use std::{convert::TryFrom, fmt};
use serde::{Deserialize, Serialize, de};
use super::{
SATS_PER_BTC,
error::QuantityValidationError,
leverage::Leverage,
margin::Margin,
price::{PercentageCapped, Price},
};
#[derive(Debug, Clone, Copy, PartialEq, Eq, PartialOrd, Ord)]
pub struct Quantity(u64);
impl Quantity {
pub const MIN: Self = Self(1);
pub const MAX: Self = Self(500_000);
pub fn bounded<T>(value: T) -> Self
where
T: Into<f64>,
{
let as_f64: f64 = value.into();
let rounded = as_f64.round().max(0.0) as u64;
let clamped = rounded.clamp(Self::MIN.0, Self::MAX.0);
Self(clamped)
}
pub fn as_u64(&self) -> u64 {
self.0
}
pub fn as_f64(&self) -> f64 {
self.0 as f64
}
pub fn try_calculate(
margin: Margin,
price: Price,
leverage: Leverage,
) -> Result<Self, QuantityValidationError> {
let qtd = margin.as_f64() * leverage.as_f64() * price.as_f64() / SATS_PER_BTC;
Self::try_from(qtd.floor() as u64)
}
pub fn try_from_balance_perc(
balance: u64,
market_price: Price,
balance_perc: PercentageCapped,
) -> Result<Self, QuantityValidationError> {
let balance_usd = balance as f64 * market_price.as_f64() / SATS_PER_BTC;
let quantity_target = balance_usd * balance_perc.as_f64() / 100.;
Quantity::try_from(quantity_target.floor())
}
}
impl From<Quantity> for u64 {
fn from(value: Quantity) -> Self {
value.0
}
}
impl From<Quantity> for f64 {
fn from(value: Quantity) -> Self {
value.0 as f64
}
}
impl TryFrom<u8> for Quantity {
type Error = QuantityValidationError;
fn try_from(value: u8) -> Result<Self, Self::Error> {
Self::try_from(value as u64)
}
}
impl TryFrom<u16> for Quantity {
type Error = QuantityValidationError;
fn try_from(value: u16) -> Result<Self, Self::Error> {
Self::try_from(value as u64)
}
}
impl TryFrom<u32> for Quantity {
type Error = QuantityValidationError;
fn try_from(value: u32) -> Result<Self, Self::Error> {
Self::try_from(value as u64)
}
}
impl TryFrom<u64> for Quantity {
type Error = QuantityValidationError;
fn try_from(value: u64) -> Result<Self, Self::Error> {
if value < Self::MIN.0 {
return Err(QuantityValidationError::TooLow { value });
}
if value > Self::MAX.0 {
return Err(QuantityValidationError::TooHigh { value });
}
Ok(Quantity(value))
}
}
impl TryFrom<i8> for Quantity {
type Error = QuantityValidationError;
fn try_from(value: i8) -> Result<Self, Self::Error> {
Self::try_from(value.max(0) as u64)
}
}
impl TryFrom<i16> for Quantity {
type Error = QuantityValidationError;
fn try_from(value: i16) -> Result<Self, Self::Error> {
Self::try_from(value.max(0) as u64)
}
}
impl TryFrom<i32> for Quantity {
type Error = QuantityValidationError;
fn try_from(quantity: i32) -> Result<Self, Self::Error> {
Self::try_from(quantity.max(0) as u64)
}
}
impl TryFrom<i64> for Quantity {
type Error = QuantityValidationError;
fn try_from(value: i64) -> Result<Self, Self::Error> {
Self::try_from(value.max(0) as u64)
}
}
impl TryFrom<usize> for Quantity {
type Error = QuantityValidationError;
fn try_from(value: usize) -> Result<Self, Self::Error> {
Self::try_from(value as u64)
}
}
impl TryFrom<isize> for Quantity {
type Error = QuantityValidationError;
fn try_from(value: isize) -> Result<Self, Self::Error> {
Self::try_from(value.max(0) as u64)
}
}
impl TryFrom<f32> for Quantity {
type Error = QuantityValidationError;
fn try_from(value: f32) -> Result<Self, Self::Error> {
Self::try_from(value as f64)
}
}
impl TryFrom<f64> for Quantity {
type Error = QuantityValidationError;
fn try_from(value: f64) -> Result<Self, Self::Error> {
if value.fract() != 0.0 {
return Err(QuantityValidationError::NotAnInteger { value });
}
Self::try_from(value.max(0.) as u64)
}
}
impl fmt::Display for Quantity {
fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
self.0.fmt(f)
}
}
impl Serialize for Quantity {
fn serialize<S>(&self, serializer: S) -> Result<S::Ok, S::Error>
where
S: serde::Serializer,
{
serializer.serialize_u64(self.0)
}
}
impl<'de> Deserialize<'de> for Quantity {
fn deserialize<D>(deserializer: D) -> Result<Self, D::Error>
where
D: serde::Deserializer<'de>,
{
let quantity_u64 = u64::deserialize(deserializer)?;
Quantity::try_from(quantity_u64).map_err(|e| de::Error::custom(e.to_string()))
}
}
#[cfg(test)]
mod tests {
use super::*;
#[test]
fn test_calculate_quantity() {
let margin = Margin::try_from(1_000).unwrap();
let price = Price::try_from(100_000).unwrap();
let leverage = Leverage::try_from(1.0).unwrap();
let quantity = Quantity::try_calculate(margin, price, leverage).unwrap();
assert_eq!(quantity, Quantity::MIN);
let margin = Margin::try_from(700).unwrap();
let price = Price::try_from(100_000).unwrap();
let leverage = Leverage::try_from(2.0).unwrap();
let quantity = Quantity::try_calculate(margin, price, leverage).unwrap();
assert_eq!(quantity, Quantity::MIN);
let margin = Margin::try_from(10).unwrap();
let price = Price::try_from(100_000).unwrap();
let leverage = Leverage::try_from(100.0).unwrap();
let quantity = Quantity::try_calculate(margin, price, leverage).unwrap();
assert_eq!(quantity, Quantity::MIN);
let margin = Margin::try_from(5_000_000).unwrap();
let price = Price::try_from(100_000).unwrap();
let leverage = Leverage::try_from(100.0).unwrap();
let quantity = Quantity::try_calculate(margin, price, leverage).unwrap();
assert_eq!(quantity, Quantity::MAX);
let margin = Margin::try_from(9).unwrap();
let price = Price::try_from(100_000).unwrap();
let leverage = Leverage::try_from(100.0).unwrap();
let quantity_validation_error = Quantity::try_calculate(margin, price, leverage)
.err()
.unwrap();
assert!(matches!(
quantity_validation_error,
QuantityValidationError::TooLow { value: _ }
));
let margin = Margin::try_from(5_001_000).unwrap();
let price = Price::try_from(100_000).unwrap();
let leverage = Leverage::try_from(100.0).unwrap();
let quantity_validation_error = Quantity::try_calculate(margin, price, leverage)
.err()
.unwrap();
assert!(matches!(
quantity_validation_error,
QuantityValidationError::TooHigh { value: _ }
));
}
}