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Converting amounts from quote token to base token #157

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Converting amounts from quote token to base token #157

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10 changes: 7 additions & 3 deletions data_handler/handlers/order_books/ekubo/main.py
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Original file line number Diff line number Diff line change
@@ -1,3 +1,4 @@
import logging
from decimal import Decimal, getcontext
import pandas as pd
from handlers.order_books.abstractions import OrderBookBase
Expand All @@ -19,7 +20,7 @@ def __init__(self, token_a: str, token_b: str) -> None:
super().__init__(token_a, token_b)
self.connector = EkuboAPIConnector()

def set_current_price(self) -> str:
def set_current_price(self) -> None:
"""
Get the current price of the pair.
:return: str - The current price of the pair.
Expand Down Expand Up @@ -137,6 +138,9 @@ def add_bids(self, liquidity_data: list[dict], row: pd.Series) -> None:
:param liquidity_data: liquidity data list of dict with tick and net_liquidity_delta_diff
:param row: pool row data
"""
if not self.current_price:
logging.log(logging.INFO, "Can't convert bids to base token.")
return
bid_ticks = [i for i in liquidity_data if i["tick"] <= row["tick"]][::-1]
if not bid_ticks:
return
Expand All @@ -153,7 +157,7 @@ def add_bids(self, liquidity_data: list[dict], row: pd.Series) -> None:
((glob_liq * prev_sqrt) - (glob_liq * next_sqrt)) / 10**self.token_b_decimal
)
price = self.tick_to_price(prev_tick)
self.bids.append((price, supply))
self.bids.append((price, supply / self.current_price))

for index, tick in enumerate(bid_ticks):
if index == 0:
Expand All @@ -170,7 +174,7 @@ def add_bids(self, liquidity_data: list[dict], row: pd.Series) -> None:
/ 10**self.token_b_decimal
)
price = self.tick_to_price(prev_tick)
self.bids.append((price, supply))
self.bids.append((price, supply / self.current_price))

def _get_pure_sqrt_ratio(self, tick: Decimal) -> Decimal:
"""
Expand Down