-
Notifications
You must be signed in to change notification settings - Fork 7
/
order_keeper.go
374 lines (334 loc) · 10.7 KB
/
order_keeper.go
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
package keepers
import (
"bytes"
"encoding/binary"
"github.com/cosmos/cosmos-sdk/codec"
sdk "github.com/cosmos/cosmos-sdk/types"
"github.com/coinexchain/cet-sdk/modules/market/internal/types"
dex "github.com/coinexchain/cet-sdk/types"
)
//nolint
var (
OrderBookKeyPrefix = []byte{0x11}
BidListKeyPrefix = []byte{0x12}
AskListKeyPrefix = []byte{0x13}
OrderQueueKeyPrefix = []byte{0x14}
NewlyAddedKeyPrefix = []byte{0x66}
NewlyAddedKeyEnd = []byte{0x67}
LastOrderCleanUpDayKey = []byte{0x20}
)
// This keeper records at which day the last GTE-order-clean-up action was performed
type OrderCleanUpDayKeeper struct {
marketKey sdk.StoreKey
}
func NewOrderCleanUpDayKeeper(key sdk.StoreKey) *OrderCleanUpDayKeeper {
return &OrderCleanUpDayKeeper{
marketKey: key,
}
}
func (keeper *OrderCleanUpDayKeeper) GetUnixTime(ctx sdk.Context) int64 {
store := ctx.KVStore(keeper.marketKey)
value := store.Get(LastOrderCleanUpDayKey)
if len(value) == 0 {
return 0
}
return int64(binary.BigEndian.Uint64(value))
}
func (keeper *OrderCleanUpDayKeeper) SetUnixTime(ctx sdk.Context, unixTime int64) {
value := make([]byte, 8)
binary.BigEndian.PutUint64(value, uint64(unixTime))
store := ctx.KVStore(keeper.marketKey)
store.Set(LastOrderCleanUpDayKey, value[:])
}
/////////////////////////////////////////////////////////////////////
// OrderKeeper manages the order book of one market
type OrderKeeper interface {
Add(ctx sdk.Context, order *types.Order) sdk.Error
Update(ctx sdk.Context, order *types.Order) sdk.Error
Remove(ctx sdk.Context, order *types.Order) sdk.Error
GetOlderThan(ctx sdk.Context, height int64) []*types.Order
GetOrdersAtHeight(ctx sdk.Context, height int64) []*types.Order
GetMatchingCandidates(ctx sdk.Context) []*types.Order
GetSymbol() string
}
// PersistentOrderKeeper implements OrderKeeper interface with a KVStore
type PersistentOrderKeeper struct {
marketKey sdk.StoreKey
symbol string
codec *codec.Codec
}
func (keeper *PersistentOrderKeeper) GetSymbol() string {
return keeper.symbol
}
// build the key for global order book
func orderBookKey(orderID string) []byte {
return dex.ConcatKeys(OrderBookKeyPrefix, []byte{0x0}, []byte(orderID))
}
// build the key for bid list
func (keeper *PersistentOrderKeeper) bidListKey(order *types.Order) []byte {
return dex.ConcatKeys(
BidListKeyPrefix,
[]byte(keeper.symbol),
[]byte{0x0},
types.DecToBigEndianBytes(order.Price),
[]byte(order.OrderID()),
)
}
// build the key for ask list
func (keeper *PersistentOrderKeeper) askListKey(order *types.Order) []byte {
return dex.ConcatKeys(
AskListKeyPrefix,
[]byte(keeper.symbol),
[]byte{0x0},
types.DecToBigEndianBytes(order.Price),
[]byte(order.OrderID()),
)
}
// build the key for order queue
func (keeper *PersistentOrderKeeper) orderQueueKey(order *types.Order) []byte {
return dex.ConcatKeys(
OrderQueueKeyPrefix,
[]byte(keeper.symbol),
[]byte{0x0},
int64ToBigEndianBytes(order.Height),
[]byte(order.OrderID()),
)
}
func NewOrderKeeper(key sdk.StoreKey, symbol string, codec *codec.Codec) OrderKeeper {
return &PersistentOrderKeeper{
marketKey: key,
symbol: symbol,
codec: codec,
}
}
//todo: panic_for_test
func int64ToBigEndianBytes(n int64) []byte {
if n < 0 {
panic("n cannot be negative")
}
var v = make([]byte, 8)
binary.BigEndian.PutUint64(v[:], uint64(n))
return v
}
func (keeper *PersistentOrderKeeper) Add(ctx sdk.Context, order *types.Order) sdk.Error {
// mark this order book as newly-added
store := ctx.KVStore(keeper.marketKey)
store.Set(append(NewlyAddedKeyPrefix, []byte(keeper.symbol)...), []byte{'a'})
return keeper.Update(ctx, order)
}
func (keeper *PersistentOrderKeeper) Update(ctx sdk.Context, order *types.Order) sdk.Error {
// add it to the global order book
store := ctx.KVStore(keeper.marketKey)
key := orderBookKey(order.OrderID())
value := keeper.codec.MustMarshalBinaryBare(order)
store.Set(key, value)
// add it to the local order queue
key = keeper.orderQueueKey(order)
store.Set(key, []byte{})
// add it to the local bidList and askList
if order.Side == types.BID {
key = keeper.bidListKey(order)
store.Set(key, []byte{})
}
if order.Side == types.ASK {
key = keeper.askListKey(order)
store.Set(key, []byte{})
}
return nil
}
func (keeper *PersistentOrderKeeper) Remove(ctx sdk.Context, order *types.Order) sdk.Error {
// remove it from the global order book
store := ctx.KVStore(keeper.marketKey)
if keeper.getOrder(ctx, order.OrderID()) == nil {
return types.ErrNoExistKeyInStore()
}
key := orderBookKey(order.OrderID())
store.Delete(key)
// remove it from the local order queue
key = keeper.orderQueueKey(order)
store.Delete(key)
// remove it from the local bidList and askList
if order.Side == types.BID {
key = keeper.bidListKey(order)
store.Delete(key)
}
if order.Side == types.ASK {
key = keeper.askListKey(order)
store.Delete(key)
}
return nil
}
// using the order queue, find orders which are older than a particular height
func (keeper *PersistentOrderKeeper) GetOlderThan(ctx sdk.Context, height int64) []*types.Order {
store := ctx.KVStore(keeper.marketKey)
var result []*types.Order
start := dex.ConcatKeys(
OrderQueueKeyPrefix,
[]byte(keeper.symbol),
[]byte{0x0},
)
end := dex.ConcatKeys(
OrderQueueKeyPrefix,
[]byte(keeper.symbol),
[]byte{0x0},
int64ToBigEndianBytes(height),
)
iter := store.ReverseIterator(start, end)
defer iter.Close()
for ; iter.Valid(); iter.Next() {
ikey := iter.Key()
orderID := string(ikey[len(end):])
result = append(result, keeper.getOrder(ctx, orderID))
}
return result
}
// using the order queue, find orders which locate at a particular height
func (keeper *PersistentOrderKeeper) GetOrdersAtHeight(ctx sdk.Context, height int64) []*types.Order {
store := ctx.KVStore(keeper.marketKey)
var result []*types.Order
start := dex.ConcatKeys(
OrderQueueKeyPrefix,
[]byte(keeper.symbol),
[]byte{0x0},
int64ToBigEndianBytes(height),
)
end := dex.ConcatKeys(
OrderQueueKeyPrefix,
[]byte(keeper.symbol),
[]byte{0x0},
int64ToBigEndianBytes(height+1),
)
iter := store.Iterator(start, end)
defer iter.Close()
for ; iter.Valid(); iter.Next() {
ikey := iter.Key()
orderID := string(ikey[len(end):])
order := keeper.getOrder(ctx, orderID)
result = append(result, order)
}
return result
}
// Get a order's pointer, given its ID
func (keeper *PersistentOrderKeeper) getOrder(ctx sdk.Context, orderID string) *types.Order {
store := ctx.KVStore(keeper.marketKey)
key := orderBookKey(orderID)
orderBytes := store.Get(key)
if len(orderBytes) == 0 {
return nil
}
order := &types.Order{}
keeper.codec.MustUnmarshalBinaryBare(orderBytes, order)
return order
}
// Return the bid orders and ask orders which have proper prices and have possibilities for deal
func (keeper *PersistentOrderKeeper) GetMatchingCandidates(ctx sdk.Context) []*types.Order {
store := ctx.KVStore(keeper.marketKey)
// mark this order book as not-newly-added
store.Delete(append(NewlyAddedKeyPrefix, []byte(keeper.symbol)...))
priceStartPos := len(keeper.symbol) + 2
priceEndPos := priceStartPos + types.DecByteCount
bidListStart := dex.ConcatKeys(BidListKeyPrefix, []byte(keeper.symbol), []byte{0x0})
bidListEnd := dex.ConcatKeys(BidListKeyPrefix, []byte(keeper.symbol), []byte{0x1})
askListStart := dex.ConcatKeys(AskListKeyPrefix, []byte(keeper.symbol), []byte{0x0})
askListEnd := dex.ConcatKeys(AskListKeyPrefix, []byte(keeper.symbol), []byte{0x1})
bidIter := store.ReverseIterator(bidListStart, bidListEnd)
askIter := store.Iterator(askListStart, askListEnd)
defer func() {
bidIter.Close()
askIter.Close()
}()
if !bidIter.Valid() || !askIter.Valid() {
return nil
}
firstBidKey := bidIter.Key()
firstAskKey := askIter.Key()
firstBidPrice := firstBidKey[priceStartPos:priceEndPos]
firstAskPrice := firstAskKey[priceStartPos:priceEndPos]
if bytes.Compare(firstAskPrice, firstBidPrice) > 0 {
return nil
}
orderIDList := []string{string(firstBidKey[priceEndPos:]), string(firstAskKey[priceEndPos:])}
for askIter.Next(); askIter.Valid(); askIter.Next() {
askKey := askIter.Key()
askPrice := askKey[priceStartPos:priceEndPos]
if bytes.Compare(askPrice, firstBidPrice) > 0 {
break
} else {
orderIDList = append(orderIDList, string(askKey[priceEndPos:]))
}
}
for bidIter.Next(); bidIter.Valid(); bidIter.Next() {
bidKey := bidIter.Key()
bidPrice := bidKey[priceStartPos:priceEndPos]
if bytes.Compare(firstAskPrice, bidPrice) > 0 {
break
} else {
orderIDList = append(orderIDList, string(bidKey[priceEndPos:]))
}
}
result := make([]*types.Order, 0, len(orderIDList))
for _, orderID := range orderIDList {
order := keeper.getOrder(ctx, orderID)
if order != nil {
result = append(result, order)
}
}
return result
}
////////////////////////////////////////////////
// Global order keep can lookup a order, given its ID or the prefix of its ID, i.e. the sender's address
type GlobalOrderKeeper interface {
GetAllOrders(ctx sdk.Context) []*types.Order
QueryOrder(ctx sdk.Context, orderID string) *types.Order
GetOrdersFromUser(ctx sdk.Context, user string) []string
}
type PersistentGlobalOrderKeeper struct {
marketKey sdk.StoreKey
codec *codec.Codec
}
func NewGlobalOrderKeeper(key sdk.StoreKey, codec *codec.Codec) GlobalOrderKeeper {
return &PersistentGlobalOrderKeeper{
marketKey: key,
codec: codec,
}
}
func (keeper *PersistentGlobalOrderKeeper) GetOrdersFromUser(ctx sdk.Context, user string) []string {
store := ctx.KVStore(keeper.marketKey)
key := orderBookKey(user + "-")
nextKey := orderBookKey(user + string([]byte{0xFF}))
startPos := len(key) - len(user) - 1
var result []string
iter := store.Iterator(key, nextKey)
defer iter.Close()
for ; iter.Valid(); iter.Next() {
k := iter.Key()
result = append(result, string(k[startPos:]))
}
return result
}
// Get all the orders out. It is an expensive operation. Only use it for dumping state.
func (keeper *PersistentGlobalOrderKeeper) GetAllOrders(ctx sdk.Context) []*types.Order {
store := ctx.KVStore(keeper.marketKey)
var result []*types.Order
start := dex.ConcatKeys(OrderBookKeyPrefix, []byte{0x0})
end := dex.ConcatKeys(OrderBookKeyPrefix, []byte{0x1})
iter := store.Iterator(start, end)
defer iter.Close()
for ; iter.Valid(); iter.Next() {
order := &types.Order{}
keeper.codec.MustUnmarshalBinaryBare(iter.Value(), order)
result = append(result, order)
}
return result
}
func (keeper *PersistentGlobalOrderKeeper) QueryOrder(ctx sdk.Context, orderID string) *types.Order {
store := ctx.KVStore(keeper.marketKey)
key := orderBookKey(orderID)
orderBytes := store.Get(key)
if len(orderBytes) == 0 {
return nil
}
order := &types.Order{}
keeper.codec.MustUnmarshalBinaryBare(orderBytes, order)
return order
}