Class: GeometricKandelDistribution

Title

A geometric distribution of bids and ask for a geometric Kandel.

Hierarchy

• KandelDistribution

  ↳ GeometricKandelDistribution

Constructors

constructor

• new GeometricKandelDistribution(geometricHelper, baseQuoteTickIndex0, baseQuoteTickOffset, firstAskIndex, bidGives, askGives, pricePoints, stepSize, offers, market): GeometricKandelDistribution

Constructor

Parameters

Name	Type	Description
geometricHelper	GeometricKandelDistributionHelper	-
baseQuoteTickIndex0	number	The base quote tick index of the first price point.
baseQuoteTickOffset	number	The number of ticks to jump between two price points - this gives the geometric progression. Should be >=1.
firstAskIndex	number	The index of the first live ask in the distribution.
bidGives	undefined | BigSource	The amount of quote to give for each bid (undefined means derive from constant ask gives)
askGives	undefined | BigSource	The amount of base to give for each ask (undefined means derive from constant bid gives)
pricePoints	number	The number of price points in the distribution.
stepSize	number	The step size used when transporting funds from an offer to its dual. Should be >=1.
offers	OfferDistribution	The distribution of bids and asks.
market	KeyResolvedForCalculation	The key data about the market.

Returns

GeometricKandelDistribution

Overrides

KandelDistribution.constructor

Defined in

@mangrovedao/mangrove.js/src/kandel/geometricKandel/geometricKandelDistribution.ts:28

Properties

baseQuoteTickIndex0

• baseQuoteTickIndex0: number

Defined in

@mangrovedao/mangrove.js/src/kandel/geometricKandel/geometricKandelDistribution.ts:9

---

baseQuoteTickOffset

• baseQuoteTickOffset: number

Defined in

@mangrovedao/mangrove.js/src/kandel/geometricKandel/geometricKandelDistribution.ts:10

---

bidGives

• bidGives: undefined | BigSource

Defined in

@mangrovedao/mangrove.js/src/kandel/geometricKandel/geometricKandelDistribution.ts:11

---

askGives

• askGives: undefined | BigSource

Defined in

@mangrovedao/mangrove.js/src/kandel/geometricKandel/geometricKandelDistribution.ts:12

---

firstAskIndex

• firstAskIndex: number

Defined in

@mangrovedao/mangrove.js/src/kandel/geometricKandel/geometricKandelDistribution.ts:14

---

geometricHelper

• geometricHelper: GeometricKandelDistributionHelper

Defined in

@mangrovedao/mangrove.js/src/kandel/geometricKandel/geometricKandelDistribution.ts:15

---

offers

• offers: OfferDistribution

Inherited from

KandelDistribution.offers

Defined in

@mangrovedao/mangrove.js/src/kandel/kandelDistribution.ts:27

---

market

• market: KeyResolvedForCalculation

Inherited from

KandelDistribution.market

Defined in

@mangrovedao/mangrove.js/src/kandel/kandelDistribution.ts:28

---

pricePoints

• pricePoints: number

Inherited from

KandelDistribution.pricePoints

Defined in

@mangrovedao/mangrove.js/src/kandel/kandelDistribution.ts:29

---

stepSize

• stepSize: number

Inherited from

KandelDistribution.stepSize

Defined in

@mangrovedao/mangrove.js/src/kandel/kandelDistribution.ts:30

---

helper

• helper: KandelDistributionHelper

Inherited from

KandelDistribution.helper

Defined in

@mangrovedao/mangrove.js/src/kandel/kandelDistribution.ts:31

Methods

getPriceRatio

▸ getPriceRatio(): Big

Gets the price ratio given by the baseQuoteTickOffset.

Returns

Big

Defined in

@mangrovedao/mangrove.js/src/kandel/geometricKandel/geometricKandelDistribution.ts:51

---

chunkGeometricDistribution

▸ chunkGeometricDistribution(maxOffersInChunk): { from: number ; to: number }[]

Split a distribution into chunks according to the maximum number of offers in a single chunk.

Parameters

Name	Type	Description
maxOffersInChunk	number	The maximum number of offers in a single chunk.

Returns

{ from: number ; to: number }[]

The chunks.

Defined in

@mangrovedao/mangrove.js/src/kandel/geometricKandel/geometricKandelDistribution.ts:62

---

verifyDistribution

▸ verifyDistribution(): void

Verifies the distribution is valid.

Returns

void

Remarks

Throws if the distribution is invalid.

Overrides

KandelDistribution.verifyDistribution

Defined in

@mangrovedao/mangrove.js/src/kandel/geometricKandel/geometricKandelDistribution.ts:74

---

calculateOfferGives

▸ calculateOfferGives(offerType, offerCount, totalVolume): Big

Calculates the gives for a single offer of the given type given the total available volume and the count of offers of that type.

Parameters

Name	Type	Description
offerType	BA	The type of offer.
offerCount	number	The count of offers of the given type.
totalVolume	Big	The total available volume.

Returns

Big

The amount of base or quote to give for the offer.

Inherited from

KandelDistribution.calculateOfferGives

Defined in

@mangrovedao/mangrove.js/src/kandel/kandelDistribution.ts:60

---

getOffers

▸ getOffers(offerType): OfferList

Gets all offers of the given type

Parameters

Name	Type	Description
offerType	BA	The type of offer.

Returns

OfferList

All offers of the given type.

Inherited from

KandelDistribution.getOffers

Defined in

@mangrovedao/mangrove.js/src/kandel/kandelDistribution.ts:88

---

getLiveOffers

▸ getLiveOffers(offerType): { index: number ; gives: Big ; tick: number }[]

Gets all live offers of the given type (offers with non-zero gives)

Parameters

Name	Type	Description
offerType	BA	The type of offer.

Returns

{ index: number ; gives: Big ; tick: number }[]

All live offers of the given type (offers with non-zero gives)

Inherited from

KandelDistribution.getLiveOffers

Defined in

@mangrovedao/mangrove.js/src/kandel/kandelDistribution.ts:96

---

getDeadOffers

▸ getDeadOffers(offerType): { index: number ; gives: Big ; tick: number }[]

Gets all dead offers of the given type (offers with 0 gives)

Parameters

Name	Type	Description
offerType	BA	The type of offer.

Returns

{ index: number ; gives: Big ; tick: number }[]

All dead offers of the given type (offers with 0 gives)

Inherited from

KandelDistribution.getDeadOffers

Defined in

@mangrovedao/mangrove.js/src/kandel/kandelDistribution.ts:104

---

getOfferAtIndex

▸ getOfferAtIndex(offerType, index): undefined | { index: number ; gives: Big ; tick: number }

Gets the offer at the given index for the given offer type

Parameters

Name	Type	Description
offerType	BA	The type of offer.
index	number	The index of the offer.

Returns

undefined | { index: number ; gives: Big ; tick: number }

The offer at the given index for the given offer type.

Inherited from

KandelDistribution.getOfferAtIndex

Defined in

@mangrovedao/mangrove.js/src/kandel/kandelDistribution.ts:115

---

getOffersWithPrices

▸ getOffersWithPrices(): Object

Gets an offer distribution adorned with prices of offers.

Returns

Object

An offer distribution adorned with prices of offers.

Name	Type
bids	{ index: number ; gives: Big ; tick: number ; price: Big }[]
asks	{ index: number ; gives: Big ; tick: number ; price: Big }[]

Inherited from

KandelDistribution.getOffersWithPrices

Defined in

@mangrovedao/mangrove.js/src/kandel/kandelDistribution.ts:122

---

calculateConstantGivesPerOffer

▸ calculateConstantGivesPerOffer(availableBase?, availableQuote?): Object

Calculates the gives for bids and asks based on the available volume for the distribution.

Parameters

Name	Type	Description
availableBase?	Big	The available base to consume.
availableQuote?	Big	The available quote to consume.

Returns

Object

The amount of base or quote to give for each offer.

Name	Type
askGives	undefined | Big
bidGives	undefined | Big

Inherited from

KandelDistribution.calculateConstantGivesPerOffer

Defined in

@mangrovedao/mangrove.js/src/kandel/kandelDistribution.ts:141

---

getFirstLiveAskIndex

▸ getFirstLiveAskIndex(): number

Gets the index of the first ask in the distribution. If there are no live asks, then the length of the distribution is returned.

Returns

number

The index of the first ask in the distribution. If there are no live asks, then the length of the distribution is returned.

Inherited from

KandelDistribution.getFirstLiveAskIndex

Defined in

@mangrovedao/mangrove.js/src/kandel/kandelDistribution.ts:166

---

getLastLiveBidIndex

▸ getLastLiveBidIndex(): number

Gets the index of the last live ask in the distribution. If there are no live bids, then -1 is returned.

Returns

number

The index of the last live ask in the distribution. If there are no live bids, then -1 is returned.

Inherited from

KandelDistribution.getLastLiveBidIndex

Defined in

@mangrovedao/mangrove.js/src/kandel/kandelDistribution.ts:176

---

getOfferedVolumeForDistribution

▸ getOfferedVolumeForDistribution(): Object

Gets the required volume of base and quote for the distribution to be fully provisioned.

Returns

Object

The offered volume of base and quote for the distribution to be fully provisioned.

Name	Type
requiredBase	Big
requiredQuote	Big

Inherited from

KandelDistribution.getOfferedVolumeForDistribution

Defined in

@mangrovedao/mangrove.js/src/kandel/kandelDistribution.ts:187

---

getRequiredProvision

▸ getRequiredProvision(params): Promise<Big>

Determines the required provision for the price points in the distribution.

Parameters

Name	Type	Description
params	Object	The parameters used to calculate the provision.
params.market	Market	The market to get provisions for bids and asks from.
params.gasreq	number	The gas required to execute a trade.
params.gasprice	number	The gas price to calculate provision for.

Returns

Promise<Big>

The provision required for the number of offers.

Remarks

This takes into account that each of the offers represent a price point which can become both an ask and a bid which both require provision.

Inherited from

KandelDistribution.getRequiredProvision

Defined in

@mangrovedao/mangrove.js/src/kandel/kandelDistribution.ts:251

---

calculateMinimumInitialGives

▸ calculateMinimumInitialGives(minimumBasePerOffer, minimumQuotePerOffer): Object

Calculates the minimum initial gives for each offer such that all possible gives of fully taken offers at all price points will be above the minimums provided.

Parameters

Name	Type	Description
minimumBasePerOffer	Big	The minimum base to give for each offer.
minimumQuotePerOffer	Big	The minimum quote to give for each offer.

Returns

Object

The minimum initial gives for each offer such that all possible gives of fully taken offers at all price points will be above the minimums provided.

Name	Type
askGives	Big
bidGives	Big

Inherited from

KandelDistribution.calculateMinimumInitialGives

Defined in

@mangrovedao/mangrove.js/src/kandel/kandelDistribution.ts:268

---

mapAsyncOffers

▸ mapAsyncOffers<T, R>(offers, f): Promise<{ bids: Awaited<R>[] ; asks: Awaited<R>[] }>

Maps bids and asks arrays to a new value using an async function

Type parameters

Name
T
R

Parameters

Name	Type
offers	Object
offers.bids	T[]
offers.asks	T[]
f	(x: T, ba: BA) => Promise<R>

Returns

Promise<{ bids: Awaited<R>[] ; asks: Awaited<R>[] }>

Inherited from

KandelDistribution.mapAsyncOffers

Defined in

@mangrovedao/mangrove.js/src/kandel/kandelDistribution.ts:281

---

mapOffers

▸ mapOffers<T, R>(offers, f): Object

Maps bids and asks arrays to a new value using a function

Type parameters

Name
T
R

Parameters

Name	Type
offers	Object
offers.bids	T[]
offers.asks	T[]
f	(x: T, ba: BA) => R

Returns

Object

Name	Type
bids	R[]
asks	R[]

Inherited from

KandelDistribution.mapOffers

Defined in

@mangrovedao/mangrove.js/src/kandel/kandelDistribution.ts:292