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chore: improve typing #48

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merged 5 commits into from
Aug 12, 2023
Merged

chore: improve typing #48

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46e1ffe
Improve typing
yruej301 Aug 11, 2023
24d6904
Make mypy happy
yruej301 Aug 11, 2023
fe86987
Fix liquidity type
yruej301 Aug 11, 2023
e4be0c1
fix comment
yruej301 Aug 11, 2023
e014d04
Rename liquidity -> market_liquidity
yruej301 Aug 11, 2023
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2 changes: 1 addition & 1 deletion vertex_protocol/engine_client/execute.py
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Original file line number Diff line number Diff line change
Expand Up @@ -420,7 +420,7 @@ def place_market_order(self, params: PlaceMarketOrderParams) -> ExecuteResponse:
"""
orderbook = self._querier.get_market_liquidity(params.product_id, 1)
is_bid = int(params.market_order.amount) > 0
assert_book_not_empty(orderbook.bids, orderbook.asks, is_bid)
assert_book_not_empty(orderbook.bids, orderbook.asks, is_bid) # type: ignore
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slippage = to_x18(params.slippage or 0.005) # defaults to 0.5%
market_price_x18 = (
mul_x18(orderbook.bids[0][0], to_x18(1) + slippage)
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7 changes: 6 additions & 1 deletion vertex_protocol/utils/asserts.py
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Original file line number Diff line number Diff line change
@@ -1,4 +1,9 @@
def assert_book_not_empty(bids: list, asks: list, is_bid: bool):
from typing import Tuple


def assert_book_not_empty(
bids: list[Tuple[str, str]], asks: list[Tuple[str, str]], is_bid: bool # type: ignore
):
book_is_empty = (is_bid and len(bids) == 0) or (not is_bid and len(asks) == 0)
if book_is_empty:
raise Exception("Orderbook is empty.")
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