mirror of
https://github.com/floor-licker/polyfill-rs.git
synced 2026-07-27 20:47:46 +00:00
Merge pull request #49 from floor-licker/fix/widen-order-token-amounts
fix: widen order token amounts
This commit is contained in:
floor-licker
+71
-48
@@ -175,12 +175,15 @@ fn generate_seed() -> u64 {
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}
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/// Convert decimal to token units (multiply by 1e6)
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fn decimal_to_token_u32(amt: Decimal) -> u32 {
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fn decimal_to_token_units(amt: Decimal) -> Result<U256> {
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let mut amt = TOKEN_UNIT_SCALE * amt;
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if amt.scale() > 0 {
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amt = amt.round_dp_with_strategy(0, MidpointTowardZero);
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}
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amt.try_into().expect("Couldn't round decimal to integer")
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let units: u128 = amt
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.try_into()
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.map_err(|_| PolyfillError::validation(format!("Invalid token amount {amt}")))?;
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Ok(U256::from(units))
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}
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fn parse_round_config(tick_size: Decimal) -> Result<&'static RoundConfig> {
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@@ -332,17 +335,17 @@ impl OrderBuilder {
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size: Decimal,
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price: Decimal,
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round_config: &RoundConfig,
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) -> (u32, u32) {
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) -> Result<(U256, U256)> {
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let raw_price = price.round_dp_with_strategy(round_config.price, MidpointTowardZero);
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match side {
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let amounts = match side {
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Side::BUY => {
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let raw_taker_amt = size.round_dp_with_strategy(round_config.size, ToZero);
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let raw_maker_amt = raw_taker_amt * raw_price;
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let raw_maker_amt = self.fix_amount_rounding(raw_maker_amt, round_config);
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(
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decimal_to_token_u32(raw_maker_amt),
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decimal_to_token_u32(raw_taker_amt),
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decimal_to_token_units(raw_maker_amt)?,
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decimal_to_token_units(raw_taker_amt)?,
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)
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},
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Side::SELL => {
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@@ -351,11 +354,13 @@ impl OrderBuilder {
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let raw_taker_amt = self.fix_amount_rounding(raw_taker_amt, round_config);
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(
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decimal_to_token_u32(raw_maker_amt),
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decimal_to_token_u32(raw_taker_amt),
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decimal_to_token_units(raw_maker_amt)?,
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decimal_to_token_units(raw_taker_amt)?,
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)
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},
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}
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};
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Ok(amounts)
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}
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/// Get order amounts for a market order
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@@ -365,18 +370,18 @@ impl OrderBuilder {
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amount: Decimal,
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price: Decimal,
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round_config: &RoundConfig,
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) -> (u32, u32) {
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) -> Result<(U256, U256)> {
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let raw_price = price.round_dp_with_strategy(round_config.price, MidpointTowardZero);
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match side {
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let amounts = match side {
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Side::BUY => {
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let raw_maker_amt = amount.round_dp_with_strategy(round_config.size, ToZero);
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let raw_taker_amt =
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self.fix_amount_rounding(raw_maker_amt / raw_price, round_config);
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(
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decimal_to_token_u32(raw_maker_amt),
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decimal_to_token_u32(raw_taker_amt),
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decimal_to_token_units(raw_maker_amt)?,
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decimal_to_token_units(raw_taker_amt)?,
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)
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},
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Side::SELL => {
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@@ -385,11 +390,13 @@ impl OrderBuilder {
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self.fix_amount_rounding(raw_maker_amt * raw_price, round_config);
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(
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decimal_to_token_u32(raw_maker_amt),
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decimal_to_token_u32(raw_taker_amt),
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decimal_to_token_units(raw_maker_amt)?,
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decimal_to_token_units(raw_taker_amt)?,
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)
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},
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}
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};
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Ok(amounts)
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}
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/// Calculate market price from order book levels
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@@ -446,7 +453,7 @@ impl OrderBuilder {
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let round_config = parse_round_config(tick_size)?;
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let (maker_amount, taker_amount) =
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self.get_market_order_amounts(order_args.side, order_args.amount, price, round_config);
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self.get_market_order_amounts(order_args.side, order_args.amount, price, round_config)?;
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let neg_risk = options
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.neg_risk
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@@ -489,7 +496,7 @@ impl OrderBuilder {
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order_args.size,
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order_args.price,
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round_config,
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);
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)?;
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let neg_risk = options
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.neg_risk
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@@ -523,8 +530,8 @@ impl OrderBuilder {
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side: Side,
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chain_id: u64,
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exchange: Address,
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maker_amount: u32,
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taker_amount: u32,
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maker_amount: U256,
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taker_amount: U256,
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expiration: u64,
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builder_code: Option<&str>,
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metadata: Option<&str>,
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@@ -545,8 +552,8 @@ impl OrderBuilder {
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maker: self.funder,
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signer: self.signer.address(),
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token_id: u256_token_id,
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maker_amount: U256::from(maker_amount),
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taker_amount: U256::from(taker_amount),
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maker_amount,
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taker_amount,
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side: side as u8,
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signature_type: self.sig_type as u8,
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timestamp: U256::from(timestamp),
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@@ -593,9 +600,9 @@ mod tests {
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}
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#[test]
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fn test_decimal_to_token_u32() {
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let result = decimal_to_token_u32(Decimal::from_str("1.5").unwrap());
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assert_eq!(result, 1_500_000);
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fn test_decimal_to_token_units() {
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let result = decimal_to_token_units(Decimal::from_str("1.5").unwrap()).unwrap();
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assert_eq!(result, U256::from(1_500_000));
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}
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#[test]
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@@ -606,18 +613,30 @@ mod tests {
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}
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#[test]
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fn test_decimal_to_token_u32_edge_cases() {
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fn test_decimal_to_token_units_edge_cases() {
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// Test zero
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let result = decimal_to_token_u32(Decimal::ZERO);
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assert_eq!(result, 0);
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let result = decimal_to_token_units(Decimal::ZERO).unwrap();
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assert_eq!(result, U256::ZERO);
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// Test small decimal
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let result = decimal_to_token_u32(Decimal::from_str("0.000001").unwrap());
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assert_eq!(result, 1);
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let result = decimal_to_token_units(Decimal::from_str("0.000001").unwrap()).unwrap();
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assert_eq!(result, U256::from(1));
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// Test large number
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let result = decimal_to_token_u32(Decimal::from_str("1000.0").unwrap());
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assert_eq!(result, 1_000_000_000);
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let result = decimal_to_token_units(Decimal::from_str("1000.0").unwrap()).unwrap();
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assert_eq!(result, U256::from(1_000_000_000));
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}
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#[test]
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fn test_decimal_to_token_units_supports_amounts_above_u32() {
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let result = decimal_to_token_units(Decimal::from_str("5000").unwrap()).unwrap();
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assert_eq!(result, U256::from(5_000_000_000_u64));
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}
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#[test]
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fn test_decimal_to_token_units_rejects_negative_amounts() {
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let result = decimal_to_token_units(Decimal::from_str("-1").unwrap());
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assert!(matches!(result, Err(PolyfillError::Validation { .. })));
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}
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#[test]
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@@ -810,23 +829,27 @@ mod tests {
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let builder = test_builder();
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let round_config = parse_round_config(Decimal::from_str("0.01").unwrap()).unwrap();
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let (buy_maker, buy_taker) = builder.get_market_order_amounts(
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Side::BUY,
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Decimal::from_str("10").unwrap(),
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Decimal::from_str("0.25").unwrap(),
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round_config,
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);
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let (sell_maker, sell_taker) = builder.get_market_order_amounts(
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Side::SELL,
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Decimal::from_str("10").unwrap(),
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Decimal::from_str("0.25").unwrap(),
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round_config,
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);
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let (buy_maker, buy_taker) = builder
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.get_market_order_amounts(
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Side::BUY,
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Decimal::from_str("10").unwrap(),
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Decimal::from_str("0.25").unwrap(),
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round_config,
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)
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.unwrap();
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let (sell_maker, sell_taker) = builder
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.get_market_order_amounts(
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Side::SELL,
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Decimal::from_str("10").unwrap(),
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Decimal::from_str("0.25").unwrap(),
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round_config,
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)
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.unwrap();
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assert_eq!(buy_maker, 10_000_000);
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assert_eq!(buy_taker, 40_000_000);
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assert_eq!(sell_maker, 10_000_000);
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assert_eq!(sell_taker, 2_500_000);
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assert_eq!(buy_maker, U256::from(10_000_000));
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assert_eq!(buy_taker, U256::from(40_000_000));
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assert_eq!(sell_maker, U256::from(10_000_000));
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assert_eq!(sell_taker, U256::from(2_500_000));
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}
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#[test]
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