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Add FOK back to order match result #768

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merged 1 commit into from
May 10, 2023
Merged

Add FOK back to order match result #768

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1 change: 1 addition & 0 deletions x/dex/cache/order.go
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Original file line number Diff line number Diff line change
Expand Up @@ -95,6 +95,7 @@ func (o *BlockOrders) getKVsToSet(failedOrdersMap map[uint64]wasm.UnsuccessfulOr
func (o *BlockOrders) GetSortedMarketOrders(direction types.PositionDirection) []*types.Order {
res := o.getOrdersByCriteria(types.OrderType_MARKET, direction)
res = append(res, o.getOrdersByCriteria(types.OrderType_FOKMARKET, direction)...)
res = append(res, o.getOrdersByCriteria(types.OrderType_FOKMARKETBYVALUE, direction)...)
sort.SliceStable(res, func(i, j int) bool {
// a price of 0 indicates that there is no worst price for the order, so it should
// always be ranked at the top.
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120 changes: 114 additions & 6 deletions x/dex/cache/order_test.go
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Original file line number Diff line number Diff line change
Expand Up @@ -136,18 +136,126 @@ func TestGetSortedMarketOrders(t *testing.T) {
OrderType: types.OrderType_LIMIT,
Price: sdk.MustNewDecFromStr("100"),
})
stateOne.GetBlockOrders(ctx, utils.ContractAddress(TEST_CONTRACT), utils.PairString(TEST_PAIR)).Add(&types.Order{
Id: 9,
Account: "test",
ContractAddr: TEST_CONTRACT,
PositionDirection: types.PositionDirection_LONG,
OrderType: types.OrderType_FOKMARKET,
Price: sdk.MustNewDecFromStr("100"),
})
stateOne.GetBlockOrders(ctx, utils.ContractAddress(TEST_CONTRACT), utils.PairString(TEST_PAIR)).Add(&types.Order{
Id: 10,
Account: "test",
ContractAddr: TEST_CONTRACT,
PositionDirection: types.PositionDirection_LONG,
OrderType: types.OrderType_FOKMARKET,
Price: sdk.MustNewDecFromStr("0"),
})
stateOne.GetBlockOrders(ctx, utils.ContractAddress(TEST_CONTRACT), utils.PairString(TEST_PAIR)).Add(&types.Order{
Id: 11,
Account: "test",
ContractAddr: TEST_CONTRACT,
PositionDirection: types.PositionDirection_LONG,
OrderType: types.OrderType_FOKMARKET,
Price: sdk.MustNewDecFromStr("150"),
})
stateOne.GetBlockOrders(ctx, utils.ContractAddress(TEST_CONTRACT), utils.PairString(TEST_PAIR)).Add(&types.Order{
Id: 12,
Account: "test",
ContractAddr: TEST_CONTRACT,
PositionDirection: types.PositionDirection_SHORT,
OrderType: types.OrderType_FOKMARKET,
Price: sdk.MustNewDecFromStr("0"),
})
stateOne.GetBlockOrders(ctx, utils.ContractAddress(TEST_CONTRACT), utils.PairString(TEST_PAIR)).Add(&types.Order{
Id: 13,
Account: "test",
ContractAddr: TEST_CONTRACT,
PositionDirection: types.PositionDirection_SHORT,
OrderType: types.OrderType_FOKMARKET,
Price: sdk.MustNewDecFromStr("150"),
})
stateOne.GetBlockOrders(ctx, utils.ContractAddress(TEST_CONTRACT), utils.PairString(TEST_PAIR)).Add(&types.Order{
Id: 14,
Account: "test",
ContractAddr: TEST_CONTRACT,
PositionDirection: types.PositionDirection_SHORT,
OrderType: types.OrderType_FOKMARKET,
Price: sdk.MustNewDecFromStr("100"),
})
stateOne.GetBlockOrders(ctx, utils.ContractAddress(TEST_CONTRACT), utils.PairString(TEST_PAIR)).Add(&types.Order{
Id: 15,
Account: "test",
ContractAddr: TEST_CONTRACT,
PositionDirection: types.PositionDirection_LONG,
OrderType: types.OrderType_FOKMARKETBYVALUE,
Price: sdk.MustNewDecFromStr("100"),
})
stateOne.GetBlockOrders(ctx, utils.ContractAddress(TEST_CONTRACT), utils.PairString(TEST_PAIR)).Add(&types.Order{
Id: 16,
Account: "test",
ContractAddr: TEST_CONTRACT,
PositionDirection: types.PositionDirection_LONG,
OrderType: types.OrderType_FOKMARKETBYVALUE,
Price: sdk.MustNewDecFromStr("0"),
})
stateOne.GetBlockOrders(ctx, utils.ContractAddress(TEST_CONTRACT), utils.PairString(TEST_PAIR)).Add(&types.Order{
Id: 17,
Account: "test",
ContractAddr: TEST_CONTRACT,
PositionDirection: types.PositionDirection_LONG,
OrderType: types.OrderType_FOKMARKETBYVALUE,
Price: sdk.MustNewDecFromStr("150"),
})
stateOne.GetBlockOrders(ctx, utils.ContractAddress(TEST_CONTRACT), utils.PairString(TEST_PAIR)).Add(&types.Order{
Id: 18,
Account: "test",
ContractAddr: TEST_CONTRACT,
PositionDirection: types.PositionDirection_SHORT,
OrderType: types.OrderType_FOKMARKETBYVALUE,
Price: sdk.MustNewDecFromStr("0"),
})
stateOne.GetBlockOrders(ctx, utils.ContractAddress(TEST_CONTRACT), utils.PairString(TEST_PAIR)).Add(&types.Order{
Id: 19,
Account: "test",
ContractAddr: TEST_CONTRACT,
PositionDirection: types.PositionDirection_SHORT,
OrderType: types.OrderType_FOKMARKETBYVALUE,
Price: sdk.MustNewDecFromStr("150"),
})
stateOne.GetBlockOrders(ctx, utils.ContractAddress(TEST_CONTRACT), utils.PairString(TEST_PAIR)).Add(&types.Order{
Id: 20,
Account: "test",
ContractAddr: TEST_CONTRACT,
PositionDirection: types.PositionDirection_SHORT,
OrderType: types.OrderType_FOKMARKETBYVALUE,
Price: sdk.MustNewDecFromStr("100"),
})

marketBuys := stateOne.GetBlockOrders(
ctx, utils.ContractAddress(TEST_CONTRACT), utils.PairString(TEST_PAIR)).GetSortedMarketOrders(types.PositionDirection_LONG)
require.Equal(t, uint64(3), marketBuys[0].Id)
require.Equal(t, uint64(1), marketBuys[1].Id)
require.Equal(t, uint64(2), marketBuys[2].Id)
require.Equal(t, uint64(16), marketBuys[0].Id)
require.Equal(t, uint64(10), marketBuys[1].Id)
require.Equal(t, uint64(3), marketBuys[2].Id)
require.Equal(t, uint64(1), marketBuys[3].Id)
require.Equal(t, uint64(11), marketBuys[4].Id)
require.Equal(t, uint64(17), marketBuys[5].Id)
require.Equal(t, uint64(2), marketBuys[6].Id)
require.Equal(t, uint64(9), marketBuys[7].Id)
require.Equal(t, uint64(15), marketBuys[8].Id)

marketSells := stateOne.GetBlockOrders(
ctx, utils.ContractAddress(TEST_CONTRACT), utils.PairString(TEST_PAIR)).GetSortedMarketOrders(types.PositionDirection_SHORT)
require.Equal(t, uint64(6), marketSells[0].Id)
require.Equal(t, uint64(5), marketSells[1].Id)
require.Equal(t, uint64(4), marketSells[2].Id)
require.Equal(t, uint64(18), marketSells[0].Id)
require.Equal(t, uint64(12), marketSells[1].Id)
require.Equal(t, uint64(6), marketSells[2].Id)
require.Equal(t, uint64(5), marketSells[3].Id)
require.Equal(t, uint64(4), marketSells[4].Id)
require.Equal(t, uint64(14), marketSells[5].Id)
require.Equal(t, uint64(20), marketSells[6].Id)
require.Equal(t, uint64(13), marketSells[7].Id)
require.Equal(t, uint64(19), marketSells[8].Id)
}

func TestGetTriggeredOrders(t *testing.T) {
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