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pegged_orders.go
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pegged_orders.go
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// Copyright (c) 2022 Gobalsky Labs Limited
//
// Use of this software is governed by the Business Source License included
// in the LICENSE.VEGA file and at https://www.mariadb.com/bsl11.
//
// Change Date: 18 months from the later of the date of the first publicly
// available Distribution of this version of the repository, and 25 June 2022.
//
// On the date above, in accordance with the Business Source License, use
// of this software will be governed by version 3 or later of the GNU General
// Public License.
package execution
import (
"context"
"sort"
"code.vegaprotocol.io/vega/core/events"
"code.vegaprotocol.io/vega/core/types"
"code.vegaprotocol.io/vega/libs/num"
"code.vegaprotocol.io/vega/logging"
)
type PeggedOrders struct {
log *logging.Logger
timeService TimeService
// parked list
parked []*types.Order
isParked map[string]struct{}
}
func NewPeggedOrders(log *logging.Logger, ts TimeService) *PeggedOrders {
return &PeggedOrders{
log: log,
timeService: ts,
parked: []*types.Order{},
isParked: map[string]struct{}{},
}
}
func NewPeggedOrdersFromSnapshot(
log *logging.Logger,
ts TimeService,
state *types.PeggedOrdersState,
) *PeggedOrders {
p := NewPeggedOrders(log, ts)
p.parked = state.Parked
for _, v := range p.parked {
p.isParked[v.ID] = struct{}{}
}
return p
}
func (p *PeggedOrders) Changed() bool {
return true
}
func (p *PeggedOrders) GetState() *types.PeggedOrdersState {
parkedCopy := make([]*types.Order, 0, len(p.parked))
for _, v := range p.parked {
parkedCopy = append(parkedCopy, v.Clone())
}
return &types.PeggedOrdersState{
Parked: parkedCopy,
}
}
func (p *PeggedOrders) IsParked(id string) bool {
_, parked := p.isParked[id]
return parked
}
func (p *PeggedOrders) Park(o *types.Order) {
o.UpdatedAt = p.timeService.GetTimeNow().UnixNano()
o.Status = types.OrderStatusParked
o.Price = num.UintZero()
o.OriginalPrice = num.UintZero()
p.parked = append(p.parked, o)
p.isParked[o.ID] = struct{}{}
}
func (p *PeggedOrders) Unpark(oid string) {
for i, po := range p.parked {
if po.ID == oid {
// Remove item from slice
copy(p.parked[i:], p.parked[i+1:])
p.parked[len(p.parked)-1] = nil
p.parked = p.parked[:len(p.parked)-1]
delete(p.isParked, oid)
return
}
}
}
func (p *PeggedOrders) GetParkedByID(id string) *types.Order {
for _, o := range p.parked {
if o.ID == id {
return o
}
}
return nil
}
func (p *PeggedOrders) AmendParked(amended *types.Order) {
for i, o := range p.parked {
if o.ID == amended.ID {
p.parked[i] = amended
return
}
}
p.log.Panic("tried to amend a non parked order from the parked list", logging.Order(amended))
}
func (p *PeggedOrders) RemoveAllForParty(
ctx context.Context, party string, status types.OrderStatus,
) (orders []*types.Order, evts []events.Event) {
n := 0
now := p.timeService.GetTimeNow().UnixNano()
// then we look at the parked and delete + create events
for _, o := range p.parked {
if o.Party == party /* && o.Status == types.Order_STATUS_PARKED */ {
o.UpdatedAt = now
o.Status = status
orders = append(orders, o)
evts = append(evts, events.NewOrderEvent(ctx, o))
delete(p.isParked, o.ID)
continue
}
// here we insert back in the slice
p.parked[n] = o
n++
}
p.parked = p.parked[:n]
return
}
func (p *PeggedOrders) RemoveAllParkedForParty(
ctx context.Context, party string, status types.OrderStatus,
) (orders []*types.Order, evts []events.Event) {
n := 0
now := p.timeService.GetTimeNow().UnixNano()
for _, o := range p.parked {
if o.Party == party {
o.UpdatedAt = now
o.Status = status
orders = append(orders, o)
evts = append(evts, events.NewOrderEvent(ctx, o))
delete(p.isParked, o.ID)
continue
}
// here we insert back in the slice
p.parked[n] = o
n++
}
p.parked = p.parked[:n]
return
}
func (p *PeggedOrders) GetParkedIDs() []string {
ids := make([]string, 0, len(p.isParked))
for k := range p.isParked {
ids = append(ids, k)
}
sort.Strings(ids)
return ids
}
func (p *PeggedOrders) GetAllParkedForParty(party string) (orders []*types.Order) {
for _, order := range p.parked {
if order.Party == party {
orders = append(orders, order)
}
}
sort.Slice(orders, func(i, j int) bool { return orders[i].ID < orders[j].ID })
return
}
func (p *PeggedOrders) Settled() []*types.Order {
// now we can remove the pegged orders too
peggedOrders := make([]*types.Order, 0, len(p.parked))
for _, v := range p.parked {
order := v.Clone()
order.Status = types.OrderStatusStopped
peggedOrders = append(peggedOrders, order)
}
sort.Slice(peggedOrders, func(i, j int) bool {
return peggedOrders[i].ID < peggedOrders[j].ID
})
p.parked = nil
p.isParked = map[string]struct{}{}
return peggedOrders
}
func (p *PeggedOrders) GetParkedOrdersCount() int {
return len(p.isParked)
}