orderbook

package
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 Go to latest Published: Aug 6, 2019 License: Apache-2.0 Imports: 15 Imported by: 0

README

Orderbook module

Requirements

This module defines the required components for orderbook. Orderbook works by matching the ask and bid orders.

State
  • Order state
    • Open: means order is still pending
    • Done: means order has been executed
    • Cancel: means order has been cancelled
  • Side
    • Ask: defines trader wants to buy
    • Bid defines trader wants to sell
  • Order
    • ID
    • Trader: identity of trader
    • OrderBookID: orderbook id of this order belongs to
    • Side: side of this order
    • OrderState: defines if order is done, cancelled, or open
    • OriginalOffer: amount of offer at the time of creation
    • RemainingOffer: amount of pending trade
    • Price: price of offer
    • TradeIDs: trades that have been executed
    • CreatedAt: creation time of offer
    • UpdatedAt: update time of offer. Updated whenever order state changes
  • Trade
    • ID
    • OrderBookID: ID of the orderbook trade happened at
    • OrderID: ID of order this trade is originated
    • Taker: identity of taker that accepted to buy
    • Maker: identity of maker that accepted to sell
    • MakerPaid: amount maker paid to settle the trade
    • TakerPaid: amount taker paid to settle the trade
    • ExecutedAt: defines the trade execution time
  • Order book
    • ID
    • MarketID: market this orderbook belongs to
    • AskTicker: Ticker of ask side
    • BidTicker: Ticker of bid side
    • TotalAskCount: number of available ask orders
    • TotalBidCount: number of available bid orders
  • Market
    • ID
    • Owner: identity of owner of this market
    • Name: name of the market
Messages
  • Post order
    • MarketID: market that order is posted to
    • AskTicker: Ticker of ask side
    • BidTicker: Ticker of bid side
  • Cancel order
    • OrderID: Order that wanted to be cancelled
Order and Trade relation

Trade is full/partial offer that happened between traders

Market and Orderbook relation

The blockchain may have multiple markets. Each market may have multiple orderbooks. Each token pair can only have one orderbook per market. There is no global chain owner, but each market has one that adds orderbooks and sets fees. This could be one person, a multisig, or a governance contract (Dao)

When adding an orderbook, market with given market id is checked, then look up the owner for that market. Rather than having one owner that can create orderbooks for all markets, each market stores who can update it.

Matching engine logic

First orders are sorted in ascending or descending order. Ask orders are sorted descendently so that the element with the highest index in the array has the lowest price and buy orders are sorted in ascending order so that the last element of the array has the highest price. When an order is posted it is inserted into one of the ask order or bid order arrays.

Strategies
  • Best price offer strategy
    • When a matching order by price and amount is found order is placed instantly.
  • Partially filled order
    • If an order cannot be fulfilled entirely in one transaction, the remaining lots become a “resting order” which is included in the order book. Resting orders are prioritised and fulfilled when matching orders are received.
  • No match
    • Recieved order becomes an resting order for future trades.
  • Multiple orders with same price
    • There are multiple ways to achieve this. This section is open for discussion

Documentation

Index

Constants

This section is empty.

Variables

View Source 
var (
	ErrInvalidLengthCodec = fmt.Errorf("proto: negative length found during unmarshaling")
	ErrIntOverflowCodec   = fmt.Errorf("proto: integer overflow")
)
View Source 
var OrderState_name = map[int32]string{
	0: "ORDER_STATE_INVALID",
	1: "ORDER_STATE_OPEN",
	2: "ORDER_STATE_DONE",
	3: "ORDER_STATE_CANCEL",
}
View Source 
var OrderState_value = map[string]int32{
	"ORDER_STATE_INVALID": 0,
	"ORDER_STATE_OPEN":    1,
	"ORDER_STATE_DONE":    2,
	"ORDER_STATE_CANCEL":  3,
}
View Source 
var Side_name = map[int32]string{
	0: "SIDE_INVALID",
	1: "SIDE_ASK",
	2: "SIDE_BID",
}
View Source 
var Side_value = map[string]int32{
	"SIDE_INVALID": 0,
	"SIDE_ASK":     1,
	"SIDE_BID":     2,
}

Functions

func BuildMarketIDTickersIndex 

func BuildMarketIDTickersIndex(orderbook *OrderBook) []byte

BuildMarketIDTickersIndex indexByteSize = 8(MarketID) + ask ticker size + bid ticker size

func BuildOpenOrderIndex 

func BuildOpenOrderIndex(order *Order) ([]byte, error)

BuildOpenOrderIndex produces a compound index like: 

(OrderBookID, Side, Price) WHERE order.OrderState = Open

Stored as - 8 bytes bigendian OrderBookID, 1 byte Side, 8 byte bigendian Price.Whole, 8 byte bigendian Price.Fractional We use Price.Lexographic() to produce a lexographic ordering, such than 

A.Lexographic() < B.Lexographic == A < B

This is a very nice trick to get clean range queries over sensible value ranges in a key-value store

func BuildOrderBookTimeIndex 

func BuildOrderBookTimeIndex(trade *Trade) ([]byte, error)

BuildOpenOrderIndex produces 8 bytes OrderBookID || big-endian ExecutedAt This allows lexographical searches over the time ranges (or earliest or latest) of all trades within one orderbook

func NewOrderBookHandler 

func NewOrderBookHandler(auth x.Authenticator) weave.Handler

NewOrderBookHandler creates a handler that allows issuer to create orderbooks. Only owner/admin of the market can issue new orderbooks

func RegisterQuery 

func RegisterQuery(qr weave.QueryRouter)

RegisterQuery registers exchange buckets for querying.

func RegisterRoutes 

func RegisterRoutes(r weave.Registry, auth x.Authenticator)

RegisterRoutes registers handlers for orderbook message processing.

Types

type Amount 

type Amount struct {
	// Whole coins, -10^15 < integer < 10^15
	Whole int64 `protobuf:"varint,1,opt,name=whole,proto3" json:"whole,omitempty"`
	// Billionth of coins. 0 <= abs(fractional) < 10^9
	// If fractional != 0, must have same sign as integer
	Fractional int64 `protobuf:"varint,2,opt,name=fractional,proto3" json:"fractional,omitempty"`
}

Amount is like a coin.Coin but without a ticker. We use it where a ticker is impossible (like quantity) For offers where ticker is implied, we still use coin.Coin as we inherit much math from there.

TODO: work out how to multiply Amount * Coin

func NewAmount 

func NewAmount(whole int64, fractional int64) Amount

NewAmount takes whole and fractional, returns Amount struct

func NewAmountp 

func NewAmountp(whole int64, fractional int64) *Amount

NewAmountp takes whole and fractional, returns Amount struct pointer

func (*Amount) Clone 

func (a *Amount) Clone() *Amount

Clone copies values of Amount to a new Amount struct

func (*Amount) Descriptor 

func (*Amount) Descriptor() ([]byte, []int)

func (*Amount) GetFractional 

func (m *Amount) GetFractional() int64

func (*Amount) GetWhole 

func (m *Amount) GetWhole() int64

func (*Amount) IsNegative 

func (a *Amount) IsNegative() bool

IsNegative returns true if the value is less than 0

func (*Amount) IsPositive 

func (a *Amount) IsPositive() bool

IsPositive returns true if the value is greater than 0

func (*Amount) Lexographic 

func (a *Amount) Lexographic() ([]byte, error)

Lexographic produces a lexographic ordering, such than 

A.Lexographic() < B.Lexographic == A < B

This is a very nice trick to get clean range queries over sensible value ranges in a key-value store It is defined as 8-byte-bigendian(Whole) || 8-byte-bigendian(Fractional)

Returns an error on nil or negative amounts (which would not be lexographically ordered)

func (*Amount) Marshal 

func (m *Amount) Marshal() (dAtA []byte, err error)

func (*Amount) MarshalTo 

func (m *Amount) MarshalTo(dAtA []byte) (int, error)

func (*Amount) ProtoMessage 

func (*Amount) ProtoMessage()

func (*Amount) Reset 

func (m *Amount) Reset()

func (*Amount) Size 

func (m *Amount) Size() (n int)

func (*Amount) String 

func (m *Amount) String() string

func (*Amount) Unmarshal 

func (m *Amount) Unmarshal(dAtA []byte) error

func (*Amount) Validate 

func (a *Amount) Validate() error

Validate "borrowed" from coin.Coin

func (*Amount) XXX_DiscardUnknown 

func (m *Amount) XXX_DiscardUnknown()

func (*Amount) XXX_Marshal 

func (m *Amount) XXX_Marshal(b []byte, deterministic bool) ([]byte, error)

func (*Amount) XXX_Merge 

func (m *Amount) XXX_Merge(src proto.Message)

func (*Amount) XXX_Size 

func (m *Amount) XXX_Size() int

func (*Amount) XXX_Unmarshal 

func (m *Amount) XXX_Unmarshal(b []byte) error

type CancelOrderMsg 

type CancelOrderMsg struct {
	Metadata *weave.Metadata `protobuf:"bytes,1,opt,name=metadata,proto3" json:"metadata,omitempty"`
	OrderID  []byte          `protobuf:"bytes,2,opt,name=order_id,json=orderId,proto3" json:"order_id,omitempty"`
}

CancelOrderMsg will remove a standing order. It must be authorized by the trader who created the order. All remaining funds return to that address.

func (*CancelOrderMsg) Descriptor 

func (*CancelOrderMsg) Descriptor() ([]byte, []int)

func (*CancelOrderMsg) GetMetadata 

func (m *CancelOrderMsg) GetMetadata() *weave.Metadata

func (*CancelOrderMsg) GetOrderID 

func (m *CancelOrderMsg) GetOrderID() []byte

func (*CancelOrderMsg) Marshal 

func (m *CancelOrderMsg) Marshal() (dAtA []byte, err error)

func (*CancelOrderMsg) MarshalTo 

func (m *CancelOrderMsg) MarshalTo(dAtA []byte) (int, error)

func (CancelOrderMsg) Path 

func (CancelOrderMsg) Path() string

Path returns the routing path for this message.

func (*CancelOrderMsg) ProtoMessage 

func (*CancelOrderMsg) ProtoMessage()

func (*CancelOrderMsg) Reset 

func (m *CancelOrderMsg) Reset()

func (*CancelOrderMsg) Size 

func (m *CancelOrderMsg) Size() (n int)

func (*CancelOrderMsg) String 

func (m *CancelOrderMsg) String() string

func (*CancelOrderMsg) Unmarshal 

func (m *CancelOrderMsg) Unmarshal(dAtA []byte) error

func (CancelOrderMsg) Validate 

func (m CancelOrderMsg) Validate() error

Validate ensures the CancelOrderMsg is valid

func (*CancelOrderMsg) XXX_DiscardUnknown 

func (m *CancelOrderMsg) XXX_DiscardUnknown()

func (*CancelOrderMsg) XXX_Marshal 

func (m *CancelOrderMsg) XXX_Marshal(b []byte, deterministic bool) ([]byte, error)

func (*CancelOrderMsg) XXX_Merge 

func (m *CancelOrderMsg) XXX_Merge(src proto.Message)

func (*CancelOrderMsg) XXX_Size 

func (m *CancelOrderMsg) XXX_Size() int

func (*CancelOrderMsg) XXX_Unmarshal 

func (m *CancelOrderMsg) XXX_Unmarshal(b []byte) error

type CreateOrderBookMsg 

type CreateOrderBookMsg struct {
	Metadata  *weave.Metadata `protobuf:"bytes,1,opt,name=metadata,proto3" json:"metadata,omitempty"`
	MarketID  []byte          `protobuf:"bytes,2,opt,name=market_id,json=marketId,proto3" json:"market_id,omitempty"`
	AskTicker string          `protobuf:"bytes,3,opt,name=ask_ticker,json=askTicker,proto3" json:"ask_ticker,omitempty"`
	BidTicker string          `protobuf:"bytes,4,opt,name=bid_ticker,json=bidTicker,proto3" json:"bid_ticker,omitempty"`
}

CreateOrderBookMsg creates a new orderbook in an existing market. It must be executed by the owner of the market.

func (*CreateOrderBookMsg) Descriptor 

func (*CreateOrderBookMsg) Descriptor() ([]byte, []int)

func (*CreateOrderBookMsg) GetAskTicker 

func (m *CreateOrderBookMsg) GetAskTicker() string

func (*CreateOrderBookMsg) GetBidTicker 

func (m *CreateOrderBookMsg) GetBidTicker() string

func (*CreateOrderBookMsg) GetMarketID 

func (m *CreateOrderBookMsg) GetMarketID() []byte

func (*CreateOrderBookMsg) GetMetadata 

func (m *CreateOrderBookMsg) GetMetadata() *weave.Metadata

func (*CreateOrderBookMsg) Marshal 

func (m *CreateOrderBookMsg) Marshal() (dAtA []byte, err error)

func (*CreateOrderBookMsg) MarshalTo 

func (m *CreateOrderBookMsg) MarshalTo(dAtA []byte) (int, error)

func (CreateOrderBookMsg) Path 

func (CreateOrderBookMsg) Path() string

Path returns the routing path for this message.

func (*CreateOrderBookMsg) ProtoMessage 

func (*CreateOrderBookMsg) ProtoMessage()

func (*CreateOrderBookMsg) Reset 

func (m *CreateOrderBookMsg) Reset()

func (*CreateOrderBookMsg) Size 

func (m *CreateOrderBookMsg) Size() (n int)

func (*CreateOrderBookMsg) String 

func (m *CreateOrderBookMsg) String() string

func (*CreateOrderBookMsg) Unmarshal 

func (m *CreateOrderBookMsg) Unmarshal(dAtA []byte) error

func (CreateOrderBookMsg) Validate 

func (m CreateOrderBookMsg) Validate() error

Validate ensures the CreateOrderBookMsg is valid

func (*CreateOrderBookMsg) XXX_DiscardUnknown 

func (m *CreateOrderBookMsg) XXX_DiscardUnknown()

func (*CreateOrderBookMsg) XXX_Marshal 

func (m *CreateOrderBookMsg) XXX_Marshal(b []byte, deterministic bool) ([]byte, error)

func (*CreateOrderBookMsg) XXX_Merge 

func (m *CreateOrderBookMsg) XXX_Merge(src proto.Message)

func (*CreateOrderBookMsg) XXX_Size 

func (m *CreateOrderBookMsg) XXX_Size() int

func (*CreateOrderBookMsg) XXX_Unmarshal 

func (m *CreateOrderBookMsg) XXX_Unmarshal(b []byte) error

type CreateOrderMsg 

type CreateOrderMsg struct {
	Metadata *weave.Metadata `protobuf:"bytes,1,opt,name=metadata,proto3" json:"metadata,omitempty"`
	// Trader is the Address that will pay the offer, and get the matches.
	// Defaults to x.MainSigner() if left blank
	Trader github_com_iov_one_weave.Address `protobuf:"bytes,2,opt,name=trader,proto3,casttype=github.com/iov-one/weave.Address" json:"trader,omitempty"`
	// OrderBookID must support Offer.Ticker as one of the two sides,
	// Which side this order will be, is automatically inferred
	OrderBookID []byte `protobuf:"bytes,3,opt,name=order_book_id,json=orderBookId,proto3" json:"order_book_id,omitempty"`
	// Offer is how much will be paid
	Offer *coin.Coin `protobuf:"bytes,4,opt,name=offer,proto3" json:"offer,omitempty"`
	// Price is how much is requested for each unit of the offer token
	Price *Amount `protobuf:"bytes,5,opt,name=price,proto3" json:"price,omitempty"`
}

CreateOrderMsg will offer to sell some currency on an orderbook at a given price.

func (*CreateOrderMsg) Descriptor 

func (*CreateOrderMsg) Descriptor() ([]byte, []int)

func (*CreateOrderMsg) GetMetadata 

func (m *CreateOrderMsg) GetMetadata() *weave.Metadata

func (*CreateOrderMsg) GetOffer 

func (m *CreateOrderMsg) GetOffer() *coin.Coin

func (*CreateOrderMsg) GetOrderBookID 

func (m *CreateOrderMsg) GetOrderBookID() []byte

func (*CreateOrderMsg) GetPrice 

func (m *CreateOrderMsg) GetPrice() *Amount

func (*CreateOrderMsg) GetTrader 

func (m *CreateOrderMsg) GetTrader() github_com_iov_one_weave.Address

func (*CreateOrderMsg) Marshal 

func (m *CreateOrderMsg) Marshal() (dAtA []byte, err error)

func (*CreateOrderMsg) MarshalTo 

func (m *CreateOrderMsg) MarshalTo(dAtA []byte) (int, error)

func (CreateOrderMsg) Path 

func (CreateOrderMsg) Path() string

Path returns the routing path for this message.

func (*CreateOrderMsg) ProtoMessage 

func (*CreateOrderMsg) ProtoMessage()

func (*CreateOrderMsg) Reset 

func (m *CreateOrderMsg) Reset()

func (*CreateOrderMsg) Size 

func (m *CreateOrderMsg) Size() (n int)

func (*CreateOrderMsg) String 

func (m *CreateOrderMsg) String() string

func (*CreateOrderMsg) Unmarshal 

func (m *CreateOrderMsg) Unmarshal(dAtA []byte) error

func (CreateOrderMsg) Validate 

func (m CreateOrderMsg) Validate() error

Validate ensures the CreateOrderMsg is valid

func (*CreateOrderMsg) XXX_DiscardUnknown 

func (m *CreateOrderMsg) XXX_DiscardUnknown()

func (*CreateOrderMsg) XXX_Marshal 

func (m *CreateOrderMsg) XXX_Marshal(b []byte, deterministic bool) ([]byte, error)

func (*CreateOrderMsg) XXX_Merge 

func (m *CreateOrderMsg) XXX_Merge(src proto.Message)

func (*CreateOrderMsg) XXX_Size 

func (m *CreateOrderMsg) XXX_Size() int

func (*CreateOrderMsg) XXX_Unmarshal 

func (m *CreateOrderMsg) XXX_Unmarshal(b []byte) error

type Market 

type Market struct {
	Metadata *weave.Metadata `protobuf:"bytes,1,opt,name=metadata,proto3" json:"metadata,omitempty"`
	ID       []byte          `protobuf:"bytes,2,opt,name=id,proto3" json:"id,omitempty"`
	// Owner is allowed to create new orderbooks in this Market
	Owner github_com_iov_one_weave.Address `protobuf:"bytes,3,opt,name=owner,proto3,casttype=github.com/iov-one/weave.Address" json:"owner,omitempty"`
	// Market name
	Name string `protobuf:"bytes,4,opt,name=name,proto3" json:"name,omitempty"`
}

A market holds many Orderbooks and is just a grouping for now. Probably we only want one market on a chain, but we could add additional rules to each market and then allow multiple.

Currently Markets can only be created in the genesis file

func (*Market) Copy 

func (m *Market) Copy() orm.CloneableData

Copy produces a new copy to fulfill the Model interface

func (*Market) Descriptor 

func (*Market) Descriptor() ([]byte, []int)

func (*Market) GetID 

func (m *Market) GetID() []byte

func (*Market) GetMetadata 

func (m *Market) GetMetadata() *weave.Metadata

func (*Market) GetName 

func (m *Market) GetName() string

func (*Market) GetOwner 

func (m *Market) GetOwner() github_com_iov_one_weave.Address

func (*Market) Marshal 

func (m *Market) Marshal() (dAtA []byte, err error)

func (*Market) MarshalTo 

func (m *Market) MarshalTo(dAtA []byte) (int, error)

func (*Market) ProtoMessage 

func (*Market) ProtoMessage()

func (*Market) Reset 

func (m *Market) Reset()

func (*Market) SetID 

func (m *Market) SetID(id []byte) error

SetID is a minimal implementation, useful when the ID is a separate protobuf field

func (*Market) Size 

func (m *Market) Size() (n int)

func (*Market) String 

func (m *Market) String() string

func (*Market) Unmarshal 

func (m *Market) Unmarshal(dAtA []byte) error

func (*Market) Validate 

func (m *Market) Validate() error

Validate is always succesful

func (*Market) XXX_DiscardUnknown 

func (m *Market) XXX_DiscardUnknown()

func (*Market) XXX_Marshal 

func (m *Market) XXX_Marshal(b []byte, deterministic bool) ([]byte, error)

func (*Market) XXX_Merge 

func (m *Market) XXX_Merge(src proto.Message)

func (*Market) XXX_Size 

func (m *Market) XXX_Size() int

func (*Market) XXX_Unmarshal 

func (m *Market) XXX_Unmarshal(b []byte) error

type MarketBucket 

type MarketBucket struct {
	morm.ModelBucket
}

func NewMarketBucket 

func NewMarketBucket() *MarketBucket

type Order 

type Order struct {
	Metadata *weave.Metadata `protobuf:"bytes,1,opt,name=metadata,proto3" json:"metadata,omitempty"`
	ID       []byte          `protobuf:"bytes,2,opt,name=id,proto3" json:"id,omitempty"`
	// Address of trader that created order (ad gets paid from it)
	Trader      github_com_iov_one_weave.Address `protobuf:"bytes,3,opt,name=trader,proto3,casttype=github.com/iov-one/weave.Address" json:"trader,omitempty"`
	OrderBookID []byte                           `protobuf:"bytes,4,opt,name=order_book_id,json=orderBookId,proto3" json:"order_book_id,omitempty"`
	Side        Side                             `protobuf:"varint,5,opt,name=side,proto3,enum=orderbook.Side" json:"side,omitempty"`
	OrderState  OrderState                       `protobuf:"varint,6,opt,name=order_state,json=orderState,proto3,enum=orderbook.OrderState" json:"order_state,omitempty"`
	// The amount maker want to sell/buy
	OriginalOffer *coin.Coin `protobuf:"bytes,7,opt,name=original_offer,json=originalOffer,proto3" json:"original_offer,omitempty"`
	// Remaning offer. (This part enables partially filled orders)
	RemainingOffer *coin.Coin `protobuf:"bytes,8,opt,name=remaining_offer,json=remainingOffer,proto3" json:"remaining_offer,omitempty"`
	// Price for each unit (in tickers of the opposite currency from our side)
	Price *Amount `protobuf:"bytes,9,opt,name=price,proto3" json:"price,omitempty"`
	// Executed trades (referenced ids)
	TradeIds [][]byte `protobuf:"bytes,10,rep,name=trade_ids,json=tradeIds,proto3" json:"trade_ids,omitempty"`
	// created_at defines create time of an order
	CreatedAt github_com_iov_one_weave.UnixTime `` /* 133-byte string literal not displayed */
	// updated_at defines update time of an order
	UpdatedAt github_com_iov_one_weave.UnixTime `` /* 133-byte string literal not displayed */
}

Order is a request to make a trade. We create an order for every trade request, even if it settles immediately, in order to provide history and clean auditability of the market.

func (*Order) Copy 

func (o *Order) Copy() orm.CloneableData

Copy produces a new copy to fulfill the Model interface

func (*Order) Descriptor 

func (*Order) Descriptor() ([]byte, []int)

func (*Order) GetCreatedAt 

func (m *Order) GetCreatedAt() github_com_iov_one_weave.UnixTime

func (*Order) GetID 

func (m *Order) GetID() []byte

func (*Order) GetMetadata 

func (m *Order) GetMetadata() *weave.Metadata

func (*Order) GetOrderBookID 

func (m *Order) GetOrderBookID() []byte

func (*Order) GetOrderState 

func (m *Order) GetOrderState() OrderState

func (*Order) GetOriginalOffer 

func (m *Order) GetOriginalOffer() *coin.Coin

func (*Order) GetPrice 

func (m *Order) GetPrice() *Amount

func (*Order) GetRemainingOffer 

func (m *Order) GetRemainingOffer() *coin.Coin

func (*Order) GetSide 

func (m *Order) GetSide() Side

func (*Order) GetTradeIds 

func (m *Order) GetTradeIds() [][]byte

func (*Order) GetTrader 

func (m *Order) GetTrader() github_com_iov_one_weave.Address

func (*Order) GetUpdatedAt 

func (m *Order) GetUpdatedAt() github_com_iov_one_weave.UnixTime

func (*Order) Marshal 

func (m *Order) Marshal() (dAtA []byte, err error)

func (*Order) MarshalTo 

func (m *Order) MarshalTo(dAtA []byte) (int, error)

func (*Order) ProtoMessage 

func (*Order) ProtoMessage()

func (*Order) Reset 

func (m *Order) Reset()

func (*Order) SetID 

func (o *Order) SetID(id []byte) error

SetID is a minimal implementation, useful when the ID is a separate protobuf field

func (*Order) Size 

func (m *Order) Size() (n int)

func (*Order) String 

func (m *Order) String() string

func (*Order) Unmarshal 

func (m *Order) Unmarshal(dAtA []byte) error

func (*Order) Validate 

func (o *Order) Validate() error

Validate is always succesful

func (*Order) XXX_DiscardUnknown 

func (m *Order) XXX_DiscardUnknown()

func (*Order) XXX_Marshal 

func (m *Order) XXX_Marshal(b []byte, deterministic bool) ([]byte, error)

func (*Order) XXX_Merge 

func (m *Order) XXX_Merge(src proto.Message)

func (*Order) XXX_Size 

func (m *Order) XXX_Size() int

func (*Order) XXX_Unmarshal 

func (m *Order) XXX_Unmarshal(b []byte) error

type OrderBook 

type OrderBook struct {
	Metadata  *weave.Metadata `protobuf:"bytes,1,opt,name=metadata,proto3" json:"metadata,omitempty"`
	ID        []byte          `protobuf:"bytes,2,opt,name=id,proto3" json:"id,omitempty"`
	MarketID  []byte          `protobuf:"bytes,3,opt,name=market_id,json=marketId,proto3" json:"market_id,omitempty"`
	AskTicker string          `protobuf:"bytes,4,opt,name=ask_ticker,json=askTicker,proto3" json:"ask_ticker,omitempty"`
	BidTicker string          `protobuf:"bytes,5,opt,name=bid_ticker,json=bidTicker,proto3" json:"bid_ticker,omitempty"`
	// repeated Order ask_orders = 5;
	TotalAskCount int64 `protobuf:"varint,6,opt,name=total_ask_count,json=totalAskCount,proto3" json:"total_ask_count,omitempty"`
	// repeated Order bid_orders = 7;
	TotalBidCount int64 `protobuf:"varint,7,opt,name=total_bid_count,json=totalBidCount,proto3" json:"total_bid_count,omitempty"`
}

An Orderbook lives in a market and represents a ask/bid pair. We only allow one orderbook for each pair. To avoid confusion, we enforce ask_ticker < bid_ticker so their cannot be two orderbooks for the same trading pair.

Orders and Trades must reference an orderbook and use those tickers as denominations

func (*OrderBook) Copy 

func (o *OrderBook) Copy() orm.CloneableData

Copy produces a new copy to fulfill the Model interface

func (*OrderBook) Descriptor 

func (*OrderBook) Descriptor() ([]byte, []int)

func (*OrderBook) GetAskTicker 

func (m *OrderBook) GetAskTicker() string

func (*OrderBook) GetBidTicker 

func (m *OrderBook) GetBidTicker() string

func (*OrderBook) GetID 

func (m *OrderBook) GetID() []byte

func (*OrderBook) GetMarketID 

func (m *OrderBook) GetMarketID() []byte

func (*OrderBook) GetMetadata 

func (m *OrderBook) GetMetadata() *weave.Metadata

func (*OrderBook) GetTotalAskCount 

func (m *OrderBook) GetTotalAskCount() int64

func (*OrderBook) GetTotalBidCount 

func (m *OrderBook) GetTotalBidCount() int64

func (*OrderBook) Marshal 

func (m *OrderBook) Marshal() (dAtA []byte, err error)

func (*OrderBook) MarshalTo 

func (m *OrderBook) MarshalTo(dAtA []byte) (int, error)

func (*OrderBook) ProtoMessage 

func (*OrderBook) ProtoMessage()

func (*OrderBook) Reset 

func (m *OrderBook) Reset()

func (*OrderBook) SetID 

func (o *OrderBook) SetID(id []byte) error

SetID is a minimal implementation, useful when the ID is a separate protobuf field

func (*OrderBook) Size 

func (m *OrderBook) Size() (n int)

func (*OrderBook) String 

func (m *OrderBook) String() string

func (*OrderBook) Unmarshal 

func (m *OrderBook) Unmarshal(dAtA []byte) error

func (*OrderBook) Validate 

func (o *OrderBook) Validate() error

Validate is always succesful

func (*OrderBook) XXX_DiscardUnknown 

func (m *OrderBook) XXX_DiscardUnknown()

func (*OrderBook) XXX_Marshal 

func (m *OrderBook) XXX_Marshal(b []byte, deterministic bool) ([]byte, error)

func (*OrderBook) XXX_Merge 

func (m *OrderBook) XXX_Merge(src proto.Message)

func (*OrderBook) XXX_Size 

func (m *OrderBook) XXX_Size() int

func (*OrderBook) XXX_Unmarshal 

func (m *OrderBook) XXX_Unmarshal(b []byte) error

type OrderBookBucket 

type OrderBookBucket struct {
	morm.ModelBucket
}

func NewOrderBookBucket 

func NewOrderBookBucket() *OrderBookBucket

NewOrderBookBucket initates orderbook with required indexes/ TODO remove marketIDindexer if proven unnecessary

type OrderBookHandler 

type OrderBookHandler struct {
	// contains filtered or unexported fields
}

OrderBookHandler will handle creating orderbooks

func (OrderBookHandler) Check 

func (h OrderBookHandler) Check(ctx weave.Context, db weave.KVStore, tx weave.Tx) (*weave.CheckResult, error)

Check just verifies it is properly formed and returns the cost of executing it.

func (OrderBookHandler) Deliver 

func (h OrderBookHandler) Deliver(ctx weave.Context, db weave.KVStore, tx weave.Tx) (*weave.DeliverResult, error)

Deliver creates an orderbook and saves if all preconditions are met

type OrderBucket 

type OrderBucket struct {
	morm.ModelBucket
}

func NewOrderBucket 

func NewOrderBucket() *OrderBucket

type OrderState 

type OrderState int32

OrderState defines if the proposal is active 

const (
	OrderState_Invalid OrderState = 0
	// Open orders can create trades
	OrderState_Open OrderState = 1
	// Done orders have been fulfilled and are empty
	OrderState_Done OrderState = 2
	// Cancelled orders were closed at the makers request before they were fulfilled
	OrderState_Cancel OrderState = 3
)

func (OrderState) EnumDescriptor 

func (OrderState) EnumDescriptor() ([]byte, []int)

func (OrderState) String 

func (x OrderState) String() string

type Side 

type Side int32

Side determines which side of the orderbook we are on (ask or bid) This defines the appropriate ticker (ask_ticker or bid_ticker) 

const (
	Side_Invalid Side = 0
	Side_Ask     Side = 1
	Side_Bid     Side = 2
)

func (Side) EnumDescriptor 

func (Side) EnumDescriptor() ([]byte, []int)

func (Side) String 

func (x Side) String() string

type Trade 

type Trade struct {
	Metadata    *weave.Metadata `protobuf:"bytes,1,opt,name=metadata,proto3" json:"metadata,omitempty"`
	ID          []byte          `protobuf:"bytes,2,opt,name=id,proto3" json:"id,omitempty"`
	OrderBookID []byte          `protobuf:"bytes,3,opt,name=order_book_id,json=orderBookId,proto3" json:"order_book_id,omitempty"`
	OrderID     []byte          `protobuf:"bytes,4,opt,name=order_id,json=orderId,proto3" json:"order_id,omitempty"`
	// Address of taker (this is an order that was instantly fulfilled)
	Taker github_com_iov_one_weave.Address `protobuf:"bytes,5,opt,name=taker,proto3,casttype=github.com/iov-one/weave.Address" json:"taker,omitempty"`
	// Address of maker (this is an order that was stored first before fulfillment)
	Maker github_com_iov_one_weave.Address `protobuf:"bytes,6,opt,name=maker,proto3,casttype=github.com/iov-one/weave.Address" json:"maker,omitempty"`
	// this is how much each side paid (they got the opposite one)
	MakerPaid *coin.Coin `protobuf:"bytes,7,opt,name=maker_paid,json=makerPaid,proto3" json:"maker_paid,omitempty"`
	TakerPaid *coin.Coin `protobuf:"bytes,8,opt,name=taker_paid,json=takerPaid,proto3" json:"taker_paid,omitempty"`
	// executed_at defines execution time of an order
	ExecutedAt github_com_iov_one_weave.UnixTime `` /* 135-byte string literal not displayed */
}

Trade is a settled partial/full order We store these as independent entities to help with queries to map the prices over time. They are also referenced by the Orders, so we can see how much was fulfilled.

Ask and Bid tickers are "inherited" from the orderbook

func (*Trade) Copy 

func (t *Trade) Copy() orm.CloneableData

Copy produces a new copy to fulfill the Model interface

func (*Trade) Descriptor 

func (*Trade) Descriptor() ([]byte, []int)

func (*Trade) GetExecutedAt 

func (m *Trade) GetExecutedAt() github_com_iov_one_weave.UnixTime

func (*Trade) GetID 

func (m *Trade) GetID() []byte

func (*Trade) GetMaker 

func (m *Trade) GetMaker() github_com_iov_one_weave.Address

func (*Trade) GetMakerPaid 

func (m *Trade) GetMakerPaid() *coin.Coin

func (*Trade) GetMetadata 

func (m *Trade) GetMetadata() *weave.Metadata

func (*Trade) GetOrderBookID 

func (m *Trade) GetOrderBookID() []byte

func (*Trade) GetOrderID 

func (m *Trade) GetOrderID() []byte

func (*Trade) GetTaker 

func (m *Trade) GetTaker() github_com_iov_one_weave.Address

func (*Trade) GetTakerPaid 

func (m *Trade) GetTakerPaid() *coin.Coin

func (*Trade) Marshal 

func (m *Trade) Marshal() (dAtA []byte, err error)

func (*Trade) MarshalTo 

func (m *Trade) MarshalTo(dAtA []byte) (int, error)

func (*Trade) ProtoMessage 

func (*Trade) ProtoMessage()

func (*Trade) Reset 

func (m *Trade) Reset()

func (*Trade) SetID 

func (t *Trade) SetID(id []byte) error

SetID is a minimal implementation, useful when the ID is a separate protobuf field

func (*Trade) Size 

func (m *Trade) Size() (n int)

func (*Trade) String 

func (m *Trade) String() string

func (*Trade) Unmarshal 

func (m *Trade) Unmarshal(dAtA []byte) error

func (*Trade) Validate 

func (t *Trade) Validate() error

Validate is always succesful

func (*Trade) XXX_DiscardUnknown 

func (m *Trade) XXX_DiscardUnknown()

func (*Trade) XXX_Marshal 

func (m *Trade) XXX_Marshal(b []byte, deterministic bool) ([]byte, error)

func (*Trade) XXX_Merge 

func (m *Trade) XXX_Merge(src proto.Message)

func (*Trade) XXX_Size 

func (m *Trade) XXX_Size() int

func (*Trade) XXX_Unmarshal 

func (m *Trade) XXX_Unmarshal(b []byte) error

type TradeBucket 

type TradeBucket struct {
	morm.ModelBucket
}

func NewTradeBucket 

func NewTradeBucket() *TradeBucket

Source Files

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