Merge pull request #6 from SteerProtocol/update/interface

Update/interface

Author: MustafaBrandon

.DS_Store

@@ -29,16 +29,16 @@ jobs:
       - name: Perform tests
         run: yarn test
 
-      - name: Create the docs directory locally in CI
-        run: yarn docs
+      # - name: Create the docs directory locally in CI
+      #   run: yarn docs
 
       - name: Release
         run: npx semantic-release
         env:
           GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }}
 
-      - name: Deploy 🚀
-        uses: JamesIves/github-pages-deploy-action@4.1.4
-        with:
-          branch: gh-pages
-          folder: docs
+      # - name: Deploy 🚀
+      #   uses: JamesIves/github-pages-deploy-action@4.1.4
+      #   with:
+      #     branch: gh-pages
+      #     folder: docs

.github/workflows/nodejs.yml

@@ -1,20 +1,23 @@
 {
   "targets": {
     "debug": {
-      "binaryFile": "build/untouched.wasm",
-      "textFile": "build/untouched.wat",
+      "outFile": "build/debug.wasm",
+      "textFile": "build/debug.wat",
       "sourceMap": true,
       "debug": true
     },
     "release": {
-      "binaryFile": "build/optimized.wasm",
-      "textFile": "build/optimized.wat",
+      "outFile": "build/release.wasm",
+      "textFile": "build/release.wat",
       "sourceMap": true,
       "optimizeLevel": 3,
       "shrinkLevel": 0,
       "converge": false,
       "noAssert": false
     }
   },
-  "options": {}
+  "options": {
+    "bindings": "esm",
+    "transform": ["json-as/transform"]
+  }
 }

CHANGELOG.md

@@ -1,99 +1,83 @@
-import { JSON } from "assemblyscript-json";
-import {Position, parsePrices, getTickFromPrice, trailingStop, renderULMResult, getTickSpacing} from "@steerprotocol/strategy-utils";
+import { getTickFromPrice, getTickSpacing, renderULMResult } from "@steerprotocol/concentrated-liquidity-strategy/assembly";
+import { parseCandles, Position, console, trailingStop } from  "@steerprotocol/strategy-utils/assembly";
+import { JSON } from "json-as/assembly";
 
-
-let width: i32 = 600;
 let percent: f32 = 0;
 let poolFee: i32 = 0;
 
+@serializable
+class Config {
+  poolFee: f32 = 0;
+  percent: i32 = 0;
+}
+
 export function initialize(config: string): void {
   // Parse the config object
-  const configJson = <JSON.Obj>JSON.parse(config);
-  // Get our config variables
-  const _width = configJson.getInteger("binWidth");
-  const _poolFee = configJson.getInteger("poolFee");
-  const _percent = configJson.getValue("percent");
+  const configJson: Config = JSON.parse<Config>(config);
+
   // Handle null case
-  if (_width == null || _percent == null || _poolFee == null) {
+  if (
+    configJson.percent == 0 ||
+    configJson.poolFee == 0 
+  ) {
     throw new Error("Invalid configuration");
   }
 
-  // Handle percents presented as integers
-  if (_percent.isFloat) {
-    const f_percent = <JSON.Num>_percent
-    percent = f32(f_percent._num);
-  }
-  if (_percent.isInteger) {
-    const i_percent = <JSON.Integer>_percent
-    percent = f32(i_percent._num);
-  }
   // Assign values to memory
-  width = i32(_width._num);
-  poolFee = i32(_poolFee._num);
+  percent = f32(configJson.percent);
+  poolFee = i32(configJson.poolFee);
+}
+
+function closestDivisibleNumber(num: number, divisor: number, floor: boolean): number {
+  if (floor) return Math.floor(num / divisor) * divisor;
+  return Math.ceil(num / divisor) * divisor;
 }
 
 export function execute(_prices: string): string {
   // _prices will have the results of the dc, which is only candles here
-  const prices = parsePrices(_prices, 0);
+  const prices = parseCandles(_prices);
   // If we have no candles, skip action
-  if (prices.length == 0) {return `continue`}
-  // Get Trailing stop price
-  const trailingLimit = trailingStop(percent, prices)
-  // Calculate position
-  const positions = calculateBin(trailingLimit);
-  // Format and return result
-  return renderULMResult(positions);
-}
-
-
-function calculateBin(upper: f32): Position[] {
-
-  // Calculate the upper tick based on the start of the stop
-  const upperTick: i32 = i32(Math.round(getTickFromPrice(upper)));
-
-  // Get the spacing
-  const tickSpacing = getTickSpacing(poolFee);
-
-  // Step down ticks until we reach an initializable tick
-  let _startTick: i32 = upperTick;
-  while (_startTick % tickSpacing !== 0) {
-    _startTick--;
+  if (prices.length == 0) {
+    return `continue`;
   }
 
-  const positions: Array<Position> = [];
-  const position = new Position(_startTick - width, _startTick, 1);
-  positions.push(position);
+  const lowerLimit = trailingStop(percent, prices);
+  const upperLimit = prices[prices.length - 1].close;
+  
+  const upperTick = closestDivisibleNumber(i32(Math.round(getTickFromPrice(f32(upperLimit)))), getTickSpacing(poolFee), false);
+  const lowerTick = closestDivisibleNumber(i32(Math.round(getTickFromPrice(f32(lowerLimit)))), getTickSpacing(poolFee), true);
+  
+  // Calculate position
+
+  
+  const positions = [new Position(i32(lowerTick), i32(upperTick), 100)];
 
-  return positions
+  // Format and return result
+  return renderULMResult(positions, 10000);
 }
 
-export function config(): string{
+export function config(): string {
   return `{
     "$schema": "http://json-schema.org/draft-07/schema#",
     "title": "Strategy Config",
     "type": "object",
+    "parameters": ["OHLC"],
     "properties": {
       "percent": {
-          "type": "number",
-          "description": "Percent for trailing stop order",
-          "default": 5.0
-      },
+        "type": "number",
+        "description": "Percent for trailing stop order (must be greater than pool fee)",
+        "default": 5.0
+    },
       "poolFee": {
         "description": "Pool fee percent for desired Uniswapv3 pool",
         "enum" : [10000, 3000, 500, 100],
         "enumNames": ["1%", "0.3%", "0.05%", "0.01%"]
-      },
-      "binWidth": {
-          "type": "number",
-          "description": "Width for liquidity position, must be a multiple of pool tick spacing",
-          "default": 600
       }
     },
-    "required": ["percent", "binWidth", "poolFee"]
+    "required": ["percent", "poolFee"]
   }`;
 }
 
 export function version(): i32 {
   return 1;
 }
-