[pshaiCmd] Get Orderbook Impact

DefineCommand("GetOrderbookImpact", "Calculates the impact on orderbook based on trade amount, returns the price impact in percentages.")

local tradeAmount = DefineParameter(NumberType, 'tradeAmount', 'The trade amount to calculate with. Default is TradeAmount()', false, TradeAmount(), 'TradeAmount, MaxLongAmount, MaxShortAmount, LongAmount, ShortAmount')
local isLong = DefineParameter(BooleanType, 'isLong', 'Whether or not we are checking for a long or short entry/exit', false, true, 'True, False')

local ob = GetOrderbook()
local askPrices = ob.askPrices
local askAmounts = ob.askAmounts
local bidPrices = ob.bidPrices
local bidAmounts = ob.bidAmounts

local i = 1
local lastPrice = 0
while tradeAmount > 0 do
    tradeAmount = tradeAmount - (isLong and bidAmounts[i] or askAmounts[i])
    lastPrice = (isLong and bidPrices[i] or askPrices[i])
    i = i + 1
end

local impact = 0
if isLong then
    impact = bidPrices[1] / lastPrice - 1
else
    impact = lastPrice / askPrices[1] - 1
end

DefineOutput(NumberType, impact * 100, 'The amount of impact in percentages.', 'IsBiggerThan, IsSmallerThan, IsBiggerOrSmallerThan')