mirror of
https://github.com/exchanges-lab/tradesync.git
synced 2026-08-07 05:54:42 +08:00
feat: implement Level and Order Type calculation and integrate with Notion writer
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@@ -24,6 +24,7 @@ pub struct PositionTradeEvent {
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pub action: TradeAction,
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pub start_pos: String, // Position size before the trade
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pub end_pos: String, // Position size after the trade
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pub crossed: bool, // True if taker (market), false if maker (limit)
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}
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/// Represents the structured row data formatted for Notion database insertion.
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@@ -38,4 +39,73 @@ pub struct NotionRowData {
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pub time: u64, // Unix timestamp in milliseconds
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pub order_id: u64, // Hyperliquid order ID (oid)
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pub check: bool, // false
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pub level: String, // e.g. "0", "1", "2"
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pub order_type: String, // "MARKET" or "LIMIT"
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}
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impl NotionRowData {
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/// Calculate Level from USD value:
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/// level 0 = 2.5$, level 1 = 5$, level 2 = 10$, and so on (scaling logarithmically by factor of 2)
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pub fn calculate_level(usd_val: f64) -> String {
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if usd_val <= 0.0 {
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"0".to_string()
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} else {
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let ratio = usd_val / 2.5;
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let lvl = ratio.log2().round() as i32;
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let lvl = lvl.max(0);
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lvl.to_string()
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}
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}
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/// Determine Order Type from the crossed flag:
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/// crossed == true represents MARKET (taker), crossed == false represents LIMIT (maker)
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pub fn determine_order_type(crossed: bool) -> String {
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if crossed {
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"MARKET".to_string()
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} else {
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"LIMIT".to_string()
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}
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}
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}
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#[cfg(test)]
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mod tests {
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use super::*;
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#[test]
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fn test_calculate_level() {
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// Test base cases specified by user
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assert_eq!(NotionRowData::calculate_level(2.5), "0");
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assert_eq!(NotionRowData::calculate_level(5.0), "1");
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assert_eq!(NotionRowData::calculate_level(10.0), "2");
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// Test boundary limits (midpoints between levels)
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// Midpoint of 2.5 and 5.0 is geometric mean sqrt(2.5 * 5.0) = ~3.535
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// log2(3.5 / 2.5) = log2(1.4) = ~0.485 (rounds to 0) -> level 0
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// log2(3.6 / 2.5) = log2(1.44) = ~0.526 (rounds to 1) -> level 1
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assert_eq!(NotionRowData::calculate_level(3.5), "0");
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assert_eq!(NotionRowData::calculate_level(3.6), "1");
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// Midpoint of 5.0 and 10.0 is geometric mean sqrt(5 * 10) = ~7.07
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// log2(7.0 / 2.5) = log2(2.8) = ~1.485 (rounds to 1) -> level 1
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// log2(7.1 / 2.5) = log2(2.84) = ~1.506 (rounds to 2) -> level 2
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assert_eq!(NotionRowData::calculate_level(7.0), "1");
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assert_eq!(NotionRowData::calculate_level(7.1), "2");
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// Test edge cases
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assert_eq!(NotionRowData::calculate_level(0.0), "0");
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assert_eq!(NotionRowData::calculate_level(-5.5), "0");
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assert_eq!(NotionRowData::calculate_level(1.0), "0");
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// Test higher levels
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assert_eq!(NotionRowData::calculate_level(20.0), "3");
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assert_eq!(NotionRowData::calculate_level(40.0), "4");
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}
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#[test]
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fn test_determine_order_type() {
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assert_eq!(NotionRowData::determine_order_type(true), "MARKET");
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assert_eq!(NotionRowData::determine_order_type(false), "LIMIT");
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}
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}
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