ||
| qty += t.TokenChange | ||
| ethQty += t.ETHChange | ||
| } | ||
| if ethQty < 0 { | ||
| ethQty *= -1 | ||
| } | ||
| if qty < 0 { | ||
| qty *= -1 | ||
| } | ||
| if strings.HasPrefix(trades[0].Pair, eth) { | ||
| return qty / ethQty | ||
| } | ||
| return ethQty / qty | ||
| } | ||
|
|
||
| // return ethChange, tokenChange and ty | ||
| func getAmountAndType(symbol, side string, ethAmount, qty float64) (string, float64, float64) { | ||
| var ( | ||
| ethChange, tokenChange float64 | ||
| ) | ||
| tradeType := sellType | ||
| tokenChange = qty * -1 | ||
| ethChange = ethAmount | ||
| if side == askSide { | ||
| tradeType = buyType | ||
| if strings.HasSuffix(symbol, eth) { | ||
| ethChange = ethAmount * -1 | ||
| tokenChange = qty | ||
| } | ||
| } else if strings.HasPrefix(symbol, eth) { | ||
| ethChange = ethAmount * -1 | ||
| tokenChange = qty | ||
| } | ||
| return tradeType, ethChange, tokenChange | ||
| } | ||
|
|
||
| // return tradetype, ethChange, tokenChange for onchain trades | ||
| // same with get amount and type offchain and invert | ||
| func getAmountAndTypeOnchain(symbol, side string, ethAmount, qty float64) (string, float64, float64) { | ||
| tradeType, ethChange, tokenChange := getAmountAndType(symbol, side, ethAmount, qty) | ||
| if tradeType == buyType { | ||
| tradeType = sellType | ||
| } else { | ||
| tradeType = buyType | ||
| } | ||
| return tradeType, ethChange * -1, tokenChange * -1 | ||
| } |