Abstracted method for mapping order direction to tick math

contracts/orderbook/src/order.rs

@@ -2,7 +2,7 @@ use crate::constants::{MAX_TICK, MIN_TICK};
 use crate::error::ContractError;
 use crate::state::ORDERBOOKS;
 use crate::state::*;
-use crate::tick_math::{multiply_by_price, tick_to_price};
+use crate::tick_math::{amount_to_value, tick_to_price};
 use crate::types::{Fulfillment, LimitOrder, MarketOrder, OrderDirection, REPLY_ID_REFUND};
 use cosmwasm_std::{
     coin, ensure, ensure_eq, ensure_ne, BankMsg, Decimal256, DepsMut, Env, MessageInfo, Order,
@@ -221,8 +221,11 @@ pub fn run_market_order(
             let fill_quantity = order.quantity.min(current_order.quantity);
             // Add to total amount fulfilled from placed order
             amount_fulfilled = amount_fulfilled.checked_add(fill_quantity)?;
-            amount_to_send =
-                amount_to_send.checked_add(multiply_by_price(amount_fulfilled, tick_price)?)?;
+            amount_to_send = amount_to_send.checked_add(amount_to_value(
+                order.order_direction,
+                amount_fulfilled,
+                tick_price,
+            )?)?;
             // Generate fulfillment for current order
             let fulfillment = Fulfillment::new(current_order, fill_quantity);
             fulfillments.push(fulfillment);

contracts/orderbook/src/tests/test_order.rs

@@ -7,7 +7,7 @@ use crate::{
     types::{Fulfillment, LimitOrder, MarketOrder, OrderDirection, REPLY_ID_REFUND},
 };
 use cosmwasm_std::testing::{mock_dependencies_with_balances, mock_env, mock_info};
-use cosmwasm_std::{coin, Addr, BankMsg, Coin, Decimal, Empty, SubMsg, Uint128};
+use cosmwasm_std::{coin, Addr, BankMsg, Coin, Empty, SubMsg, Uint128};
 use cw_utils::PaymentError;
 
 #[allow(clippy::uninlined_format_args)]
@@ -577,7 +577,7 @@ fn test_resolve_fulfillments() {
                     Fulfillment::new(
                         LimitOrder::new(
                             0,
-                            MAX_TICK,
+                            1,
                             1,
                             OrderDirection::Bid,
                             Addr::unchecked("creator"),

contracts/orderbook/src/tick_math.rs

@@ -4,6 +4,7 @@ use crate::constants::{
     EXPONENT_AT_PRICE_ONE, GEOMETRIC_EXPONENT_INCREMENT_DISTANCE_IN_TICKS, MAX_TICK, MIN_TICK,
 };
 use crate::error::*;
+use crate::types::OrderDirection;
 use cosmwasm_std::{ensure, Decimal256, Uint128, Uint256};
 
 // tick_to_price converts a tick index to a price.
@@ -92,3 +93,24 @@ pub fn multiply_by_price(amount: Uint128, price: Decimal256) -> ContractResult<U
 
     Ok(amount_to_send)
 }
+
+// Divides a given tick amount by the price for that tick
+pub fn divide_by_price(amount: Uint128, price: Decimal256) -> ContractResult<Uint128> {
+    let amount_to_send_u256 = price
+        .checked_div(Decimal256::new(Uint256::from(amount)))?
+        .to_uint_ceil();
+    let amount_to_send = Uint128::from_str(amount_to_send_u256.to_string().as_str()).unwrap();
+
+    Ok(amount_to_send)
+}
+
+pub fn amount_to_value(
+    order: OrderDirection,
+    amount: Uint128,
+    price: Decimal256,
+) -> ContractResult<Uint128> {
+    match order {
+        OrderDirection::Bid => divide_by_price(amount, price),
+        OrderDirection::Ask => multiply_by_price(amount, price),
+    }
+}

contracts/orderbook/src/types/order.rs

@@ -2,7 +2,7 @@ use cosmwasm_schema::cw_serde;
 use cosmwasm_std::{coin, ensure, Addr, BankMsg, Uint128};
 
 use crate::{
-    tick_math::{multiply_by_price, tick_to_price},
+    tick_math::{amount_to_value, tick_to_price},
     ContractError,
 };
 
@@ -59,8 +59,10 @@ impl LimitOrder {
             }
         );
         self.quantity = self.quantity.checked_sub(quantity)?;
+        // Determine price
         let price = tick_to_price(self.tick_id)?;
-        let amount_to_send = multiply_by_price(quantity, price)?;
+        // Multiply quantity by price
+        let amount_to_send = amount_to_value(self.order_direction, quantity, price)?;
         Ok(BankMsg::Send {
             to_address: self.owner.to_string(),
             amount: vec![coin(amount_to_send.u128(), denom.into())],