add LastMatchHeight in match engine

bnb-chain · May 19, 2022 · a07b85b · a07b85b
1 parent 032116b
commit a07b85b
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Showing 4 changed files with 23 additions and 9 deletions.
diff --git a/plugins/dex/matcheng/engine.go b/plugins/dex/matcheng/engine.go
@@ -8,7 +8,8 @@ import (
 )
 
 type MatchEng struct {
-	Book OrderBookInterface
+	LastMatchHeight int64
+	Book            OrderBookInterface
 	// LotSize may be based on price level, which can be set
 	// before any match() call
 	LotSize int64
@@ -30,6 +31,7 @@ type MatchEng struct {
 // NewMatchEng constructs a new MatchEng.
 func NewMatchEng(pairSymbol string, basePrice, lotSize int64, priceLimit float64) *MatchEng {
 	return &MatchEng{
+		LastMatchHeight: 0,
 		Book:            NewOrderBookOnULList(10000, 16),
 		LotSize:         lotSize,
 		PriceLimitPct:   priceLimit,
@@ -164,7 +166,7 @@ func (me *MatchEng) reserveQty(residual int64, orders []OrderPart) bool {
 // in such case, there should be alerts and all the new orders in this round should be rejected and dropped from order books
 // cancel order should be handled 1st before calling Match().
 // IOC orders should be handled after Match()
-func (me *MatchEng) MatchBeforeGalileo() bool {
+func (me *MatchEng) MatchBeforeGalileo(height int64) bool {
 	me.Trades = me.Trades[:0]
 	r := me.Book.GetOverlappedRange(&me.overLappedLevel, &me.buyBuf, &me.sellBuf)
 	if r <= 0 {
@@ -178,6 +180,7 @@ func (me *MatchEng) MatchBeforeGalileo() bool {
 	totalExec := me.overLappedLevel[index].AccumulatedExecutions
 	me.Trades = me.Trades[:0]
 	me.LastTradePrice = lastPx
+	me.LastMatchHeight = height
 	i, j := 0, len(me.overLappedLevel)-1
 	//sell below the price at index or buy above the price would not get filled
 	for i <= index && j >= index && compareBuy(totalExec, 0) > 0 {

diff --git a/plugins/dex/matcheng/engine_new.go b/plugins/dex/matcheng/engine_new.go
@@ -14,7 +14,7 @@ import (
 
 func (me *MatchEng) Match(height int64) bool {
 	if !sdk.IsUpgrade(upgrade.BEP19) {
-		return me.MatchBeforeGalileo()
+		return me.MatchBeforeGalileo(height)
 	}
 	me.logger.Debug("match starts...", "height", height)
 	me.Trades = me.Trades[:0]
@@ -41,6 +41,7 @@ func (me *MatchEng) Match(height int64) bool {
 	surplus := me.overLappedLevel[index].BuySellSurplus
 	me.fillOrdersNew(takerSide, takerSideOrders, index, tradePrice, surplus)
 	me.LastTradePrice = tradePrice
+	me.LastMatchHeight = height
 	return true
 }
 

diff --git a/plugins/dex/matcheng/match_test.go b/plugins/dex/matcheng/match_test.go
@@ -694,7 +694,7 @@ func TestMatchEng_MatchDeprecated(t *testing.T) {
 	me.Book.InsertOrder("91", BUYSIDE, 107, 100.0, 50)
 	me.Book.InsertOrder("92", SELLSIDE, 108, 97.0, 50)
 
-	assert.True(me.MatchBeforeGalileo())
+	assert.True(me.MatchBeforeGalileo(1))
 	assert.Equal(3, len(me.overLappedLevel))
 	assert.Equal(int64(98), me.LastTradePrice)
 	assert.Equal("[{92 98 50 50 50 1 0} {3 98 80 80 80 2 0} {3 98 20 20 100 4 0} {5 98 50 50 50 6 0} {5 98 50 50 100 91 0} {9 98 50 50 50 8 0}]", fmt.Sprint(me.Trades))
@@ -710,7 +710,7 @@ func TestMatchEng_MatchDeprecated(t *testing.T) {
 	me.Book.InsertOrder("9", SELLSIDE, 106, 101, 50)
 	me.Book.InsertOrder("91", BUYSIDE, 107, 100, 50)
 	me.Book.InsertOrder("92", SELLSIDE, 108, 102, 50)
-	assert.True(me.MatchBeforeGalileo())
+	assert.True(me.MatchBeforeGalileo(1))
 	assert.Equal(0, len(me.overLappedLevel))
 	assert.Equal(0, len(me.Trades))
 
@@ -720,7 +720,7 @@ func TestMatchEng_MatchDeprecated(t *testing.T) {
 	me.Book.InsertOrder("1", BUYSIDE, 102, 100.0, 100)
 	me.Book.InsertOrder("8", BUYSIDE, 103, 99.0, 100)
 
-	assert.True(me.MatchBeforeGalileo())
+	assert.True(me.MatchBeforeGalileo(1))
 	assert.Equal(3, len(me.overLappedLevel))
 	assert.Equal("[{3 99 100 100 100 1 0} {5 99 100 100 100 8 0}]", fmt.Sprint(me.Trades))
 
@@ -736,7 +736,7 @@ func TestMatchEng_MatchDeprecated(t *testing.T) {
 	me.Book.InsertOrder("91", BUYSIDE, 107, 100.0, 50)
 	me.Book.InsertOrder("92", SELLSIDE, 108, 97.0, 50)
 
-	assert.True(me.MatchBeforeGalileo())
+	assert.True(me.MatchBeforeGalileo(1))
 	assert.Equal(3, len(me.overLappedLevel))
 	assert.Equal("[{92 98 50 50 50 1 0} {3 98 80 80 80 2 0} {3 98 20 20 100 4 0} {5 98 50 50 50 6 0} {5 98 50 50 100 91 0}]", fmt.Sprint(me.Trades))
 
@@ -754,7 +754,7 @@ func TestMatchEng_MatchDeprecated(t *testing.T) {
 	me.Book.InsertOrder("92", SELLSIDE, 105, 100, 100)
 	me.Book.InsertOrder("93", BUYSIDE, 105, 100, 300)
 
-	assert.True(me.MatchBeforeGalileo())
+	assert.True(me.MatchBeforeGalileo(1))
 	t.Log(me.overLappedLevel)
 	assert.Equal(6, len(me.overLappedLevel))
 	assert.Equal(int64(100), me.LastTradePrice)
@@ -790,7 +790,7 @@ func TestMatchEng_DropFilledOrder(t *testing.T) {
 	me.Book.InsertOrder("92", SELLSIDE, 105, 100, 100)
 	me.Book.InsertOrder("93", BUYSIDE, 105, 100, 300)
 
-	assert.True(me.MatchBeforeGalileo())
+	assert.True(me.MatchBeforeGalileo(1))
 	t.Log(me.overLappedLevel)
 	assert.Equal(6, len(me.overLappedLevel))
 	assert.Equal(int64(100), me.LastTradePrice)

diff --git a/plugins/dex/order/keeper.go b/plugins/dex/order/keeper.go
@@ -510,6 +510,16 @@ func (kp *Keeper) GetPriceLevel(pair string, side int8, price int64) *me.PriceLe
 	}
 }
 
+func (kp *Keeper) GetLastTrades(height int64, pair string) ([]me.Trade, int64) {
+	if eng, ok := kp.engines[pair]; ok {
+		if eng.LastMatchHeight == height {
+			return eng.Trades, eng.LastTradePrice
+		}
+	}
+	return nil, 0
+}
+
+// !!! FOR TEST USE ONLY
 func (kp *Keeper) GetLastTradesForPair(pair string) ([]me.Trade, int64) {
 	if eng, ok := kp.engines[pair]; ok {
 		return eng.Trades, eng.LastTradePrice