v1.1

upgrade STOtypes.mo
iclighthouse · Dec 8, 2023 · 5f6e84c · 5f6e84c
1 parent 037e073
commit 5f6e84c
Showing 1 changed file with 81 additions and 8 deletions.
diff --git a/src/STOTypes.mo b/src/STOTypes.mo
@@ -29,7 +29,6 @@ module {
     public type Timestamp = Nat; // seconds
     public type Price = Nat;
     public type OrderSide = { #Sell; #Buy; };
-    // pro-orders
     public type Soid = Nat;
     public type Ppm = Nat; //  1 / 1000000
     public type STOrderRecords = Trie.Trie<Soid, STOrder>; 
@@ -45,11 +44,16 @@ module {
         sloFee1: Nat; //Token1
         sloFee2: Float; 
         gridMaxPerSide: Nat; 
+        proCountMax: Nat;
         stopLossCountMax: Nat;
     };
-    public type STType = { #GridOrder }; // {#StopLossOrder; #GridOrder; #IcebergOrder; #VWAP; #TWAP }; 
+    public type STType = { #StopLossOrder; #GridOrder; #IcebergOrder; #VWAP; #TWAP }; // {#StopLossOrder; #GridOrder; #IcebergOrder; #VWAP; #TWAP }; 
     public type STStrategy = { 
+        #StopLossOrder: StopLossOrder;
         #GridOrder: GridOrder; 
+        #IcebergOrder: IcebergOrder;
+        #VWAP: VWAP;
+        #TWAP: TWAP;
     };
     public type STStats = {
         orderCount: Nat;
@@ -69,7 +73,26 @@ module {
         triggerTime: Timestamp;
         pendingOrders: { buy: [(?Txid, Price, quantity: Nat)]; sell: [(?Txid, Price, quantity: Nat)] }; // disordered
     };
+    // StopLossOrder
+    public type Condition = {
+        triggerPrice: Price;
+        order: { side: OrderSide; quantity: Nat; price: Price; };
+    };
+    public type TriggeredOrder = {
+        triggerPrice: Price;
+        order: { side: OrderSide; quantity: Nat; price: Price; };
+    };
+    public type StopLossOrder = {
+        condition: Condition;
+        triggeredOrder: ?TriggeredOrder;
+    };
     // GridOrder
+    public type GridOrderSetting = {
+        lowerLimit: Price;
+        upperLimit: Price;
+        spread: {#Arith: Price; #Geom: Ppm };
+        amount: {#Token0: Nat; #Token1: Nat; #Percent: ?Ppm };
+    };
     public type GridSetting = {
         initPrice: Price; // Not allowed to be modified
         lowerLimit: Price;
@@ -89,16 +112,52 @@ module {
         setting: GridSetting;
         gridPrices: GridPrices;  // ordered
     };
+    // IcebergOrder
+    public type IcebergOrderSetting = {
+        startingTime: Timestamp; // seconds
+        endTime: Timestamp;
+        order: {side: OB.OrderSide; price: Price; };
+        amountPerTrigger: {#Token0: Nat; #Token1: Nat}; 
+        totalLimit: {#Token0: Nat; #Token1: Nat};
+    };
+    public type IcebergOrder = {
+        setting: IcebergOrderSetting;
+        lastTxid: ?Blob;
+    };
+    // VWAP
+    public type VWAPSetting = {
+        startingTime: Timestamp; // seconds
+        endTime: Timestamp;
+        order: {side: OB.OrderSide; priceSpread: Price; priceLimit: Price; };
+        amountPerTrigger: {#Token0: Nat; #Token1: Nat}; 
+        totalLimit: {#Token0: Nat; #Token1: Nat};
+        triggerVol: {#Arith: Nat; #Geom: Ppm }; // vol of token1; #Geom: 24h_vol * Ppm / 1000000
+    };
+    public type VWAP = {
+        setting: VWAPSetting;
+        lastVol: ?Nat; // total vol of token1
+    };
+    // TWAP
+    public type TWAPSetting = {
+        startingTime: Timestamp; // seconds
+        endTime: Timestamp;
+        order: {side: OB.OrderSide; priceSpread: Price; priceLimit: Price; };
+        amountPerTrigger: {#Token0: Nat; #Token1: Nat}; 
+        totalLimit: {#Token0: Nat; #Token1: Nat};
+        triggerInterval: Nat; // seconds
+    };
+    public type TWAP = {
+        setting: TWAPSetting;
+        lastTime: ?Timestamp;
+    };
 
     public type Self = actor {
         sto_cancelPendingOrders : shared (_soid: Soid, _sa: ?Sa) -> async ();
         sto_createProOrder : shared (_arg: {
-            #GridOrder: {
-                lowerLimit: Price;
-                upperLimit: Price;
-                spread: {#Arith: Price; #Geom: Ppm };
-                amount: {#Token0: Nat; #Token1: Nat; #Percent: ?Ppm };
-            };
+            #GridOrder: GridOrderSetting;
+            #IcebergOrder: IcebergOrderSetting;
+            #VWAP: VWAPSetting;
+            #TWAP: TWAPSetting;
         }, _sa: ?Sa) -> async Soid;
         sto_updateProOrder : shared (_soid: Soid, _arg: {
             #GridOrder: {
@@ -108,9 +167,23 @@ module {
                 amount: ?{#Token0: Nat; #Token1: Nat; #Percent: ?Ppm };
                 status: ?STStatus;
             };
+            #IcebergOrder: {setting: ?IcebergOrderSetting; status: ?STStatus;};
+            #VWAP: {setting: ?VWAPSetting; status: ?STStatus;};
+            #TWAP: {setting: ?TWAPSetting; status: ?STStatus;};
+        }, _sa: ?Sa) -> async Soid;
+        sto_createStopLossOrder : shared (_arg: {
+            triggerPrice: Price;
+            order: { side: OB.OrderSide; quantity: Nat; price: Price; };
+        }, _sa: ?Sa) -> async Soid;
+        sto_updateStopLossOrder : shared (_soid: Soid, _arg: {
+            triggerPrice: ?Price;
+            order: ?{ side: OB.OrderSide; quantity: Nat; price: Price; };
+            status: ?STStatus;
         }, _sa: ?Sa) -> async Soid;
         sto_getStratOrder : shared query (_soid: Soid) -> async ?STOrder;
         sto_getStratOrderByTxid : shared query (_txid: Txid) -> async ?STOrder;
         sto_getAccountProOrders : shared query (_a: Address) -> async [STOrder];
+        sto_getAccountStopLossOrders : shared query (_a: Address) -> async [STOrder];
+        sto_getConfig : shared query () -> async Setting;
     };
 }