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Add pendingmatch flag to orderbook query response #714

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Apr 22, 2020
Merged

Add pendingmatch flag to orderbook query response #714

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2 changes: 1 addition & 1 deletion app/apptest/match_allocation_test.go
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Original file line number Diff line number Diff line change
Expand Up @@ -230,7 +230,7 @@ func GetOrderId(add sdk.AccAddress, seq int64, ctx sdk.Context) string {
func GetOrderBook(pair string) ([]level, []level) {
buys := make([]level, 0)
sells := make([]level, 0)
orderbooks := testApp.DexKeeper.GetOrderBookLevels(pair, 25)
orderbooks, _ := testApp.DexKeeper.GetOrderBookLevels(pair, 25)
for _, l := range orderbooks {
if l.BuyPrice != 0 {
buys = append(buys, level{price: l.BuyPrice, qty: l.BuyQty})
Expand Down
32 changes: 22 additions & 10 deletions app/apptest/ordertx_test.go
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Original file line number Diff line number Diff line change
Expand Up @@ -22,10 +22,10 @@ type level struct {
qty utils.Fixed8
}

func getOrderBook(pair string) ([]level, []level) {
func getOrderBook(pair string) ([]level, []level, bool) {
buys := make([]level, 0)
sells := make([]level, 0)
orderbooks := testApp.DexKeeper.GetOrderBookLevels(pair, 5)
orderbooks, pendingMatch := testApp.DexKeeper.GetOrderBookLevels(pair, 5)
for _, l := range orderbooks {
if l.BuyPrice != 0 {
buys = append(buys, level{price: l.BuyPrice, qty: l.BuyQty})
Expand All @@ -34,7 +34,7 @@ func getOrderBook(pair string) ([]level, []level) {
sells = append(sells, level{price: l.SellPrice, qty: l.SellQty})
}
}
return buys, sells
return buys, sells, pendingMatch
}

func genOrderID(add sdk.AccAddress, seq int64, ctx sdk.Context, am auth.AccountKeeper) string {
Expand Down Expand Up @@ -125,6 +125,10 @@ func Test_handleNewOrder_DeliverTx(t *testing.T) {
testApp.DexKeeper.PairMapper.AddTradingPair(ctx, tradingPair)
testApp.DexKeeper.AddEngine(tradingPair)

tradingPair2 := types.NewTradingPair("ETH-001", "BNB", 1e8)
testApp.DexKeeper.PairMapper.AddTradingPair(ctx, tradingPair2)
testApp.DexKeeper.AddEngine(tradingPair2)

add := Account(0).GetAddress()
oid := fmt.Sprintf("%X-0", add)
msg := o.NewNewOrderMsg(add, oid, 1, "BTC-000_BNB", 355e8, 1e8)
Expand All @@ -133,11 +137,17 @@ func Test_handleNewOrder_DeliverTx(t *testing.T) {
t.Logf("res is %v and error is %v", res, e)
assert.Equal(uint32(0), res.Code)
assert.Nil(e)
buys, sells := getOrderBook("BTC-000_BNB")
buys, sells, pendingMatch := getOrderBook("BTC-000_BNB")
assert.Equal(1, len(buys))
assert.Equal(0, len(sells))
assert.Equal(true, pendingMatch)
assert.Equal(utils.Fixed8(355e8), buys[0].price)
assert.Equal(utils.Fixed8(1e8), buys[0].qty)

buys, sells, pendingMatch = getOrderBook("ETH-001_BNB")
assert.Equal(0, len(buys))
assert.Equal(0, len(sells))
assert.Equal(false, pendingMatch)
}

func Test_Match(t *testing.T) {
Expand Down Expand Up @@ -196,13 +206,15 @@ func Test_Match(t *testing.T) {
t.Logf("res is %v and error is %v", res, e)
msg = o.NewNewOrderMsg(add, genOrderID(add, 3, ctx, am), 1, "BTC-000_BNB", 98e8, 300e8)
res, e = testClient.DeliverTxSync(msg, testApp.Codec)
buys, sells := getOrderBook("BTC-000_BNB")
buys, sells, pendingMatch := getOrderBook("BTC-000_BNB")
assert.Equal(4, len(buys))
assert.Equal(3, len(sells))
assert.Equal(true, pendingMatch)
testApp.DexKeeper.MatchAndAllocateAll(ctx, nil)
buys, sells = getOrderBook("BTC-000_BNB")
buys, sells, pendingMatch = getOrderBook("BTC-000_BNB")
assert.Equal(0, len(buys))
assert.Equal(3, len(sells))
assert.Equal(false, pendingMatch)

trades, lastPx := testApp.DexKeeper.GetLastTradesForPair("BTC-000_BNB")
assert.Equal(int64(96e8), lastPx)
Expand Down Expand Up @@ -247,20 +259,20 @@ func Test_Match(t *testing.T) {
res, e = testClient.DeliverTxSync(msg, testApp.Codec)
t.Logf("res is %v and error is %v", res, e)

buys, sells = getOrderBook("BTC-000_BNB")
buys, sells, _ = getOrderBook("BTC-000_BNB")
assert.Equal(0, len(buys))
assert.Equal(3, len(sells))
buys, sells = getOrderBook("ETH-000_BNB")
buys, sells, _ = getOrderBook("ETH-000_BNB")
assert.Equal(4, len(buys))
assert.Equal(3, len(sells))

testApp.DexKeeper.MatchAndAllocateAll(ctx, nil)
buys, sells = getOrderBook("ETH-000_BNB")
buys, sells, _ = getOrderBook("ETH-000_BNB")
t.Logf("buys: %v", buys)
t.Logf("sells: %v", sells)
assert.Equal(1, len(buys))
assert.Equal(2, len(sells))
buys, sells = getOrderBook("BTC-000_BNB")
buys, sells, _ = getOrderBook("BTC-000_BNB")
assert.Equal(0, len(buys))
assert.Equal(3, len(sells))
trades, lastPx = testApp.DexKeeper.GetLastTradesForPair("ETH-000_BNB")
Expand Down
7 changes: 4 additions & 3 deletions plugins/dex/abci.go
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Original file line number Diff line number Diff line change
Expand Up @@ -106,10 +106,11 @@ func createAbciQueryHandler(keeper *DexKeeper) app.AbciQueryHandler {
levelLimit = l
}
}
levels := keeper.GetOrderBookLevels(pair, levelLimit)
levels, pendingMatch := keeper.GetOrderBookLevels(pair, levelLimit)
book := store.OrderBook{
Height: height,
Levels: levels,
Height: height,
Levels: levels,
PendingMatch: pendingMatch,
}
bz, err := app.GetCodec().MarshalBinaryLengthPrefixed(book)
if err != nil {
Expand Down
8 changes: 6 additions & 2 deletions plugins/dex/client/rest/utils/streamer.go
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Expand Up @@ -78,6 +78,10 @@ func StreamDepthResponse(w io.Writer, ob *store.OrderBook, limit int) error {
i++
}

// end streamed json with height
return write(w, fmt.Sprintf("],\"height\":%d}", ob.Height))
// pass 3 - height
if err := write(w, fmt.Sprintf("],\"height\":%d", ob.Height)); err != nil {
return err
}
// end streamed json with pendingMatch flag
return write(w, fmt.Sprintf(",\"pendingMatch\":%t}", ob.PendingMatch))
}
7 changes: 4 additions & 3 deletions plugins/dex/order/keeper.go
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Original file line number Diff line number Diff line change
Expand Up @@ -450,8 +450,8 @@ func (kp *Keeper) matchAndDistributeTrades(distributeTrade bool, height, timesta
return tradeOuts
}

func (kp *Keeper) GetOrderBookLevels(pair string, maxLevels int) []store.OrderBookLevel {
orderbook := make([]store.OrderBookLevel, maxLevels)
func (kp *Keeper) GetOrderBookLevels(pair string, maxLevels int) (orderbook []store.OrderBookLevel, pendingMatch bool) {
orderbook = make([]store.OrderBookLevel, maxLevels)

i, j := 0, 0

Expand All @@ -467,8 +467,9 @@ func (kp *Keeper) GetOrderBookLevels(pair string, maxLevels int) []store.OrderBo
orderbook[j].SellQty = utils.Fixed8(p.TotalLeavesQty())
j++
})
pendingMatch = len(kp.roundOrders[pair]) > 0
}
return orderbook
return orderbook, pendingMatch
}

func (kp *Keeper) GetOpenOrders(pair string, addr sdk.AccAddress) []store.OpenOrder {
Expand Down
5 changes: 3 additions & 2 deletions plugins/dex/store/types.go
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Original file line number Diff line number Diff line change
Expand Up @@ -6,8 +6,9 @@ import (

// OrderBook represents an order book at the current point block height, which is included in its struct.
type OrderBook struct {
Height int64
Levels []OrderBookLevel
Height int64
Levels []OrderBookLevel
PendingMatch bool
}

// OrderBookLevel represents a single order book level.
Expand Down