OBv2: Normalize prices/sizes into doubles, instead of longs

skynetcap · Dec 20, 2023 · 62de5fd · 62de5fd
1 parent 923c066
commit 62de5fd
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Showing 4 changed files with 53 additions and 17 deletions.
diff --git a/openbook/src/main/java/com/mmorrell/openbook/OpenBookUtil.java b/openbook/src/main/java/com/mmorrell/openbook/OpenBookUtil.java
@@ -71,4 +71,20 @@ public static int readInt32(byte[] data, int offset) {
         return bb.getInt(0);
     }
 
+    public static double priceLotsToNumber(long price, byte baseDecimals, byte quoteDecimals, long baseLotSize,
+                                      long quoteLotSize) {
+        double top = (price * quoteLotSize * getBaseSplTokenMultiplier(baseDecimals));
+        double bottom = (baseLotSize * getQuoteSplTokenMultiplier(quoteDecimals));
+
+        return (top / bottom);
+    }
+
+    public static double getBaseSplTokenMultiplier(byte baseDecimals) {
+        return Math.pow(10, baseDecimals);
+    }
+
+    public static double getQuoteSplTokenMultiplier(byte quoteDecimals) {
+        return Math.pow(10, quoteDecimals);
+    }
+
 }
diff --git a/openbook/src/main/java/com/mmorrell/openbook/manager/OpenBookManager.java b/openbook/src/main/java/com/mmorrell/openbook/manager/OpenBookManager.java
@@ -80,28 +80,23 @@ public Optional<OpenBookMarket> getMarket(PublicKey marketId, boolean useCache,
                                     .getAccountInfo(openBookMarket.getBids(), Map.of("commitment", Commitment.PROCESSED))
                                     .getDecodedData()
                     );
+                    bids.setBaseDecimals(openBookMarket.getBaseDecimals());
+                    bids.setQuoteDecimals(openBookMarket.getQuoteDecimals());
+                    bids.setBaseLotSize(openBookMarket.getBaseLotSize());
+                    bids.setQuoteLotSize(openBookMarket.getQuoteLotSize());
 
                     BookSide asks = BookSide.readBookSide(
                             client.getApi()
                                     .getAccountInfo(openBookMarket.getAsks(), Map.of("commitment", Commitment.PROCESSED))
                                     .getDecodedData()
                     );
+                    asks.setBaseDecimals(openBookMarket.getBaseDecimals());
+                    asks.setQuoteDecimals(openBookMarket.getQuoteDecimals());
+                    asks.setBaseLotSize(openBookMarket.getBaseLotSize());
+                    asks.setQuoteLotSize(openBookMarket.getQuoteLotSize());
 
-                    openBookMarket.setBidOrders(
-                            bids.getLeafNodes().stream()
-                                    .sorted(Comparator.comparingDouble(LeafNode::getPrice).reversed())
-                                    .map(leafNode -> new OpenBookOrder(leafNode.getPrice(), leafNode.getQuantity(),
-                                            leafNode.getOwner()))
-                                    .collect(Collectors.toList())
-                    );
-
-                    openBookMarket.setAskOrders(
-                            asks.getLeafNodes().stream()
-                                    .sorted(Comparator.comparingDouble(LeafNode::getPrice).reversed())
-                                    .map(leafNode -> new OpenBookOrder(leafNode.getPrice(), leafNode.getQuantity(),
-                                            leafNode.getOwner()))
-                                    .collect(Collectors.toList())
-                    );
+                    openBookMarket.setBidOrders(bids.getOrders());
+                    openBookMarket.setAskOrders(asks.getOrders());
                 }
 
                 return Optional.of(openBookMarket);

diff --git a/openbook/src/main/java/com/mmorrell/openbook/model/BookSide.java b/openbook/src/main/java/com/mmorrell/openbook/model/BookSide.java
@@ -1,5 +1,6 @@
 package com.mmorrell.openbook.model;
 
+import com.mmorrell.openbook.OpenBookUtil;
 import lombok.Builder;
 import lombok.Data;
 
@@ -26,6 +27,12 @@ public class BookSide {
     private List<OrderTreeRoot> reservedRoots;
     private OrderTreeNodes orderTreeNodes;
 
+    // From the parent Market
+    private byte baseDecimals;
+    private byte quoteDecimals;
+    private long baseLotSize;
+    private long quoteLotSize;
+
     public static BookSide readBookSide(byte[] data) {
         return BookSide.builder()
                 .roots(
@@ -62,4 +69,15 @@ public List<LeafNode> getLeafNodes() {
                 .map(LeafNode::readLeafNode)
                 .collect(Collectors.toList());
     }
+
+    public List<OpenBookOrder> getOrders() {
+        return getLeafNodes().stream()
+                .map(leafNode -> OpenBookOrder.builder()
+                        .price(OpenBookUtil.priceLotsToNumber(leafNode.getPrice(), baseDecimals, quoteDecimals,
+                                baseLotSize, quoteLotSize))
+                        .size((leafNode.getQuantity() * baseLotSize) / OpenBookUtil.getBaseSplTokenMultiplier(baseDecimals))
+                        .trader(leafNode.getOwner())
+                        .build())
+                .toList();
+    }
 }
diff --git a/openbook/src/test/java/OpenBookTest.java b/openbook/src/test/java/OpenBookTest.java
@@ -17,6 +17,9 @@
 import java.util.Comparator;
 import java.util.List;
 
+import static org.junit.Assert.assertFalse;
+import static org.junit.Assert.assertTrue;
+
 @Slf4j
 public class OpenBookTest {
 
@@ -77,10 +80,14 @@ public void orderBookTest() throws RpcException, IOException {
     @Test
     public void getOBv2MarketWithBooksTest() {
         // SOL/USDC
-        log.info("Manager: {}", openBookManager.getMarket(
+        OpenBookMarket solUsdc = openBookManager.getMarket(
                 PublicKey.valueOf("C3YPL3kYCSYKsmHcHrPWx1632GUXGqi2yMXJbfeCc57q"),
                 false,
                 true
-        ));
+        ).get();
+
+        log.info("Manager: {}", solUsdc);
+
+        assertFalse(solUsdc.getBidOrders().isEmpty());
     }
 }