Phoenix: convertPriceToPriceInTicks and convertSizeToNumBaseLots

skynetcap · Nov 28, 2023 · 06d75ee · 06d75ee
1 parent 4530b13
commit 06d75ee
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Showing 2 changed files with 49 additions and 1 deletion.
diff --git a/phoenix/src/main/java/com/mmorrell/phoenix/model/PhoenixMarket.java b/phoenix/src/main/java/com/mmorrell/phoenix/model/PhoenixMarket.java
@@ -10,7 +10,6 @@
 
 import java.util.ArrayList;
 import java.util.Arrays;
-import java.util.Collections;
 import java.util.Comparator;
 import java.util.HashSet;
 import java.util.List;
@@ -333,4 +332,23 @@ private static void readAskBuffer(byte[] bidBuffer, PhoenixMarket market) {
             }
         }
     }
+
+    public long convertPriceToPriceInTicks(double price) {
+        // Multiply by denominator
+        double result = price * (Math.pow(10, phoenixMarketHeader.getQuoteDecimals()) *
+                phoenixMarketHeader.getRawBaseUnitsPerBaseUnit());
+
+        // Divide out getTickSizeInQuoteLotsPerBaseUnit and getQuoteLotSize
+        result = result / tickSizeInQuoteLotsPerBaseUnit;
+        result = result / phoenixMarketHeader.getQuoteLotSize();
+
+        return (long) result;
+    }
+
+    public long convertSizeToNumBaseLots(double size) {
+        double result = size * Math.pow(10, phoenixMarketHeader.getBaseDecimals());
+        result = result / phoenixMarketHeader.getBaseLotSize();
+
+        return (long) result;
+    }
 }
diff --git a/phoenix/src/test/java/PhoenixTest.java b/phoenix/src/test/java/PhoenixTest.java
@@ -33,6 +33,10 @@
 import java.util.Base64;
 import java.util.List;
 import java.util.Map;
+import java.util.Optional;
+
+import static org.junit.Assert.assertEquals;
+import static org.junit.Assert.assertTrue;
 
 @Slf4j
 public class PhoenixTest {
@@ -70,6 +74,32 @@ public void phoenixGetMarketsTest() throws RpcException {
         });
     }
 
+    // Given a marketId, and double values, convert to lots/atoms
+    @Test
+    public void orderLotsConversionTest() {
+        PhoenixManager phoenixManager = new PhoenixManager(client);
+        Optional<PhoenixMarket> marketOptional = phoenixManager.getMarket(
+                new PublicKey("4DoNfFBfF7UokCC2FQzriy7yHK6DY6NVdYpuekQ5pRgg")
+        );
+
+        if (marketOptional.isEmpty()) {
+            log.error("Unable to get market for test.");
+            return;
+        }
+
+        PhoenixMarket market = marketOptional.get();
+        log.info("Market: {}", market);
+
+        double price = 58.31;
+        double size = 4;
+        long numBaseLots = market.convertSizeToNumBaseLots(size);
+        long priceInTicks = market.convertPriceToPriceInTicks(price);
+        log.info("Price: {}, Size: {}, numBaseLots: {}, priceInTicks: {}", price, size, numBaseLots, priceInTicks);
+
+        assertEquals(4000, numBaseLots);
+        assertEquals(58310, priceInTicks);
+    }
+
     @Test
     public void orderNormalizedTest() {
         PhoenixManager phoenixManager = new PhoenixManager(client);