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Merged
aarmoa merged 1 commit into from
Mar 3, 2025
Merged

fix/add_notional_quantization #292

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9 changes: 6 additions & 3 deletions client/core/market.go
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Original file line number Diff line number Diff line change
Expand Up @@ -42,7 +42,8 @@ func (spotMarket SpotMarket) PriceToChainFormat(humanReadableValue decimal.Decim
func (spotMarket SpotMarket) NotionalToChainFormat(humanReadableValue decimal.Decimal) sdkmath.LegacyDec {
decimals := spotMarket.QuoteToken.Decimals
chainFormattedValue := humanReadableValue.Mul(decimal.New(1, decimals))
valueInChainFormat, _ := sdkmath.LegacyNewDecFromStr(chainFormattedValue.String())
quantizedValue := chainFormattedValue.Ceil()
valueInChainFormat, _ := sdkmath.LegacyNewDecFromStr(quantizedValue.String())

return valueInChainFormat
}
Expand Down Expand Up @@ -129,7 +130,8 @@ func (derivativeMarket DerivativeMarket) CalculateMarginInChainFormat(humanReada
func (derivativeMarket DerivativeMarket) NotionalToChainFormat(humanReadableValue decimal.Decimal) sdkmath.LegacyDec {
decimals := derivativeMarket.QuoteToken.Decimals
chainFormattedValue := humanReadableValue.Mul(decimal.New(1, decimals))
valueInChainFormat, _ := sdkmath.LegacyNewDecFromStr(chainFormattedValue.String())
quantizedValue := chainFormattedValue.Ceil()
valueInChainFormat, _ := sdkmath.LegacyNewDecFromStr(quantizedValue.String())

return valueInChainFormat
}
Expand Down Expand Up @@ -225,7 +227,8 @@ func (market BinaryOptionMarket) CalculateMarginInChainFormat(humanReadableQuant
func (market BinaryOptionMarket) NotionalToChainFormat(humanReadableValue decimal.Decimal) sdkmath.LegacyDec {
decimals := market.QuoteToken.Decimals
chainFormattedValue := humanReadableValue.Mul(decimal.New(1, decimals))
valueInChainFormat, _ := sdkmath.LegacyNewDecFromStr(chainFormattedValue.String())
quantizedValue := chainFormattedValue.Ceil()
valueInChainFormat, _ := sdkmath.LegacyNewDecFromStr(quantizedValue.String())

return valueInChainFormat
}
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