public ExchangeOrder(ExchangeOrder order, BigInteger newPrice, BigInteger newOrderSize)
{
Uid = order.Uid;
Timestamp = order.Timestamp;
Creator = order.Creator;
Provider = order.Provider;
Amount = newOrderSize;
BaseSymbol = order.BaseSymbol;
Price = newOrderSize;
QuoteSymbol = order.QuoteSymbol;
Side = order.Side;
Type = order.Type;
}
public ExchangeOrder GetExchangeOrder(BigInteger uid)
{
Runtime.Expect(_orderMap.ContainsKey <BigInteger>(uid), "order not found");
var key = _orderMap.Get <BigInteger, string>(uid);
StorageList orderList = _orders.Get <string, StorageList>(key);
var count = orderList.Count();
var order = new ExchangeOrder();
for (int i = 0; i < count; i++)
{
order = orderList.Get <ExchangeOrder>(i);
if (order.Uid == uid)
{
//Runtime.Expect(Runtime.IsWitness(order.Creator), "invalid witness");
break;
}
}
return(order);
}
private void OpenOrder(Address from, Address provider, string baseSymbol, string quoteSymbol, ExchangeOrderSide side, ExchangeOrderType orderType, BigInteger orderSize, BigInteger price)
{
Runtime.Expect(Runtime.IsWitness(from), "invalid witness");
Runtime.Expect(Runtime.GasTarget == provider, "invalid gas target");
Runtime.Expect(baseSymbol != quoteSymbol, "invalid base/quote pair");
Runtime.Expect(Runtime.TokenExists(baseSymbol), "invalid base token");
var baseToken = Runtime.GetToken(baseSymbol);
Runtime.Expect(baseToken.Flags.HasFlag(TokenFlags.Fungible), "token must be fungible");
Runtime.Expect(Runtime.TokenExists(quoteSymbol), "invalid quote token");
var quoteToken = Runtime.GetToken(quoteSymbol);
Runtime.Expect(quoteToken.Flags.HasFlag(TokenFlags.Fungible), "token must be fungible");
if (orderType != Market)
{
Runtime.Expect(orderSize >= GetMinimumTokenQuantity(baseToken), "order size is not sufficient");
Runtime.Expect(price >= GetMinimumTokenQuantity(quoteToken), "order price is not sufficient");
}
var uid = Runtime.GenerateUID();
//--------------
//perform escrow for non-market orders
string orderEscrowSymbol = CalculateEscrowSymbol(baseToken, quoteToken, side);
IToken orderEscrowToken = orderEscrowSymbol == baseSymbol ? baseToken : quoteToken;
BigInteger orderEscrowAmount;
BigInteger orderEscrowUsage = 0;
if (orderType == Market)
{
orderEscrowAmount = orderSize;
Runtime.Expect(orderEscrowAmount >= GetMinimumTokenQuantity(orderEscrowToken), "market order size is not sufficient");
}
else
{
orderEscrowAmount = CalculateEscrowAmount(orderSize, price, baseToken, quoteToken, side);
}
//BigInteger baseTokensUnfilled = orderSize;
var balance = Runtime.GetBalance(orderEscrowSymbol, from);
Runtime.Expect(balance >= orderEscrowAmount, "not enough balance");
Runtime.TransferTokens(orderEscrowSymbol, from, this.Address, orderEscrowAmount);
//------------
var thisOrder = new ExchangeOrder();
StorageList orderList;
BigInteger orderIndex = 0;
thisOrder = new ExchangeOrder(uid, Runtime.Time, from, provider, orderSize, baseSymbol, price, quoteSymbol, side, orderType);
Runtime.Notify(EventKind.OrderCreated, from, uid);
var key = BuildOrderKey(side, quoteSymbol, baseSymbol);
orderList = _orders.Get <string, StorageList>(key);
orderIndex = orderList.Add <ExchangeOrder>(thisOrder);
_orderMap.Set <BigInteger, string>(uid, key);
var makerSide = side == Buy ? Sell : Buy;
var makerKey = BuildOrderKey(makerSide, quoteSymbol, baseSymbol);
var makerOrders = _orders.Get <string, StorageList>(makerKey);
do
{
int bestIndex = -1;
BigInteger bestPrice = 0;
Timestamp bestPriceTimestamp = 0;
ExchangeOrder takerOrder = thisOrder;
var makerOrdersCount = makerOrders.Count();
for (int i = 0; i < makerOrdersCount; i++)
{
var makerOrder = makerOrders.Get <ExchangeOrder>(i);
if (side == Buy)
{
if (makerOrder.Price > takerOrder.Price && orderType != Market) // too expensive, we wont buy at this price
{
continue;
}
if (bestIndex == -1 || makerOrder.Price < bestPrice || (makerOrder.Price == bestPrice && makerOrder.Timestamp < bestPriceTimestamp))
{
bestIndex = i;
bestPrice = makerOrder.Price;
bestPriceTimestamp = makerOrder.Timestamp;
}
}
else
{
if (makerOrder.Price < takerOrder.Price && orderType != Market) // too cheap, we wont sell at this price
{
continue;
}
if (bestIndex == -1 || makerOrder.Price > bestPrice || (makerOrder.Price == bestPrice && makerOrder.Timestamp < bestPriceTimestamp))
{
bestIndex = i;
bestPrice = makerOrder.Price;
bestPriceTimestamp = makerOrder.Timestamp;
}
}
}
if (bestIndex >= 0)
{
//since order "uid" has found a match, the creator of this order will be a taker as he will remove liquidity from the market
//and the creator of the "bestIndex" order is the maker as he is providing liquidity to the taker
var takerAvailableEscrow = orderEscrowAmount - orderEscrowUsage;
var takerEscrowUsage = BigInteger.Zero;
var takerEscrowSymbol = orderEscrowSymbol;
var makerOrder = makerOrders.Get <ExchangeOrder>(bestIndex);
var makerEscrow = _escrows.Get <BigInteger, BigInteger>(makerOrder.Uid);
var makerEscrowUsage = BigInteger.Zero;;
var makerEscrowSymbol = orderEscrowSymbol == baseSymbol ? quoteSymbol : baseSymbol;
//Get fulfilled order size in base tokens
//and then calculate the corresponding fulfilled order size in quote tokens
if (takerEscrowSymbol == baseSymbol)
{
var makerEscrowBaseEquivalent = Runtime.ConvertQuoteToBase(makerEscrow, makerOrder.Price, baseToken, quoteToken);
takerEscrowUsage = takerAvailableEscrow < makerEscrowBaseEquivalent ? takerAvailableEscrow : makerEscrowBaseEquivalent;
makerEscrowUsage = CalculateEscrowAmount(takerEscrowUsage, makerOrder.Price, baseToken, quoteToken, Buy);
}
else
{
var takerEscrowBaseEquivalent = Runtime.ConvertQuoteToBase(takerAvailableEscrow, makerOrder.Price, baseToken, quoteToken);
makerEscrowUsage = makerEscrow < takerEscrowBaseEquivalent ? makerEscrow : takerEscrowBaseEquivalent;
takerEscrowUsage = CalculateEscrowAmount(makerEscrowUsage, makerOrder.Price, baseToken, quoteToken, Buy);
}
Runtime.Expect(takerEscrowUsage <= takerAvailableEscrow, "Taker tried to use more escrow than available");
Runtime.Expect(makerEscrowUsage <= makerEscrow, "Maker tried to use more escrow than available");
if (takerEscrowUsage < GetMinimumSymbolQuantity(takerEscrowSymbol) ||
makerEscrowUsage < GetMinimumSymbolQuantity(makerEscrowSymbol))
{
break;
}
Runtime.TransferTokens(takerEscrowSymbol, this.Address, makerOrder.Creator, takerEscrowUsage);
Runtime.TransferTokens(makerEscrowSymbol, this.Address, takerOrder.Creator, makerEscrowUsage);
orderEscrowUsage += takerEscrowUsage;
Runtime.Notify(EventKind.OrderFilled, takerOrder.Creator, takerOrder.Uid);
Runtime.Notify(EventKind.OrderFilled, makerOrder.Creator, makerOrder.Uid);
if (makerEscrowUsage == makerEscrow)
{
makerOrders.RemoveAt <ExchangeOrder>(bestIndex);
_orderMap.Remove(makerOrder.Uid);
Runtime.Expect(_escrows.ContainsKey(makerOrder.Uid), "An orderbook entry must have registered escrow");
_escrows.Remove(makerOrder.Uid);
Runtime.Notify(EventKind.OrderClosed, makerOrder.Creator, makerOrder.Uid);
}
else
{
_escrows.Set(makerOrder.Uid, makerEscrow - makerEscrowUsage);
}
}
else
{
break;
}
} while (orderEscrowUsage < orderEscrowAmount);
var leftoverEscrow = orderEscrowAmount - orderEscrowUsage;
if (leftoverEscrow == 0 || orderType != Limit)
{
orderList.RemoveAt <ExchangeOrder>(orderIndex);
_orderMap.Remove(thisOrder.Uid);
_escrows.Remove(thisOrder.Uid);
if (leftoverEscrow > 0)
{
Runtime.TransferTokens(orderEscrowSymbol, this.Address, thisOrder.Creator, leftoverEscrow);
Runtime.Notify(EventKind.OrderCancelled, thisOrder.Creator, thisOrder.Uid);
}
else
{
Runtime.Notify(EventKind.OrderClosed, thisOrder.Creator, thisOrder.Uid);
}
}
else
{
_escrows.Set(uid, leftoverEscrow);
}
//TODO: ADD FEES, SEND THEM TO this.Address FOR NOW
}
