mai3

package

v0.0.0-...-a287f25 Latest Latest Go to latest Published: Aug 18, 2021 License: MIT Imports: 9 Imported by: 0

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Repository

github.com/mcdexio/mai3-broker

Documentation ¶

Index ¶

Constants
Variables
func BigPow(a, b int64) *big.Int
func ComputeAMMAmountWithPrice(p *model.LiquidityPoolStorage, perpetualIndex int64, isTraderBuy bool, ...) decimal.Decimal
func ComputeAMMMaxTradeAmount(p *model.LiquidityPoolStorage, perpetualIndex int64, ...) decimal.Decimal
func ComputeAMMPrice(p *model.LiquidityPoolStorage, perpetualIndex int64, amount decimal.Decimal) (deltaAMMMargin, deltaAMMAmount, tradingPrice decimal.Decimal, err error)
func ComputeAMMTrade(p *model.LiquidityPoolStorage, perpetualIndex int64, ...) (*model.AccountComputed, bool, decimal.Decimal, error)
func ComputeAccount(p *model.LiquidityPoolStorage, perpetualIndex int64, a *model.AccountStorage) (*model.AccountComputed, error)
func ComputeBestAskBidPrice(p *model.LiquidityPoolStorage, perpetualIndex int64, isAMMBuy bool) decimal.Decimal
func ComputeDecreasePosition(p *model.LiquidityPoolStorage, perpetualIndex int64, a *model.AccountStorage, ...) error
func ComputeFee(hasOpened bool, price, amount, feeRate decimal.Decimal, ...) (decimal.Decimal, error)
func ComputeIncreasePosition(p *model.LiquidityPoolStorage, perpetualIndex int64, a *model.AccountStorage, ...) error
func ComputeTradeWithPrice(p *model.LiquidityPoolStorage, perpetualIndex int64, a *model.AccountStorage, ...) (*model.AccountComputed, bool, decimal.Decimal, error)
func CopyAccountStorage(a *model.AccountStorage) *model.AccountStorage
func CopyLiquidityPoolStorage(p *model.LiquidityPoolStorage) *model.LiquidityPoolStorage
func CopyPerpetualStorage(perp *model.PerpetualStorage) *model.PerpetualStorage
func GenerateOrderData(...) string
func GenerateOrderFlags(orderType model.OrderType, isCloseOnly bool) int
func GetGasFeeLimit(perpetualCount int, isCloseOnly bool) int64
func GetOrderHash(...) ([]byte, error)
func Gss(f func(float64) float64, a, b, tol float64, maxIter int) float64
func IsValidSignature(address string, message string, signature string, method string) (bool, error)
func Sqrt(d decimal.Decimal) decimal.Decimal
type MaiProtocolVersion

Constants ¶

View Source

const (

	// arbitrum
	MaiV3BaseGas                 int64 = 4800000
	MaiV3GasForEachPerp          int64 = 7300
	MaiV3BaseGasCloseOnly        int64 = 1129722
	MaiV3GasForEachPerpCloseOnly int64 = 22330
)

View Source

const (
	EthSign = "ethSign"
	EIP712  = "eip712"
)

View Source

const DECIMALS = 18

Variables ¶

View Source

var EIP712_DOMAIN_TYPEHASH []byte

View Source

var EIP712_MAI3_ORDER_TYPE []byte

Functions ¶

func ComputeAMMAmountWithPrice ¶

func ComputeAMMAmountWithPrice(p *model.LiquidityPoolStorage, perpetualIndex int64, isTraderBuy bool, limitPrice decimal.Decimal) decimal.Decimal

func ComputeAMMMaxTradeAmount ¶

func ComputeAMMMaxTradeAmount(p *model.LiquidityPoolStorage, perpetualIndex int64, trader *model.AccountStorage, amount decimal.Decimal, isTraderBuy bool) decimal.Decimal

just use for order, for using golden section search, the bounds is [0, order.amount]

func ComputeAMMPrice ¶

func ComputeAMMPrice(p *model.LiquidityPoolStorage, perpetualIndex int64, amount decimal.Decimal) (deltaAMMMargin, deltaAMMAmount, tradingPrice decimal.Decimal, err error)

func ComputeAMMTrade ¶

func ComputeAMMTrade(p *model.LiquidityPoolStorage, perpetualIndex int64, trader *model.AccountStorage, amount decimal.Decimal) (*model.AccountComputed, bool, decimal.Decimal, error)

func ComputeAccount ¶

func ComputeAccount(p *model.LiquidityPoolStorage, perpetualIndex int64, a *model.AccountStorage) (*model.AccountComputed, error)

func ComputeBestAskBidPrice ¶

func ComputeBestAskBidPrice(p *model.LiquidityPoolStorage, perpetualIndex int64, isAMMBuy bool) decimal.Decimal

get the price if ΔN -> 0. lim_(ΔN -> 0) (computeDeltaMargin / (ΔN)) this function implements all possible situations include: * limit by α. this is P_{best} in the paper * limit by δ when close * amm unsafe

func ComputeDecreasePosition ¶

func ComputeDecreasePosition(p *model.LiquidityPoolStorage, perpetualIndex int64, a *model.AccountStorage, price, amount decimal.Decimal) error

func ComputeFee ¶

func ComputeFee(hasOpened bool, price, amount, feeRate decimal.Decimal, afterTrade *model.AccountComputed) (decimal.Decimal, error)

func ComputeIncreasePosition ¶

func ComputeIncreasePosition(p *model.LiquidityPoolStorage, perpetualIndex int64, a *model.AccountStorage, price, amount decimal.Decimal) error

func ComputeTradeWithPrice ¶

func ComputeTradeWithPrice(p *model.LiquidityPoolStorage, perpetualIndex int64, a *model.AccountStorage, price, amount, feeRate decimal.Decimal) (*model.AccountComputed, bool, decimal.Decimal, error)

func CopyAccountStorage ¶

func CopyAccountStorage(a *model.AccountStorage) *model.AccountStorage

func CopyLiquidityPoolStorage ¶

func CopyLiquidityPoolStorage(p *model.LiquidityPoolStorage) *model.LiquidityPoolStorage

func CopyPerpetualStorage ¶

func CopyPerpetualStorage(perp *model.PerpetualStorage) *model.PerpetualStorage

func GenerateOrderData ¶

func GenerateOrderData(traderAddress, brokerAddress, relayerAddress, referrerAddress, poolAddress string,
	minTradeAmount, amount, price, triggerPrice decimal.Decimal, chainID int64,
	expiredAt, perpetualIndex, brokerFeeLimit, flags, salt int64, signType, v, r, s string) string

func GenerateOrderFlags ¶

func GenerateOrderFlags(orderType model.OrderType, isCloseOnly bool) int

func GetGasFeeLimit ¶

func GetGasFeeLimit(perpetualCount int, isCloseOnly bool) int64

func GetOrderHash ¶

func GetOrderHash(traderAddress, brokerAddress, relayerAddress, referrerAddress, poolAddress string,
	minTradeAmount, amount, price, triggerPrice decimal.Decimal, chainID int64,
	expiredAt, perpetualIndex, brokerFeeLimit, flags, salt int64) ([]byte, error)

func Gss ¶

func Gss(f func(float64) float64, a, b, tol float64, maxIter int) float64

Gss golden section search (recursive version) https://en.wikipedia.org/wiki/Golden-section_search ”' Golden section search, recursive. Given a function f with a single local minimum in the interval [a,b], gss returns a subset interval [c,d] that contains the minimum with d-c <= tol.

example: >>> f = lambda x: (x-2)**2 >>> a = 1 >>> b = 5 >>> tol = 1e-5 >>> (c,d) = gssrec(f, a, b, tol) >>> print (c,d) (1.9999959837979107, 2.0000050911830893) ”'

func IsValidSignature ¶

func IsValidSignature(address string, message string, signature string, method string) (bool, error)

func Sqrt ¶

func Sqrt(d decimal.Decimal) decimal.Decimal

Sqrt returns the square root of d, accurate to DivisionPrecision decimal places.

Types ¶

type MaiProtocolVersion ¶

type MaiProtocolVersion int64

const (
	ProtocolV1 MaiProtocolVersion = 1
	ProtocolV2 MaiProtocolVersion = 2
	ProtocolV3 MaiProtocolVersion = 3
)

Source Files ¶

View all Source files

Directories ¶

Path	Synopsis
crypto
utils

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Documentation ¶

Index ¶

Constants ¶

Variables ¶

Functions ¶

func BigPow ¶

func ComputeAMMAmountWithPrice ¶

func ComputeAMMMaxTradeAmount ¶

func ComputeAMMPrice ¶

func ComputeAMMTrade ¶

func ComputeAccount ¶

func ComputeBestAskBidPrice ¶

func ComputeDecreasePosition ¶

func ComputeFee ¶

func ComputeIncreasePosition ¶

func ComputeTradeWithPrice ¶

func CopyAccountStorage ¶

func CopyLiquidityPoolStorage ¶

func CopyPerpetualStorage ¶

func GenerateOrderData ¶

func GenerateOrderFlags ¶

func GetGasFeeLimit ¶

func GetOrderHash ¶

func Gss ¶

func IsValidSignature ¶

func Sqrt ¶

Types ¶

type MaiProtocolVersion ¶

Source Files ¶

Directories ¶