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Fee match (paritytech#108)
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* refactor for pendingorders and matchorder 
* support fee
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@toxotguo
toxotguo authored Nov 17, 2018
1 parent 6154848 commit 14dfb24
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Showing 6 changed files with 692 additions and 202 deletions.
101 changes: 64 additions & 37 deletions cxrml/exchange/matchorder/src/lib.rs
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Original file line number Diff line number Diff line change
Expand Up @@ -58,7 +58,7 @@ use codec::Codec;
use cxsupport::storage::linked_node::{LinkedNodeCollection, MultiNodeIndex, Node, NodeT};
use pendingorders::{CommandType, OrderPair, OrderType};
use runtime_primitives::traits::OnFinalise;
use runtime_primitives::traits::{As, Zero};
use runtime_primitives::traits::Zero;
use runtime_support::dispatch::Result;
use runtime_support::{StorageMap, StorageValue};

Expand All @@ -69,20 +69,24 @@ pub trait Trait: tokenbalances::Trait + pendingorders::Trait {

decl_module! {
pub struct Module<T: Trait> for enum Call where origin: T::Origin {
fn set_match_fee(val: T::Balance) -> Result;

fn set_match_fee(val: T::Amount) -> Result;
fn set_taker_match_fee(val: T::Amount) -> Result;
fn set_maker_match_fee(val: T::Amount) -> Result;
fn set_fee_precision(val: T::Amount) -> Result;
}
}

decl_event!(
pub enum Event<T> where
<T as system::Trait>::AccountId,
<T as system::Trait>::BlockNumber,
<T as balances::Trait>::Balance,
<T as pendingorders::Trait>::Amount,
<T as pendingorders::Trait>::Price
{
SetMatchFee(Balance),
SetMatchFee(Amount),
SetTakerMatchFee(Amount),
SetMakerMatchFee(Amount),
SetFeePrecision(Amount),
AddBid(OrderPair,AccountId,u64,Price, Amount,BlockNumber),
CancelBid(OrderPair,AccountId,u64,BlockNumber),

Expand All @@ -92,7 +96,10 @@ decl_event!(

decl_storage! {
trait Store for Module<T: Trait> as MatchOrder {
pub MatchFee get(match_fee) config(): T::Balance;
pub MatchFee get(match_fee) config(): T::Amount;
pub TakerMatchFee get(taker_match_fee) config():T::Amount;
pub MakerMatchFee get(maker_match_fee) config():T::Amount;
pub FeePrecision get(fee_precision) config():T::Amount;

// 维护有序，价格优先，时间优先
pub BidListHeaderFor get(bidlist_header_for): map (OrderPair,OrderType) => Option<MultiNodeIndex<(OrderPair,OrderType), BidT<T>>>;
Expand Down Expand Up @@ -147,9 +154,8 @@ impl<T: Trait> OnFinalise<T::BlockNumber> for Module<T> {
//先读取pendingorders模块的所有新挂单

let max_command_id: u64 = <pendingorders::Module<T>>::max_command_id();
info!("on_finalise:max_command_id {:?}", max_command_id);

for command_id in 1..(max_command_id + 1) {
info!("on_finalise: command id {:?}", command_id);
if let Some(command) = <pendingorders::Module<T>>::command_of(command_id) {
if let Some(order) = <pendingorders::Module<T>>::order_of((
command.0.clone(),
Expand Down Expand Up @@ -211,7 +217,7 @@ impl<T: Trait> OnFinalise<T::BlockNumber> for Module<T> {
Self::handle_match(time);

//清空
<pendingorders::Module<T>>::clear_command();
<pendingorders::Module<T>>::clear_command_and_put_fee_buy_order();
}
}

Expand All @@ -220,11 +226,27 @@ impl<T: Trait> Module<T> {
pub fn deposit_event(event: Event<T>) {
<system::Module<T>>::deposit_event(<T as Trait>::Event::from(event).into());
}
pub fn set_match_fee(val: T::Balance) -> Result {
pub fn set_match_fee(val: T::Amount) -> Result {
<MatchFee<T>>::put(val);
Self::deposit_event(RawEvent::SetMatchFee(val));
Ok(())
}
pub fn set_maker_match_fee(val: T::Amount) -> Result {
<MakerMatchFee<T>>::put(val);
Self::deposit_event(RawEvent::SetMakerMatchFee(val));
Ok(())
}
pub fn set_taker_match_fee(val: T::Amount) -> Result {
<TakerMatchFee<T>>::put(val);
Self::deposit_event(RawEvent::SetTakerMatchFee(val));
Ok(())
}
pub fn set_fee_precision(val: T::Amount) -> Result {
<FeePrecision<T>>::put(val);
Self::deposit_event(RawEvent::SetFeePrecision(val));
Ok(())
}

fn new_nodeid() -> u128 {
let mut last_nodeid: u128 = <NodeId<T>>::get();
last_nodeid = match last_nodeid.checked_add(1_u128) {
Expand All @@ -238,14 +260,10 @@ impl<T: Trait> Module<T> {
//处理 撮合
fn handle_match(_time: T::BlockNumber) {
let max_command_id: u64 = <pendingorders::Module<T>>::max_command_id();
info!("handle_match:max_command_id {:?}", max_command_id);

//遍历每个bid
for command_id in 1..(max_command_id + 1) {
if let Some(command) = <pendingorders::Module<T>>::command_of(command_id) {
info!(
"handle_match: command id {:?} command {:?}",
command_id, command.3
);
if let Some(mut in_bid_detail) = <BidOf<T>>::get(command.4) {
//找出该交易对的 目标单 列表
let find_type: OrderType = match in_bid_detail.order_type {
Expand Down Expand Up @@ -282,14 +300,13 @@ impl<T: Trait> Module<T> {
//wait_bid_list 是价格有序 时间有序
let mut need_fill: T::Amount = in_bid_detail.amount;
let mut remove_from_wait_bid_list: Vec<BidT<T>> = Vec::new();
info!("do_match:{:?}", in_bid_detail);

if let Some(header) = Self::bidlist_header_for((in_bid_detail.pair.clone(), find_type)) {
let mut index = header.index();

let mut find_match = false;
while let Some(mut node) = Self::bidlist_cache(&index) {
info!("do_match:index={:?} {:?}", index, find_match);
let mut find_match = false;

match in_bid_detail.order_type {
OrderType::Sell => {
if (need_fill != Zero::zero()) && (in_bid_detail.price <= node.data.price) {
Expand All @@ -302,7 +319,7 @@ impl<T: Trait> Module<T> {
}
}
}
//info!("do_match:index={:?} {:?}", index,find_match);

if find_match == true {
//找到匹配的 计算手续费 构建fill order
let mut fill_num: T::Amount;
Expand All @@ -326,8 +343,6 @@ impl<T: Trait> Module<T> {
let taker_user_order_index = in_bid_detail.order_index;
let order_price = match_bid.price;
let mut amount: T::Amount;
let maker_fee: T::Amount = As::sa(0); //默认先0 手续费
let taker_fee: T::Amount = As::sa(0); //默认先0 手续费

if fill_num >= match_bid.amount {
amount = match_bid.amount;
Expand All @@ -341,8 +356,11 @@ impl<T: Trait> Module<T> {
}

fill_num = fill_num - amount;
//成交
if let Err(msg) = <pendingorders::Module<T>>::fill_order(

let maker_fee: T::Amount = Self::calculation_maker_fee(amount); // 手续费
let taker_fee: T::Amount = Self::calculation_taker_fee(amount); // 手续费
//成交
if let Err(_msg) = <pendingorders::Module<T>>::fill_order(
in_bid_detail.pair.clone(),
maker_user.clone(),
taker_user.clone(),
Expand All @@ -353,7 +371,7 @@ impl<T: Trait> Module<T> {
maker_fee,
taker_fee,
) {
error!("do_match: match fail {:?}", msg);

Self::deposit_event(RawEvent::MatchFail(
match_bid.id,
in_bid_detail.pair.clone(),
Expand Down Expand Up @@ -405,7 +423,6 @@ impl<T: Trait> Module<T> {
if node.data.list[mm] == remove_id[nn] {
remove = true;
<BidOf<T>>::remove(remove_id[nn]);
info!("remove_from_bid_list:{:?}", remove_id[nn]);
}
}
if remove == false {
Expand All @@ -425,8 +442,6 @@ impl<T: Trait> Module<T> {

while let Some(mut node) = Self::bidlist_cache(&index) {
if node.data.price == remove_bid[nn].price {
info!("remove_from_bid:{:?}", remove_bid[nn].price);

let _=node.remove_option_node_withkey::<LinkedMultiKey<T>, (OrderPair,OrderType)>((pair.clone(),order_type));
break;
}
Expand All @@ -442,8 +457,6 @@ impl<T: Trait> Module<T> {
}

fn insert_bid_list(in_bid_detail: &BidDetailT<T>) {
info!("insert_bid_list:{:?}", in_bid_detail);

<BidOf<T>>::insert(in_bid_detail.id, in_bid_detail.clone());

let mut finish = false;
Expand All @@ -460,7 +473,6 @@ impl<T: Trait> Module<T> {

<BidListCache<T>>::insert(node.index(), node);

info!("insert_bid_list: insert add");
finish = true;
break;
}
Expand All @@ -482,11 +494,14 @@ impl<T: Trait> Module<T> {

if insert_head == true {
let new_nodeid = Self::new_nodeid();
let mut list_vec:Vec<BidId>=Vec::new();
list_vec.push(in_bid_detail.id);

let new_bid = Bid {
nodeid: new_nodeid,
price: in_bid_detail.price,
sum: in_bid_detail.amount,
list: vec![in_bid_detail.id],
list: list_vec,
};

let n = Node::new(new_bid);
Expand All @@ -497,7 +512,6 @@ impl<T: Trait> Module<T> {

let _=node.add_option_node_before_withkey::<LinkedMultiKey<T>, (OrderPair,OrderType)>(n,(in_bid_detail.pair.clone(),in_bid_detail.order_type));

info!("insert_bid_list: insert head");
finish = true;
break;
}
Expand All @@ -512,11 +526,14 @@ impl<T: Trait> Module<T> {
if finish == false {
//追加在最后
let new_nodeid = Self::new_nodeid();
let mut list_vec:Vec<BidId>=Vec::new();
list_vec.push(in_bid_detail.id);

let new_bid = Bid {
nodeid: new_nodeid,
price: in_bid_detail.price,
sum: in_bid_detail.amount,
list: vec![in_bid_detail.id],
list: list_vec,
};
let n = Node::new(new_bid);
n.init_storage_withkey::<LinkedMultiKey<T>, (OrderPair, OrderType)>((
Expand All @@ -535,14 +552,11 @@ impl<T: Trait> Module<T> {
);
}
}

info!("insert_bid_list: insert tail");
}
}

fn cancel_bid(in_bid_detail: &BidDetailT<T>) {
<BidOf<T>>::remove(in_bid_detail.id);
info!("cancel_bid:{:?}", in_bid_detail);

let mut remove_from_wait_bid_list: Vec<BidT<T>> = Vec::new();
if let Some(header) =
Expand All @@ -558,7 +572,10 @@ impl<T: Trait> Module<T> {
}
for mm in 0..node.data.list.len() {
if in_bid_detail.id == node.data.list[mm] {
Self::remove_from_bid_list(&mut node, &vec![in_bid_detail.id]);
let mut list_vec:Vec<BidId>=Vec::new();
list_vec.push(in_bid_detail.id);

Self::remove_from_bid_list(&mut node, &list_vec);
break;
}
}
Expand All @@ -579,6 +596,16 @@ impl<T: Trait> Module<T> {
&remove_from_wait_bid_list,
); //最后更新
}
fn calculation_taker_fee(amout: T::Amount) -> T::Amount {
let taker_match_fee = Self::taker_match_fee();
let fee_precision = Self::fee_precision();
(amout * taker_match_fee) / fee_precision
}
fn calculation_maker_fee(amout: T::Amount) -> T::Amount {
let maker_match_fee = Self::maker_match_fee();
let fee_precision = Self::fee_precision();
(amout * maker_match_fee) / fee_precision
}
}

pub type BidId = u128;
Expand Down
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