fix balancePercent calculations for trades on opposite side of current position #650
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jaredvu
reviewed
Sep 13, 2024
Comment on lines
643
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645
| if (freeCollateral <= Numeric.double.ZERO) { | ||
| return Numeric.double.ZERO | ||
| } |
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would it make sense to add a non-zero check for tradeLeverage as well?
jaredvu
reviewed
Sep 13, 2024
| @@ -558,7 +622,7 @@ internal class TradeInputMarketOrderCalculator() { | |||
| break@orderbookLoop | |||
| } | |||
| } | |||
| val balancePercentTotal = (usdcSizeTotal / tradeLeverage) / freeCollateral | |||
| val balancePercentTotal = calculateBalancePercentFromUsdcSize(usdcSize = usdcSizeTotal, freeCollateral = freeCollateral, positionSize = positionSizeNotional, tradeLeverage = tradeLeverage, isTradeSameSide = isTradeSameSide) | |||
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im surprised spotless doesn't format this to multiple lines
jaredvu
reviewed
Sep 13, 2024
| @@ -118,11 +119,28 @@ internal class TradeInputMarketOrderCalculator() { | |||
| maxMarketLeverage | |||
| } | |||
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| val positions = subaccount.openPositions | |||
| val marketId = market?.perpetualMarket?.id | |||
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it looks like you are getting marketId from trade.marketId in the non-typed TradeInputCalculator. I'm assuming its interchangeable
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ah yeah - they should be interchangeable, but lemme make them consistent for easier to read reasons
jaredvu
approved these changes
Sep 16, 2024
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fixed a couple bugs with balancePercent calculations. math will be the end of me I swear
proof of concept help:
tada.mov