autotrader/utils.go

package autotrader

import (
	"golang.org/x/exp/constraints"
)

const floatComparisonTolerance = float64(1e-6)

// EasyIndex returns an index to the `n` -length object that allows for negative indexing. For example, EasyIndex(-1, 5) returns 4. This is similar to Python's negative indexing. The return value may be less than zero if (-i) > n.
func EasyIndex(i, n int) int {
	if i < 0 {
		return n + i
	}
	return i
}

func EqualApprox(a, b float64) bool {
	return Abs(a-b) < floatComparisonTolerance
}

func Abs[T constraints.Integer | constraints.Float](a T) T {
	if a < T(0) {
		return -a
	}
	return a
}

func Min[T constraints.Ordered](a, b T) T {
	if a < b {
		return a
	}
	return b
}

func Max[T constraints.Ordered](a, b T) T {
	if a > b {
		return a
	}
	return b
}

func LeverageToMargin(leverage float64) float64 {
	return 1 / leverage
}

func MarginToLeverage(margin float64) float64 {
	return 1 / margin
}