Kujira.Fin.Book (kujira v0.1.80)

The aggregate of all existing orders on the book

Fields

:bids - A list of bids, descending by price (ie the limit is at index 0)
:asks - A list of asks, ascending by price (ie the limit is at index 0)

Summary

Functions

from_query(map)

simulate_market_order(book, amount, atom)

WIP

Types

t()

@type t() :: %Kujira.Fin.Book{
  asks: [Kujira.Fin.Book.Price.t()],
  bids: [Kujira.Fin.Book.Price.t()]
}

Functions

from_query(map)

@spec from_query(map()) :: :error | {:ok, t()}

simulate_market_order(book, amount, atom)

@spec simulate_market_order(t(), integer(), :buy | :sell) ::
  {:ok, {integer(), Decimal.t()}, t()} | {:error, :insufficient_liquidity, t()}

WIP

Simulates a market swap on the book, prior to deduction of fees

Examples

A 10 unit (with 6dp) buy, with sell orders at 0.09, 0.10, 0.11 and 0.21

10 base tokens are bought for 0.9 quote tokens, 9.1 remaining
15 base tokens are bought for 1.5 quote tokens, 7.6 remaining
18 base tokens are bought for 2.16 quote tokens, 5.44 remaining
Final 5.44 quote tokens buy at 0.21 - 25.904761. leaving 14.095239 of orders remaining

Total return: 10 + 15 + 18 + 25.904761 = 68.904761 Total spend = 10 Average price = 0.1451278526

iex> Kujira.Fin.Book.simulate_market_order(%Kujira.Fin.Book{asks: [ ...> %Kujira.Fin.Book.Price{price: Decimal.from_float(0.09), total: 10_000_000}, ...> %Kujira.Fin.Book.Price{price: Decimal.from_float(0.10), total: 15_000_000}, ...> %Kujira.Fin.Book.Price{price: Decimal.from_float(0.12), total: 18_000_000}, ...> %Kujira.Fin.Book.Price{price: Decimal.from_float(0.21), total: 40_000_000}, ...> ]}, 10_000_000, :buy) {:ok, {

68_904_761,
Decimal.from_float(0.1451278526),
%Kujira.Fin.Book{
  asks: [
    %Kujira.Fin.Book.Price{
      price: Decimal.from_float(0.21),
      total: 14_095_239
    }
  ]
}

}}