execution

package
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 Go to latest Published: May 30, 2023 License: MIT Imports: 24 Imported by: 0

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Index

Constants

This section is empty.

Variables

View Source 
var (
	// ErrMarketDoesNotExist is returned when the market does not exist.
	ErrMarketDoesNotExist = errors.New("market does not exist")

	// ErrNoMarketID is returned when invalid (empty) market id was supplied during market creation.
	ErrNoMarketID = errors.New("no valid market id was supplied")

	// ErrInvalidOrderCancellation is returned when an incomplete order cancellation request is used.
	ErrInvalidOrderCancellation = errors.New("invalid order cancellation")

	// ErrSuccessorMarketDoesNotExists is returned when SucceedMarket call is made with an invalid successor market ID.
	ErrSuccessorMarketDoesNotExist = errors.New("successor market does not exist")
)

Functions

This section is empty.

Types

type Config 

type Config struct {
	Level encoding.LogLevel `long:"log-level"`

	Matching   matching.Config   `group:"Matching" namespace:"matching"`
	Risk       risk.Config       `group:"Risk" namespace:"risk"`
	Position   positions.Config  `group:"Position" namespace:"position"`
	Settlement settlement.Config `group:"Settlement" namespace:"settlement"`
	Fee        fee.Config        `group:"Fee" namespace:"fee"`
	Liquidity  liquidity.Config  `group:"Liquidity" namespace:"liquidity"`
}

Config is the configuration of the execution package.

func NewDefaultConfig 

func NewDefaultConfig() Config

NewDefaultConfig creates an instance of the package specific configuration, given a pointer to a logger instance to be used for logging within the package.

type Engine 

type Engine struct {
	Config
	// contains filtered or unexported fields
}

Engine is the execution engine.

func NewEngine 

func NewEngine(
	log *logging.Logger,
	executionConfig Config,
	ts common.TimeService,
	collateral common.Collateral,
	oracle common.OracleEngine,
	broker common.Broker,
	stateVarEngine common.StateVarEngine,
	marketActivityTracker *common.MarketActivityTracker,
	assets common.Assets,
) *Engine

NewEngine takes stores and engines and returns a new execution engine to process new orders, etc.

func (*Engine) AmendLiquidityProvision 

func (e *Engine) AmendLiquidityProvision(ctx context.Context, lpa *types.LiquidityProvisionAmendment, party string,
	deterministicID string,
) (returnedErr error)

func (*Engine) AmendOrder 

func (e *Engine) AmendOrder(
	ctx context.Context,
	amendment *types.OrderAmendment,
	party string,
	idgen common.IDGenerator,
) (confirmation *types.OrderConfirmation, returnedErr error)

AmendOrder takes order amendment details and attempts to amend the order if it exists and is in a editable state.

func (*Engine) BlockEnd 

func (e *Engine) BlockEnd(ctx context.Context)

func (*Engine) CancelLiquidityProvision 

func (e *Engine) CancelLiquidityProvision(ctx context.Context, cancel *types.LiquidityProvisionCancellation, party string) (returnedErr error)

func (*Engine) CancelOrder 

func (e *Engine) CancelOrder(
	ctx context.Context,
	cancel *types.OrderCancellation,
	party string,
	idgen common.IDGenerator,
) (_ []*types.OrderCancellationConfirmation, returnedErr error)

CancelOrder takes order details and attempts to cancel if it exists in matching engine, stores etc.

func (*Engine) Checkpoint 

func (e *Engine) Checkpoint() ([]byte, error)

func (*Engine) GetAsset 

func (e *Engine) GetAsset(assetID string) (types.Asset, bool)

func (*Engine) GetEquityLikeShareForMarketAndParty 

func (e *Engine) GetEquityLikeShareForMarketAndParty(market, party string) (num.Decimal, bool)

GetEquityLikeShareForMarketAndParty return the equity-like shares of the given party in the given market. If the market doesn't exist, it returns false.

func (*Engine) GetMarket 

func (e *Engine) GetMarket(market string, settled bool) (types.Market, bool)

func (*Engine) GetMarketCounters 

func (e *Engine) GetMarketCounters() map[string]*types.MarketCounters

GetMarketCounters returns the per-market counts used for gas estimation.

func (*Engine) GetMarketData 

func (e *Engine) GetMarketData(mktID string) (types.MarketData, error)

func (*Engine) GetMarketState 

func (e *Engine) GetMarketState(mktID string) (types.MarketState, error)

func (*Engine) GetState 

func (e *Engine) GetState(_ string) ([]byte, []types.StateProvider, error)

func (*Engine) Hash 

func (e *Engine) Hash() []byte

func (*Engine) IsEligibleForProposerBonus 

func (e *Engine) IsEligibleForProposerBonus(marketID string, value *num.Uint) bool

IsEligibleForProposerBonus checks if the given value is greater than that market quantum * quantum_multiplier.

func (*Engine) Keys 

func (e *Engine) Keys() []string

func (*Engine) Load 

func (e *Engine) Load(ctx context.Context, data []byte) error

func (*Engine) LoadState 

func (e *Engine) LoadState(ctx context.Context, payload *types.Payload) ([]types.StateProvider, error)

func (*Engine) MarketExists 

func (e *Engine) MarketExists(market string) bool

func (*Engine) Name 

func (e *Engine) Name() types.CheckpointName

func (*Engine) Namespace 

func (e *Engine) Namespace() types.SnapshotNamespace

func (*Engine) OnMarkPriceUpdateMaximumFrequency 

func (e *Engine) OnMarkPriceUpdateMaximumFrequency(ctx context.Context, d time.Duration) error

func (*Engine) OnMarketAuctionMinimumDurationUpdate 

func (e *Engine) OnMarketAuctionMinimumDurationUpdate(ctx context.Context, d time.Duration) error

func (*Engine) OnMarketCreationQuantumMultipleUpdate 

func (e *Engine) OnMarketCreationQuantumMultipleUpdate(ctx context.Context, d num.Decimal) error

func (*Engine) OnMarketFeeFactorsInfrastructureFeeUpdate 

func (e *Engine) OnMarketFeeFactorsInfrastructureFeeUpdate(ctx context.Context, d num.Decimal) error

func (*Engine) OnMarketFeeFactorsMakerFeeUpdate 

func (e *Engine) OnMarketFeeFactorsMakerFeeUpdate(ctx context.Context, d num.Decimal) error

func (*Engine) OnMarketLiquidityBondPenaltyUpdate 

func (e *Engine) OnMarketLiquidityBondPenaltyUpdate(ctx context.Context, d num.Decimal) error

func (*Engine) OnMarketLiquidityMaximumLiquidityFeeFactorLevelUpdate 

func (e *Engine) OnMarketLiquidityMaximumLiquidityFeeFactorLevelUpdate(
	_ context.Context, d num.Decimal,
) error

func (*Engine) OnMarketLiquidityProvidersFeeDistributionTimeStep 

func (e *Engine) OnMarketLiquidityProvidersFeeDistributionTimeStep(_ context.Context, d time.Duration) error

func (*Engine) OnMarketLiquidityProvisionShapesMaxSizeUpdate 

func (e *Engine) OnMarketLiquidityProvisionShapesMaxSizeUpdate(
	_ context.Context, v int64,
) error

func (*Engine) OnMarketMarginScalingFactorsUpdate 

func (e *Engine) OnMarketMarginScalingFactorsUpdate(ctx context.Context, v interface{}) error

func (*Engine) OnMarketMinProbabilityOfTradingForLPOrdersUpdate 

func (e *Engine) OnMarketMinProbabilityOfTradingForLPOrdersUpdate(ctx context.Context, d num.Decimal) error

func (*Engine) OnMarketProbabilityOfTradingTauScalingUpdate 

func (e *Engine) OnMarketProbabilityOfTradingTauScalingUpdate(ctx context.Context, d num.Decimal) error

func (*Engine) OnMarketValueWindowLengthUpdate 

func (e *Engine) OnMarketValueWindowLengthUpdate(_ context.Context, d time.Duration) error

func (*Engine) OnMaxPeggedOrderUpdate 

func (e *Engine) OnMaxPeggedOrderUpdate(ctx context.Context, max *num.Uint) error

func (*Engine) OnMinLpStakeQuantumMultipleUpdate 

func (e *Engine) OnMinLpStakeQuantumMultipleUpdate(ctx context.Context, d num.Decimal) error

func (*Engine) OnStateLoaded 

func (e *Engine) OnStateLoaded(ctx context.Context) error

func (*Engine) OnSuccessorMarketTimeWindowUpdate 

func (e *Engine) OnSuccessorMarketTimeWindowUpdate(ctx context.Context, window time.Duration) error

func (*Engine) OnSuppliedStakeToObligationFactorUpdate 

func (e *Engine) OnSuppliedStakeToObligationFactorUpdate(_ context.Context, d num.Decimal) error

func (*Engine) OnTick 

func (e *Engine) OnTick(ctx context.Context, t time.Time)

func (*Engine) RejectMarket 

func (e *Engine) RejectMarket(ctx context.Context, marketID string) error

RejectMarket will stop the execution of the market and refund into the general account any funds in margins accounts from any parties This works only if the market is in a PROPOSED STATE.

func (*Engine) ReloadConf 

func (e *Engine) ReloadConf(cfg Config)

ReloadConf updates the internal configuration of the execution engine and its dependencies.

func (*Engine) RestoreMarket 

func (e *Engine) RestoreMarket(ctx context.Context, marketConfig *types.Market) error

RestoreMarket restores a new market from proposal checkpoint.

func (*Engine) SpotsMarketsEnabled 

func (e *Engine) SpotsMarketsEnabled() bool

func (*Engine) StartOpeningAuction 

func (e *Engine) StartOpeningAuction(ctx context.Context, marketID string) error

StartOpeningAuction will start the opening auction of the given market. This will work only if the market is currently in a PROPOSED state.

func (*Engine) Stopped 

func (e *Engine) Stopped() bool

func (*Engine) SubmitLiquidityProvision 

func (e *Engine) SubmitLiquidityProvision(
	ctx context.Context,
	sub *types.LiquidityProvisionSubmission,
	party, deterministicID string,
) (returnedErr error)

func (*Engine) SubmitMarket 

func (e *Engine) SubmitMarket(ctx context.Context, marketConfig *types.Market, proposer string) error

SubmitMarket submits a new market configuration to the network.

func (*Engine) SubmitOrder 

func (e *Engine) SubmitOrder(
	ctx context.Context,
	submission *types.OrderSubmission,
	party string,
	idgen common.IDGenerator,
	orderID string,
) (confirmation *types.OrderConfirmation, returnedErr error)

SubmitOrder checks the incoming order and submits it to a Fury market.

func (*Engine) SucceedMarket 

func (e *Engine) SucceedMarket(ctx context.Context, successor, parent string, insuranceFraction num.Decimal) error

func (*Engine) UpdateMarket 

func (e *Engine) UpdateMarket(ctx context.Context, marketConfig *types.Market) error

UpdateMarket will update an existing market configuration.

Source Files

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Directories

Path Synopsis
mocks
Package mocks is a generated GoMock package.
 Package mocks is a generated GoMock package.

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