market

api/src/state/market/swap.rs

@@ -0,0 +1,42 @@
+use steel::Clock;
+
+use crate::error::OreError;
+
+use super::{Market, SwapDirection, SwapPrecision};
+use crate::event::SwapEvent;
+
+impl Market {
+    pub fn swap(
+        &mut self,
+        amount: u64,
+        direction: SwapDirection,
+        precision: SwapPrecision,
+        clock: Clock,
+    ) -> Result<SwapEvent, OreError> {
+        // Update snapshot.
+        self.update_snapshot(clock);
+
+        // Get invariant.
+        let k_pre = self.k();
+
+        // Execute swap.
+        let swap_event = match (direction, precision) {
+            (SwapDirection::Buy, SwapPrecision::ExactIn) => self.buy_exact_in(amount)?,
+            (SwapDirection::Buy, SwapPrecision::ExactOut) => self.buy_exact_out(amount)?,
+            (SwapDirection::Sell, SwapPrecision::ExactIn) => self.sell_exact_in(amount)?,
+            (SwapDirection::Sell, SwapPrecision::ExactOut) => self.sell_exact_out(amount)?,
+        };
+
+        // Check invariant.
+        let k_post = self.k();
+        if k_pre > k_post {
+            return Err(OreError::InvariantViolation.into());
+        }
+
+        // Apply fees.
+        self.apply_fees(swap_event.quote_fee);
+
+        // Return.
+        Ok(swap_event)
+    }
+}