code.vegaprotocol.io/vega@v0.79.0/core/markets/instrument.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 markets
    17  
    18  import (
    19  	"context"
    20  	"fmt"
    21  
    22  	"code.vegaprotocol.io/vega/core/execution/common"
    23  	"code.vegaprotocol.io/vega/core/products"
    24  	"code.vegaprotocol.io/vega/core/risk"
    25  	"code.vegaprotocol.io/vega/core/types"
    26  	"code.vegaprotocol.io/vega/logging"
    27  )
    28  
    29  // TradableInstrument represent an instrument to be trade in a market.
    30  type TradableInstrument struct {
    31  	Instrument       *Instrument
    32  	MarginCalculator *types.MarginCalculator
    33  	RiskModel        risk.Model
    34  	assetDP          uint32
    35  }
    36  
    37  // NewTradableInstrument will instantiate a new tradable instrument
    38  // using a market framework configuration for a tradable instrument.
    39  func NewTradableInstrument(ctx context.Context, log *logging.Logger, pti *types.TradableInstrument, marketID string, ts common.TimeService, oe products.OracleEngine, broker products.Broker, assetDP uint32) (*TradableInstrument, error) {
    40  	instrument, err := NewInstrument(ctx, log, pti.Instrument, marketID, ts, oe, broker, assetDP)
    41  	if err != nil {
    42  		return nil, err
    43  	}
    44  	asset := instrument.Product.GetAsset()
    45  	riskModel, err := risk.NewModel(pti.RiskModel, asset)
    46  	if err != nil {
    47  		return nil, fmt.Errorf("unable to instantiate risk model: %w", err)
    48  	}
    49  	return &TradableInstrument{
    50  		Instrument:       instrument,
    51  		MarginCalculator: pti.MarginCalculator,
    52  		RiskModel:        riskModel,
    53  		assetDP:          assetDP, // keep it here for the update call
    54  	}, nil
    55  }
    56  
    57  func (i *TradableInstrument) UpdateInstrument(ctx context.Context, log *logging.Logger, ti *types.TradableInstrument, marketID string, oe products.OracleEngine, broker products.Broker) error {
    58  	i.Instrument.Update(ctx, log, ti.Instrument, oe)
    59  
    60  	asset := i.Instrument.Product.GetAsset()
    61  
    62  	riskModel, err := risk.NewModel(ti.RiskModel, asset)
    63  	if err != nil {
    64  		return fmt.Errorf("unable to instantiate risk model: %w", err)
    65  	}
    66  
    67  	i.RiskModel = riskModel
    68  	i.MarginCalculator = ti.MarginCalculator
    69  	return nil
    70  }
    71  
    72  // Instrument represent an instrument used in a market.
    73  type Instrument struct {
    74  	ID       string
    75  	Code     string
    76  	Name     string
    77  	Metadata *types.InstrumentMetadata
    78  	Product  products.Product
    79  
    80  	Quote string
    81  }
    82  
    83  // NewInstrument will instantiate a new instrument
    84  // using a market framework configuration for a instrument.
    85  func NewInstrument(ctx context.Context, log *logging.Logger, pi *types.Instrument, marketID string, ts common.TimeService, oe products.OracleEngine, broker products.Broker, assetDP uint32) (*Instrument, error) {
    86  	product, err := products.New(ctx, log, pi.Product, marketID, ts, oe, broker, assetDP)
    87  	if err != nil {
    88  		return nil, fmt.Errorf("unable to instantiate product from instrument configuration: %w", err)
    89  	}
    90  	return &Instrument{
    91  		ID:       pi.ID,
    92  		Code:     pi.Code,
    93  		Name:     pi.Name,
    94  		Metadata: pi.Metadata,
    95  		Product:  product,
    96  	}, err
    97  }
    98  
    99  func (i *Instrument) UpdateAuctionState(ctx context.Context, enter bool) {
   100  	i.Product.UpdateAuctionState(ctx, enter)
   101  }
   102  
   103  func (i *Instrument) UnsubscribeTradingTerminated(ctx context.Context) {
   104  	i.Product.UnsubscribeTradingTerminated(ctx)
   105  }
   106  
   107  func (i *Instrument) UnsubscribeSettlementData(ctx context.Context) {
   108  	i.Product.UnsubscribeSettlementData(ctx)
   109  }
   110  
   111  func (i *Instrument) Unsubscribe(ctx context.Context) {
   112  	i.UnsubscribeTradingTerminated(ctx)
   113  	i.UnsubscribeSettlementData(ctx)
   114  }
   115  
   116  // NewInstrument will instantiate a new instrument
   117  // using a market framework configuration for a instrument.
   118  func (i *Instrument) Update(ctx context.Context, log *logging.Logger, pi *types.Instrument, oe products.OracleEngine) error {
   119  	if err := i.Product.Update(ctx, pi.Product, oe); err != nil {
   120  		return err
   121  	}
   122  
   123  	i.ID = pi.ID
   124  	i.Code = pi.Code
   125  	i.Name = pi.Name
   126  	i.Metadata = pi.Metadata
   127  	return nil
   128  }