github.com/gagliardetto/solana-go@v1.11.0/programs/serum/math.go (about)

     1  // Copyright 2021 github.com/gagliardetto
     2  // This file has been modified by github.com/gagliardetto
     3  //
     4  // Copyright 2020 dfuse Platform Inc.
     5  //
     6  // Licensed under the Apache License, Version 2.0 (the "License");
     7  // you may not use this file except in compliance with the License.
     8  // You may obtain a copy of the License at
     9  //
    10  //      http://www.apache.org/licenses/LICENSE-2.0
    11  //
    12  // Unless required by applicable law or agreed to in writing, software
    13  // distributed under the License is distributed on an "AS IS" BASIS,
    14  // WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
    15  // See the License for the specific language governing permissions and
    16  // limitations under the License.
    17  
    18  package serum
    19  
    20  import (
    21  	"encoding/binary"
    22  	"encoding/hex"
    23  	"fmt"
    24  	"math/big"
    25  )
    26  
    27  var _10b = big.NewInt(10)
    28  
    29  var decimalsBigInt = []*big.Int{
    30  	new(big.Int).Exp(_10b, big.NewInt(1), nil),
    31  	new(big.Int).Exp(_10b, big.NewInt(2), nil),
    32  	new(big.Int).Exp(_10b, big.NewInt(3), nil),
    33  	new(big.Int).Exp(_10b, big.NewInt(4), nil),
    34  	new(big.Int).Exp(_10b, big.NewInt(5), nil),
    35  	new(big.Int).Exp(_10b, big.NewInt(6), nil),
    36  	new(big.Int).Exp(_10b, big.NewInt(7), nil),
    37  	new(big.Int).Exp(_10b, big.NewInt(8), nil),
    38  	new(big.Int).Exp(_10b, big.NewInt(9), nil),
    39  	new(big.Int).Exp(_10b, big.NewInt(10), nil),
    40  	new(big.Int).Exp(_10b, big.NewInt(11), nil),
    41  	new(big.Int).Exp(_10b, big.NewInt(12), nil),
    42  	new(big.Int).Exp(_10b, big.NewInt(13), nil),
    43  	new(big.Int).Exp(_10b, big.NewInt(14), nil),
    44  	new(big.Int).Exp(_10b, big.NewInt(15), nil),
    45  	new(big.Int).Exp(_10b, big.NewInt(16), nil),
    46  	new(big.Int).Exp(_10b, big.NewInt(17), nil),
    47  	new(big.Int).Exp(_10b, big.NewInt(18), nil),
    48  }
    49  
    50  func decimalMultiplier(decimal uint) *big.Int {
    51  	if decimal == 0 {
    52  		return new(big.Int).Exp(_10b, big.NewInt(0), nil)
    53  	}
    54  	if decimal <= uint(len(decimalsBigInt)) {
    55  		return decimalsBigInt[decimal-1]
    56  	}
    57  	return new(big.Int).Exp(_10b, big.NewInt(int64(decimal)), nil)
    58  }
    59  
    60  func I() *big.Int {
    61  	return new(big.Int)
    62  }
    63  
    64  func F() *big.Float {
    65  	return new(big.Float)
    66  }
    67  
    68  func divideBnToNumber(numerator, denomiator *big.Float) *big.Float {
    69  	return F().Quo(numerator, denomiator)
    70  }
    71  
    72  func GetSeqNum(orderId string, side Side) (uint64, error) {
    73  	d, err := hex.DecodeString(orderId)
    74  	if err != nil {
    75  		return 0, fmt.Errorf("unable to decode order ID: %w", err)
    76  	}
    77  
    78  	if len(d) < 16 {
    79  		return 0, fmt.Errorf("order ID too short expecting atleast 8 bytes got %d", len(d))
    80  	}
    81  
    82  	v := binary.BigEndian.Uint64(d[8:])
    83  
    84  	if side == SideBid {
    85  		return ^v, nil
    86  	}
    87  
    88  	return v, nil
    89  }
    90  
    91  func PriceLotsToNumber(price, baseLotSize, quoteLotSize, baseDecimals, quoteDecimals uint64) *big.Float {
    92  	baseMultiplier := F().SetInt(decimalMultiplier(uint(baseDecimals)))
    93  	quoteMultiplier := F().SetInt(decimalMultiplier(uint(quoteDecimals)))
    94  	numerator := F().Mul(F().Mul(F().SetUint64(price), F().SetUint64(quoteLotSize)), baseMultiplier)
    95  	denominator := F().Mul(F().SetUint64(baseLotSize), quoteMultiplier)
    96  	return F().Quo(numerator, denominator)
    97  }