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Merge pull request steemit#510 from GolosChain/507-get-order-book
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Add get_order_book_extended. steemit#507
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@afalaleev
afalaleev committed Apr 4, 2018
2 parents 6aa45ac + ee80cba commit 7df831d
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Showing 3 changed files with 114 additions and 42 deletions.
17 changes: 17 additions & 0 deletions plugins/market_history/include/golos/plugins/market_history/market_history_objects.hpp
View file
Expand Up @@ -58,6 +58,21 @@ namespace golos {
share_type sbd;
};


struct order_extended {
price order_price;
double real_price; // dollars per steem
share_type steem;
share_type sbd;
fc::time_point_sec created;
};

struct order_book_extended {
vector <order_extended> bids;
vector <order_extended> asks;
};


struct order_book {
vector <order> bids;
vector <order> asks;
Expand Down Expand Up @@ -183,6 +198,8 @@ FC_REFLECT((golos::plugins::market_history::market_trade),

FC_REFLECT_DERIVED((golos::plugins::market_history::limit_order),((golos::plugins::market_history::limit_order_api_object)) ,(real_price)(rewarded));

FC_REFLECT((golos::plugins::market_history::order_extended), (order_price)(real_price)(steem)(sbd)(created));
FC_REFLECT((golos::plugins::market_history::order_book_extended), (asks)(bids));


FC_REFLECT((golos::plugins::market_history::bucket_object),
Expand Down
2 changes: 2 additions & 0 deletions plugins/market_history/include/golos/plugins/market_history/market_history_plugin.hpp
View file
Expand Up @@ -32,6 +32,7 @@ namespace golos {
DEFINE_API_ARGS(get_ticker, json_rpc::msg_pack, market_ticker)
DEFINE_API_ARGS(get_volume, json_rpc::msg_pack, market_volume)
DEFINE_API_ARGS(get_order_book, json_rpc::msg_pack, order_book)
DEFINE_API_ARGS(get_order_book_extended, json_rpc::msg_pack, order_book_extended)
DEFINE_API_ARGS(get_trade_history, json_rpc::msg_pack, vector<market_trade>)
DEFINE_API_ARGS(get_recent_trades, json_rpc::msg_pack, vector<market_trade>)
DEFINE_API_ARGS(get_market_history, json_rpc::msg_pack, vector<bucket_object>)
Expand Down Expand Up @@ -64,6 +65,7 @@ namespace golos {
DECLARE_API((get_ticker)
(get_volume)
(get_order_book)
(get_order_book_extended)
(get_trade_history)
(get_recent_trades)
(get_market_history)
Expand Down
137 changes: 95 additions & 42 deletions plugins/market_history/market_history_plugin.cpp
View file
Expand Up @@ -16,6 +16,8 @@ namespace golos {
namespace market_history {
using golos::protocol::fill_order_operation;
using golos::chain::operation_notification;
class market_history_plugin::market_history_plugin_impl {
public:
Expand All @@ -31,12 +33,14 @@ namespace golos {
market_ticker get_ticker() const;
market_volume get_volume() const;
order_book get_order_book(uint32_t limit) const;
order_book_extended get_order_book_extended(uint32_t limit) const;
vector<market_trade> get_trade_history(time_point_sec start, time_point_sec end, uint32_t limit) const;
vector<market_trade> get_recent_trades(uint32_t limit) const;
vector<bucket_object> get_market_history(uint32_t bucket_seconds, time_point_sec start, time_point_sec end) const;
flat_set<uint32_t> get_market_history_buckets() const;
std::vector<limit_order> get_open_orders(std::string) const;
void update_market_histories(const golos::chain::operation_notification &o);
golos::chain::database &database() const {
Expand All @@ -51,15 +55,16 @@ namespace golos {
golos::chain::database &_db;
};
void market_history_plugin::market_history_plugin_impl::update_market_histories(const golos::chain::operation_notification &o) {
void market_history_plugin::market_history_plugin_impl::update_market_histories(const operation_notification &o) {
if (o.op.which() ==
operation::tag<fill_order_operation>::value) {
fill_order_operation op = o.op.get<fill_order_operation>();
const auto &bucket_idx = _db.get_index<bucket_index>().indices().get<by_bucket>();
auto &db = database();
const auto &bucket_idx = db.get_index<bucket_index>().indices().get<by_bucket>();
_db.create<order_history_object>([&](order_history_object &ho) {
ho.time = _db.head_block_time();
db.create<order_history_object>([&](order_history_object &ho) {
ho.time = db.head_block_time();
ho.op = op;
});
Expand All @@ -71,17 +76,17 @@ namespace golos {
}
for (auto bucket : _tracked_buckets) {
auto cutoff = _db.head_block_time() - fc::seconds(
auto cutoff = db.head_block_time() - fc::seconds(
bucket * _maximum_history_per_bucket_size);
auto open = fc::time_point_sec(
(_db.head_block_time().sec_since_epoch() /
(db.head_block_time().sec_since_epoch() /
bucket) * bucket);
auto seconds = bucket;
auto itr = bucket_idx.find(boost::make_tuple(seconds, open));
if (itr == bucket_idx.end()) {
_db.create<bucket_object>([&](bucket_object &b) {
db.create<bucket_object>([&](bucket_object &b) {
b.open = open;
b.seconds = bucket;
Expand Down Expand Up @@ -110,21 +115,21 @@ namespace golos {
}
});
} else {
_db.modify(*itr, [&](bucket_object &b) {
db.modify(*itr, [&](bucket_object &b) {
if (op.open_pays.symbol == STEEM_SYMBOL) {
b.steem_volume += op.open_pays.amount;
b.sbd_volume += op.current_pays.amount;
b.close_steem = op.open_pays.amount;
b.close_sbd = op.current_pays.amount;
if (b.high() <
golos::protocol::price(op.current_pays, op.open_pays)) {
price(op.current_pays, op.open_pays)) {
b.high_steem = op.open_pays.amount;
b.high_sbd = op.current_pays.amount;
}
if (b.low() >
golos::protocol::price(op.current_pays, op.open_pays)) {
price(op.current_pays, op.open_pays)) {
b.low_steem = op.open_pays.amount;
b.low_sbd = op.current_pays.amount;
}
Expand All @@ -135,13 +140,13 @@ namespace golos {
b.close_sbd = op.open_pays.amount;
if (b.high() <
golos::protocol::price(op.open_pays, op.current_pays)) {
price(op.open_pays, op.current_pays)) {
b.high_steem = op.current_pays.amount;
b.high_sbd = op.open_pays.amount;
}
if (b.low() >
golos::protocol::price(op.open_pays, op.current_pays)) {
price(op.open_pays, op.current_pays)) {
b.low_steem = op.current_pays.amount;
b.low_sbd = op.open_pays.amount;
}
Expand All @@ -156,7 +161,7 @@ namespace golos {
itr->open < cutoff) {
auto old_itr = itr;
++itr;
_db.remove(*old_itr);
db.remove(*old_itr);
}
}
}
Expand All @@ -166,16 +171,14 @@ namespace golos {
market_ticker market_history_plugin::market_history_plugin_impl::get_ticker() const {
market_ticker result;
const auto &bucket_idx = _db.get_index<bucket_index>().indices().get<by_bucket>();
auto itr = bucket_idx.lower_bound(boost::make_tuple(86400,
_db.head_block_time() - 86400));
const auto &bucket_idx = database().get_index<bucket_index>().indices().get<by_bucket>();
auto itr = bucket_idx.lower_bound(boost::make_tuple(86400, database().head_block_time() - 86400));
if (itr != bucket_idx.end()) {
auto open = (golos::protocol::asset(itr->open_sbd, SBD_SYMBOL) /
golos::protocol::asset(itr->open_steem, STEEM_SYMBOL)).to_real();
result.latest = (golos::protocol::asset(itr->close_sbd, SBD_SYMBOL) /
golos::protocol::asset(itr->close_steem, STEEM_SYMBOL)).to_real();
auto open = (asset(itr->open_sbd, SBD_SYMBOL) /
asset(itr->open_steem, STEEM_SYMBOL)).to_real();
result.latest = (asset(itr->close_sbd, SBD_SYMBOL) /
asset(itr->close_steem, STEEM_SYMBOL)).to_real();
result.percent_change =
((result.latest - open) / open) * 100;
} else {
Expand All @@ -199,8 +202,8 @@ namespace golos {
}
market_volume market_history_plugin::market_history_plugin_impl::get_volume() const {
const auto &bucket_idx = _db.get_index<bucket_index>().indices().get<by_bucket>();
auto itr = bucket_idx.lower_bound(boost::make_tuple(0, _db.head_block_time() - 86400));
const auto &bucket_idx = database().get_index<bucket_index>().indices().get<by_bucket>();
auto itr = bucket_idx.lower_bound(boost::make_tuple(0, database().head_block_time() - 86400));
market_volume result;
if (itr == bucket_idx.end()) {
Expand All @@ -222,51 +225,90 @@ namespace golos {
order_book market_history_plugin::market_history_plugin_impl::get_order_book(uint32_t limit) const {
FC_ASSERT(limit <= 500);
const auto &order_idx = _db.get_index<golos::chain::limit_order_index>().indices().get<golos::chain::by_price>();
auto itr = order_idx.lower_bound(golos::protocol::price::max(SBD_SYMBOL, STEEM_SYMBOL));
const auto &order_idx = database().get_index<golos::chain::limit_order_index>().indices().get<golos::chain::by_price>();
auto itr = order_idx.lower_bound(price::max(SBD_SYMBOL, STEEM_SYMBOL));
order_book result;
while (itr != order_idx.end() &&
itr->sell_price.base.symbol == SBD_SYMBOL &&
result.bids.size() < limit) {
order cur;
cur.price = itr->sell_price.base.to_real() /
itr->sell_price.quote.to_real();
cur.steem = (asset(itr->for_sale, SBD_SYMBOL) *
itr->sell_price).amount;
cur.price = itr->sell_price.base.to_real() / itr->sell_price.quote.to_real();
cur.steem = (asset(itr->for_sale, SBD_SYMBOL) * itr->sell_price).amount;
cur.sbd = itr->for_sale;
result.bids.push_back(cur);
++itr;
}
itr = order_idx.lower_bound(golos::protocol::price::max(STEEM_SYMBOL, SBD_SYMBOL));
itr = order_idx.lower_bound(price::max(STEEM_SYMBOL, SBD_SYMBOL));
while (itr != order_idx.end() &&
itr->sell_price.base.symbol == STEEM_SYMBOL &&
result.asks.size() < limit) {
order cur;
cur.price = itr->sell_price.quote.to_real() /
itr->sell_price.base.to_real();
cur.price = itr->sell_price.quote.to_real() / itr->sell_price.base.to_real();
cur.steem = itr->for_sale;
cur.sbd = (asset(itr->for_sale, STEEM_SYMBOL) *
itr->sell_price).amount;
cur.sbd = (asset(itr->for_sale, STEEM_SYMBOL) * itr->sell_price).amount;
result.asks.push_back(cur);
++itr;
}
return result;
}
order_book_extended market_history_plugin::market_history_plugin_impl::get_order_book_extended(uint32_t limit) const {
FC_ASSERT(limit <= 1000);
order_book_extended result;
auto max_sell = price::max(SBD_SYMBOL, STEEM_SYMBOL);
auto max_buy = price::max(STEEM_SYMBOL, SBD_SYMBOL);
const auto &limit_price_idx = database().get_index<golos::chain::limit_order_index>().indices().get<golos::chain::by_price>();
auto sell_itr = limit_price_idx.lower_bound(max_sell);
auto buy_itr = limit_price_idx.lower_bound(max_buy);
auto end = limit_price_idx.end();
while (sell_itr != end &&
sell_itr->sell_price.base.symbol == SBD_SYMBOL &&
result.bids.size() < limit) {
auto itr = sell_itr;
order_extended cur;
cur.order_price = itr->sell_price;
cur.real_price = (cur.order_price).to_real();
cur.sbd = itr->for_sale;
cur.steem = (asset(itr->for_sale, SBD_SYMBOL) * cur.order_price).amount;
cur.created = itr->created;
result.bids.push_back(cur);
++sell_itr;
}
while (buy_itr != end &&
buy_itr->sell_price.base.symbol == STEEM_SYMBOL &&
result.asks.size() < limit) {
auto itr = buy_itr;
order_extended cur;
cur.order_price = itr->sell_price;
cur.real_price = (~cur.order_price).to_real();
cur.steem = itr->for_sale;
cur.sbd = (asset(itr->for_sale, STEEM_SYMBOL) * cur.order_price).amount;
cur.created = itr->created;
result.asks.push_back(cur);
++buy_itr;
}
return result;
}
vector<market_trade> market_history_plugin::market_history_plugin_impl::get_trade_history(
time_point_sec start, time_point_sec end, uint32_t limit) const {
FC_ASSERT(limit <= 1000);
const auto &bucket_idx = _db.get_index<order_history_index>().indices().get<by_time>();
const auto &bucket_idx = database().get_index<order_history_index>().indices().get<by_time>();
auto itr = bucket_idx.lower_bound(start);
vector<market_trade> result;
std::vector<market_trade> result;
while (itr != bucket_idx.end() && itr->time <= end && result.size() < limit) {
while (itr != bucket_idx.end() && itr->time <= end &&
result.size() < limit) {
market_trade trade;
trade.date = itr->time;
trade.current_pays = itr->op.current_pays;
Expand All @@ -280,7 +322,7 @@ namespace golos {
vector<market_trade> market_history_plugin::market_history_plugin_impl::get_recent_trades(uint32_t limit) const {
FC_ASSERT(limit <= 1000);
const auto &order_idx = _db.get_index<order_history_index>().indices().get<by_time>();
const auto &order_idx = database().get_index<order_history_index>().indices().get<by_time>();
auto itr = order_idx.rbegin();
vector<market_trade> result;
Expand All @@ -299,12 +341,13 @@ namespace golos {
vector<bucket_object> market_history_plugin::market_history_plugin_impl::get_market_history(
uint32_t bucket_seconds, time_point_sec start, time_point_sec end) const {
const auto &bucket_idx = _db.get_index<bucket_index>().indices().get<by_bucket>();
const auto &bucket_idx = database().get_index<bucket_index>().indices().get<by_bucket>();
auto itr = bucket_idx.lower_bound(boost::make_tuple(bucket_seconds, start));
vector<bucket_object> result;
std::vector<bucket_object> result;
while (itr != bucket_idx.end() && itr->seconds == bucket_seconds && itr->open < end) {
while (itr != bucket_idx.end() &&
itr->seconds == bucket_seconds && itr->open < end) {
result.push_back(*itr);
++itr;
Expand All @@ -314,7 +357,7 @@ namespace golos {
}
flat_set<uint32_t> market_history_plugin::market_history_plugin_impl::get_market_history_buckets() const {
return appbase::app().get_plugin<market_history_plugin>().get_tracked_buckets();;
return appbase::app().get_plugin<market_history_plugin>().get_tracked_buckets();
}
std::vector<limit_order> market_history_plugin::market_history_plugin_impl::get_open_orders(string owner) const {
Expand Down Expand Up @@ -429,6 +472,16 @@ namespace golos {
});
}

DEFINE_API(market_history_plugin, get_order_book_extended) {
CHECK_ARG_SIZE(1)
auto limit = args.args->at(0).as<uint32_t>();
auto &db = _my->database();
return db.with_read_lock([&]() {
return _my->get_order_book_extended(limit);
});
}


DEFINE_API(market_history_plugin, get_trade_history) {
CHECK_ARG_SIZE(3)
auto start = args.args->at(0).as<time_point_sec>();
Expand Down

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