feat(broker): trading limits #65
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| int48 limit0; | ||
| int48 limit1; | ||
| int48 limitGlobal; | ||
| uint8 flags; |
test/common/TradingLimits.t.sol
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| /* ==================== State#update ==================== */ | ||
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| function test_update_withNoLimit_updatesOnlyGlobal() public { |
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I was wondering about the name of the test. When we provide an empty config the config.flag == 0 therefore all the if clauses in update should be false and the netflowGlobal isn't updated which is also checked in the third assert.
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Good catch! At some point I was toying around with the idea of always updating netflowGlobal in order to actually be "global", so also when the limit isn't active, but in the end, I decided to keep it simple and only update netflow* when the limit is active.
test/common/TradingLimits.t.sol
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| function setUp() public { | ||
| TradingLimits.State memory _state; | ||
| state = _state; |
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Is this setup needed? Surely you get the same result from just declaring it?
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Yeah, I can't reconstruct how I ended up in this situation 😂. Removed it.
Description
This PR implements trading limits for the broker via the
TradingLimitslibrary.This library provides two structs:
TradingLimits.Statewhich holds the counters associated with a trading limit setupTradingLimits.Configwhich holds the configuration for a trading limit setup.A trading limit is applied to an asset in a pair. For example, say we have the
cUSD/CELOpair which has anexchangeId, if we want to apply a trading limit for cUSD in that pair we configure the trading limits onlimitId = exchangeId ^ cUSDTokenAddress. Inside of a TradingLimits.Config we can enable 3 trading limits:limit0tokens everytimespan0seconds.Other changes
Tested
Related issues
Backwards compatibility
N/A
Documentation
N/A