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validation.go
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validation.go
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// Copyright (C) 2023 Gobalsky Labs Limited
//
// This program is free software: you can redistribute it and/or modify
// it under the terms of the GNU Affero General Public License as
// published by the Free Software Foundation, either version 3 of the
// License, or (at your option) any later version.
//
// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
// GNU Affero General Public License for more details.
//
// You should have received a copy of the GNU Affero General Public License
// along with this program. If not, see <http://www.gnu.org/licenses/>.
package matching
import (
"encoding/hex"
"code.vegaprotocol.io/vega/core/types"
"code.vegaprotocol.io/vega/libs/num"
"code.vegaprotocol.io/vega/logging"
)
const (
orderIDLen = 64
)
func (b OrderBook) validateOrder(orderMessage *types.Order) (err error) {
if orderMessage.Price == nil {
orderMessage.Price = num.UintZero()
}
if orderMessage.MarketID != b.marketID {
b.log.Error("Market ID mismatch",
logging.String("market", orderMessage.MarketID),
logging.String("order-book", b.marketID),
logging.Order(*orderMessage))
err = types.ErrInvalidMarketID
} else if orderMessage.Type == types.OrderTypeUnspecified {
err = types.ErrInvalidType
} else if orderMessage.Remaining == 0 {
err = types.ErrInvalidRemainingSize
} else if orderMessage.TimeInForce == types.OrderTimeInForceGTT && orderMessage.ExpiresAt == 0 {
// if order is GTT, validate timestamp and convert to block number
err = types.ErrInvalidExpirationDatetime
} else if len(orderMessage.Party) == 0 {
err = types.ErrInvalidPartyID
} else if orderMessage.Size == 0 {
err = types.ErrInvalidSize
} else if orderMessage.Remaining > orderMessage.Size {
err = types.ErrInvalidRemainingSize
} else if orderMessage.Type == types.OrderTypeNetwork && orderMessage.TimeInForce != types.OrderTimeInForceFOK {
err = types.ErrInvalidPersistence
} else if orderMessage.TimeInForce == types.OrderTimeInForceGTT && orderMessage.Type != types.OrderTypeLimit {
err = types.ErrInvalidPersistence
} else if orderMessage.Type == types.OrderTypeMarket &&
(orderMessage.TimeInForce == types.OrderTimeInForceGTT || orderMessage.TimeInForce == types.OrderTimeInForceGTC) {
err = types.ErrInvalidPersistence
} else if b.auction && orderMessage.TimeInForce == types.OrderTimeInForceGFN {
err = types.ErrInvalidTimeInForce
} else if !b.auction && orderMessage.TimeInForce == types.OrderTimeInForceGFA {
err = types.ErrInvalidTimeInForce
} else if orderMessage.ExpiresAt > 0 && orderMessage.Type == types.OrderTypeMarket {
err = types.ErrInvalidExpirationDatetime
}
return err
}
func validateOrderID(orderID string) error {
_, err := hex.DecodeString(orderID)
idLen := len(orderID)
if err != nil || idLen != orderIDLen {
return types.ErrInvalidOrderID
}
return nil
}