MathSpec wip

Author: functora

pub/bfx/bfx.cabal

@@ -153,6 +153,7 @@ test-suite bfx-test
     Bfx.Data.CancelOrderMultiSpec
     Bfx.Data.SubmitOrderSpec
     Bfx.Data.TypeSpec
+    Bfx.MathSpec
     Bfx.TestEnv
     BfxSpec
     Paths_bfx

pub/bfx/src/Bfx.hs

@@ -42,7 +42,6 @@ import Bfx.Import.Internal as X
 import Bfx.Indicator.Atr as X
 import Bfx.Indicator.Ma as X
 import Bfx.Indicator.Tr as X
-import qualified Bfx.Math as Math
 import qualified Bfx.Rpc.Generic as Generic
 import qualified Data.Map as Map
 import qualified Data.Set as Set
@@ -261,7 +260,7 @@ submitOrderMakerRec attempt env req = do
     then pure order
     else do
       when (attempt >= 10) . throw $ ErrorRemoteOrderState order
-      next <- Math.tweakMakerRate (req ^. #buyOrSell) (req ^. #rate)
+      next <- tweakQuotePerBase (req ^. #buyOrSell) (req ^. #rate)
       submitOrderMakerRec (attempt + 1) env $ req & #rate .~ next
 
 cancelOrderMulti ::
@@ -369,8 +368,8 @@ mkSubmitCounterOrder submit env id0 rates opts = do
               counterArgsRates =
                 rates
             }
-      let exitAmt = Math.counterExitNetBaseLoss counter
-      let exitRate = Math.counterExitQuotePerBase counter
+      let exitAmt = counterExitNetBaseLoss counter
+      let exitRate = counterExitQuotePerBase counter
       currentRate <-
         marketAveragePrice
           MarketAveragePrice.Request
@@ -422,7 +421,7 @@ mkDumpIntoQuote submit env sym opts = do
             }
   catchAny (mkSubmit amt)
     . const
-    $ Math.tweakMoneyPip Sell amt
+    $ tweakMoneyAmount Sell amt
     >>= mkSubmit
 
 dumpIntoQuote ::

pub/bfx/src/Bfx/Math.hs

@@ -1,8 +1,8 @@
 {-# OPTIONS_HADDOCK show-extensions #-}
 
 module Bfx.Math
-  ( tweakMoneyPip,
-    tweakMakerRate,
+  ( tweakMoneyAmount,
+    tweakQuotePerBase,
     newCounterOrder,
     CounterArgs (..),
     CounterRates (..),
@@ -14,23 +14,23 @@ where
 
 import Bfx.Import.External
 
-tweakMoneyPip ::
+tweakMoneyAmount ::
   ( MonadThrow m
   ) =>
   BuyOrSell ->
   MoneyAmount ->
   m MoneyAmount
-tweakMoneyPip =
-  tweakMoneyPipRec pip
+tweakMoneyAmount =
+  tweakMoneyAmountRec pip
 
-tweakMoneyPipRec ::
+tweakMoneyAmountRec ::
   ( MonadThrow m
   ) =>
   Ratio Natural ->
   BuyOrSell ->
   MoneyAmount ->
   m MoneyAmount
-tweakMoneyPipRec tweak bos prev = do
+tweakMoneyAmountRec tweak bos prev = do
   next <-
     roundMoneyAmount
       . MoneyAmount
@@ -39,33 +39,33 @@ tweakMoneyPipRec tweak bos prev = do
         Sell -> unMoneyAmount prev - tweak
   if next /= prev
     then pure next
-    else tweakMoneyPipRec (tweak + pip) bos prev
+    else tweakMoneyAmountRec (tweak + pip) bos prev
 
-tweakMakerRate ::
+tweakQuotePerBase ::
   ( MonadThrow m
   ) =>
   BuyOrSell ->
   QuotePerBase ->
   m QuotePerBase
-tweakMakerRate =
-  tweakMakerRateRec pip
+tweakQuotePerBase =
+  tweakQuotePerBaseRec pip
 
-tweakMakerRateRec ::
+tweakQuotePerBaseRec ::
   ( MonadThrow m
   ) =>
   Ratio Natural ->
   BuyOrSell ->
   QuotePerBase ->
   m QuotePerBase
-tweakMakerRateRec tweak bos prev = do
+tweakQuotePerBaseRec tweak bos prev = do
   next <- roundQuotePerBase
     . QuotePerBase
     $ case bos of
       Buy -> unQuotePerBase prev - tweak
       Sell -> unQuotePerBase prev + tweak
   if next /= prev
     then pure next
-    else tweakMakerRateRec (tweak + pip) bos prev
+    else tweakQuotePerBaseRec (tweak + pip) bos prev
 
 pip :: Ratio Natural
 pip = 0.00000001
@@ -113,7 +113,7 @@ data CounterExit = CounterExit
 
 newCounterOrder :: (MonadThrow m) => CounterArgs -> m CounterExit
 newCounterOrder args = do
-  exitBase <- tweakMoneyPip Sell =<< roundMoneyAmount exitBaseLoss
+  exitBase <- tweakMoneyAmount Sell =<< roundMoneyAmount exitBaseLoss
   exitPrice <- roundQuotePerBase exitRate
   pure
     CounterExit

pub/bfx/test/Bfx/MathSpec.hs

@@ -0,0 +1,34 @@
+{-# OPTIONS_HADDOCK show-extensions #-}
+
+module Bfx.MathSpec
+  ( spec,
+  )
+where
+
+import Bfx.Import
+import Test.Hspec
+
+spec :: Spec
+spec =
+  focus . it "newCounterOrder" $ do
+    let rates =
+          CounterRates
+            { counterRatesEnterBaseFee = FeeRate 0.001,
+              counterRatesExitQuoteFee = FeeRate 0.001,
+              counterRatesExitQuoteProfit = ProfitRate 0.01
+            }
+    let args =
+          CounterArgs
+            { counterArgsEnterGrossBaseGain = MoneyAmount 0.2,
+              counterArgsEnterQuotePerBase = QuotePerBase 5,
+              counterArgsRates = rates
+            }
+    exit <- newCounterOrder args
+    --
+    -- TODO : !!!
+    --
+    exit
+      `shouldBe` CounterExit
+        { counterExitNetBaseLoss = MoneyAmount 1,
+          counterExitQuotePerBase = QuotePerBase 1
+        }