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//! Provides a number of data types, methods, and traits to have more
//! fine-grained and strongly-typed control of numeric data.
//!
//! # Base, quote, notional, and collateral
//!
//! In general markets, [a currency
//! pair](https://www.investopedia.com/terms/c/currencypair.asp) like `BTC/USD`
//! consists of a *base currency* (`BTC`) and a *quote currency* (`USD`). In our
//! platform, we talk about the *notional* and *collateral* assets, where the
//! collateral asset is what gets deposited in the platform and notional is
//! (generally) the risk asset being speculated on.
//!
//! Generally speaking, in most perpetual swaps platforms, the base and notional
//! assets are the same, and the quote and collateral assets are the same.
//! However, our platform supports a concept called *crypto denominated pairs*.
//! In these, we use the base/risk asset as collateral and quote is the
//! notional. This causes a cascade of changes around leverage and price
//! management.
//!
//! However, all those changes are _internal to the protocol_. The user-facing
//! API should almost exclusively care about base and quote (besides the fact
//! that the user will interact with the contracts by depositing and withdrawing
//! collateral assets). The purpose of this module is to provide data types that
//! provide safety and clarity around whether we're dealing with the base/quote
//! view of the world (user-facing) or notional/collateral (internal) view.
//!
//! # Decimal256, NonZero, Signed, and UnsignedDecimal
//!
//! Math generally uses [Decimal256](cosmwasm_std::Decimal256).
//! However, this type alone cannot express negative numbers, and we often want
//! to ensure additional constraints at compile time.
//!
//! A combination of traits and newtype wrappers gives us a robust framework:
//!
//! * `UnsignedDecimal`: a _trait_, not a concrete type, which is implemented
//! for `Collateral`, `Notional`, and several other numeric types.
//!
//! * `NonZero<T>`: a newtype wrapper which ensures that the value is not zero.
//! It's generally used for types where `T: UnsignedDecimal`.
//!
//! * `Signed<T>`: a newtype wrapper which allows for positive or negative
//! values. It's also generally used for types where `T: UnsignedDecimal`.
//!
//! Putting it all together, here are some examples. Note that these are merely
//! illustrative. Real-world problems would require a price point to convert
//! between Collateral and Notional:
//!
//! ### UnsignedDecimal
//!
//! `Collateral` implements `UnsignedDecimal`, and so we can add two `Collateral`
//! values together via `.checked_add()`.
//!
//! However, we cannot add a `Collateral` and some other `Decimal256`. Instead
//! we need to call `.into_decimal256()`, do our math with another `Decimal256`,
//! and then convert it to any `T: UnsignedDecimal` via `T::from_decimal256()`.
//!
//! *example*
//!
//! ```
//! use levana_perpswap_cosmos::number::*;
//! use cosmwasm_std::Decimal256;
//! use std::str::FromStr;
//!
//! let lhs:Collateral = "1.23".parse().unwrap();
//! let rhs:Decimal256 = "4.56".parse().unwrap();
//! let decimal_result = lhs.into_decimal256().checked_add(rhs).unwrap();
//! let output:Notional = Notional::from_decimal256(decimal_result);
//! ```
//!
//! ### NonZero
//!
//! `NonZero<Collateral>` allows us to call various `.checked_*` math methods
//! with another `NonZero<Collateral>`.
//!
//! However, if we want to do math with a different underlying type - we do need
//! to drop down to that common type. There's two approaches (both of which
//! return an Option, in case the resulting value is zero):
//!
//! 1. If the inner NonZero type stays the same (i.e. it's all `Collateral`)
//! then call `.raw()` to get the inner type, do your math, and then convert
//! back to the NonZero wrapper via `NonZero::new()`
//! 2. If you need a `Decimal256`, then call `.into_decimal256()` to get the
//! underlying `Decimal256` type, do your math, and then convert back to
//! `NonZero<T>` via `NonZero::new(T::from_decimal256(value))`. This is
//! usually the case when the type of `T` has changed
//! (i.e. from `Collateral` to `Notional`)
//!
//! *example 1*
//!
//! ```
//! use levana_perpswap_cosmos::number::*;
//! use cosmwasm_std::Decimal256;
//! use std::str::FromStr;
//!
//! let lhs:NonZero<Collateral> = "1.23".parse().unwrap();
//! let rhs:Collateral = "4.56".parse().unwrap();
//! let collateral_result = lhs.raw().checked_add(rhs).unwrap();
//! let output:NonZero<Collateral> = NonZero::new(collateral_result).unwrap();
//!
//! ```
//!
//! *example 2*
//!
//! ```
//! use levana_perpswap_cosmos::number::*;
//! use cosmwasm_std::Decimal256;
//! use std::str::FromStr;
//!
//! let lhs:NonZero<Collateral> = "1.23".parse().unwrap();
//! let rhs:Decimal256 = "4.56".parse().unwrap();
//! let decimal_result = lhs.into_decimal256().checked_add(rhs).unwrap();
//! let notional_result = Notional::from_decimal256(decimal_result);
//! let output:NonZero<Notional> = NonZero::new(notional_result).unwrap();
//!
//! ```
//! ### Signed
//!
//! `Signed<Collateral>` also allows us to call various `.checked_*` math methods
//! when the inner type is the same. However, there are some differences when
//! comparing to the `NonZero` methods:
//!
//! 1. To get the underlying `T`, call `.abs_unsigned()` instead of `.raw()`.
//! The sign is now lost, it's not a pure raw conversion.
//!
//! 2. To get back from the underlying `T`, call `T::into_signed()`
//!
//! 3. There is no direct conversion to `Decimal256`.
//!
//! 4. There are helpers for the ubiquitous use-case of `Signed<Decimal256>`
//! This is such a common occurance, it has its own type alias: `Number`.
//!
//! *example 1*
//!
//! ```
//! use levana_perpswap_cosmos::number::*;
//! use cosmwasm_std::Decimal256;
//! use std::str::FromStr;
//!
//! let lhs:Signed<Collateral> = "-1.23".parse().unwrap();
//! let rhs:Decimal256 = "4.56".parse().unwrap();
//! let decimal_result = lhs.abs_unsigned().into_decimal256().checked_mul(rhs).unwrap();
//! let notional_result = Notional::from_decimal256(decimal_result);
//! // bring back our negative sign
//! let output:Signed<Notional> = -notional_result.into_signed();
//! ```
//!
//! *example 2*
//! ```
//! use levana_perpswap_cosmos::number::*;
//! use cosmwasm_std::Decimal256;
//! use std::str::FromStr;
//!
//! let lhs:Signed<Collateral> = "-1.23".parse().unwrap();
//! let rhs:Number = "4.56".parse().unwrap();
//! let number_result = lhs.into_number().checked_mul(rhs).unwrap();
//! let output:Signed<Notional> = Signed::<Notional>::from_number(number_result);
//! ```
mod convert;
mod ops;
mod serialize;
use schemars::schema::{InstanceType, SchemaObject};
use schemars::JsonSchema;
mod nonzero;
pub use self::types::*;
pub mod ratio;
mod types;
// schemars could not figure out that it is serialized as a string
// so gotta impl it manually
impl<T: UnsignedDecimal> JsonSchema for Signed<T> {
fn schema_name() -> String {
"Signed decimal".to_owned()
}
fn is_referenceable() -> bool {
false
}
fn json_schema(_: &mut schemars::gen::SchemaGenerator) -> schemars::schema::Schema {
let mut obj = SchemaObject {
instance_type: Some(InstanceType::String.into()),
..Default::default()
};
let mut meta = obj.metadata.unwrap_or_default();
// would be nice to re-use the doc comments above...
meta.description = Some(
r#"
A signed number type with high fidelity.
Similar in spirit to cosmwasm_bignumber::Decimal256 - it is
a more ergonomic wrapper around cosmwasm-std by making more things public
but we also add negative values and other methods as-needed
"#
.to_string(),
);
obj.metadata = Some(meta);
obj.into()
}
}
impl<T: UnsignedDecimal> Signed<T> {
/// absolute value
pub fn abs(self) -> Self {
Self::new_positive(self.value())
}
/// Absolute value, but return the `T` underlying type directly
pub fn abs_unsigned(self) -> T {
self.value()
}
/// Checks if this number is greater than 0.
pub fn is_strictly_positive(&self) -> bool {
!self.is_zero() && !self.is_negative()
}
/// Checks if this number is greater than or equal to 0.
pub fn is_positive_or_zero(&self) -> bool {
!self.is_negative()
}
/// Is the value 0?
pub fn is_zero(&self) -> bool {
self.value().is_zero()
}
/// Apply a function to the inner value and rewrap.
///
/// This will keep the current sign (positive or negative) in place,
/// respecting invariants that a value of 0 must have negative set to false.
pub fn map<U: UnsignedDecimal, F: FnOnce(T) -> U>(self, f: F) -> Signed<U> {
let value = f(self.value());
if self.is_negative() {
Signed::new_negative(value)
} else {
Signed::new_positive(value)
}
}
/// Like `map` but may fail
pub fn try_map<E, U: UnsignedDecimal, F: FnOnce(T) -> Result<U, E>>(
self,
f: F,
) -> Result<Signed<U>, E> {
f(self.value()).map(|value| {
if self.is_negative() {
Signed::new_negative(value)
} else {
Signed::new_positive(value)
}
})
}
}
#[cfg(test)]
mod test {
use super::Number;
use std::str::FromStr;
#[test]
fn number_default() {
assert_eq!(Number::ZERO, Number::default());
}
#[test]
fn number_serde() {
let a = Number::from(300u64);
let b = Number::from(7u64);
let res = (a / b).unwrap();
assert_eq!(serde_json::to_value(res).unwrap(), "42.857142857142857142");
assert_eq!(
serde_json::from_str::<Number>("\"42.857142857142857142\"").unwrap(),
res
);
let res = -res;
assert_eq!(serde_json::to_value(res).unwrap(), "-42.857142857142857142");
assert_eq!(
serde_json::from_str::<Number>("\"-42.857142857142857142\"").unwrap(),
res
);
}
#[test]
fn number_arithmetic() {
let a = Number::from(300u64);
let b = Number::from(7u64);
assert_eq!((a + b).unwrap().to_string(), "307");
assert_eq!((a - b).unwrap().to_string(), "293");
assert_eq!((b - a).unwrap().to_string(), "-293");
assert_eq!((a * b).unwrap().to_string(), "2100");
assert_eq!((a / b).unwrap().to_string(), "42.857142857142857142");
let a = -a;
let b = -b;
assert_eq!((a + b).unwrap().to_string(), "-307");
assert_eq!((a - b).unwrap().to_string(), "-293");
assert_eq!((b - a).unwrap().to_string(), "293");
assert_eq!((a * b).unwrap().to_string(), "2100");
assert_eq!((a / b).unwrap().to_string(), "42.857142857142857142");
let a = -a;
assert_eq!((a + b).unwrap().to_string(), "293");
assert_eq!((a - b).unwrap().to_string(), "307");
assert_eq!((b - a).unwrap().to_string(), "-307");
assert_eq!((a * b).unwrap().to_string(), "-2100");
assert_eq!((a / b).unwrap().to_string(), "-42.857142857142857142");
}
#[test]
fn number_cmp() {
let a = Number::from_str("4.2").unwrap();
let b = Number::from_str("0.007").unwrap();
assert!(a > b);
assert!(a.approx_gt_strict(b).unwrap());
assert!(a.approx_gt_relaxed(b).unwrap());
assert!(a != b);
let a = Number::from_str("4.2").unwrap();
let b = Number::from_str("4.2").unwrap();
assert!(a <= b);
assert!(a >= b);
assert!(a.approx_eq(b).unwrap());
assert!(a == b);
let a = Number::from_str("4.2").unwrap();
let b = Number::from_str("-4.2").unwrap();
assert!(a > b);
assert!(a.approx_gt_strict(b).unwrap());
assert!(a.approx_gt_relaxed(b).unwrap());
assert!(a != b);
let a = Number::from_str("-4.2").unwrap();
let b = Number::from_str("4.2").unwrap();
assert!(a < b);
assert!(a.approx_lt_relaxed(b).unwrap());
assert!(a != b);
let a = Number::from_str("-4.5").unwrap();
let b = Number::from_str("-4.2").unwrap();
assert!(a < b);
assert!(a.approx_lt_relaxed(b).unwrap());
assert!(a != b);
let a = Number::from_str("-4.2").unwrap();
let b = Number::from_str("-4.5").unwrap();
assert!(a > b);
assert!(a.approx_gt_strict(b).unwrap());
assert!(a.approx_gt_relaxed(b).unwrap());
assert!(a != b);
}
#[test]
fn unsigned_key_bytes() {
let a = Number::from_str("0.9")
.unwrap()
.to_unsigned_key_bytes()
.unwrap();
let b = Number::from_str("1.0")
.unwrap()
.to_unsigned_key_bytes()
.unwrap();
let c = Number::from_str("1.9")
.unwrap()
.to_unsigned_key_bytes()
.unwrap();
let d = Number::from_str("9.0")
.unwrap()
.to_unsigned_key_bytes()
.unwrap();
let e = Number::from_str("9.1")
.unwrap()
.to_unsigned_key_bytes()
.unwrap();
assert!(a < b);
assert!(b < c);
assert!(c < d);
assert!(d < e);
assert!(Number::from_str("-1.0")
.unwrap()
.to_unsigned_key_bytes()
.is_none());
}
#[test]
fn zero_str() {
let mut a = Number::from_str("0").unwrap();
a = -a;
assert_eq!(a.to_string(), "0");
let a = Number::from_str("-0").unwrap();
assert_eq!(a.to_string(), "0");
}
#[test]
fn number_u128_with_precision() {
let _a = Number::from_str("270.15").unwrap();
let b = Number::from_str("1.000000001").unwrap();
let c = Number::from(u128::MAX);
// Typcial use - we will send this number in a BankMsg normally
assert_eq!(_a.to_u128_with_precision(6).unwrap(), 270_150_000);
// Demonstrate inherent lossy-ness of doing Number -> u128
assert_eq!(b.to_u128_with_precision(6).unwrap(), 1_000_000);
assert_eq!(b.to_u128_with_precision(9).unwrap(), 1_000_000_001);
// Try 6-decimal precision on a number that would overflow
assert_eq!(c.to_u128_with_precision(6), None);
// Try 0-decimal precision on the largest number we can handle
assert_eq!(c.to_u128_with_precision(0).unwrap(), u128::MAX);
}
#[test]
fn catch_overflow() {
match Number::MAX.checked_mul(Number::MAX) {
Ok(_) => {
panic!("should overflow!");
}
Err(e) => {
if !e.to_string().contains("Overflow") {
panic!("wrong error! (got {e})");
}
}
}
}
#[test]
fn basic_multiplication() {
let num = Number::from_str("1.1").unwrap();
let twopointtwo = (num * 2u64).unwrap();
assert_eq!(twopointtwo, Number::from_str("2.2").unwrap());
}
}