use super::rounding::{decimal_to_token_u64, fix_amount_rounding, ROUNDING_CONFIG};
use crate::config::get_contract_config;
use crate::error::{Error, Result};
use crate::orders::RoundConfig;
use crate::signing::{sign_order_message, EthSigner, Order};
use crate::types::{
CreateOrderOptions, ExtraOrderArgs, MarketOrderArgs, OrderArgs, Side, SignatureType,
SignedOrderRequest,
};
use crate::utils::get_current_unix_time_secs;
use alloy_primitives::{Address, U256};
use rand::{thread_rng, Rng};
use rust_decimal::Decimal;
use rust_decimal::RoundingStrategy::ToZero;
use std::str::FromStr;
fn generate_seed() -> Result<u64> {
let mut rng = thread_rng();
let y: f64 = rng.gen();
let timestamp = get_current_unix_time_secs()?;
let a: f64 = timestamp as f64 * y;
Ok(a as u64)
}
pub struct OrderBuilder {
signer: Box<dyn EthSigner>,
sig_type: SignatureType,
funder: Address,
}
impl OrderBuilder {
pub fn new(
signer: impl EthSigner + 'static,
sig_type: Option<SignatureType>,
funder: Option<Address>,
) -> Self {
let sig_type = sig_type.unwrap_or(SignatureType::Eoa);
let signer_addr = signer.address();
let funder = funder.unwrap_or(signer_addr);
Self {
signer: Box::new(signer),
sig_type,
funder,
}
}
pub fn get_sig_type(&self) -> u8 {
self.sig_type.to_u8()
}
fn get_order_amounts(
&self,
side: Side,
size: Decimal,
price: Decimal,
round_config: &RoundConfig,
) -> (u64, u64) {
let raw_price = price.round_dp_with_strategy(round_config.price, ToZero);
match side {
Side::Buy => {
let raw_taker_amt = size.round_dp_with_strategy(round_config.size, ToZero);
let raw_maker_amt = raw_taker_amt * raw_price;
let raw_maker_amt = fix_amount_rounding(raw_maker_amt, round_config);
(
decimal_to_token_u64(raw_maker_amt),
decimal_to_token_u64(raw_taker_amt),
)
}
Side::Sell => {
let raw_maker_amt = size.round_dp_with_strategy(round_config.size, ToZero);
let raw_taker_amt = raw_maker_amt * raw_price;
let raw_taker_amt = fix_amount_rounding(raw_taker_amt, round_config);
(
decimal_to_token_u64(raw_maker_amt),
decimal_to_token_u64(raw_taker_amt),
)
}
}
}
fn get_market_order_amounts(
&self,
side: Side,
amount: Decimal,
price: Decimal,
round_config: &RoundConfig,
) -> (u64, u64) {
let raw_maker_amt = amount.round_dp_with_strategy(round_config.size, ToZero);
let raw_price = price.round_dp_with_strategy(round_config.price, ToZero);
let raw_taker_amt = match side {
Side::Buy => raw_maker_amt / raw_price,
Side::Sell => raw_maker_amt * raw_price,
};
let raw_taker_amt = fix_amount_rounding(raw_taker_amt, round_config);
(
decimal_to_token_u64(raw_maker_amt),
decimal_to_token_u64(raw_taker_amt),
)
}
pub fn create_market_order(
&self,
chain_id: u64,
order_args: &MarketOrderArgs,
price: Decimal,
extras: &ExtraOrderArgs,
options: CreateOrderOptions,
) -> Result<SignedOrderRequest> {
let tick_size = options
.tick_size
.ok_or_else(|| Error::MissingField("tick_size".to_string()))?;
let neg_risk = options
.neg_risk
.ok_or_else(|| Error::MissingField("neg_risk".to_string()))?;
let round_config = ROUNDING_CONFIG
.get(&tick_size)
.ok_or_else(|| Error::InvalidParameter(format!("Invalid tick_size: {}", tick_size)))?;
let (maker_amount, taker_amount) =
self.get_market_order_amounts(order_args.side, order_args.amount, price, round_config);
let contract_config = get_contract_config(chain_id, neg_risk)?;
let exchange_address = Address::from_str(&contract_config.exchange)
.map_err(|e| Error::Config(format!("Invalid exchange address: {}", e)))?;
self.build_signed_order(
order_args.token_id.clone(),
order_args.side,
chain_id,
exchange_address,
maker_amount,
taker_amount,
0, extras,
)
}
pub fn create_order(
&self,
chain_id: u64,
order_args: &OrderArgs,
expiration: u64,
extras: &ExtraOrderArgs,
options: CreateOrderOptions,
) -> Result<SignedOrderRequest> {
let tick_size = options
.tick_size
.ok_or_else(|| Error::MissingField("tick_size".to_string()))?;
let neg_risk = options
.neg_risk
.ok_or_else(|| Error::MissingField("neg_risk".to_string()))?;
let round_config = ROUNDING_CONFIG
.get(&tick_size)
.ok_or_else(|| Error::InvalidParameter(format!("Invalid tick_size: {}", tick_size)))?;
let (maker_amount, taker_amount) = self.get_order_amounts(
order_args.side,
order_args.size,
order_args.price,
round_config,
);
let contract_config = get_contract_config(chain_id, neg_risk)?;
let exchange_address = Address::from_str(&contract_config.exchange)
.map_err(|e| Error::Config(format!("Invalid exchange address: {}", e)))?;
self.build_signed_order(
order_args.token_id.clone(),
order_args.side,
chain_id,
exchange_address,
maker_amount,
taker_amount,
expiration,
extras,
)
}
#[allow(clippy::too_many_arguments)]
fn build_signed_order(
&self,
token_id: String,
side: Side,
chain_id: u64,
exchange: Address,
maker_amount: u64,
taker_amount: u64,
expiration: u64,
extras: &ExtraOrderArgs,
) -> Result<SignedOrderRequest> {
let seed = generate_seed()?;
let taker_address = Address::from_str(&extras.taker)
.map_err(|e| Error::InvalidParameter(format!("Invalid taker address: {}", e)))?;
let u256_token_id = U256::from_str_radix(&token_id, 10)
.map_err(|e| Error::InvalidParameter(format!("Invalid token_id: {}", e)))?;
let order = Order {
salt: U256::from(seed),
maker: self.funder,
signer: self.signer.address(),
taker: taker_address,
tokenId: u256_token_id,
makerAmount: U256::from(maker_amount),
takerAmount: U256::from(taker_amount),
expiration: U256::from(expiration),
nonce: extras.nonce,
feeRateBps: U256::from(extras.fee_rate_bps),
side: side.to_u8(),
signatureType: self.sig_type.to_u8(),
};
let signature = sign_order_message(&self.signer, order, chain_id, exchange)?;
Ok(SignedOrderRequest {
salt: seed,
maker: self.funder.to_checksum(None),
signer: self.signer.address().to_checksum(None),
taker: taker_address.to_checksum(None),
token_id,
maker_amount: maker_amount.to_string(),
taker_amount: taker_amount.to_string(),
expiration: expiration.to_string(),
nonce: extras.nonce.to_string(),
fee_rate_bps: extras.fee_rate_bps.to_string(),
side: side.as_str().to_string(),
signature_type: self.sig_type.to_u8(),
signature,
})
}
}
#[cfg(test)]
mod tests {
use super::*;
use alloy_signer_local::PrivateKeySigner;
#[test]
fn test_generate_seed() {
let seed1 = generate_seed().unwrap();
let seed2 = generate_seed().unwrap();
assert_ne!(seed1, seed2);
}
#[test]
fn test_price_0_999_does_not_round_to_1() {
let signer = PrivateKeySigner::random();
let builder = OrderBuilder::new(signer, None, None);
let round_config = ROUNDING_CONFIG.get(&Decimal::from_str("0.1").unwrap()).unwrap();
let price = Decimal::from_str("0.999").unwrap();
let size = Decimal::from_str("30.0").unwrap();
let (maker_amount, taker_amount) =
builder.get_order_amounts(Side::Sell, size, price, round_config);
assert_ne!(
maker_amount, taker_amount,
"Price 0.999 should not round to 1.0, maker={} taker={}",
maker_amount, taker_amount
);
assert_eq!(maker_amount, 30_000_000);
assert_eq!(taker_amount, 27_000_000);
}
}