aljaz/zksync-lite-market-maker
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Merge pull request #75 from ZigZagExchange/dev

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update master
This commit is contained in:
Trooper
2022-05-11 08:41:38 +02:00
committed by GitHub
parent 5a7a81c462 a6bb5802da
commit e94e7c734e
1 changed files with 26 additions and 24 deletions
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48
marketmaker.js
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@@ -233,29 +233,6 @@ function isOrderFillable(order) {
const expires = order[7]; const expires = order[7];
const side = order[3]; const side = order[3];
const price = order[4]; const price = order[4];
const sellCurrency = (side === 's') ? market.quoteAsset.symbol : market.baseAsset.symbol;
const sellDecimals = (side === 's') ? market.quoteAsset.decimals : market.baseAsset.decimals;
const sellQuantity = (side === 's') ? quoteQuantity : baseQuantity;
const neededBalanceBN = sellQuantity * 10**sellDecimals;
let goodWalletIds = [];
Object.keys(WALLETS).forEach(accountId => {
const walletBalance = WALLETS[accountId]['account_state'].committed.balances[sellCurrency];
if (Number(walletBalance) > (neededBalanceBN * 1.05)) {
goodWalletIds.push(accountId);
}
});
if (goodWalletIds.length === 0) {
return { fillable: false, reason: "badbalance" };
}
goodWalletIds = goodWalletIds.filter(accountId => {
return !WALLETS[accountId]['ORDER_BROADCASTING'];
});
if (goodWalletIds.length === 0) {
return { fillable: false, reason: "sending order already" };
}
const now = Date.now() / 1000 | 0; const now = Date.now() / 1000 | 0;
@@ -286,6 +263,31 @@ function isOrderFillable(order) {
else if (side == 'b' && price < quote.quotePrice) { else if (side == 'b' && price < quote.quotePrice) {
return { fillable: false, reason: "badprice" }; return { fillable: false, reason: "badprice" };
} }
const sellCurrency = (side === 's') ? market.quoteAsset.symbol : market.baseAsset.symbol;
const sellDecimals = (side === 's') ? market.quoteAsset.decimals : market.baseAsset.decimals;
const sellQuantity = (side === 's') ? quote.quoteQuantity : baseQuantity;
const neededBalanceBN = sellQuantity * 10**sellDecimals;
let goodWalletIds = [];
Object.keys(WALLETS).forEach(accountId => {
const walletBalance = WALLETS[accountId]['account_state'].committed.balances[sellCurrency];
if (Number(walletBalance) > (neededBalanceBN * 1.05)) {
goodWalletIds.push(accountId);
}
});
if (goodWalletIds.length === 0) {
return { fillable: false, reason: "badbalance" };
}
goodWalletIds = goodWalletIds.filter(accountId => {
return !WALLETS[accountId]['ORDER_BROADCASTING'];
});
if (goodWalletIds.length === 0) {
return { fillable: false, reason: "sending order already" };
}
return { fillable: true, reason: null, walletId: goodWalletIds[0]}; return { fillable: true, reason: null, walletId: goodWalletIds[0]};
} }