code.vegaprotocol.io/vega@v0.79.0/datanode/entities/time_weighted_notional_position.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 entities
    17  
    18  import (
    19  	"time"
    20  
    21  	"code.vegaprotocol.io/vega/libs/num"
    22  	v2 "code.vegaprotocol.io/vega/protos/data-node/api/v2"
    23  	eventspb "code.vegaprotocol.io/vega/protos/vega/events/v1"
    24  )
    25  
    26  type TimeWeightedNotionalPosition struct {
    27  	EpochSeq                     uint64
    28  	AssetID                      AssetID
    29  	PartyID                      PartyID
    30  	GameID                       GameID
    31  	TimeWeightedNotionalPosition num.Decimal
    32  	VegaTime                     time.Time
    33  }
    34  
    35  func TimeWeightedNotionalPositionFromProto(event *eventspb.TimeWeightedNotionalPositionUpdated, vegaTime time.Time) (*TimeWeightedNotionalPosition, error) {
    36  	twNotionalPosition, err := num.DecimalFromString(event.TimeWeightedNotionalPosition)
    37  	if err != nil {
    38  		return nil, err
    39  	}
    40  	return &TimeWeightedNotionalPosition{
    41  		EpochSeq:                     event.EpochSeq,
    42  		AssetID:                      AssetID(event.Asset),
    43  		PartyID:                      PartyID(event.Party),
    44  		GameID:                       GameID(event.GameId),
    45  		TimeWeightedNotionalPosition: twNotionalPosition,
    46  		VegaTime:                     vegaTime,
    47  	}, nil
    48  }
    49  
    50  func (tw *TimeWeightedNotionalPosition) ToProto() *v2.TimeWeightedNotionalPosition {
    51  	return &v2.TimeWeightedNotionalPosition{
    52  		AssetId:                      tw.AssetID.String(),
    53  		PartyId:                      tw.PartyID.String(),
    54  		GameId:                       tw.GameID.String(),
    55  		AtEpoch:                      tw.EpochSeq,
    56  		TimeWeightedNotionalPosition: tw.TimeWeightedNotionalPosition.String(),
    57  		LastUpdated:                  tw.VegaTime.UnixNano(),
    58  	}
    59  }