Class: TickPriceHelper
Constructors
constructor
• new TickPriceHelper(ba, market): TickPriceHelper
Ctor
Parameters
| Name | Type | Description |
|---|---|---|
ba | BA | bids or asks |
market | KeyResolvedForCalculation | the decimals for the market |
Returns
Defined in
@mangrovedao/mangrove.js/src/util/tickPriceHelper.ts:21
Properties
ba
• Readonly ba: BA
Defined in
@mangrovedao/mangrove.js/src/util/tickPriceHelper.ts:13
market
• Readonly market: KeyResolvedForCalculation
Defined in
@mangrovedao/mangrove.js/src/util/tickPriceHelper.ts:14
Methods
priceFromTick
▸ priceFromTick(tick, roundingMode): Big
Calculates the price at a given raw offer list tick.
Parameters
| Name | Type | Description |
|---|---|---|
tick | number | tick to calculate price for (is coerced to nearest bin) |
roundingMode | RoundingMode | the rounding mode for coercing tick to a representable tick. See RoundingMode. roundDown is to a lower price, roundUp is to a higher price. |
Returns
Big
price at tick (not to be confused with offer list ratio).
Defined in
@mangrovedao/mangrove.js/src/util/tickPriceHelper.ts:66
tickFromPrice
▸ tickFromPrice(price, roundingMode): number
Calculates the raw offer list tick (coerced to nearest bin) at a given order book price (not to be confused with offer list ratio).
Parameters
| Name | Type | Description |
|---|---|---|
price | BigSource | price to calculate tick for |
roundingMode | RoundingMode | See RoundingMode roundDown is to a lower tick, roundUp is to a higher tick. |
Returns
number
raw offer list tick (coerced to nearest bin) for price
Defined in
@mangrovedao/mangrove.js/src/util/tickPriceHelper.ts:97
coercePrice
▸ coercePrice(price, roundingMode): Big
Coerces a price to a representable price on a tick. Note that due to rounding, coercing a coerced price may yield a price on an adjacent tick.
Parameters
| Name | Type | Description |
|---|---|---|
price | BigSource | price to coerce |
roundingMode | RoundingMode | See RoundingMode roundUp is to a higher price, roundDown is to a lower price. |
Returns
Big
the price coerced to nearest representable tick
Defined in
@mangrovedao/mangrove.js/src/util/tickPriceHelper.ts:124
inboundFromOutbound
▸ inboundFromOutbound(tick, outboundAmount, roundingMode): Big
Calculates the inbound amount from an outbound amount at a given tick.
Parameters
| Name | Type | Description |
|---|---|---|
tick | number | tick to calculate the amount for (coerced to nearest bin) |
outboundAmount | BigSource | amount to calculate the inbound amount for |
roundingMode | RoundingMode | See RoundingMode. roundDown is to a lower tick, roundUp is to a higher tick and usage of inboundFromOutboundUp |
Returns
Big
inbound amount.
Defined in
@mangrovedao/mangrove.js/src/util/tickPriceHelper.ts:154
outboundFromInbound
▸ outboundFromInbound(tick, inboundAmount, roundingMode): Big
Calculates the outbound amount from an inbound amount at a given tick.
Parameters
| Name | Type | Description |
|---|---|---|
tick | number | tick to calculate the amount for (coerced to nearest bin) |
inboundAmount | BigSource | amount to calculate the outbound amount for |
roundingMode | RoundingMode | See RoundingMode. roundDown is to a lower tick, roundUp is to a higher tick and usage of outboundFromInboundUp |
Returns
Big
inbound amount.
Defined in
@mangrovedao/mangrove.js/src/util/tickPriceHelper.ts:179
volumeForGivesAndPrice
▸ volumeForGivesAndPrice(gives, price): Big
Determine the volume of an offer from the amount of token to give and the price.
Parameters
| Name | Type | Description |
|---|---|---|
gives | BigSource | amount of token to give |
price | BigSource | price of the offer |
Returns
Big
the volume of the offer.
Defined in
@mangrovedao/mangrove.js/src/util/tickPriceHelper.ts:203
tickFromVolumes
▸ tickFromVolumes(inboundVolume, outboundVolume, roundingMode): number
Calculates the tick (coerced to nearest bin) from inbound and outbound volumes.
Parameters
| Name | Type | Description |
|---|---|---|
inboundVolume | BigSource | inbound amount to calculate the tick for |
outboundVolume | BigSource | outbound amount to calculate the tick for |
roundingMode | RoundingMode | See RoundingMode. roundDown is to a lower tick, roundUp is to a higher tick. |
Returns
number
raw offer list tick (coerced to nearest bin) for volumes
Defined in
@mangrovedao/mangrove.js/src/util/tickPriceHelper.ts:214
coerceTick
▸ coerceTick(tick, roundingMode): number
Coerce a tick to its nearest bin
Parameters
| Name | Type | Description |
|---|---|---|
tick | number | tick to coerce |
roundingMode | RoundingMode | See RoundingMode. roundDown is to a lower tick, roundUp is to a higher tick. |
Returns
number
tick coerced to its nearest bin
Defined in
@mangrovedao/mangrove.js/src/util/tickPriceHelper.ts:257
isTickExact
▸ isTickExact(tick): boolean
Check if tick is exact, as in it does not change when coerced due to tick spacing
Parameters
| Name | Type | Description |
|---|---|---|
tick | number | tick to check |
Returns
boolean
true if tick is exact; otherwise, false
Defined in
@mangrovedao/mangrove.js/src/util/tickPriceHelper.ts:268
rawRatioFromTick
▸ rawRatioFromTick(tick, roundingMode): Big
Calculates the raw ratio as a Big with big precision.
NB: Raw ratios do not take token decimals into account.
Parameters
| Name | Type | Description |
|---|---|---|
tick | number | tick to calculate the ratio for (coerced to nearest bin) |
roundingMode | RoundingMode | the rounding mode for coercing tick to a representable tick. See RoundingMode |
Returns
Big
ratio as a Big.
Defined in
@mangrovedao/mangrove.js/src/util/tickPriceHelper.ts:321
tickFromRawRatio
▸ tickFromRawRatio(rawRatio, roundingMode): number
Converts a raw ratio as a Big to a tick (coerced to nearest bin).
NB: Raw ratios do not take token decimals into account. NB: This is a lossy conversions since ticks are discrete and ratios are not.
Parameters
| Name | Type | Description |
|---|---|---|
rawRatio | Big | inbound/outbound ratio to calculate the tick for |
roundingMode | RoundingMode | the rounding mode for coercing tick to a representable tick. See RoundingMode |
Returns
number
a tick (coerced to nearest bin) that approximates the given ratio.
Defined in
@mangrovedao/mangrove.js/src/util/tickPriceHelper.ts:345
rawRatioToMantissaExponent
▸ rawRatioToMantissaExponent(ratio): Object
Parameters
| Name | Type |
|---|---|
ratio | Big |
Returns
Object
| Name | Type |
|---|---|
man | BigNumber |
exp | BigNumber |
Defined in
@mangrovedao/mangrove.js/src/util/tickPriceHelper.ts:366