Clean up the order submission

.gitignore

@@ -18,3 +18,4 @@ vendor/
 .vscode/
 proto/**.orig
 *.pb.go-re
+gomock_reflect_*

GETTING_STARTED.md

@@ -90,7 +90,6 @@ git clone git@github.com:vegaprotocol/vega.git
 cd vega
 git status # On branch develop, Your branch is up to date with 'origin/develop'.
 
-make gettools_build # get the build tools
 make deps # get the source dependencies
 make install # build the binaries and put them in $GOPATH/bin
 

Makefile

@@ -29,9 +29,7 @@ race: ## Run data race detector
 
 .PHONY: mocks
 mocks: ## Make mocks
-	@[ -d vendor ] && mv vendor vendor.tmp
-	@go generate ./...
-	@[ -d vendor.tmp ] && mv vendor.tmp vendor
+	@./script/build.sh -a mocks
 
 .PHONY: msan
 msan: ## Run memory sanitizer
@@ -125,10 +123,6 @@ print_check: ## Check for fmt.Print functions in Go code
 	rm -f "$$f" && \
 	if test "$$count" -gt 0 ; then exit 1 ; fi
 
-.PHONY: gettools_build
-gettools_build:
-	@./script/gettools.sh build
-
 .PHONY: gettools_develop
 gettools_develop:
 	@./script/gettools.sh develop

execution/engine.go

@@ -423,24 +423,22 @@ func (e *Engine) removeMarket(mktID string) {
 }
 
 // SubmitOrder checks the incoming order and submits it to a Vega market.
-func (e *Engine) SubmitOrder(ctx context.Context, order *types.Order) (*types.OrderConfirmation, error) {
+func (e *Engine) SubmitOrder(ctx context.Context, orderSubmission *commandspb.OrderSubmission, party string) (confirmation *types.OrderConfirmation, returnedErr error) {
+	timer := metrics.NewTimeCounter(orderSubmission.MarketId, "execution", "SubmitOrder")
+
+	defer func() {
+		timer.EngineTimeCounterAdd()
+		e.notifyFailureOnError(ctx, returnedErr, orderSubmission, party)
+	}()
+
 	if e.log.IsDebug() {
-		e.log.Debug("submit order", logging.Order(*order))
+		e.log.Debug("submit order", logging.OrderSubmission(orderSubmission))
 	}
 
-	timer := metrics.NewTimeCounter(order.MarketId, "execution", "SubmitOrder")
+	order := orderSubmission.IntoOrder(party)
 
-	mkt, ok := e.markets[order.MarketId]
+	mkt, ok := e.markets[orderSubmission.MarketId]
 	if !ok {
-		e.idgen.SetID(order)
-
-		// adding rejected order to the buf
-		order.Status = types.Order_STATUS_REJECTED
-		order.Reason = types.OrderError_ORDER_ERROR_INVALID_MARKET_ID
-		evt := events.NewOrderEvent(ctx, order)
-		e.broker.Send(evt)
-
-		timer.EngineTimeCounterAdd()
 		return nil, types.ErrInvalidMarketID
 	}
 
@@ -450,23 +448,21 @@ func (e *Engine) SubmitOrder(ctx context.Context, order *types.Order) (*types.Or
 
 	conf, err := mkt.SubmitOrder(ctx, order)
 	if err != nil {
-		timer.EngineTimeCounterAdd()
 		return nil, err
 	}
 
 	if conf.Order.Status == types.Order_STATUS_FILLED {
 		metrics.OrderGaugeAdd(-1, order.MarketId)
 	}
 
-	timer.EngineTimeCounterAdd()
 	return conf, nil
 }
 
 // AmendOrder takes order amendment details and attempts to amend the order
 // if it exists and is in a editable state.
 func (e *Engine) AmendOrder(ctx context.Context, orderAmendment *commandspb.OrderAmendment) (confirmation *types.OrderConfirmation, returnedErr error) {
 	defer func() {
-		e.notifyFailureOnError(ctx, returnedErr, orderAmendment.PartyId, orderAmendment)
+		e.notifyFailureOnError(ctx, returnedErr, orderAmendment, orderAmendment.PartyId)
 	}()
 
 	if e.log.IsDebug() {
@@ -899,7 +895,7 @@ func (e *Engine) OnMarketProbabilityOfTradingTauScalingUpdate(ctx context.Contex
 	return nil
 }
 
-func (e *Engine) notifyFailureOnError(ctx context.Context, err error, partyID string, tx interface{}) {
+func (e *Engine) notifyFailureOnError(ctx context.Context, err error, tx interface{}, partyID string) {
 	if err != nil {
 		e.broker.Send(events.NewTxErrEvent(ctx, err, partyID, tx))
 	}

execution/market.go

@@ -1149,12 +1149,15 @@ func (m *Market) releaseMarginExcess(ctx context.Context, partyID string) {
 
 // SubmitOrder submits the given order
 func (m *Market) SubmitOrder(ctx context.Context, order *types.Order) (*types.OrderConfirmation, error) {
+	order.CreatedAt = m.currentTime.UnixNano()
+
 	if !m.canTrade() {
 		order.Status = types.Order_STATUS_REJECTED
 		order.Reason = types.OrderError_ORDER_ERROR_MARKET_CLOSED
 		m.broker.Send(events.NewOrderEvent(ctx, order))
 		return nil, ErrTradingNotAllowed
 	}
+
 	conf, err := m.submitOrder(ctx, order, true)
 	if err != nil {
 		return nil, err

gateway/graphql/resolvers.go

@@ -1663,10 +1663,10 @@ func (r *myMutationResolver) SubmitTransaction(ctx context.Context, data string,
 	}, nil
 }
 
-func (r *myMutationResolver) PrepareOrderSubmit(ctx context.Context, market, party string, price *string, size string, side Side,
+func (r *myMutationResolver) PrepareOrderSubmit(ctx context.Context, market string, price *string, size string, side Side,
 	timeInForce OrderTimeInForce, expiration *string, ty OrderType, reference *string, po *PeggedOrderInput) (*PreparedSubmitOrder, error) {
 
-	order := &commandspb.OrderSubmission{}
+	orderSubmission := &commandspb.OrderSubmission{}
 
 	var (
 		p   uint64
@@ -1680,28 +1680,24 @@ func (r *myMutationResolver) PrepareOrderSubmit(ctx context.Context, market, par
 			return nil, err
 		}
 	}
-	order.Price = p
+	orderSubmission.Price = p
 	s, err := safeStringUint64(size)
 	if err != nil {
 		return nil, err
 	}
-	order.Size = s
+	orderSubmission.Size = s
 	if len(market) <= 0 {
 		return nil, errors.New("market missing or empty")
 	}
-	order.MarketId = market
-	if len(party) <= 0 {
-		return nil, errors.New("party missing or empty")
-	}
+	orderSubmission.MarketId = market
 
-	order.PartyId = party
-	if order.TimeInForce, err = convertOrderTimeInForceToProto(timeInForce); err != nil {
+	if orderSubmission.TimeInForce, err = convertOrderTimeInForceToProto(timeInForce); err != nil {
 		return nil, err
 	}
-	if order.Side, err = convertSideToProto(side); err != nil {
+	if orderSubmission.Side, err = convertSideToProto(side); err != nil {
 		return nil, err
 	}
-	if order.Type, err = convertOrderTypeToProto(ty); err != nil {
+	if orderSubmission.Type, err = convertOrderTypeToProto(ty); err != nil {
 		return nil, err
 	}
 
@@ -1714,27 +1710,27 @@ func (r *myMutationResolver) PrepareOrderSubmit(ctx context.Context, market, par
 		if err != nil {
 			return nil, err
 		}
-		order.PeggedOrder = &types.PeggedOrder{Reference: pegreference,
+		orderSubmission.PeggedOrder = &types.PeggedOrder{Reference: pegreference,
 			Offset: offset}
 	}
 
 	// GTT must have an expiration value
-	if order.TimeInForce == types.Order_TIME_IN_FORCE_GTT && expiration != nil {
+	if orderSubmission.TimeInForce == types.Order_TIME_IN_FORCE_GTT && expiration != nil {
 		var expiresAt time.Time
 		expiresAt, err = vegatime.Parse(*expiration)
 		if err != nil {
 			return nil, fmt.Errorf("cannot parse expiration time: %s - invalid format sent to create order (example: 2018-01-02T15:04:05Z)", *expiration)
 		}
 
 		// move to pure timestamps or convert an RFC format shortly
-		order.ExpiresAt = expiresAt.UnixNano()
+		orderSubmission.ExpiresAt = expiresAt.UnixNano()
 	}
 	if reference != nil {
-		order.Reference = *reference
+		orderSubmission.Reference = *reference
 	}
 
 	req := protoapi.PrepareSubmitOrderRequest{
-		Submission: order,
+		Submission: orderSubmission,
 	}
 
 	// Pass the order over for consensus (service layer will use RPC client internally and handle errors etc)

gateway/graphql/schema.graphql

@@ -15,8 +15,6 @@ type Mutation {
   prepareOrderSubmit(
     "ID of the market to place the order"
     marketId: ID!
-    "ID of the party placing the order"
-    partyId: ID!
     "Price of the asset"
     price: String
     "Size of the order"

go.mod

@@ -35,7 +35,7 @@ require (
 	github.com/pseudomuto/protoc-gen-doc v1.3.2 // indirect
 	github.com/rs/cors v1.7.0
 	github.com/satori/go.uuid v1.2.0
-	github.com/shopspring/decimal v1.2.0 // indirect
+	github.com/shopspring/decimal v1.2.0
 	github.com/spf13/afero v1.1.2
 	github.com/stretchr/testify v1.6.1
 	github.com/tendermint/tendermint v0.33.8