order

package
v0.0.0-...-9c6423c Latest Latest
Warning

This package is not in the latest version of its module.

 Go to latest Published: May 10, 2021 License: MIT Imports: 11 Imported by: 0

Documentation

Index

Constants

View Source 
const CommitmentSize = hashSize

CommitmentSize is the length of the Commitment, a 32-byte Blake-256 hash according to the DEX specification.

View Source 
const OrderIDSize = hashSize

OrderIDSize defines the length in bytes of an OrderID.

View Source 
const PrefixLen = account.HashSize + 4 + 4 + 1 + 8 + 8 + CommitmentSize

PrefixLen is the length in bytes of the serialized order Prefix.

View Source 
const PreimageSize = 32

PreimageSize defines the length of the preimage, which is a 32-byte value according to the DEX specification.

Variables

This section is empty.

Functions

func ValidateOrder 

func ValidateOrder(ord Order, status OrderStatus, lotSize uint64) error

ValidateOrder ensures that the order with the given status for the specified market is sensible. The ServerTime may not be set yet, so the OrderID cannot be computed.

Types

type CancelOrder 

type CancelOrder struct {
	P
	TargetOrderID OrderID
}

CancelOrder defines a cancel order in terms of an order Prefix and the ID of the order to be canceled.

func (*CancelOrder) ID 

func (o *CancelOrder) ID() OrderID

ID computes the order ID.

func (*CancelOrder) Serialize 

func (o *CancelOrder) Serialize() []byte

Serialize marshals the CancelOrder into a []byte.

func (*CancelOrder) String 

func (o *CancelOrder) String() string

String is the same as UID. It is defined to satisfy Stringer.

func (*CancelOrder) Trade 

func (o *CancelOrder) Trade() *Trade

Trade returns a pointer to the orders embedded Trade.

func (*CancelOrder) UID 

func (o *CancelOrder) UID() string

UID computes the order ID, returning the string representation.

type CoinID 

type CoinID []byte

CoinID should be used to wrap a []byte so that it may be used as a map key.

func (CoinID) String 

func (c CoinID) String() string

type Commitment 

type Commitment hash

Commitment is the Blake-256 hash of the Preimage.

func (*Commitment) IsZero 

func (c *Commitment) IsZero() bool

IsZero indicates if the Commitment is the zero-value for the type.

func (*Commitment) Scan 

func (c *Commitment) Scan(src interface{}) error

Scan implements the sql.Scanner interface. NULL table values are scanned as the zero-value Commitment.

func (Commitment) String 

func (c Commitment) String() string

String returns a hexadecimal representation of the Commitment. String implements fmt.Stringer.

func (Commitment) Value 

func (c Commitment) Value() (driver.Value, error)

Value implements the sql/driver.Valuer interface. The zero-value Commitment returns nil rather than a byte slice of zeros.

type InstantOrder 

type InstantOrder struct {
	P
	T
}

InstantOrder defines a instant order in terms of a Prefix and the order details, including the backing Coins, the order direction/side, order quantity, and the address where the matched client will send funds. The order quantity is in atoms of the base asset, and must be an integral multiple of the asset's lot size, except for Market buy orders when it is in units of the quote asset and is not bound by integral lot size multiple constraints.

func (*InstantOrder) ID 

func (o *InstantOrder) ID() OrderID

ID computes the order ID.

func (*InstantOrder) Serialize 

func (o *InstantOrder) Serialize() []byte

Serialize marshals the LimitOrder into a []byte.

func (*InstantOrder) String 

func (o *InstantOrder) String() string

String is the same as UID. It is defined to satisfy Stringer.

func (*InstantOrder) UID 

func (o *InstantOrder) UID() string

UID computes the order ID, returning the string representation.

type Order 

type Order interface {
	// Prefix returns the order *Prefix.
	Prefix() *Prefix

	// Trade returns the order *Trade if a limit or market order, else nil.
	Trade() *Trade

	// ID computes the Order's ID from its serialization. Serialization is
	// detailed in the 'Client Order Management' section of the DEX
	// specification.
	ID() OrderID

	// UID gives the string representation of the order ID. It is named to
	// reflect the intent of providing a unique identifier.
	UID() string

	// User gives the user's account ID.
	User() account.AccountID

	// Serialize marshals the order. Serialization is detailed in the 'Client
	// Order Management' section of the DEX specification.
	Serialize() []byte

	// Type indicates the Order's type (e.g. LimitOrder, MarketOrder, etc.).
	Type() OrderType

	// Time returns the Order's server time in milliseconds, when it was received by the server.
	Time() int64

	// SetTime sets the ServerTime field of the prefix.
	SetTime(time.Time)

	// Base returns the unique integer identifier of the base asset as defined
	// in the asset package.
	Base() uint32

	// Quote returns the unique integer identifier of the quote asset as defined
	// in the asset package.
	Quote() uint32

	// Commitment returns the order's preimage commitment.
	Commitment() Commitment
}

Order specifies the methods required for a type to function as a DEX order. See the concrete implementations of MarketOrder, LimitOrder, and CancelOrder.

type OrderID 

type OrderID hash

OrderID is the unique identifier for each order. It is defined as the Blake256 hash of the serialized order.

func IDFromHex 

func IDFromHex(sid string) (OrderID, error)

IDFromHex decodes an OrderID from a hexadecimal string.

func (OrderID) Bytes 

func (oid OrderID) Bytes() []byte

Bytes returns the order ID as a []byte.

func (OrderID) IsZero 

func (oid OrderID) IsZero() bool

IsZero returns true if the order ID is zeros.

func (OrderID) MarshalJSON 

func (oid OrderID) MarshalJSON() ([]byte, error)

MarshalJSON satisfies the json.Marshaller interface, and will marshal the id to a hex string.

func (*OrderID) Scan 

func (oid *OrderID) Scan(src interface{}) error

Scan implements the sql.Scanner interface.

func (OrderID) String 

func (oid OrderID) String() string

String returns a hexadecimal representation of the OrderID. String implements fmt.Stringer.

func (OrderID) Value 

func (oid OrderID) Value() (driver.Value, error)

Value implements the sql/driver.Valuer interface.

type OrderStatus 

type OrderStatus uint16

OrderStatus indicates the state of an order. 

const (
	// OrderStatusUnknown is a sentinel value to be used when the status of an
	// order cannot be determined.
	OrderStatusUnknown OrderStatus = iota

	// OrderStatusEpoch is for orders that have been received and validated, but
	// not processed yet by the epoch order matcher.
	OrderStatusEpoch

	// OrderStatusBooked is for orders that have been put on the book
	// ("standing" time in force). This includes partially filled orders. As
	// such, when an order with this "booked" status is matched with another
	// order, it should have its filled amount updated, and its status should
	// only be changed to OrderStatusExecuted if the remaining quantity becomes
	// less than the lot size, or perhaps to OrderStatusRevoked if the swap has
	// failed and DEX conduct policy requires that it be removed from the order
	// book.
	OrderStatusBooked

	// OrderStatusExecuted is for orders that have been successfully processed
	// and taken off the book. An order may reach this state if it is (1)
	// matched one or more times and removed from the books, or (2) unmatched in
	// epoch processing and with a time-in-force that forbids the order from
	// entering the books. Orders in the first category (matched and
	// subsequently removed from the book) include: a matched cancel order, a
	// completely filled limit or market order, or a partially filled market
	// buy order. Market and limit orders in the second category will not
	// necessarily be completely unfilled. Partially filled orders that are
	// still on the order book remain in OrderStatusBooked.
	//
	// Note: The DB driver must be able to distinguish cancel orders that have
	// not matched from those that were not matched, but OrderStatusExecuted
	// will be returned for both such orders, although a new exported status may
	// be added so the consumer can query this information (TODO). The DB knows
	// the match status for cancel orders and how the cancel order was finalized
	// (ExecuteOrder for matched, and FailCancelOrder for unmatched).
	OrderStatusExecuted

	// OrderStatusCanceled is for orders that were on the book, but matched with
	// a cancel order. This does not mean the order is completely unfilled.
	OrderStatusCanceled

	// OrderStatusRevoked is DEX-revoked orders that were not canceled by
	// matching with the client's cancel order but by DEX policy. This includes
	// standing limit orders that were matched but have failed to swap (neither
	// executed nor canceled), and preimage misses.
	OrderStatusRevoked
)

There are two general classes of orders: ACTIVE and ARCHIVED. Orders with one of the ACTIVE order statuses that follow are likely to be updated.

func (OrderStatus) String 

func (s OrderStatus) String() string

String implements Stringer.

type OrderType 

type OrderType uint8

OrderType distinguishes the different kinds of orders (e.g. limit, market, cancel). 

const (
	UnknownOrderType OrderType = iota
	InstantOrderType
	CancelOrderType
)

The different OrderType values.

func (*OrderType) Scan 

func (ot *OrderType) Scan(src interface{}) error

Scan implements the sql.Scanner interface.

func (OrderType) String 

func (ot OrderType) String() string

String returns a string representation of the OrderType.

func (OrderType) Value 

func (ot OrderType) Value() (driver.Value, error)

Value implements the sql/driver.Valuer interface.

type P 

type P = Prefix

P is an alias for Prefix. Embedding with the alias allows us to define a method on the interface called Prefix that returns the *Prefix.

type Prefix 

type Prefix struct {
	AccountID  account.AccountID
	BaseAsset  uint32
	QuoteAsset uint32
	OrderType  OrderType
	ClientTime time.Time
	ServerTime time.Time
	Commit     Commitment
	// contains filtered or unexported fields
}

Prefix is the order prefix containing data fields common to all orders.

func (*Prefix) Base 

func (p *Prefix) Base() uint32

Base returns the base asset integer ID.

func (*Prefix) Commitment 

func (p *Prefix) Commitment() Commitment

Commitment returns the order Commitment.

func (*Prefix) Prefix 

func (p *Prefix) Prefix() *Prefix

func (*Prefix) Quote 

func (p *Prefix) Quote() uint32

Quote returns the quote asset integer ID.

func (*Prefix) Serialize 

func (p *Prefix) Serialize() []byte

Serialize marshals the Prefix into a []byte.

func (*Prefix) SetTime 

func (p *Prefix) SetTime(t time.Time)

SetTime sets the order prefix's server time.

func (*Prefix) Time 

func (p *Prefix) Time() int64

Time returns the order prefix's server time as a UNIX epoch time in milliseconds.

func (*Prefix) Type 

func (p *Prefix) Type() OrderType

Type returns the order type.

func (*Prefix) User 

func (p *Prefix) User() account.AccountID

User gives the user's account ID.

type Preimage 

type Preimage [PreimageSize]byte

Preimage represents the 32-byte preimage as a byte slice.

func (*Preimage) Commit 

func (pi *Preimage) Commit() Commitment

Commit computes the preimage commitment as the Blake-256 hash of the Preimage.

func (*Preimage) IsZero 

func (pi *Preimage) IsZero() bool

IsZero checks if the Preimage is the zero Preimage.

func (*Preimage) Scan 

func (pi *Preimage) Scan(src interface{}) error

Scan implements the sql.Scanner interface.

func (Preimage) Value 

func (pi Preimage) Value() (driver.Value, error)

Value implements the sql/driver.Valuer interface.

type T 

type T = Trade

T is an alias for Trade. Embedding with the alias allows us to define a method on the interface called Trade that returns the *Trade.

type Trade 

type Trade struct {
	Coins    []CoinID
	Sell     bool
	Quantity uint64
	Address  string

	FillAmt uint64 // use Filled and AddFill methods for thread-safe access
	// contains filtered or unexported fields
}

Trade is information about a trade-type order. Both limit and market orders are trade-type orders.

func (*Trade) AddFill 

func (t *Trade) AddFill(amt uint64)

AddFill increases the filled amount.

func (*Trade) Copy 

func (t *Trade) Copy() *Trade

Copy makes a shallow copy of a Trade. This is useful when attempting to assign a newly-created trade to an order's field without a linter warning about copying a mutex (e.g. MarketOrder{T: *aNewTrade.Copy()}).

func (*Trade) Filled 

func (t *Trade) Filled() uint64

Filled returns the filled amount.

func (*Trade) Remaining 

func (t *Trade) Remaining() uint64

Remaining returns the remaining order amount.

func (*Trade) Serialize 

func (t *Trade) Serialize() []byte

Serialize marshals the Trade into a []byte.

func (*Trade) SetFill 

func (t *Trade) SetFill(amt uint64)

SetFill sets the filled amount.

func (*Trade) SwapAddress 

func (t *Trade) SwapAddress() string

SwapAddress returns the order's payment address.

func (*Trade) Trade 

func (t *Trade) Trade() *Trade

Trade returns a pointer to the orders embedded Trade.

Source Files

View all Source files

Jump to

Keyboard shortcuts

? : This menu
/ : Search site
f or F : Jump to
y or Y : Canonical URL
go.dev uses cookies from Google to deliver and enhance the quality of its services and to analyze traffic. Learn more.