Merge pull request #188 from InjectiveLabs/f/add-derivative-orderbook…

…-query
InjectiveLabs · Nov 7, 2023 · f760494 · f760494
2 parents 6293909 + 718dceb
commit f760494
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Showing 5 changed files with 46 additions and 3 deletions.
diff --git a/Cargo.lock b/Cargo.lock
diff --git a/packages/injective-cosmwasm/Cargo.toml b/packages/injective-cosmwasm/Cargo.toml
@@ -11,7 +11,7 @@ license = "Apache-2.0"
 name = "injective-cosmwasm"
 readme = "README.md"
 repository = "https://github.com/InjectiveLabs/cw-injective/tree/master/packages/bindings"
-version = "0.2.15"
+version = "0.2.16"
 # See more keys and their definitions at https://doc.rust-lang.org/cargo/reference/manifest.html
 
 [dependencies]

diff --git a/packages/injective-cosmwasm/src/exchange_mock_querier.rs b/packages/injective-cosmwasm/src/exchange_mock_querier.rs
@@ -325,6 +325,17 @@ fn default_spot_market_orderbook_response_handler() -> QuerierResult {
     SystemResult::Ok(ContractResult::from(to_binary(&response)))
 }
 
+fn default_derivative_market_orderbook_response_handler() -> QuerierResult {
+    let response = QueryOrderbookResponse {
+        buys_price_level: vec![PriceLevel::new(9u128.into(), 10u128.into()), PriceLevel::new(8u128.into(), 10u128.into())],
+        sells_price_level: vec![
+            PriceLevel::new(11u128.into(), 10u128.into()),
+            PriceLevel::new(12u128.into(), 10u128.into()),
+        ],
+    };
+    SystemResult::Ok(ContractResult::from(to_binary(&response)))
+}
+
 fn default_market_atomic_execution_fee_multiplier_response_handler() -> QuerierResult {
     let response = QueryMarketAtomicExecutionFeeMultiplierResponse {
         multiplier: FPDecimal::from_str("2.0").unwrap(),
@@ -444,6 +455,10 @@ pub trait HandlesPriceLevelsQuery {
     fn handle(&self, market_id: MarketId, order_side: OrderSide) -> QuerierResult;
 }
 
+pub trait HandlesDerivativePriceLevelsQuery {
+    fn handle(&self, market_id: MarketId) -> QuerierResult;
+}
+
 pub trait HandlesExchangeParamsQuery {
     fn handle(&self) -> QuerierResult;
 }
@@ -482,6 +497,7 @@ pub struct WasmMockQuerier {
     pub all_balances_query_handler: Option<Box<dyn HandlesBankAllBalancesQuery>>,
     pub registered_contract_info_query_handler: Option<Box<dyn HandlesByAddressQuery>>,
     pub spot_market_orderbook_response_handler: Option<Box<dyn HandlesPriceLevelsQuery>>,
+    pub derivative_market_orderbook_response_handler: Option<Box<dyn HandlesDerivativePriceLevelsQuery>>,
     pub market_atomic_execution_fee_multiplier_response_handler: Option<Box<dyn HandlesMarketIdQuery>>,
 }
 
@@ -677,6 +693,10 @@ impl WasmMockQuerier {
                     Some(handler) => handler.handle(market_id, order_side),
                     None => default_spot_market_orderbook_response_handler(),
                 },
+                InjectiveQuery::DerivativeOrderbook { market_id, .. } => match &self.derivative_market_orderbook_response_handler {
+                    Some(handler) => handler.handle(market_id),
+                    None => default_derivative_market_orderbook_response_handler(),
+                },
                 InjectiveQuery::MarketAtomicExecutionFeeMultiplier { market_id } => {
                     match &self.market_atomic_execution_fee_multiplier_response_handler {
                         Some(handler) => handler.handle(market_id),
@@ -731,6 +751,7 @@ impl WasmMockQuerier {
             registered_contract_info_query_handler: None,
             denom_decimals_handler: None,
             spot_market_orderbook_response_handler: None,
+            derivative_market_orderbook_response_handler: None,
             market_atomic_execution_fee_multiplier_response_handler: None,
         }
     }

diff --git a/packages/injective-cosmwasm/src/querier.rs b/packages/injective-cosmwasm/src/querier.rs
@@ -419,6 +419,23 @@ impl<'a> InjectiveQuerier<'a> {
         Ok(res)
     }
 
+    pub fn query_derivative_market_orderbook<T: Into<MarketId> + Clone>(
+        &self,
+        market_id: &'a T,
+        limit_cumulative_notional: FPDecimal,
+    ) -> StdResult<QueryOrderbookResponse> {
+        let request = InjectiveQueryWrapper {
+            route: InjectiveRoute::Exchange,
+            query_data: InjectiveQuery::DerivativeOrderbook {
+                market_id: market_id.clone().into(),
+                limit: 0,
+                limit_cumulative_notional: Some(limit_cumulative_notional),
+            },
+        };
+        let res: QueryOrderbookResponse = self.querier.query(&request.into())?;
+        Ok(res)
+    }
+
     pub fn query_market_atomic_execution_fee_multiplier<T: Into<MarketId> + Clone>(
         &self,
         market_id: &'a T,

diff --git a/packages/injective-cosmwasm/src/query.rs b/packages/injective-cosmwasm/src/query.rs
@@ -115,6 +115,11 @@ pub enum InjectiveQuery {
         limit_cumulative_quantity: Option<FPDecimal>,
         limit_cumulative_notional: Option<FPDecimal>,
     },
+    DerivativeOrderbook {
+        market_id: MarketId,
+        limit: u64,
+        limit_cumulative_notional: Option<FPDecimal>,
+    },
     DerivativeMarketMidPriceAndTob {
         market_id: MarketId,
     },