def test_calc_lmsr_marginal_price(self):
outcomeTokenIndex = 0
outcomeTokenCount = 1e18
# create markets
outcome_token = OutcomeTokenFactory()
event = outcome_token.event
market = MarketFactory(event=event)
net_outcome_tokens_sold = [0, 1] # market.net_outcome_tokens_sold
result = calc_lmsr_marginal_price(1, net_outcome_tokens_sold,
market.funding)
self.assertIsNotNone(result)
self.assertTrue(result > 0)
def rollback(self):
token_index = self.validated_data.get('outcomeTokenIndex')
token_count = self.validated_data.get('outcomeTokenCount')
market = models.Market.objects.get(
address=self.validated_data.get('address'))
market.net_outcome_tokens_sold[token_index] -= token_count
market.collected_fees -= self.validated_data.get('marketFees')
market.trading_volume -= self.instance.cost
market.marginal_prices = map(
lambda (index, _): Decimal(
calc_lmsr_marginal_price(int(index), [
int(x) for x in market.net_outcome_tokens_sold
], int(market.funding))),
enumerate(market.net_outcome_tokens_sold))
# Remove order
self.instance.delete()
market.save()
def create(self, validated_data):
try:
market = models.Market.objects.get(
address=validated_data.get('address'))
token_index = validated_data.get('outcomeTokenIndex')
token_count = validated_data.get('outcomeTokenCount')
market.net_outcome_tokens_sold[token_index] += token_count
market.collected_fees += validated_data.get('marketFees')
outcome_token = market.event.outcome_tokens.get(index=token_index)
# Create Order
order = models.BuyOrder()
order.creation_date_time = validated_data.get('creation_date_time')
order.creation_block = validated_data.get('creation_block')
order.market = market
order.sender = validated_data.get('buyer')
order.outcome_token = outcome_token
order.outcome_token_count = token_count
order.cost = validated_data.get(
'outcomeTokenCost') + validated_data.get('marketFees')
order.outcome_token_cost = validated_data.get('outcomeTokenCost')
order.fees = validated_data.get('marketFees')
order.net_outcome_tokens_sold = market.net_outcome_tokens_sold
# calculate current marginal price
order.marginal_prices = map(
lambda (index, _): Decimal(
calc_lmsr_marginal_price(int(index), [
int(x) for x in market.net_outcome_tokens_sold
], int(market.funding))),
enumerate(market.net_outcome_tokens_sold))
# Save order successfully, save market changes, then save the share entry
order.save()
market.trading_volume += order.cost
market.marginal_prices = order.marginal_prices
market.save()
return order
except models.Market.DoesNotExist:
raise serializers.ValidationError(
'Market with address {} does not exist.'.format(
validated_data.get('address')))
