exposing marginal price in strategy object

bancorprotocol · Oct 4, 2023 · 4d17fd1 · 4d17fd1
1 parent 3218e8e
commit 4d17fd1
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Showing 5 changed files with 47 additions and 3 deletions.
diff --git a/package.json b/package.json
@@ -2,7 +2,7 @@
   "name": "@bancor/carbon-sdk",
   "type": "module",
   "source": "src/index.ts",
-  "version": "0.0.84-DEV",
+  "version": "0.0.85-DEV",
   "description": "The SDK is a READ-ONLY tool, intended to facilitate working with Carbon contracts. It's a convenient wrapper around our matching algorithm, allowing programs and users get a ready to use transaction data that will allow them to manage strategies and fulfill trades",
   "main": "dist/index.js",
   "module": "dist/index.js",

diff --git a/src/common/types.ts b/src/common/types.ts
@@ -118,9 +118,11 @@ export type Strategy = {
   baseToken: string;
   quoteToken: string;
   buyPriceLow: string; // in quote tkn per 1 base tkn
+  buyPriceMarginal: string; // in quote tkn per 1 base tkn
   buyPriceHigh: string; // in quote tkn per 1 base tkn
   buyBudget: string; // in quote tkn
   sellPriceLow: string; // in quote tkn per 1 base tkn
+  sellPriceMarginal: string; // in quote tkn per 1 base tkn
   sellPriceHigh: string; // in quote tkn per 1 base tkn
   sellBudget: string; // in base tkn
   encoded: EncodedStrategyBNStr; // the encoded strategy
@@ -133,7 +135,15 @@ export type AtLeastOneOf<T> = {
 }[keyof T];
 
 export type StrategyUpdate = AtLeastOneOf<
-  Omit<Strategy, 'id' | 'encoded' | 'baseToken' | 'quoteToken'>
+  Omit<
+    Strategy,
+    | 'id'
+    | 'encoded'
+    | 'baseToken'
+    | 'quoteToken'
+    | 'buyPriceMarginal'
+    | 'sellPriceMarginal'
+  >
 >;
 
 export type BlockMetadata = {

diff --git a/src/strategy-management/utils.ts b/src/strategy-management/utils.ts
@@ -82,12 +82,22 @@ export async function parseStrategy(
   const decimals0 = await decimals.fetchDecimals(token0);
   const decimals1 = await decimals.fetchDecimals(token1);
   const buyPriceLow = normalizeRate(order1.lowestRate, decimals0, decimals1);
+  const buyPriceMarginal = normalizeRate(
+    order1.marginalRate,
+    decimals0,
+    decimals1
+  );
   const buyPriceHigh = normalizeRate(order1.highestRate, decimals0, decimals1);
   const sellPriceLow = normalizeInvertedRate(
     order0.highestRate,
     decimals1,
     decimals0
   );
+  const sellPriceMarginal = normalizeInvertedRate(
+    order0.marginalRate,
+    decimals1,
+    decimals0
+  );
   const sellPriceHigh = normalizeInvertedRate(
     order0.lowestRate,
     decimals1,
@@ -109,9 +119,11 @@ export async function parseStrategy(
     baseToken: token0,
     quoteToken: token1,
     buyPriceLow,
+    buyPriceMarginal,
     buyPriceHigh,
     buyBudget,
     sellPriceLow,
+    sellPriceMarginal,
     sellPriceHigh,
     sellBudget,
     encoded: strEncoded,
@@ -122,9 +134,11 @@ export async function parseStrategy(
     baseToken: token0,
     quoteToken: token1,
     buyPriceLow,
+    buyPriceMarginal,
     buyPriceHigh,
     buyBudget,
     sellPriceLow,
+    sellPriceMarginal,
     sellPriceHigh,
     sellBudget,
     encoded: strEncoded,

diff --git a/tests/encoders.spec.ts b/tests/encoders.spec.ts
@@ -573,9 +573,11 @@ describe('encoders', () => {
         baseToken: '0x6b175474e89094c44da98b954eedeac495271d0f',
         quoteToken: '0x57ab1e02fee23774580c119740129eac7081e9d3',
         buyPriceLow: '1.5',
+        buyPriceMarginal: '2',
         buyPriceHigh: '2',
         buyBudget: '200',
         sellPriceLow: '0.5',
+        sellPriceMarginal: '0.5',
         sellPriceHigh: '0.6',
         sellBudget: '100',
       };
@@ -614,10 +616,23 @@ describe('encoders', () => {
       expect(Strategy.baseToken).to.equal(expectedStrategy.baseToken);
       expect(Strategy.quoteToken).to.equal(expectedStrategy.quoteToken);
       expect(Strategy.buyPriceLow).to.equal(expectedStrategy.buyPriceLow);
+      expect(Strategy.buyPriceMarginal).to.equal(
+        expectedStrategy.buyPriceMarginal
+      );
       expect(Strategy.buyPriceHigh).to.equal(expectedStrategy.buyPriceHigh);
       expect(Strategy.buyBudget).to.equal(expectedStrategy.buyBudget);
       expect(Strategy.sellPriceLow).to.equal(expectedStrategy.sellPriceLow);
-      expect(+Strategy.sellPriceHigh).to.equal(+expectedStrategy.sellPriceHigh);
+      expect(Strategy.sellPriceMarginal).to.equal(
+        expectedStrategy.sellPriceMarginal
+      );
+      expect(
+        ...isAlmostEqual(
+          Strategy.sellPriceHigh,
+          expectedStrategy.sellPriceHigh,
+          '1e-18',
+          '0'
+        )
+      ).to.be.true;
       expect(Strategy.sellBudget).to.equal(expectedStrategy.sellBudget);
     });
   });

diff --git a/tests/toolkit.spec.ts b/tests/toolkit.spec.ts
@@ -49,9 +49,11 @@ const expectedStrategies: Strategy[] = [
     baseToken: 'abc',
     quoteToken: 'xyz',
     buyPriceLow: '0',
+    buyPriceMarginal: '0',
     buyPriceHigh: '0',
     buyBudget: '0',
     sellPriceLow: '0',
+    sellPriceMarginal: '0',
     sellPriceHigh: '0',
     sellBudget: '0',
     encoded: encodedStrategyBNToStr(encodedStrategies[0]),
@@ -62,10 +64,13 @@ const expectedStrategies: Strategy[] = [
     quoteToken: 'abc',
     buyPriceLow:
       '0.000000000000000000000000000012621774483536188886587657044524579674771302961744368076324462890625',
+    buyPriceMarginal:
+      '0.0000000000000000000000000000504870979341447555463506281780983186990852118469774723052978515625',
     buyPriceHigh:
       '0.0000000000000000000000000000504870979341447555463506281780983186990852118469774723052978515625',
     buyBudget: '0.000000000000000001',
     sellPriceLow: '19807040628566084398385987584',
+    sellPriceMarginal: '19807040628566084398385987584',
     sellPriceHigh: '79228162514264337593543950336',
     sellBudget: '0.000000000000000001',
     encoded: encodedStrategyBNToStr(encodedStrategies[1]),