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handlers.go
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handlers.go
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package market
import (
"bytes"
"fmt"
"math"
"strconv"
sdk "github.com/cosmos/cosmos-sdk/types"
"github.com/coinexchain/cet-sdk/modules/market/internal/keepers"
"github.com/coinexchain/cet-sdk/modules/market/internal/types"
"github.com/coinexchain/cet-sdk/msgqueue"
dex "github.com/coinexchain/cet-sdk/types"
)
func NewHandler(k keepers.Keeper) sdk.Handler {
return func(ctx sdk.Context, msg sdk.Msg) sdk.Result {
ctx = ctx.WithEventManager(sdk.NewEventManager())
switch msg := msg.(type) {
case types.MsgCreateTradingPair:
return handleMsgCreateTradingPair(ctx, msg, k)
case types.MsgCreateOrder:
return handleMsgCreateOrder(ctx, msg, k)
case types.MsgCancelOrder:
return handleMsgCancelOrder(ctx, msg, k)
case types.MsgCancelTradingPair:
return handleMsgCancelTradingPair(ctx, msg, k)
case types.MsgModifyPricePrecision:
return handleMsgModifyPricePrecision(ctx, msg, k)
default:
return dex.ErrUnknownRequest(ModuleName, msg)
}
}
}
func handleMsgCreateTradingPair(ctx sdk.Context, msg types.MsgCreateTradingPair, keeper keepers.Keeper) sdk.Result {
if err := checkMsgCreateTradingPair(ctx, msg, keeper); err != nil {
return err.Result()
}
var orderPrecision byte
if msg.OrderPrecision <= types.MaxOrderPrecision {
orderPrecision = msg.OrderPrecision
}
info := types.MarketInfo{
Stock: msg.Stock,
Money: msg.Money,
PricePrecision: msg.PricePrecision,
LastExecutedPrice: sdk.ZeroDec(),
OrderPrecision: orderPrecision,
}
if err := keeper.SetMarket(ctx, info); err != nil {
// only MarshalBinaryBare can cause error here, which is impossible in production
return err.Result()
}
param := keeper.GetParams(ctx)
if err := keeper.SubtractFeeAndCollectFee(ctx, msg.Creator, param.CreateMarketFee); err != nil {
// CreateMarketFee has been checked with HasCoins in checkMsgCreateTradingPair
// this clause will not execute in production
return err.Result()
}
sendCreateMarketMsg(ctx, keeper, &msg)
ctx.EventManager().EmitEvents(sdk.Events{
sdk.NewEvent(
EventTypeKeyCreateTradingPair,
sdk.NewAttribute(AttributeKeyTradingPair, msg.GetSymbol()),
sdk.NewAttribute(AttributeKeyStock, msg.Stock),
sdk.NewAttribute(AttributeKeyMoney, msg.Money),
sdk.NewAttribute(AttributeKeyPricePrecision, strconv.Itoa(int(info.PricePrecision))),
sdk.NewAttribute(AttributeKeyLastExecutePrice, info.LastExecutedPrice.String()),
),
sdk.NewEvent(
sdk.EventTypeMessage,
sdk.NewAttribute(sdk.AttributeKeyModule, AttributeValueCategory),
sdk.NewAttribute(sdk.AttributeKeySender, msg.Creator.String()),
),
})
return sdk.Result{
Events: ctx.EventManager().Events(),
}
}
func checkMsgCreateTradingPair(ctx sdk.Context, msg types.MsgCreateTradingPair, keeper keepers.Keeper) sdk.Error {
if _, err := keeper.GetMarketInfo(ctx, msg.GetSymbol()); err == nil {
return types.ErrRepeatTradingPair()
}
if !keeper.IsTokenExists(ctx, msg.Money) || !keeper.IsTokenExists(ctx, msg.Stock) {
return types.ErrTokenNoExist()
}
if !keeper.IsTokenIssuer(ctx, msg.Stock, msg.Creator) {
return types.ErrInvalidTokenIssuer()
}
marketParams := keeper.GetParams(ctx)
if !keeper.HasCoins(ctx, msg.Creator, dex.NewCetCoins(marketParams.CreateMarketFee)) {
return types.ErrInsufficientCoins()
}
return nil
}
func sendCreateMarketMsg(ctx sdk.Context, keeper keepers.Keeper, market *types.MsgCreateTradingPair) {
if keeper.IsSubScribed(types.Topic) {
msgqueue.FillMsgs(ctx, types.CreateMarketInfoKey, market)
}
}
type ParamOfCommissionMsg struct {
amountOfMoney sdk.Dec
amountOfStock sdk.Dec
stock string
money string
}
func CalCommission(ctx sdk.Context, keeper keepers.QueryMarketInfoAndParams, msg ParamOfCommissionMsg) (int64, sdk.Error) {
marketParams := keeper.GetParams(ctx)
volume := keeper.GetMarketVolume(ctx, msg.stock, msg.money, msg.amountOfStock, msg.amountOfMoney)
rate := sdk.NewDec(marketParams.MarketFeeRate).QuoInt64(int64(math.Pow10(types.DefaultMarketFeeRatePrecision)))
commission := volume.Mul(rate).Ceil().RoundInt64()
if commission > types.MaxOrderAmount {
return 0, types.ErrInvalidOrderAmount("The frozen fee is too large")
}
if commission < marketParams.MarketFeeMin {
commission = marketParams.MarketFeeMin
}
return commission, nil
}
func calOrderCommission(ctx sdk.Context, keeper keepers.QueryMarketInfoAndParams, msg types.MsgCreateOrder) (int64, sdk.Error) {
moneyAmount, err := calculateAmount(msg.Price, msg.Quantity, msg.PricePrecision)
if err != nil {
return 0, types.ErrInvalidOrderAmount(err.Error())
}
stock, money := SplitSymbol(msg.TradingPair)
commissionMsg := ParamOfCommissionMsg{
amountOfMoney: moneyAmount,
amountOfStock: sdk.NewDec(msg.Quantity),
stock: stock,
money: money,
}
return CalCommission(ctx, keeper, commissionMsg)
}
func calFeatureFeeForExistBlocks(msg types.MsgCreateOrder, marketParam types.Params) int64 {
if msg.TimeInForce == types.IOC {
return 0
}
if msg.ExistBlocks < marketParam.GTEOrderLifetime {
return 0
}
fee := sdk.NewInt(msg.ExistBlocks - marketParam.GTEOrderLifetime).
MulRaw(marketParam.GTEOrderFeatureFeeByBlocks)
if fee.GT(sdk.NewInt(types.MaxOrderAmount)) {
return types.MaxOrderAmount
}
return fee.Int64()
}
func handleFeeForCreateOrder(ctx sdk.Context, keeper keepers.Keeper, amount int64, denom string,
sender sdk.AccAddress, frozenFee, featureFee int64) sdk.Error {
coin := sdk.NewCoin(denom, sdk.NewInt(amount))
if err := keeper.FreezeCoins(ctx, sender, sdk.Coins{coin}); err != nil {
return err
}
if frozenFee != 0 {
if err := keeper.FreezeCoins(ctx, sender, dex.NewCetCoins(frozenFee)); err != nil {
return err
}
}
if featureFee != 0 {
if err := keeper.FreezeCoins(ctx, sender, dex.NewCetCoins(featureFee)); err != nil {
return err
}
}
return nil
}
func sendCreateOrderMsg(ctx sdk.Context, keeper keepers.Keeper, order types.Order) {
if keeper.IsSubScribed(types.Topic) {
// send msg to kafka
createOrderInfo := types.CreateOrderInfo{
OrderID: order.OrderID(),
Sender: order.Sender.String(),
TradingPair: order.TradingPair,
OrderType: order.OrderType,
Price: order.Price,
Quantity: order.Quantity,
Side: order.Side,
TimeInForce: order.TimeInForce,
Height: order.Height,
FrozenCommission: order.FrozenCommission,
FrozenFeatureFee: order.FrozenFeatureFee,
Freeze: order.Freeze,
}
msgqueue.FillMsgs(ctx, types.CreateOrderInfoKey, createOrderInfo)
}
}
func getDenomAndOrderAmount(msg types.MsgCreateOrder) (string, int64, sdk.Error) {
stock, money := SplitSymbol(msg.TradingPair)
denom := stock
amount := msg.Quantity
if msg.Side == types.BUY {
denom = money
tmpAmount, err := calculateAmount(msg.Price, msg.Quantity, msg.PricePrecision)
if err != nil {
return "", -1, types.ErrInvalidOrderAmount("The frozen fee is too large")
}
amount = tmpAmount.RoundInt64()
}
if amount > types.MaxOrderAmount {
return "", -1, types.ErrInvalidOrderAmount("The frozen fee is too large")
}
return denom, amount, nil
}
func handleMsgCreateOrder(ctx sdk.Context, msg types.MsgCreateOrder, keeper keepers.Keeper) sdk.Result {
denom, amount, err := getDenomAndOrderAmount(msg)
if err != nil {
return err.Result()
}
seq, err := keeper.QuerySeqWithAddr(ctx, msg.Sender)
if err != nil {
return err.Result()
}
marketParams := keeper.GetParams(ctx)
frozenFee, err := calOrderCommission(ctx, keeper, msg)
if err != nil {
return err.Result()
}
featureFee := calFeatureFeeForExistBlocks(msg, marketParams)
totalFee := frozenFee + featureFee
if featureFee > types.MaxOrderAmount || frozenFee > types.MaxOrderAmount || totalFee > types.MaxOrderAmount {
return types.ErrInvalidOrderAmount("The frozen fee is too large").Result()
}
if err := checkMsgCreateOrder(ctx, keeper, msg, totalFee, amount, denom, seq); err != nil {
return err.Result()
}
existBlocks := msg.ExistBlocks
if existBlocks == 0 && msg.TimeInForce == GTE {
existBlocks = marketParams.GTEOrderLifetime
}
order := types.Order{
Sender: msg.Sender,
Sequence: seq,
Identify: msg.Identify,
TradingPair: msg.TradingPair,
OrderType: msg.OrderType,
Price: sdk.NewDec(msg.Price).Quo(sdk.NewDec(int64(math.Pow10(int(msg.PricePrecision))))),
Quantity: msg.Quantity,
Side: msg.Side,
TimeInForce: msg.TimeInForce,
Height: ctx.BlockHeight(),
ExistBlocks: existBlocks,
FrozenCommission: frozenFee,
FrozenFeatureFee: featureFee,
LeftStock: msg.Quantity,
Freeze: amount,
DealMoney: 0,
DealStock: 0,
}
ork := keepers.NewOrderKeeper(keeper.GetMarketKey(), order.TradingPair, types.ModuleCdc)
if err := ork.Add(ctx, &order); err != nil {
return err.Result()
}
if err := handleFeeForCreateOrder(ctx, keeper, amount, denom, order.Sender, frozenFee, featureFee); err != nil {
return err.Result()
}
sendCreateOrderMsg(ctx, keeper, order)
ctx.EventManager().EmitEvents(sdk.Events{
sdk.NewEvent(
EventTypeKeyCreateOrder,
sdk.NewAttribute(AttributeKeyOrder, order.OrderID()),
sdk.NewAttribute(AttributeKeyTradingPair, order.TradingPair),
sdk.NewAttribute(AttributeKeyHeight, strconv.FormatInt(order.Height, 10)),
),
sdk.NewEvent(
sdk.EventTypeMessage,
sdk.NewAttribute(sdk.AttributeKeyModule, AttributeValueCategory),
sdk.NewAttribute(sdk.AttributeKeySender, msg.Sender.String()),
),
})
return sdk.Result{
Events: ctx.EventManager().Events(),
}
}
func checkMsgCreateOrder(ctx sdk.Context, keeper keepers.Keeper, msg types.MsgCreateOrder, cetFee int64, amount int64, denom string, seq uint64) sdk.Error {
if cetFee != 0 {
if !keeper.HasCoins(ctx, msg.Sender, sdk.Coins{sdk.NewCoin(dex.CET, sdk.NewInt(cetFee))}) {
return types.ErrInsufficientCoins()
}
}
stock, money := SplitSymbol(msg.TradingPair)
totalAmount := sdk.NewInt(amount)
if (stock == dex.CET && msg.Side == types.SELL) ||
(money == dex.CET && msg.Side == types.BUY) {
totalAmount = totalAmount.AddRaw(cetFee)
}
if !keeper.HasCoins(ctx, msg.Sender, sdk.Coins{sdk.NewCoin(denom, totalAmount)}) {
return types.ErrInsufficientCoins()
}
orderID := types.AssemblyOrderID(msg.Sender.String(), seq, msg.Identify)
globalKeeper := keepers.NewGlobalOrderKeeper(keeper.GetMarketKey(), types.ModuleCdc)
if globalKeeper.QueryOrder(ctx, orderID) != nil {
return types.ErrOrderAlreadyExist(orderID)
}
marketInfo, err := keeper.GetMarketInfo(ctx, msg.TradingPair)
if err != nil {
return types.ErrInvalidMarket(err.Error())
}
if p := msg.PricePrecision; p > marketInfo.PricePrecision {
return types.ErrInvalidPricePrecision(p)
}
if keeper.IsTokenForbidden(ctx, stock) || keeper.IsTokenForbidden(ctx, money) {
return types.ErrTokenForbidByIssuer()
}
if keeper.IsForbiddenByTokenIssuer(ctx, stock, msg.Sender) || keeper.IsForbiddenByTokenIssuer(ctx, money, msg.Sender) {
return types.ErrAddressForbidByIssuer()
}
baseValue := types.GetGranularityOfOrder(marketInfo.OrderPrecision)
if msg.Quantity%baseValue != 0 {
return types.ErrInvalidOrderAmount("The amount of tokens to trade should be a multiple of the order precision")
}
return nil
}
func handleMsgCancelOrder(ctx sdk.Context, msg types.MsgCancelOrder, keeper keepers.Keeper) sdk.Result {
if err := checkMsgCancelOrder(ctx, msg, keeper); err != nil {
return err.Result()
}
marketParams := keeper.GetParams(ctx)
bankxKeeper := keeper.GetBankxKeeper()
glk := keepers.NewGlobalOrderKeeper(keeper.GetMarketKey(), types.ModuleCdc)
order := glk.QueryOrder(ctx, msg.OrderID)
ork := keepers.NewOrderKeeper(keeper.GetMarketKey(), order.TradingPair, types.ModuleCdc)
removeOrder(ctx, ork, bankxKeeper, keeper, order, &marketParams)
// send msg to kafka
sendCancelOrderMsg(ctx, order, &marketParams, keeper)
ctx.EventManager().EmitEvents(sdk.Events{
sdk.NewEvent(
EventTypeKeyCancelOrder,
sdk.NewAttribute(AttributeKeyOrder, order.OrderID()),
sdk.NewAttribute(AttributeKeyDelOrderReason, types.CancelOrderByManual),
sdk.NewAttribute(AttributeKeyDelOrderHeight, strconv.Itoa(int(ctx.BlockHeight()))),
sdk.NewAttribute(AttributeKeyTradingPair, order.TradingPair),
),
sdk.NewEvent(
sdk.EventTypeMessage,
sdk.NewAttribute(sdk.AttributeKeyModule, AttributeValueCategory),
sdk.NewAttribute(sdk.AttributeKeySender, msg.Sender.String()),
),
})
return sdk.Result{
Events: ctx.EventManager().Events(),
}
}
func sendCancelOrderMsg(ctx sdk.Context, order *types.Order, params *Params, keeper keepers.Keeper) {
if keeper.IsSubScribed(types.Topic) {
cancelOrderInfo := packageCancelOrderMsgWithDelReason(ctx, order, types.CancelOrderByManual, params, keeper)
msgqueue.FillMsgs(ctx, types.CancelOrderInfoKey, cancelOrderInfo)
}
}
func checkMsgCancelOrder(ctx sdk.Context, msg types.MsgCancelOrder, keeper keepers.Keeper) sdk.Error {
globalKeeper := keepers.NewGlobalOrderKeeper(keeper.GetMarketKey(), types.ModuleCdc)
order := globalKeeper.QueryOrder(ctx, msg.OrderID)
if order == nil {
return types.ErrOrderNotFound(msg.OrderID)
}
if !bytes.Equal(order.Sender, msg.Sender) {
return types.ErrNotMatchSender("only order's sender can cancel this order")
}
return nil
}
func handleMsgCancelTradingPair(ctx sdk.Context, msg types.MsgCancelTradingPair, keeper keepers.Keeper) sdk.Result {
if err := checkMsgCancelTradingPair(keeper, msg, ctx); err != nil {
return err.Result()
}
// Add del request to store
dlk := keepers.NewDelistKeeper(keeper.GetMarketKey())
if dlk.HasDelistRequest(ctx, msg.TradingPair) {
return types.ErrDelistRequestExist(msg.TradingPair).Result()
}
dlk.AddDelistRequest(ctx, msg.EffectiveTime, msg.TradingPair)
ctx.EventManager().EmitEvents(sdk.Events{
sdk.NewEvent(
EventTypeKeyCancelTradingPair,
sdk.NewAttribute(AttributeKeyTradingPair, msg.TradingPair),
sdk.NewAttribute(AttributeKeyEffectiveTime, strconv.Itoa(int(msg.EffectiveTime))),
),
sdk.NewEvent(
sdk.EventTypeMessage,
sdk.NewAttribute(sdk.AttributeKeyModule, AttributeValueCategory),
sdk.NewAttribute(sdk.AttributeKeySender, msg.Sender.String()),
),
})
return sdk.Result{
Events: ctx.EventManager().Events(),
}
}
func checkMsgCancelTradingPair(keeper keepers.Keeper, msg types.MsgCancelTradingPair, ctx sdk.Context) sdk.Error {
marketParams := keeper.GetParams(ctx)
currTime := ctx.BlockHeader().Time.UnixNano()
if msg.EffectiveTime < currTime+marketParams.MarketMinExpiredTime {
return types.ErrInvalidCancelTime()
}
info, err := keeper.GetMarketInfo(ctx, msg.TradingPair)
if err != nil {
return types.ErrInvalidMarket(err.Error())
}
stockToken := keeper.GetToken(ctx, info.Stock)
if !bytes.Equal(msg.Sender, stockToken.GetOwner()) {
return types.ErrNotMatchSender("only stock's owner can cancel a market")
}
return nil
}
func calculateAmount(price, quantity int64, pricePrecision byte) (sdk.Dec, error) {
actualPrice := sdk.NewDec(price).Quo(sdk.NewDec(int64(math.Pow10(int(pricePrecision)))))
money := actualPrice.Mul(sdk.NewDec(quantity)).Add(sdk.NewDec(types.ExtraFrozenMoney)).Ceil()
if money.GT(sdk.NewDec(types.MaxOrderAmount)) {
return money, fmt.Errorf("exchange amount exceeds max int64 ")
}
return money, nil
}
func handleMsgModifyPricePrecision(ctx sdk.Context, msg types.MsgModifyPricePrecision, k keepers.Keeper) sdk.Result {
if err := checkMsgModifyPricePrecision(ctx, msg, k); err != nil {
return err.Result()
}
oldInfo, _ := k.GetMarketInfo(ctx, msg.TradingPair)
info := types.MarketInfo{
Stock: oldInfo.Stock,
Money: oldInfo.Money,
PricePrecision: msg.PricePrecision,
LastExecutedPrice: oldInfo.LastExecutedPrice,
}
if err := k.SetMarket(ctx, info); err != nil {
return err.Result()
}
ctx.EventManager().EmitEvents(sdk.Events{
sdk.NewEvent(
EventTypeKeyModifyPricePrecision,
sdk.NewAttribute(AttributeKeyTradingPair, msg.TradingPair),
sdk.NewAttribute(AttributeKeyOldPricePrecision, strconv.Itoa(int(oldInfo.PricePrecision))),
sdk.NewAttribute(AttributeKeyNewPricePrecision, strconv.Itoa(int(info.PricePrecision))),
),
sdk.NewEvent(
sdk.EventTypeMessage,
sdk.NewAttribute(sdk.AttributeKeyModule, AttributeValueCategory),
sdk.NewAttribute(sdk.AttributeKeySender, msg.Sender.String()),
),
})
return sdk.Result{
Events: ctx.EventManager().Events(),
}
}
func checkMsgModifyPricePrecision(ctx sdk.Context, msg types.MsgModifyPricePrecision, k keepers.Keeper) sdk.Error {
_, err := k.GetMarketInfo(ctx, msg.TradingPair)
if err != nil {
return types.ErrInvalidMarket("Error retrieving market information: " + err.Error())
}
stock, _ := SplitSymbol(msg.TradingPair)
tokenInfo := k.GetToken(ctx, stock)
if !tokenInfo.GetOwner().Equals(msg.Sender) {
return types.ErrNotMatchSender(fmt.Sprintf(
"The sender of the transaction (%s) does not match the owner of the transaction pair (%s)",
tokenInfo.GetOwner().String(), msg.Sender.String()))
}
return nil
}