code.vegaprotocol.io/vega@v0.79.0/core/execution/spot/reference_price_moves.go (about)

     1  // Copyright (C) 2023 Gobalsky Labs Limited
     2  //
     3  // This program is free software: you can redistribute it and/or modify
     4  // it under the terms of the GNU Affero General Public License as
     5  // published by the Free Software Foundation, either version 3 of the
     6  // License, or (at your option) any later version.
     7  //
     8  // This program is distributed in the hope that it will be useful,
     9  // but WITHOUT ANY WARRANTY; without even the implied warranty of
    10  // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
    11  // GNU Affero General Public License for more details.
    12  //
    13  // You should have received a copy of the GNU Affero General Public License
    14  // along with this program.  If not, see <http://www.gnu.org/licenses/>.
    15  
    16  package spot
    17  
    18  import (
    19  	"context"
    20  
    21  	"code.vegaprotocol.io/vega/core/execution/common"
    22  	"code.vegaprotocol.io/vega/core/types"
    23  )
    24  
    25  func (m *Market) checkForReferenceMoves(ctx context.Context, forceUpdate bool) {
    26  	if m.as.InAuction() {
    27  		return
    28  	}
    29  
    30  	newBestBid, _ := m.getBestStaticBidPrice()
    31  	newBestAsk, _ := m.getBestStaticAskPrice()
    32  	newMidBuy, _ := m.getStaticMidPrice(types.SideBuy)
    33  	newMidSell, _ := m.getStaticMidPrice(types.SideSell)
    34  
    35  	// Look for a move
    36  	var changes uint8
    37  	if !forceUpdate {
    38  		if newMidBuy.NEQ(m.lastMidBuyPrice) || newMidSell.NEQ(m.lastMidSellPrice) {
    39  			changes |= common.PriceMoveMid
    40  		}
    41  		if newBestBid.NEQ(m.lastBestBidPrice) {
    42  			changes |= common.PriceMoveBestBid
    43  		}
    44  		if newBestAsk.NEQ(m.lastBestAskPrice) {
    45  			changes |= common.PriceMoveBestAsk
    46  		}
    47  	} else {
    48  		changes = common.PriceMoveAll
    49  	}
    50  
    51  	m.repriceAllSpecialOrders(ctx, changes)
    52  
    53  	// Update the last price values
    54  	// no need to clone the prices, they're not used in calculations anywhere in this function
    55  	m.lastMidBuyPrice = newMidBuy
    56  	m.lastMidSellPrice = newMidSell
    57  	m.lastBestBidPrice = newBestBid
    58  	m.lastBestAskPrice = newBestAsk
    59  }