/
orders_service.go
359 lines (290 loc) · 10.9 KB
/
orders_service.go
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package api
import (
"encoding/json"
"errors"
"fmt"
"github.com/Purnachndar/exnomy-scaffold-dex/backend/models"
"github.com/Purnachndar/exnomy-sdk-backend/common"
"github.com/Purnachndar/exnomy-sdk-backend/sdk"
"github.com/Purnachndar/exnomy-sdk-backend/utils"
"github.com/shopspring/decimal"
"math/rand"
"os"
"time"
)
func GetLockedBalance(p Param) (interface{}, error) {
req := p.(*LockedBalanceReq)
tokens := models.TokenDao.GetAllTokens()
var lockedBalances []LockedBalance
for _, token := range tokens {
lockedBalance := models.BalanceDao.GetByAccountAndSymbol(req.Address, token.Symbol, token.Decimals)
lockedBalances = append(lockedBalances, LockedBalance{
Symbol: token.Symbol,
LockedBalance: lockedBalance,
})
}
return &LockedBalanceResp{
LockedBalances: lockedBalances,
}, nil
}
func GetSingleOrder(p Param) (interface{}, error) {
req := p.(*QuerySingleOrderReq)
order := models.OrderDao.FindByID(req.OrderID)
return &QuerySingleOrderResp{
Order: order,
}, nil
}
func GetOrders(p Param) (interface{}, error) {
req := p.(*QueryOrderReq)
if req.Status == "" {
req.Status = common.ORDER_PENDING
}
if req.PerPage <= 0 {
req.PerPage = 20
}
if req.Page <= 0 {
req.Page = 1
}
offset := req.PerPage * (req.Page - 1)
limit := req.PerPage
count, orders := models.OrderDao.FindByAccount(req.Address, req.MarketID, req.Status, offset, limit)
return &QueryOrderResp{
Count: count,
Orders: orders,
}, nil
}
func CancelOrder(p Param) (interface{}, error) {
req := p.(*CancelOrderReq)
order := models.OrderDao.FindByID(req.ID)
if order == nil {
return nil, NewApiError(-1, fmt.Sprintf("order %s not exist", req.ID))
}
cancelOrderEvent := common.CancelOrderEvent{
Event: common.Event{
Type: common.EventCancelOrder,
MarketID: order.MarketID,
},
Price: order.Price.String(),
Side: order.Side,
ID: order.ID,
}
return nil, QueueService.Push([]byte(utils.ToJsonString(cancelOrderEvent)))
}
func BuildOrder(p Param) (interface{}, error) {
utils.Debugf("BuildOrder param %v", p)
req := p.(*BuildOrderReq)
err := checkBalanceAllowancePriceAndAmount(req, req.Address)
if err != nil {
return nil, err
}
buildOrderResponse, err := BuildAndCacheOrder(req.Address, req)
if err != nil {
return nil, err
}
return map[string]interface{}{
"order": buildOrderResponse,
}, nil
}
func PlaceOrder(p Param) (interface{}, error) {
order := p.(*PlaceOrderReq)
if valid := hydro.IsValidOrderSignature(order.Address, order.ID, order.Signature); !valid {
utils.Infof("valid is %v", valid)
return nil, errors.New("bad signature")
}
cacheOrder := getCacheOrderByOrderID(order.ID)
if cacheOrder == nil {
return nil, errors.New("place order error, please retry later")
}
cacheOrder.OrderResponse.Json.Signature = order.Signature
ret := models.Order{
ID: order.ID,
TraderAddress: order.Address,
MarketID: cacheOrder.OrderResponse.MarketID,
Side: cacheOrder.OrderResponse.Side,
Price: cacheOrder.OrderResponse.Price,
Amount: cacheOrder.OrderResponse.Amount,
Status: common.ORDER_PENDING,
Type: cacheOrder.OrderResponse.Type,
Version: "hydro-v1",
AvailableAmount: cacheOrder.OrderResponse.Amount,
ConfirmedAmount: decimal.Zero,
CanceledAmount: decimal.Zero,
PendingAmount: decimal.Zero,
MakerFeeRate: cacheOrder.OrderResponse.AsMakerFeeRate,
TakerFeeRate: cacheOrder.OrderResponse.AsTakerFeeRate,
MakerRebateRate: cacheOrder.OrderResponse.MakerRebateRate,
GasFeeAmount: cacheOrder.OrderResponse.GasFeeAmount,
JSON: utils.ToJsonString(cacheOrder.OrderResponse.Json),
CreatedAt: time.Now().UTC(),
}
newOrderEvent, _ := json.Marshal(common.NewOrderEvent{
Event: common.Event{
MarketID: cacheOrder.OrderResponse.MarketID,
Type: common.EventNewOrder,
},
Order: utils.ToJsonString(ret),
})
err := QueueService.Push(newOrderEvent)
if err != nil {
return nil, errors.New("place order failed, place try again")
} else {
return nil, nil
}
}
func getCacheOrderByOrderID(orderID string) *CacheOrder {
cacheOrderStr, err := CacheService.Get(generateOrderCacheKey(orderID))
if err != nil {
utils.Errorf("get cache order error: %v", err)
return nil
}
var cacheOrder CacheOrder
err = json.Unmarshal([]byte(cacheOrderStr), &cacheOrder)
if err != nil {
utils.Errorf("get cache order error: %v, cache order is: %v", err, cacheOrderStr)
return nil
}
return &cacheOrder
}
func checkBalanceAllowancePriceAndAmount(order *BuildOrderReq, address string) error {
market := models.MarketDao.FindMarketByID(order.MarketID)
if market == nil {
return MarketNotFoundError(order.MarketID)
}
minPriceUnit := decimal.New(1, int32(-1*market.PriceDecimals))
price := utils.StringToDecimal(order.Price)
if price.LessThanOrEqual(decimal.Zero) {
return NewApiError(-1, "invalid_price")
}
if !price.Mod(minPriceUnit).Equal(decimal.Zero) {
return NewApiError(-1, "invalid_price_unit")
}
minAmountUnit := decimal.New(1, int32(-1*market.AmountDecimals))
amount := utils.StringToDecimal(order.Amount)
if amount.LessThanOrEqual(decimal.Zero) {
return NewApiError(-1, "invalid_amount")
}
if !amount.Mod(minAmountUnit).Equal(decimal.Zero) {
return NewApiError(-1, "invalid_amount_unit")
}
orderSizeInQuoteToken := amount.Mul(price)
if orderSizeInQuoteToken.LessThan(market.MinOrderSize) {
return NewApiError(-1, "order_less_than_minOrderSize")
}
baseTokenLockedBalance := models.BalanceDao.GetByAccountAndSymbol(address, market.BaseTokenSymbol, market.BaseTokenDecimals)
baseTokenBalance := hydro.GetTokenBalance(market.BaseTokenAddress, address)
baseTokenAllowance := hydro.GetTokenAllowance(market.BaseTokenAddress, os.Getenv("HSK_PROXY_ADDRESS"), address)
quoteTokenLockedBalance := models.BalanceDao.GetByAccountAndSymbol(address, market.QuoteTokenSymbol, market.QuoteTokenDecimals)
quoteTokenBalance := hydro.GetTokenBalance(market.QuoteTokenAddress, address)
quoteTokenAllowance := hydro.GetTokenAllowance(market.QuoteTokenAddress, os.Getenv("HSK_PROXY_ADDRESS"), address)
var quoteTokenHugeAmount decimal.Decimal
var baseTokenHugeAmount decimal.Decimal
feeDetail := calculateFee(price, amount, market, address)
feeAmount := feeDetail.AsTakerTotalFeeAmount
quoteTokenHugeAmount = amount.Mul(decimal.New(1, int32(market.QuoteTokenDecimals))).Mul(price)
baseTokenHugeAmount = amount.Mul(decimal.New(1, int32(market.QuoteTokenDecimals)))
if order.Side == "sell" {
if quoteTokenHugeAmount.LessThanOrEqual(feeAmount) {
return NewApiError(-1, fmt.Sprintf("amount: %s less than fee: %s", quoteTokenHugeAmount.String(), feeAmount.String()))
}
availableBaseTokenAmount := baseTokenBalance.Sub(baseTokenLockedBalance)
if baseTokenHugeAmount.GreaterThan(availableBaseTokenAmount) {
return NewApiError(-1, fmt.Sprintf("%s balance not enough, available balance is %s, require amount is %s", market.BaseTokenSymbol, availableBaseTokenAmount.String(), baseTokenHugeAmount.String()))
}
if baseTokenHugeAmount.GreaterThan(baseTokenAllowance) {
return NewApiError(-1, fmt.Sprintf("%s allowance not enough, allowance is %s, require amount is %s", market.BaseTokenSymbol, baseTokenAllowance.String(), baseTokenHugeAmount.String()))
}
} else {
availableQuoteTokenAmount := quoteTokenBalance.Sub(quoteTokenLockedBalance)
requireAmount := quoteTokenHugeAmount.Add(feeAmount)
if requireAmount.GreaterThan(availableQuoteTokenAmount) {
return NewApiError(-1, fmt.Sprintf("%s balance not enough, available balance is %s, require amount is %s", market.QuoteTokenSymbol, availableQuoteTokenAmount.String(), requireAmount.String()))
}
if requireAmount.GreaterThan(quoteTokenAllowance) {
return NewApiError(-1, fmt.Sprintf("%s allowance not enough, available balance is %s, require amount is %s", market.QuoteTokenSymbol, quoteTokenAllowance.String(), requireAmount.String()))
}
}
// will add check of precision later
return nil
}
func BuildAndCacheOrder(address string, order *BuildOrderReq) (*BuildOrderResp, error) {
market := models.MarketDao.FindMarketByID(order.MarketID)
amount := utils.StringToDecimal(order.Amount)
price := utils.StringToDecimal(order.Price)
fee := calculateFee(price, amount, market, address)
gasFeeInQuoteToken := fee.GasFeeAmount
gasFeeInQuoteTokenHugeAmount := fee.GasFeeAmount.Mul(decimal.New(1, int32(market.QuoteTokenDecimals)))
makerRebateRate := decimal.Zero
offeredAmount := decimal.Zero
var baseTokenHugeAmount decimal.Decimal
var quoteTokenHugeAmount decimal.Decimal
baseTokenHugeAmount = amount.Mul(decimal.New(1, int32(market.BaseTokenDecimals)))
quoteTokenHugeAmount = price.Mul(amount).Mul(decimal.New(1, int32(market.QuoteTokenDecimals)))
orderData := hydro.GenerateOrderData(
int64(2),
getExpiredAt(order.Expires),
rand.Int63(),
market.MakerFeeRate,
market.TakerFeeRate,
decimal.Zero,
order.Side == "sell",
order.OrderType == "market",
false)
orderJson := models.OrderJSON{
Trader: address,
Relayer: os.Getenv("HSK_RELAYER_ADDRESS"),
BaseCurrency: market.BaseTokenAddress,
QuoteCurrency: market.QuoteTokenAddress,
BaseCurrencyHugeAmount: baseTokenHugeAmount,
QuoteCurrencyHugeAmount: quoteTokenHugeAmount,
GasTokenHugeAmount: gasFeeInQuoteTokenHugeAmount,
Data: orderData,
}
sdkOrder := sdk.NewOrderWithData(address,
os.Getenv("HSK_RELAYER_ADDRESS"),
market.BaseTokenAddress,
market.QuoteTokenAddress,
utils.DecimalToBigInt(baseTokenHugeAmount),
utils.DecimalToBigInt(quoteTokenHugeAmount),
utils.DecimalToBigInt(gasFeeInQuoteTokenHugeAmount),
orderData,
"",
)
orderHash := hydro.GetOrderHash(sdkOrder)
orderResponse := BuildOrderResp{
ID: utils.Bytes2HexP(orderHash),
Json: &orderJson,
Side: order.Side,
Type: order.OrderType,
Price: price,
Amount: amount,
MarketID: order.MarketID,
AsMakerFeeRate: market.MakerFeeRate,
AsTakerFeeRate: market.TakerFeeRate,
MakerRebateRate: makerRebateRate,
GasFeeAmount: gasFeeInQuoteToken,
}
cacheOrder := CacheOrder{
OrderResponse: orderResponse,
Address: address,
BalanceOfTokenToOffer: offeredAmount,
}
// Cache the build order for 60 seconds, if we still not get signature in the period. The order will be dropped.
err := CacheService.Set(generateOrderCacheKey(orderResponse.ID), utils.ToJsonString(cacheOrder), time.Second*60)
return &orderResponse, err
}
func generateOrderCacheKey(orderID string) string {
return "OrderCache:" + orderID
}
func getExpiredAt(expiresInSeconds int64) int64 {
if time.Duration(expiresInSeconds)*time.Second > time.Hour {
return time.Now().Unix() + expiresInSeconds
} else {
return time.Now().Unix() + 60*60*24*365*100
}
}
func isMarketBuyOrder(order *BuildOrderReq) bool {
return order.OrderType == "market" && order.Side == "buy"
}
func isMarketOrder(order *BuildOrderReq) bool {
return order.OrderType == "market"
}