Feat/sync dec with master v1 51 1

.github/workflows/run-tests.yml

@@ -18,4 +18,4 @@ jobs:
       - name: Run test and calculate coverage
         run: make coverage
       - name: Upload coverage to Codecov
-        uses: codecov/codecov-action@v3
+        uses: codecov/codecov-action@v4

README.md

@@ -11,7 +11,7 @@ Clone the repository locally and install needed dependencies
 ```bash
 $ git clone [email protected]:InjectiveLabs/sdk-go.git
 $ cd sdk-go
-$ go install ./...
+$ go mod download
 ```
 
 ## Run examples
@@ -20,10 +20,10 @@ $ go install ./...
 injectived keys unsafe-import-eth-key inj-user 5d386fbdbf11f1141010f81a46b40f94887367562bd33b452bbaa6ce1cd1381e
 
 # run chain example
-go run examples/chain/0_MsgSend.go
+go run examples/chain/bank/1_MsgSend/example.go
 
 # run exchange example
-go run examples/exchange/derivative_exchange_rpc/0_GetOrderbook.go
+go run examples/exchange/derivatives/4_Orderbook/example.go
 ```
 
 ---

client/chain/markets_assistant.go

@@ -73,6 +73,10 @@ func NewMarketsAssistant(networkName string) (MarketsAssistant, error) {
 
 					minPriceTickSize := decimal.RequireFromString(section.Key("min_price_tick_size").String())
 					minQuantityTickSize := decimal.RequireFromString(section.Key("min_quantity_tick_size").String())
+					minNotional := decimal.Zero
+					if section.HasKey("min_notional") {
+						minNotional = decimal.RequireFromString(section.Key("min_notional").String())
+					}
 
 					if strings.Contains(description, "Spot") {
 						baseDecimals, _ := section.Key("quote").Int()
@@ -97,6 +101,7 @@ func NewMarketsAssistant(networkName string) (MarketsAssistant, error) {
 							ServiceProviderFee:  decimal.NewFromInt32(0),
 							MinPriceTickSize:    minPriceTickSize,
 							MinQuantityTickSize: minQuantityTickSize,
+							MinNotional:         minNotional,
 						}
 
 						assistant.spotMarkets[market.Id] = market
@@ -117,6 +122,7 @@ func NewMarketsAssistant(networkName string) (MarketsAssistant, error) {
 							ServiceProviderFee:     decimal.NewFromInt32(0),
 							MinPriceTickSize:       minPriceTickSize,
 							MinQuantityTickSize:    minQuantityTickSize,
+							MinNotional:            minNotional,
 						}
 
 						assistant.derivativeMarkets[market.Id] = market
@@ -190,6 +196,7 @@ func NewMarketsAssistantInitializedFromChain(ctx context.Context, exchangeClient
 		serviceProviderFee := decimal.RequireFromString(marketInfo.GetServiceProviderFee())
 		minPriceTickSize := decimal.RequireFromString(marketInfo.GetMinPriceTickSize())
 		minQuantityTickSize := decimal.RequireFromString(marketInfo.GetMinQuantityTickSize())
+		minNotional := decimal.RequireFromString(marketInfo.GetMinNotional())
 
 		market := core.SpotMarket{
 			Id:                  marketInfo.GetMarketId(),
@@ -202,6 +209,7 @@ func NewMarketsAssistantInitializedFromChain(ctx context.Context, exchangeClient
 			ServiceProviderFee:  serviceProviderFee,
 			MinPriceTickSize:    minPriceTickSize,
 			MinQuantityTickSize: minQuantityTickSize,
+			MinNotional:         minNotional,
 		}
 
 		assistant.spotMarkets[market.Id] = market
@@ -232,6 +240,7 @@ func NewMarketsAssistantInitializedFromChain(ctx context.Context, exchangeClient
 		serviceProviderFee := decimal.RequireFromString(marketInfo.GetServiceProviderFee())
 		minPriceTickSize := decimal.RequireFromString(marketInfo.GetMinPriceTickSize())
 		minQuantityTickSize := decimal.RequireFromString(marketInfo.GetMinQuantityTickSize())
+		minNotional := decimal.RequireFromString(marketInfo.GetMinNotional())
 
 		market := core.DerivativeMarket{
 			Id:                     marketInfo.GetMarketId(),
@@ -249,6 +258,7 @@ func NewMarketsAssistantInitializedFromChain(ctx context.Context, exchangeClient
 			ServiceProviderFee:     serviceProviderFee,
 			MinPriceTickSize:       minPriceTickSize,
 			MinQuantityTickSize:    minQuantityTickSize,
+			MinNotional:            minNotional,
 		}
 
 		assistant.derivativeMarkets[market.Id] = market

client/chain/markets_assistant_test_support.go

@@ -66,6 +66,7 @@ func createINJUSDTSpotMarketInfo() *spotExchangePB.SpotMarketInfo {
 		ServiceProviderFee:  "0.4",
 		MinPriceTickSize:    "0.000000000000001",
 		MinQuantityTickSize: "1000000000000000",
+		MinNotional:         "1000000",
 	}
 
 	return &marketInfo
@@ -87,6 +88,7 @@ func createAPEUSDTSpotMarketInfo() *spotExchangePB.SpotMarketInfo {
 		ServiceProviderFee:  "0.4",
 		MinPriceTickSize:    "0.000000000000001",
 		MinQuantityTickSize: "1000000000000000",
+		MinNotional:         "1000000",
 	}
 
 	return &marketInfo
@@ -128,6 +130,7 @@ func createBTCUSDTDerivativeMarketInfo() *derivativeExchangePB.DerivativeMarketI
 		MinQuantityTickSize:    "0.0001",
 		PerpetualMarketInfo:    &perpetualMarketInfo,
 		PerpetualMarketFunding: &perpetualmarketFunding,
+		MinNotional:            "1000000",
 	}
 
 	return &marketInfo

client/core/market.go

@@ -19,6 +19,7 @@ type SpotMarket struct {
 	ServiceProviderFee  decimal.Decimal
 	MinPriceTickSize    decimal.Decimal
 	MinQuantityTickSize decimal.Decimal
+	MinNotional         decimal.Decimal
 }
 
 func (spotMarket SpotMarket) QuantityToChainFormat(humanReadableValue decimal.Decimal) sdkmath.LegacyDec {
@@ -38,6 +39,14 @@ func (spotMarket SpotMarket) PriceToChainFormat(humanReadableValue decimal.Decim
 	return valueInChainFormat
 }
 
+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())
+
+	return valueInChainFormat
+}
+
 func (spotMarket SpotMarket) QuantityFromChainFormat(chainValue sdkmath.LegacyDec) decimal.Decimal {
 	return decimal.RequireFromString(chainValue.String()).Div(decimal.New(1, spotMarket.BaseToken.Decimals))
 }
@@ -47,6 +56,11 @@ func (spotMarket SpotMarket) PriceFromChainFormat(chainValue sdkmath.LegacyDec)
 	return decimal.RequireFromString(chainValue.String()).Mul(decimal.New(1, decimals))
 }
 
+func (spotMarket SpotMarket) NotionalFromChainFormat(chainValue sdkmath.LegacyDec) decimal.Decimal {
+	decimals := -spotMarket.QuoteToken.Decimals
+	return decimal.RequireFromString(chainValue.String()).Mul(decimal.New(1, decimals))
+}
+
 func (spotMarket SpotMarket) QuantityFromExtendedChainFormat(chainValue sdkmath.LegacyDec) decimal.Decimal {
 	return common.RemoveExtraDecimals(spotMarket.QuantityFromChainFormat(chainValue), AdditionalChainFormatDecimals)
 }
@@ -55,6 +69,10 @@ func (spotMarket SpotMarket) PriceFromExtendedChainFormat(chainValue sdkmath.Leg
 	return common.RemoveExtraDecimals(spotMarket.PriceFromChainFormat(chainValue), AdditionalChainFormatDecimals)
 }
 
+func (spotMarket SpotMarket) NotionalFromExtendedChainFormat(chainValue sdkmath.LegacyDec) decimal.Decimal {
+	return common.RemoveExtraDecimals(spotMarket.NotionalFromChainFormat(chainValue), AdditionalChainFormatDecimals)
+}
+
 type DerivativeMarket struct {
 	Id                     string
 	Status                 string
@@ -71,6 +89,7 @@ type DerivativeMarket struct {
 	ServiceProviderFee     decimal.Decimal
 	MinPriceTickSize       decimal.Decimal
 	MinQuantityTickSize    decimal.Decimal
+	MinNotional            decimal.Decimal
 }
 
 func (derivativeMarket DerivativeMarket) QuantityToChainFormat(humanReadableValue decimal.Decimal) sdkmath.LegacyDec {
@@ -91,12 +110,7 @@ func (derivativeMarket DerivativeMarket) PriceToChainFormat(humanReadableValue d
 }
 
 func (derivativeMarket DerivativeMarket) MarginToChainFormat(humanReadableValue decimal.Decimal) sdkmath.LegacyDec {
-	decimals := derivativeMarket.QuoteToken.Decimals
-	chainFormattedValue := humanReadableValue.Mul(decimal.New(1, decimals))
-	quantizedValue := chainFormattedValue.DivRound(derivativeMarket.MinQuantityTickSize, 0).Mul(derivativeMarket.MinQuantityTickSize)
-	valueInChainFormat, _ := sdkmath.LegacyNewDecFromStr(quantizedValue.String())
-
-	return valueInChainFormat
+	return derivativeMarket.NotionalToChainFormat(humanReadableValue)
 }
 
 func (derivativeMarket DerivativeMarket) CalculateMarginInChainFormat(humanReadableQuantity, humanReadablePrice, leverage decimal.Decimal) sdkmath.LegacyDec {
@@ -112,6 +126,14 @@ func (derivativeMarket DerivativeMarket) CalculateMarginInChainFormat(humanReada
 	return valueInChainFormat
 }
 
+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())
+
+	return valueInChainFormat
+}
+
 func (derivativeMarket DerivativeMarket) QuantityFromChainFormat(chainValue sdkmath.LegacyDec) decimal.Decimal {
 	return decimal.RequireFromString(chainValue.String())
 }
@@ -122,6 +144,10 @@ func (derivativeMarket DerivativeMarket) PriceFromChainFormat(chainValue sdkmath
 }
 
 func (derivativeMarket DerivativeMarket) MarginFromChainFormat(chainValue sdkmath.LegacyDec) decimal.Decimal {
+	return derivativeMarket.NotionalFromChainFormat(chainValue)
+}
+
+func (derivativeMarket DerivativeMarket) NotionalFromChainFormat(chainValue sdkmath.LegacyDec) decimal.Decimal {
 	decimals := -derivativeMarket.QuoteToken.Decimals
 	return decimal.RequireFromString(chainValue.String()).Mul(decimal.New(1, decimals))
 }
@@ -137,3 +163,7 @@ func (derivativeMarket DerivativeMarket) PriceFromExtendedChainFormat(chainValue
 func (derivativeMarket DerivativeMarket) MarginFromExtendedChainFormat(chainValue sdkmath.LegacyDec) decimal.Decimal {
 	return common.RemoveExtraDecimals(derivativeMarket.MarginFromChainFormat(chainValue), AdditionalChainFormatDecimals)
 }
+
+func (derivativeMarket DerivativeMarket) NotionalFromExtendedChainFormat(chainValue sdkmath.LegacyDec) decimal.Decimal {
+	return common.RemoveExtraDecimals(derivativeMarket.NotionalFromChainFormat(chainValue), AdditionalChainFormatDecimals)
+}

client/core/market_test.go

@@ -18,6 +18,7 @@ func createINJUSDTSpotMarket() SpotMarket {
 	serviceProviderFee := decimal.RequireFromString("0.4")
 	minPriceTickSize := decimal.RequireFromString("0.000000000000001")
 	minQuantityTickSize := decimal.RequireFromString("1000000000000000")
+	minNotional := decimal.RequireFromString("1000000")
 
 	market := SpotMarket{
 		Id:                  "0x7a57e705bb4e09c88aecfc295569481dbf2fe1d5efe364651fbe72385938e9b0",
@@ -30,6 +31,7 @@ func createINJUSDTSpotMarket() SpotMarket {
 		ServiceProviderFee:  serviceProviderFee,
 		MinPriceTickSize:    minPriceTickSize,
 		MinQuantityTickSize: minQuantityTickSize,
+		MinNotional:         minNotional,
 	}
 	return market
 }
@@ -44,6 +46,7 @@ func createBTCUSDTPerpMarket() DerivativeMarket {
 	serviceProviderFee := decimal.RequireFromString("0.4")
 	minPriceTickSize := decimal.RequireFromString("1000000")
 	minQuantityTickSize := decimal.RequireFromString("0.0001")
+	minNotional := decimal.RequireFromString("1000000")
 
 	market := DerivativeMarket{
 		Id:                     "0x4ca0f92fc28be0c9761326016b5a1a2177dd6375558365116b5bdda9abc229ce",
@@ -61,6 +64,7 @@ func createBTCUSDTPerpMarket() DerivativeMarket {
 		ServiceProviderFee:     serviceProviderFee,
 		MinPriceTickSize:       minPriceTickSize,
 		MinQuantityTickSize:    minQuantityTickSize,
+		MinNotional:            minNotional,
 	}
 	return market
 }
@@ -92,6 +96,18 @@ func TestConvertPriceToChainFormatForSpotMarket(t *testing.T) {
 	assert.Assert(t, quantizedChainFormatValue.Equal(chainValue))
 }
 
+func TestConvertNotionalToChainFormatForSpotMarket(t *testing.T) {
+	spotMarket := createINJUSDTSpotMarket()
+	originalNotional := decimal.RequireFromString("123.456789")
+
+	chainValue := spotMarket.NotionalToChainFormat(originalNotional)
+	notionalDecimals := spotMarket.QuoteToken.Decimals
+	expectedValue := originalNotional.Mul(decimal.New(1, notionalDecimals))
+	chainFormatValue := sdkmath.LegacyMustNewDecFromStr(expectedValue.String())
+
+	assert.Assert(t, chainFormatValue.Equal(chainValue))
+}
+
 func TestConvertQuantityFromChainFormatForSpotMarket(t *testing.T) {
 	spotMarket := createINJUSDTSpotMarket()
 	expectedQuantity := decimal.RequireFromString("123.456")
@@ -113,6 +129,17 @@ func TestConvertPriceFromChainFormatForSpotMarket(t *testing.T) {
 	assert.Assert(t, expectedPrice.Equal(humanReadablePrice))
 }
 
+func TestConvertNotionalFromChainFormatForSpotMarket(t *testing.T) {
+	spotMarket := createINJUSDTSpotMarket()
+	expectedNotional := decimal.RequireFromString("123.456")
+
+	notionalDecimals := spotMarket.QuoteToken.Decimals
+	chainFormatPrice := expectedNotional.Mul(decimal.New(1, notionalDecimals))
+	humanReadableNotional := spotMarket.NotionalFromChainFormat(sdkmath.LegacyMustNewDecFromStr(chainFormatPrice.String()))
+
+	assert.Assert(t, expectedNotional.Equal(humanReadableNotional))
+}
+
 func TestConvertQuantityFromExtendedChainFormatForSpotMarket(t *testing.T) {
 	spotMarket := createINJUSDTSpotMarket()
 	expectedQuantity := decimal.RequireFromString("123.456")
@@ -134,6 +161,17 @@ func TestConvertPriceFromExtendedChainFormatForSpotMarket(t *testing.T) {
 	assert.Assert(t, expectedPrice.Equal(humanReadablePrice))
 }
 
+func TestConvertNotionalFromExtendedChainFormatForSpotMarket(t *testing.T) {
+	spotMarket := createINJUSDTSpotMarket()
+	expectedNotional := decimal.RequireFromString("123.456")
+
+	notionalDecimals := spotMarket.QuoteToken.Decimals
+	chainFormatNotional := expectedNotional.Mul(decimal.New(1, notionalDecimals)).Mul(decimal.New(1, AdditionalChainFormatDecimals))
+	humanReadableNotional := spotMarket.NotionalFromExtendedChainFormat(sdkmath.LegacyMustNewDecFromStr(chainFormatNotional.String()))
+
+	assert.Assert(t, expectedNotional.Equal(humanReadableNotional))
+}
+
 // Derivative markets tests
 
 func TestConvertQuantityToChainFormatForDerivativeMarket(t *testing.T) {
@@ -188,6 +226,18 @@ func TestCalculateMarginInChainFormatForDerivativeMarket(t *testing.T) {
 	assert.Assert(t, chainValue.Equal(legacyDecimalQuantizedValue))
 }
 
+func TestConvertNotionalToChainFormatForDerivativeMarket(t *testing.T) {
+	derivativeMarket := createBTCUSDTPerpMarket()
+	originalNotional := decimal.RequireFromString("123.456789")
+
+	chainValue := derivativeMarket.NotionalToChainFormat(originalNotional)
+	notionalDecimals := derivativeMarket.QuoteToken.Decimals
+	expectedValue := originalNotional.Mul(decimal.New(1, notionalDecimals))
+	expectedChainFormatValue := sdkmath.LegacyMustNewDecFromStr(expectedValue.String())
+
+	assert.Assert(t, expectedChainFormatValue.Equal(chainValue))
+}
+
 func TestConvertQuantityFromChainFormatForDerivativeMarket(t *testing.T) {
 	derivativeMarket := createBTCUSDTPerpMarket()
 	expectedQuantity := decimal.RequireFromString("123.456")
@@ -220,6 +270,17 @@ func TestConvertMarginFromChainFormatForDerivativeMarket(t *testing.T) {
 	assert.Assert(t, expectedMargin.Equal(humanReadablePrice))
 }
 
+func TestConvertNotionalFromChainFormatForDerivativeMarket(t *testing.T) {
+	derivativeMarket := createBTCUSDTPerpMarket()
+	expectedNotional := decimal.RequireFromString("123.456")
+
+	notionalDecimals := derivativeMarket.QuoteToken.Decimals
+	chainFormatPrice := expectedNotional.Mul(decimal.New(1, notionalDecimals))
+	humanReadableNotional := derivativeMarket.NotionalFromChainFormat(sdkmath.LegacyMustNewDecFromStr(chainFormatPrice.String()))
+
+	assert.Assert(t, expectedNotional.Equal(humanReadableNotional))
+}
+
 func TestConvertQuantityFromExtendedChainFormatForDerivativeMarket(t *testing.T) {
 	derivativeMarket := createBTCUSDTPerpMarket()
 	expectedQuantity := decimal.RequireFromString("123.456")
@@ -251,3 +312,14 @@ func TestConvertMarginFromExtendedChainFormatForDerivativeMarket(t *testing.T) {
 
 	assert.Assert(t, expectedMargin.Equal(humanReadablePrice))
 }
+
+func TestConvertNotionalFromExtendedChainFormatForDerivativeMarket(t *testing.T) {
+	derivativeMarket := createBTCUSDTPerpMarket()
+	expectedNotional := decimal.RequireFromString("123.456")
+
+	notionalDecimals := derivativeMarket.QuoteToken.Decimals
+	chainFormatNotional := expectedNotional.Mul(decimal.New(1, notionalDecimals)).Mul(decimal.New(1, AdditionalChainFormatDecimals))
+	humanReadableNotional := derivativeMarket.NotionalFromExtendedChainFormat(sdkmath.LegacyMustNewDecFromStr(chainFormatNotional.String()))
+
+	assert.Assert(t, expectedNotional.Equal(humanReadableNotional))
+}