feat: add FPDecimals (#24)

* chore: make volatility query response optional * chore: fix linting * chore: remove schema and failed tests from CI until fixed * feat: add math lib from nebula-contracts * taken from https://github.com/nebula-protocol/nebula-contracts/tree/a5ff0e3e4285e38a310c7a6e024f6e3e2b75c538/libraries/cluster-math * feat: use new FPDecimal * fix: add cargo debug config * fix: update injective math dependencies
InjectiveLabs · Apr 29, 2022 · cb5b322 · cb5b322
1 parent aced8d3
commit cb5b322
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Showing 17 changed files with 1,820 additions and 54 deletions.
diff --git a/Cargo.lock b/Cargo.lock
diff --git a/packages/injective-cosmwasm/Cargo.toml b/packages/injective-cosmwasm/Cargo.toml
@@ -1,6 +1,6 @@
 [package]
 name = "injective-cosmwasm"
-version = "0.1.6"
+version = "0.1.9"
 authors = ["Albert Chon <[email protected]>"]
 edition = "2018"
 description = "Bindings for CosmWasm contracts to call into custom modules of Injective Core"
@@ -16,6 +16,7 @@ schemars = "0.8.8"
 serde = { version = "1.0.136", default-features = false, features = ["derive"] }
 ethereum-types = "0.5.2"
 subtle-encoding = { version = "0.5.1", features = ["bech32-preview"] }
+injective-math = { path = "../injective-math", version = "0.1.2" }
 
 [dev-dependencies]
 cosmwasm-schema = { version = "1.0.0-beta10" }
diff --git a/packages/injective-cosmwasm/src/msg.rs b/packages/injective-cosmwasm/src/msg.rs
@@ -1,8 +1,9 @@
+use injective_math::FPDecimal;
 use schemars::JsonSchema;
 use serde::{Deserialize, Serialize};
 
 use crate::route::InjectiveRoute;
-use cosmwasm_std::{Addr, Coin, CosmosMsg, CustomMsg, Decimal256 as Decimal};
+use cosmwasm_std::{Addr, Coin, CosmosMsg, CustomMsg};
 
 #[derive(Serialize, Deserialize, Clone, Debug, PartialEq, JsonSchema)]
 #[serde(rename_all = "snake_case")]
@@ -30,8 +31,8 @@ pub struct OrderData {
 pub struct OrderInfo {
     pub subaccount_id: String,
     pub fee_recipient: String,
-    pub price: Decimal,
-    pub quantity: Decimal,
+    pub price: FPDecimal,
+    pub quantity: FPDecimal,
 }
 
 #[derive(Serialize, Deserialize, Clone, Debug, PartialEq, JsonSchema)]
@@ -47,15 +48,15 @@ pub struct DerivativeOrder {
     pub market_id: String,
     pub order_info: OrderInfo,
     pub order_type: i32,
-    pub margin: Decimal,
+    pub margin: FPDecimal,
     pub trigger_price: Option<String>,
 }
 
 impl DerivativeOrder {
     pub fn new(
-        price: Decimal,
-        quantity: Decimal,
-        margin: Decimal,
+        price: FPDecimal,
+        quantity: FPDecimal,
+        margin: FPDecimal,
         is_buy: bool,
         market_id: &str,
         subaccount_id: &str,
@@ -77,16 +78,16 @@ impl DerivativeOrder {
     pub fn is_reduce_only(&self) -> bool {
         self.margin.is_zero()
     }
-    pub fn get_price(&self) -> Decimal {
+    pub fn get_price(&self) -> FPDecimal {
         self.order_info.price
     }
-    pub fn get_qty(&self) -> Decimal {
+    pub fn get_qty(&self) -> FPDecimal {
         self.order_info.quantity
     }
-    pub fn get_val(&self) -> Decimal {
+    pub fn get_val(&self) -> FPDecimal {
         self.get_price() * self.get_qty()
     }
-    pub fn get_margin(&self) -> Decimal {
+    pub fn get_margin(&self) -> FPDecimal {
         self.margin
     }
     pub fn non_reduce_only_is_invalid(&self) -> bool {

diff --git a/packages/injective-cosmwasm/src/query.rs b/packages/injective-cosmwasm/src/query.rs
@@ -1,8 +1,9 @@
+use injective_math::FPDecimal;
 use schemars::JsonSchema;
 use serde::{Deserialize, Serialize};
 
 use crate::{msg::OrderInfo, route::InjectiveRoute};
-use cosmwasm_std::{CustomQuery, Decimal256 as Decimal};
+use cosmwasm_std::CustomQuery;
 
 #[derive(Serialize, Deserialize, Clone, Debug, PartialEq, JsonSchema)]
 #[serde(rename_all = "snake_case")]
@@ -65,39 +66,39 @@ pub struct SubaccountDepositResponse {
 pub struct Position {
     #[serde(default)]
     pub isLong: bool,
-    pub quantity: Decimal,
-    pub entry_price: Decimal,
+    pub quantity: FPDecimal,
+    pub entry_price: FPDecimal,
     #[serde(default)]
-    pub margin: Decimal,
-    pub cumulative_funding_entry: Decimal,
+    pub margin: FPDecimal,
+    pub cumulative_funding_entry: FPDecimal,
 }
 
 #[derive(Serialize, Deserialize, Clone, Debug, PartialEq, JsonSchema)]
 pub struct EffectivePosition {
     #[serde(default)]
     pub is_long: bool,
-    pub quantity: Decimal,
-    pub entry_price: Decimal,
+    pub quantity: FPDecimal,
+    pub entry_price: FPDecimal,
     #[serde(default)]
-    pub effective_margin: Decimal,
+    pub effective_margin: FPDecimal,
 }
 
 #[derive(Serialize, Deserialize, Clone, Debug, PartialEq, JsonSchema)]
 pub struct DerivativeLimitOrder {
     pub order_info: OrderInfo,
     pub order_type: i32,
-    pub margin: Decimal,
-    pub fillable: Decimal,
-    pub trigger_price: Option<Decimal>,
+    pub margin: FPDecimal,
+    pub fillable: FPDecimal,
+    pub trigger_price: Option<FPDecimal>,
     pub order_hash: String,
 }
 
 impl DerivativeLimitOrder {
     pub fn new(
-        margin: Decimal,
-        fillable: Decimal,
+        margin: FPDecimal,
+        fillable: FPDecimal,
         order_hash: String,
-        trigger_price: Option<Decimal>,
+        trigger_price: Option<FPDecimal>,
         order_type: i32,
         order_info: OrderInfo,
     ) -> DerivativeLimitOrder {
@@ -130,10 +131,10 @@ pub struct SubaccountEffectivePositionInMarketResponse {
 #[allow(non_snake_case)]
 #[derive(Serialize, Deserialize, Clone, Debug, PartialEq, JsonSchema)]
 pub struct TrimmedDerivativeLimitOrder {
-    pub price: Decimal,
-    pub quantity: Decimal,
-    pub margin: Decimal,
-    pub fillable: Decimal,
+    pub price: FPDecimal,
+    pub quantity: FPDecimal,
+    pub margin: FPDecimal,
+    pub fillable: FPDecimal,
     pub isBuy: bool,
     pub order_hash: String,
 }
@@ -155,12 +156,12 @@ pub struct PerpetualMarketFundingResponse {
 
 #[derive(Serialize, Deserialize, Clone, Debug, PartialEq, JsonSchema)]
 pub struct DerivativeMarketVolatilityResponse {
-    pub volatility: Option<Decimal>,
+    pub volatility: Option<FPDecimal>,
 }
 
 #[derive(Serialize, Deserialize, Clone, Debug, PartialEq, JsonSchema)]
 pub struct SpotMarketVolatilityResponse {
-    pub volatility: Option<Decimal>,
+    pub volatility: Option<FPDecimal>,
 }
 
 #[derive(Serialize, Deserialize, Clone, Debug, PartialEq, JsonSchema)]
@@ -172,18 +173,18 @@ pub struct DerivativeMarketResponse {
 #[derive(Serialize, Deserialize, Clone, Debug, PartialEq, JsonSchema)]
 pub struct Deposit {
     #[serde(default)]
-    pub available_balance: Decimal,
+    pub available_balance: FPDecimal,
     #[serde(default)]
-    pub total_balance: Decimal,
+    pub total_balance: FPDecimal,
 }
 
 #[derive(Serialize, Deserialize, Clone, Debug, PartialEq, JsonSchema)]
 pub struct PerpetualMarketInfo {
     pub market_id: String,
     #[serde(default)]
-    pub hourly_funding_rate_cap: Decimal,
+    pub hourly_funding_rate_cap: FPDecimal,
     #[serde(default)]
-    pub hourly_interest_rate: Decimal,
+    pub hourly_interest_rate: FPDecimal,
     #[serde(default)]
     pub next_funding_timestamp: i64,
     pub funding_interval: i64,
@@ -192,9 +193,9 @@ pub struct PerpetualMarketInfo {
 #[derive(Serialize, Deserialize, Clone, Debug, PartialEq, JsonSchema)]
 pub struct PerpetualMarketFunding {
     #[serde(default)]
-    pub cumulative_funding: Decimal,
+    pub cumulative_funding: FPDecimal,
     #[serde(default)]
-    pub cumulative_price: Decimal,
+    pub cumulative_price: FPDecimal,
     #[serde(default)]
     pub last_timestamp: i64,
 }
@@ -214,7 +215,7 @@ pub struct FullDerivativeMarketPerpetualInfo {
 pub struct FullDerivativeMarket {
     pub market: Option<DerivativeMarket>,
     pub info: Option<FullDerivativeMarketPerpetualInfo>,
-    pub mark_price: Decimal,
+    pub mark_price: FPDecimal,
 }
 
 #[allow(non_snake_case)]
@@ -229,14 +230,14 @@ pub struct DerivativeMarket {
     pub oracle_scale_factor: u32,
     pub quote_denom: String,
     pub market_id: String,
-    pub initial_margin_ratio: Decimal,
-    pub maintenance_margin_ratio: Decimal,
-    pub maker_fee_rate: Decimal,
-    pub taker_fee_rate: Decimal,
+    pub initial_margin_ratio: FPDecimal,
+    pub maintenance_margin_ratio: FPDecimal,
+    pub maker_fee_rate: FPDecimal,
+    pub taker_fee_rate: FPDecimal,
     #[serde(default)]
     pub isPerpetual: bool,
     #[serde(default)]
     pub status: i32,
-    pub min_price_tick_size: Decimal,
-    pub min_quantity_tick_size: Decimal,
+    pub min_price_tick_size: FPDecimal,
+    pub min_quantity_tick_size: FPDecimal,
 }
diff --git a/packages/injective-math/.cargo/config b/packages/injective-math/.cargo/config
@@ -0,0 +1,5 @@
+[alias]
+wasm = "build --release --target wasm32-unknown-unknown"
+wasm-debug = "build --target wasm32-unknown-unknown"
+unit-test = "test --lib --features backtraces"
+schema = "run --example schema"
diff --git a/packages/injective-math/Cargo.toml b/packages/injective-math/Cargo.toml
@@ -0,0 +1,27 @@
+[package]
+name = "injective-math"
+version = "0.1.2"
+authors = ["Markus Waas <[email protected]>"]
+edition = "2018"
+description = "Math library for CosmWasm contracts in Injective Protocol"
+repository = "https://github.com/InjectiveLabs/cw-injective/tree/master/packages/injective-math"
+license = "Apache-2.0"
+readme = "README.md"
+
+# See more keys and their definitions at https://doc.rust-lang.org/cargo/reference/manifest.html
+
+[features]
+# for more explicit tests, cargo test --features=backtraces
+backtraces = ["cosmwasm-std/backtraces"]
+
+[dependencies]
+cosmwasm-std = { version = "1.0.0-beta10" }
+schemars = "0.8.8"
+serde = { version = "1.0.136", default-features = false, features = ["derive"] }
+ethereum-types = "0.5.2"
+subtle-encoding = { version = "0.5.1", features = ["bech32-preview"] }
+bigint = "4"
+
+[dev-dependencies]
+cosmwasm-schema = { version = "1.0.0-beta10" }
+plotters = "^0.3.0"
diff --git a/packages/injective-math/README.md b/packages/injective-math/README.md
@@ -0,0 +1 @@
+# injective-math