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Update return type of database::match() to enum
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@abitmore
abitmore committed Jul 18, 2021
1 parent 1111348 commit 2024368
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Showing 2 changed files with 59 additions and 31 deletions.
64 changes: 40 additions & 24 deletions libraries/chain/db_market.cpp
View file
Original file line number Diff line number Diff line change
Expand Up @@ -421,7 +421,7 @@ bool database::apply_order_before_hardfork_625(const limit_order_object& new_ord
auto old_limit_itr = limit_itr;
++limit_itr;
// match returns 2 when only the old order was fully filled. In this case, we keep matching; otherwise, we stop.
finished = (match(new_order_object, *old_limit_itr, old_limit_itr->sell_price) != 2);
finished = ( match(new_order_object, *old_limit_itr, old_limit_itr->sell_price) != only_maker_filled );
}

// TODO Possible optimization: only check calls if the new order completely filled some old order.
Expand Down Expand Up @@ -551,7 +551,7 @@ bool database::apply_order(const limit_order_object& new_order_object)
++limit_itr;
// match returns 2 when only the old order was fully filled.
// In this case, we keep matching; otherwise, we stop.
finished = ( match( new_order_object, *old_limit_itr, old_limit_itr->sell_price ) != 2 );
finished = ( match( new_order_object, *old_limit_itr, old_limit_itr->sell_price ) != only_maker_filled );
}

if( !finished && !before_core_hardfork_1270 ) // TODO refactor or cleanup duplicate code after core-1270 hf
Expand All @@ -570,15 +570,15 @@ bool database::apply_order(const limit_order_object& new_order_object)
|| call_itr->collateralization() > sell_abd->current_maintenance_collateralization )
break;
// hard fork core-338 and core-625 took place at same time, not checking HARDFORK_CORE_338_TIME here.
int match_result = match( new_order_object, *call_itr, call_match_price,
sell_abd->current_feed.settlement_price,
sell_abd->current_feed.maintenance_collateral_ratio,
sell_abd->current_maintenance_collateralization,
call_pays_price);
const auto match_result = match( new_order_object, *call_itr, call_match_price,
sell_abd->current_feed.settlement_price,
sell_abd->current_feed.maintenance_collateral_ratio,
sell_abd->current_maintenance_collateralization,
call_pays_price);
// match returns 1 or 3 when the new order was fully filled.
// In this case, we stop matching; otherwise keep matching.
// since match can return 0 due to BSIP38 (hf core-834), we no longer only check if the result is 2.
if( match_result == 1 || match_result == 3 )
if( only_taker_filled == match_result || both_filled == match_result )
finished = true;
}
}
Expand All @@ -599,15 +599,15 @@ bool database::apply_order(const limit_order_object& new_order_object)
break;
// assume hard fork core-338 and core-625 will take place at same time,
// not checking HARDFORK_CORE_338_TIME here.
int match_result = match( new_order_object, *call_itr, call_match_price,
sell_abd->current_feed.settlement_price,
sell_abd->current_feed.maintenance_collateral_ratio,
optional<price>() );
const auto match_result = match( new_order_object, *call_itr, call_match_price,
sell_abd->current_feed.settlement_price,
sell_abd->current_feed.maintenance_collateral_ratio,
optional<price>() );
// match returns 1 or 3 when the new order was fully filled.
// In this case, we stop matching; otherwise keep matching.
// since match can return 0 due to BSIP38 (hard fork core-834),
// we no longer only check if the result is 2.
if( match_result == 1 || match_result == 3 )
if( only_taker_filled == match_result || both_filled == match_result )
finished = true;
}
}
Expand All @@ -619,7 +619,7 @@ bool database::apply_order(const limit_order_object& new_order_object)
auto old_limit_itr = limit_itr;
++limit_itr;
// match returns 2 when only the old order was fully filled. In this case, we keep matching; otherwise, we stop.
finished = ( match( new_order_object, *old_limit_itr, old_limit_itr->sell_price ) != 2 );
finished = ( match( new_order_object, *old_limit_itr, old_limit_itr->sell_price ) != only_maker_filled );
}

const limit_order_object* updated_order_object = find< limit_order_object >( order_id );
Expand Down Expand Up @@ -688,6 +688,17 @@ void database::apply_force_settlement( const force_settlement_object& new_settle

}

/// Helper function
static database::match_result_type get_match_result( bool taker_filled, bool maker_filled )
{
int8_t result = 0;
if( maker_filled )
result += static_cast<int8_t>( database::only_maker_filled );
if( taker_filled )
result += static_cast<int8_t>( database::only_taker_filled );
return static_cast<database::match_result_type>( result );
}

/**
* Matches the two orders, the first parameter is taker, the second is maker.
*
Expand All @@ -698,7 +709,8 @@ void database::apply_force_settlement( const force_settlement_object& new_settle
* 2 - maker was filled
* 3 - both were filled
*/
int database::match( const limit_order_object& usd, const limit_order_object& core, const price& match_price )
database::match_result_type database::match( const limit_order_object& usd, const limit_order_object& core,
const price& match_price )
{
FC_ASSERT( usd.sell_price.quote.asset_id == core.sell_price.base.asset_id );
FC_ASSERT( usd.sell_price.base.asset_id == core.sell_price.quote.asset_id );
Expand All @@ -720,7 +732,7 @@ int database::match( const limit_order_object& usd, const limit_order_object& co
// Be here, it's possible that taker is paying something for nothing due to partially filled in last loop.
// In this case, we see it as filled and cancel it later
if( usd_receives.amount == 0 && maint_time > HARDFORK_CORE_184_TIME )
return 1;
return only_taker_filled;

if( before_core_hardfork_342 )
core_receives = usd_for_sale;
Expand Down Expand Up @@ -759,14 +771,17 @@ int database::match( const limit_order_object& usd, const limit_order_object& co
core_pays == core.amount_for_sale() );

// the first param of match() is taker
int result = fill_limit_order( usd, usd_pays, usd_receives, cull_taker, match_price, false ) ? 1 : 0;
bool taker_filled = fill_limit_order( usd, usd_pays, usd_receives, cull_taker, match_price, false );
// the second param of match() is maker
result += fill_limit_order( core, core_pays, core_receives, true, match_price, true ) ? 2 : 0;
FC_ASSERT( result != 0 );
bool maker_filled = fill_limit_order( core, core_pays, core_receives, true, match_price, true );

match_result_type result = get_match_result( taker_filled, maker_filled );
FC_ASSERT( result != none_filled );
return result;
}

int database::match( const limit_order_object& bid, const call_order_object& ask, const price& match_price,
database::match_result_type database::match( const limit_order_object& bid, const call_order_object& ask,
const price& match_price,
const price& feed_price, const uint16_t maintenance_collateral_ratio,
const optional<price>& maintenance_collateralization,
const price& call_pays_price )
Expand All @@ -790,7 +805,7 @@ int database::match( const limit_order_object& bid, const call_order_object& ask
// Be here, it's possible that taker is paying something for nothing due to partially filled in last loop.
// In this case, we see it as filled and cancel it later
if( order_receives.amount == 0 )
return 1;
return only_taker_filled;

// The remaining amount in the limit order would be too small,
// so we should cull the order in fill_limit_order() below.
Expand Down Expand Up @@ -819,10 +834,11 @@ int database::match( const limit_order_object& bid, const call_order_object& ask
FC_ASSERT(call_pays >= order_receives);
const asset margin_call_fee = call_pays - order_receives;

int result = fill_limit_order( bid, order_pays, order_receives, cull_taker, match_price, false ) ? 1 : 0; // taker
result += fill_call_order( ask, call_pays, call_receives, match_price, true, margin_call_fee ) ? 2 : 0; // maker
// result can be 0 when call order has target_collateral_ratio option set.
bool taker_filled = fill_limit_order( bid, order_pays, order_receives, cull_taker, match_price, false );
bool maker_filled = fill_call_order( ask, call_pays, call_receives, match_price, true, margin_call_fee );

// Note: result can be none_filled when call order has target_collateral_ratio option set.
match_result_type result = get_match_result( taker_filled, maker_filled );
return result;
}

Expand Down
26 changes: 19 additions & 7 deletions libraries/chain/include/graphene/chain/database.hpp
View file
Original file line number Diff line number Diff line change
Expand Up @@ -451,12 +451,20 @@ namespace graphene { namespace chain {
* @return a bit field indicating which orders were filled (and thus removed)
*
* 0 - no orders were matched
* 1 - taker was filled
* 2 - maker was filled
* 1 - only taker was filled
* 2 - only maker was filled
* 3 - both were filled
*/
///@{
int match( const limit_order_object& taker, const limit_order_object& maker, const price& trade_price );
enum match_result_type
{
none_filled = 0,
only_taker_filled = 1,
only_maker_filled = 2,
both_filled = 3
};
match_result_type match( const limit_order_object& taker, const limit_order_object& maker,
const price& trade_price );
/***
* @brief Match limit order as taker to a call order as maker
* @param taker the order that is removing liquidity from the book
Expand All @@ -469,12 +477,14 @@ namespace graphene { namespace chain {
* than limit order takes if call order subject to a margin call fee.
* @returns 0 if no orders were matched, 1 if taker was filled, 2 if maker was filled, 3 if both were filled
*/
int match( const limit_order_object& taker, const call_order_object& maker, const price& trade_price,
match_result_type match( const limit_order_object& taker, const call_order_object& maker,
const price& trade_price,
const price& feed_price, const uint16_t maintenance_collateral_ratio,
const optional<price>& maintenance_collateralization,
const price& call_pays_price);
/// If separate call_pays_price not provided, assume call pays at trade_price:
int match( const limit_order_object& taker, const call_order_object& maker, const price& trade_price,
match_result_type match( const limit_order_object& taker, const call_order_object& maker,
const price& trade_price,
const price& feed_price, const uint16_t maintenance_collateral_ratio,
const optional<price>& maintenance_collateralization) {
return match(taker, maker, trade_price, feed_price, maintenance_collateral_ratio,
Expand Down Expand Up @@ -542,7 +552,7 @@ namespace graphene { namespace chain {
bool fill_call_order( const call_order_object& order, const asset& pays, const asset& receives,
const price& fill_price, const bool is_maker, const asset& margin_fee );

// Overload provides compatible default value for margin_fee: (margin_fee.asset_id == pays.asset_id)
/// Overload provides compatible default value for margin_fee: (margin_fee.asset_id == pays.asset_id)
bool fill_call_order( const call_order_object& order, const asset& pays, const asset& receives,
const price& fill_price, const bool is_maker )
{
Expand All @@ -556,7 +566,8 @@ namespace graphene { namespace chain {
bool for_new_limit_order = false,
const asset_bitasset_data_object* bitasset_ptr = nullptr );

// helpers to fill_order
/// helpers to fill_order
/// @{
void pay_order( const account_object& receiver, const asset& receives, const asset& pays );

/**
Expand All @@ -570,6 +581,7 @@ namespace graphene { namespace chain {
asset pay_market_fees(const account_object* seller, const asset_object& recv_asset, const asset& receives,
const bool& is_maker, const optional<asset>& calculated_market_fees = {});
asset pay_force_settle_fees(const asset_object& collecting_asset, const asset& collat_receives);
/// @}
///@}


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