Add order limit for price level and pair limit for contracts

aclmapping/dex/mappings.go

@@ -122,6 +122,18 @@ func DexPlaceOrdersDependencyGenerator(keeper aclkeeper.Keeper, ctx sdk.Context,
 			ResourceType:       sdkacltypes.ResourceType_KV_DEX_CONTRACT,
 			IdentifierTemplate: hex.EncodeToString([]byte(dexkeeper.ContractPrefixKey)),
 		},
+
+		{
+			AccessType:         sdkacltypes.AccessType_READ,
+			ResourceType:       sdkacltypes.ResourceType_KV_DEX_LONG_ORDER_COUNT,
+			IdentifierTemplate: hex.EncodeToString([]byte(dextypes.LongOrderCountKey)),
+		},
+
+		{
+			AccessType:         sdkacltypes.AccessType_READ,
+			ResourceType:       sdkacltypes.ResourceType_KV_DEX_SHORT_ORDER_COUNT,
+			IdentifierTemplate: hex.EncodeToString([]byte(dextypes.ShortOrderCountKey)),
+		},
 	}
 
 	// Last Operation should always be a commit

go.mod

@@ -94,6 +94,7 @@ require (
 	github.com/firefart/nonamedreturns v1.0.1 // indirect
 	github.com/fsnotify/fsnotify v1.5.4 // indirect
 	github.com/fzipp/gocyclo v0.5.1 // indirect
+	github.com/ghodss/yaml v1.0.0 // indirect
 	github.com/go-critic/go-critic v0.6.3 // indirect
 	github.com/go-kit/kit v0.12.0 // indirect
 	github.com/go-kit/log v0.2.0 // indirect
@@ -140,6 +141,7 @@ require (
 	github.com/gostaticanalysis/nilerr v0.1.1 // indirect
 	github.com/grpc-ecosystem/go-grpc-middleware v1.3.0 // indirect
 	github.com/grpc-ecosystem/go-grpc-prometheus v1.2.0 // indirect
+	github.com/grpc-ecosystem/grpc-gateway/v2 v2.15.2 // indirect
 	github.com/gsterjov/go-libsecret v0.0.0-20161001094733-a6f4afe4910c // indirect
 	github.com/hashicorp/errwrap v1.0.0 // indirect
 	github.com/hashicorp/go-immutable-radix v1.3.1 // indirect

go.sum

@@ -340,6 +340,7 @@ github.com/fullstorydev/grpcurl v1.6.0/go.mod h1:ZQ+ayqbKMJNhzLmbpCiurTVlaK2M/3n
 github.com/fzipp/gocyclo v0.5.1 h1:L66amyuYogbxl0j2U+vGqJXusPF2IkduvXLnYD5TFgw=
 github.com/fzipp/gocyclo v0.5.1/go.mod h1:rXPyn8fnlpa0R2csP/31uerbiVBugk5whMdlyaLkLoA=
 github.com/gballet/go-libpcsclite v0.0.0-20190607065134-2772fd86a8ff/go.mod h1:x7DCsMOv1taUwEWCzT4cmDeAkigA5/QCwUodaVOe8Ww=
+github.com/ghodss/yaml v1.0.0 h1:wQHKEahhL6wmXdzwWG11gIVCkOv05bNOh+Rxn0yngAk=
 github.com/ghodss/yaml v1.0.0/go.mod h1:4dBDuWmgqj2HViK6kFavaiC9ZROes6MMH2rRYeMEF04=
 github.com/gin-contrib/sse v0.1.0 h1:Y/yl/+YNO8GZSjAhjMsSuLt29uWRFHdHYUb5lYOV9qE=
 github.com/gin-contrib/sse v0.1.0/go.mod h1:RHrZQHXnP2xjPF+u1gW/2HnVO7nvIa9PG3Gm+fLHvGI=
@@ -596,6 +597,8 @@ github.com/grpc-ecosystem/grpc-gateway v1.9.5/go.mod h1:vNeuVxBJEsws4ogUvrchl83t
 github.com/grpc-ecosystem/grpc-gateway v1.12.1/go.mod h1:8XEsbTttt/W+VvjtQhLACqCisSPWTxCZ7sBRjU6iH9c=
 github.com/grpc-ecosystem/grpc-gateway v1.16.0 h1:gmcG1KaJ57LophUzW0Hy8NmPhnMZb4M0+kPpLofRdBo=
 github.com/grpc-ecosystem/grpc-gateway v1.16.0/go.mod h1:BDjrQk3hbvj6Nolgz8mAMFbcEtjT1g+wF4CSlocrBnw=
+github.com/grpc-ecosystem/grpc-gateway/v2 v2.15.2 h1:gDLXvp5S9izjldquuoAhDzccbskOL6tDC5jMSyx3zxE=
+github.com/grpc-ecosystem/grpc-gateway/v2 v2.15.2/go.mod h1:7pdNwVWBBHGiCxa9lAszqCJMbfTISJ7oMftp8+UGV08=
 github.com/gsterjov/go-libsecret v0.0.0-20161001094733-a6f4afe4910c h1:6rhixN/i8ZofjG1Y75iExal34USq5p+wiN1tpie8IrU=
 github.com/gsterjov/go-libsecret v0.0.0-20161001094733-a6f4afe4910c/go.mod h1:NMPJylDgVpX0MLRlPy15sqSwOFv/U1GZ2m21JhFfek0=
 github.com/hashicorp/consul/api v1.3.0/go.mod h1:MmDNSzIMUjNpY/mQ398R4bk2FnqQLoPndWW5VkKPlCE=

proto/dex/params.proto

@@ -55,4 +55,12 @@ message Params {
     (gogoproto.jsontag)   = "contract_unsuspend_cost",
     (gogoproto.moretags) = "yaml:\"contract_unsuspend_cost\""
   ];
+  uint64 max_order_per_price = 12 [
+    (gogoproto.jsontag)   = "max_order_per_price",
+    (gogoproto.moretags) = "yaml:\"max_order_per_price\""
+  ];
+  uint64 max_pairs_per_contract = 13 [
+    (gogoproto.jsontag)   = "max_pairs_per_contract",
+    (gogoproto.moretags) = "yaml:\"max_pairs_per_contract\""
+  ];
 }

proto/dex/query.proto

@@ -14,6 +14,7 @@ import "dex/asset_list.proto";
 import "dex/pair.proto";
 import "dex/order.proto";
 import "dex/match_result.proto";
+import "dex/enums.proto";
 // this line is used by starport scaffolding # 1
 
 option go_package = "github.com/sei-protocol/sei-chain/x/dex/types";
@@ -100,6 +101,8 @@ service Query {
 
 	rpc GetMatchResult(QueryGetMatchResultRequest) returns (QueryGetMatchResultResponse) {}
 
+	rpc GetOrderCount(QueryGetOrderCountRequest) returns (QueryGetOrderCountResponse) {}
+
 // this line is used by starport scaffolding # 2
 }
 
@@ -370,4 +373,29 @@ message QueryGetMatchResultResponse {
 		(gogoproto.jsontag) = "result"
 	];
 }
+
+message QueryGetOrderCountRequest {
+	string contractAddr = 1 [
+		(gogoproto.jsontag) = "contract_address"
+	];
+	string priceDenom = 2 [
+		(gogoproto.jsontag) = "price_denom"
+	];
+	string assetDenom = 3 [
+		(gogoproto.jsontag) = "asset_denom"
+	];
+	string price = 4 [
+        (gogoproto.customtype) = "github.com/cosmos/cosmos-sdk/types.Dec",
+        (gogoproto.jsontag)    = "price"
+    ];
+	PositionDirection positionDirection = 5 [
+        (gogoproto.jsontag) = "position_direction"
+    ];
+}
+
+message QueryGetOrderCountResponse {
+	uint64 count = 1 [
+		(gogoproto.jsontag) = "count"
+	];
+}
 // this line is used by starport scaffolding # 3

x/dex/client/cli/query/query.go

@@ -40,6 +40,7 @@ func GetQueryCmd() *cobra.Command {
 	cmd.AddCommand(CmdGetOrders())
 	cmd.AddCommand(CmdGetOrdersByID())
 	cmd.AddCommand(CmdGetMatchResult())
+	cmd.AddCommand(CmdGetOrderCount())
 
 	// this line is used by starport scaffolding # 1
 

x/dex/client/cli/query/query_get_order_count.go

@@ -0,0 +1,52 @@
+package query
+
+import (
+	"context"
+	"fmt"
+
+	"github.com/cosmos/cosmos-sdk/client"
+	"github.com/cosmos/cosmos-sdk/client/flags"
+	sdk "github.com/cosmos/cosmos-sdk/types"
+	"github.com/sei-protocol/sei-chain/x/dex/types"
+	"github.com/spf13/cobra"
+)
+
+func CmdGetOrderCount() *cobra.Command {
+	cmd := &cobra.Command{
+		Use:   "get-order-count [contract] [price denom] [asset denom] [LONG|SHORT] [price]",
+		Short: "get number of orders at a price leve",
+		Args:  cobra.ExactArgs(5),
+		RunE: func(cmd *cobra.Command, args []string) error {
+			clientCtx := client.GetClientContextFromCmd(cmd)
+
+			queryClient := types.NewQueryClient(clientCtx)
+
+			var direction types.PositionDirection
+			switch args[3] {
+			case "LONG":
+				direction = types.PositionDirection_LONG
+			case "SHORT":
+				direction = types.PositionDirection_SHORT
+			default:
+				return fmt.Errorf("unknown direction %s", args[3])
+			}
+			price := sdk.MustNewDecFromStr(args[4])
+			res, err := queryClient.GetOrderCount(context.Background(), &types.QueryGetOrderCountRequest{
+				ContractAddr:      args[0],
+				PriceDenom:        args[1],
+				AssetDenom:        args[2],
+				PositionDirection: direction,
+				Price:             &price,
+			})
+			if err != nil {
+				return err
+			}
+
+			return clientCtx.PrintProto(res)
+		},
+	}
+
+	flags.AddQueryFlagsToCmd(cmd)
+
+	return cmd
+}

x/dex/contract/whitelist.go

@@ -20,6 +20,8 @@ var DexWhitelistedKeys = []string{
 	types.SettlementEntryKey,
 	types.NextOrderIDKey,
 	types.MatchResultKey,
+	types.LongOrderCountKey,
+	types.ShortOrderCountKey,
 	keeper.ContractPrefixKey,
 }
 

x/dex/exchange/cancel_order.go

@@ -1,6 +1,8 @@
 package exchange
 
 import (
+	"fmt"
+
 	sdk "github.com/cosmos/cosmos-sdk/types"
 	"github.com/sei-protocol/sei-chain/x/dex/keeper"
 	"github.com/sei-protocol/sei-chain/x/dex/types"
@@ -33,6 +35,13 @@ func cancelOrder(ctx sdk.Context, keeper *keeper.Keeper, cancellation *types.Can
 			newQuantity = newQuantity.Add(allocation.Quantity)
 		}
 	}
+	numAllocationsRemoved := len(newEntry.Allocations) - len(newAllocations)
+	if numAllocationsRemoved > 0 {
+		err := keeper.DecreaseOrderCount(ctx, string(contract), pair.PriceDenom, pair.AssetDenom, cancellation.PositionDirection, entry.GetPrice(), uint64(numAllocationsRemoved))
+		if err != nil {
+			ctx.Logger().Error(fmt.Sprintf("error decreasing order count: %s", err))
+		}
+	}
 	if newQuantity.IsZero() {
 		deleter(ctx, string(contract), entry.GetPrice(), pair.PriceDenom, pair.AssetDenom)
 		return

x/dex/exchange/limit_order.go

@@ -1,6 +1,7 @@
 package exchange
 
 import (
+	"fmt"
 	"math"
 
 	sdk "github.com/cosmos/cosmos-sdk/types"
@@ -80,6 +81,11 @@ func addOrderToOrderBookEntry(
 	entry.SetPrice(order.Price)
 	entry.SetEntry(orderEntry)
 	setter(ctx, order.ContractAddr, entry)
+
+	err := keeper.IncreaseOrderCount(ctx, order.ContractAddr, order.PriceDenom, order.AssetDenom, order.PositionDirection, order.Price, 1)
+	if err != nil {
+		ctx.Logger().Error(fmt.Sprintf("error increasing order count: %s", err))
+	}
 }
 
 func AddOutstandingLimitOrdersToOrderbook(

x/dex/keeper/msgserver/msg_server_place_orders.go

@@ -58,7 +58,11 @@ func (k msgServer) PlaceOrders(goCtx context.Context, msg *types.MsgPlaceOrders)
 	events := []sdk.Event{}
 	nextID := k.GetNextOrderID(ctx, msg.ContractAddr)
 	idsInResp := []uint64{}
+	maxOrderPerPrice := k.GetMaxOrderPerPrice(ctx)
 	for _, order := range msg.GetOrders() {
+		if k.GetOrderCountState(ctx, msg.GetContractAddr(), order.PriceDenom, order.AssetDenom, order.PositionDirection, order.Price) >= maxOrderPerPrice {
+			return nil, sdkerrors.Wrapf(sdkerrors.ErrInvalidRequest, "order book already has more than %d orders for %s-%s-%s %s at %s", maxOrderPerPrice, msg.GetContractAddr(), order.PriceDenom, order.AssetDenom, order.PositionDirection, order.Price)
+		}
 		priceTicksize, found := k.Keeper.GetPriceTickSizeForPair(ctx, msg.GetContractAddr(), types.Pair{PriceDenom: order.PriceDenom, AssetDenom: order.AssetDenom})
 		if !found {
 			return nil, sdkerrors.Wrapf(sdkerrors.ErrKeyNotFound, "the pair {price:%s,asset:%s} has no price ticksize configured", order.PriceDenom, order.AssetDenom)

x/dex/keeper/msgserver/msg_server_place_orders_test.go

@@ -305,3 +305,32 @@ func TestPlaceNoOrder(t *testing.T) {
 	_, err := server.PlaceOrders(wctx, msg)
 	require.NotNil(t, err)
 }
+
+func TestPlaceOrderExceedingLimit(t *testing.T) {
+	msg := &types.MsgPlaceOrders{
+		Creator:      TestCreator,
+		ContractAddr: TestContract,
+		Orders: []*types.Order{
+			{
+				Price:             sdk.MustNewDecFromStr("10"),
+				Quantity:          sdk.MustNewDecFromStr("10"),
+				Data:              "",
+				PositionDirection: types.PositionDirection_LONG,
+				OrderType:         types.OrderType_LIMIT,
+				PriceDenom:        keepertest.TestPriceDenom,
+				AssetDenom:        keepertest.TestAssetDenom,
+			},
+		},
+	}
+	keeper, ctx := keepertest.DexKeeper(t)
+	params := keeper.GetParams(ctx)
+	params.MaxOrderPerPrice = 0
+	keeper.SetParams(ctx, params)
+	keeper.AddRegisteredPair(ctx, TestContract, keepertest.TestPair)
+	keeper.SetPriceTickSizeForPair(ctx, TestContract, keepertest.TestPair, *keepertest.TestPair.PriceTicksize)
+	keeper.SetQuantityTickSizeForPair(ctx, TestContract, keepertest.TestPair, *keepertest.TestPair.QuantityTicksize)
+	wctx := sdk.WrapSDKContext(ctx)
+	server := msgserver.NewMsgServerImpl(*keeper)
+	_, err := server.PlaceOrders(wctx, msg)
+	require.NotNil(t, err)
+}

x/dex/keeper/msgserver/msg_server_register_pairs.go

@@ -15,10 +15,15 @@ func (k msgServer) RegisterPairs(goCtx context.Context, msg *types.MsgRegisterPa
 
 	ctx := sdk.UnwrapSDKContext(goCtx)
 
+	maxPairsPerContract := k.GetMaxPairsPerContract(ctx)
 	events := []sdk.Event{}
 	// Validation such that only the user who stored the code can register pairs
 	for _, batchPair := range msg.Batchcontractpair {
 		contractAddr := batchPair.ContractAddr
+		existingPairCount := uint64(len(k.GetAllRegisteredPairs(ctx, contractAddr)))
+		if existingPairCount >= maxPairsPerContract {
+			return nil, sdkerrors.Wrapf(sdkerrors.ErrInvalidRequest, "contract %s already has %d pairs registered", contractAddr, existingPairCount)
+		}
 		contractInfo, err := k.GetContract(ctx, contractAddr)
 		if err != nil {
 			return nil, err

x/dex/keeper/msgserver/msg_server_register_pairs_test.go

@@ -254,3 +254,52 @@ func TestInvalidRegisterPairCreator(t *testing.T) {
 	})
 	require.NoError(t, err)
 }
+
+func TestRegisterPairsExceedingLimit(t *testing.T) {
+	testApp := keepertest.TestApp()
+	ctx := testApp.BaseApp.NewContext(false, tmproto.Header{Time: time.Now()})
+	ctx = ctx.WithContext(context.WithValue(ctx.Context(), dexutils.DexMemStateContextKey, dexcache.NewMemState(testApp.GetMemKey(types.MemStoreKey))))
+	wctx := sdk.WrapSDKContext(ctx)
+	keeper := testApp.DexKeeper
+
+	testAccount, _ := sdk.AccAddressFromBech32("sei1yezq49upxhunjjhudql2fnj5dgvcwjj87pn2wx")
+	amounts := sdk.NewCoins(sdk.NewCoin("usei", sdk.NewInt(100000000)), sdk.NewCoin("uusdc", sdk.NewInt(100000000)))
+	bankkeeper := testApp.BankKeeper
+	bankkeeper.MintCoins(ctx, minttypes.ModuleName, amounts)
+	bankkeeper.SendCoinsFromModuleToAccount(ctx, minttypes.ModuleName, testAccount, amounts)
+	wasm, err := ioutil.ReadFile("../../testdata/mars.wasm")
+	if err != nil {
+		panic(err)
+	}
+	wasmKeeper := testApp.WasmKeeper
+	contractKeeper := wasmkeeper.NewDefaultPermissionKeeper(&wasmKeeper)
+	var perm *wasmtypes.AccessConfig
+	codeId, err := contractKeeper.Create(ctx, testAccount, wasm, perm)
+	if err != nil {
+		panic(err)
+	}
+	contractAddrA, _, err := contractKeeper.Instantiate(ctx, codeId, testAccount, testAccount, []byte(GOOD_CONTRACT_INSTANTIATE), "test",
+		sdk.NewCoins(sdk.NewCoin("usei", sdk.NewInt(100000))))
+	if err != nil {
+		panic(err)
+	}
+
+	params := keeper.GetParams(ctx)
+	params.MaxPairsPerContract = 0
+	keeper.SetParams(ctx, params)
+	server := msgserver.NewMsgServerImpl(keeper)
+	err = RegisterContractUtil(server, wctx, contractAddrA.String(), nil)
+	require.NoError(t, err)
+
+	batchContractPairs := []types.BatchContractPair{}
+	batchContractPairs = append(batchContractPairs, types.BatchContractPair{
+		ContractAddr: contractAddrA.String(),
+		Pairs:        []*types.Pair{&keepertest.TestPair},
+	})
+	_, err = server.RegisterPairs(wctx, &types.MsgRegisterPairs{
+		Creator:           keepertest.TestAccount,
+		Batchcontractpair: batchContractPairs,
+	})
+
+	require.NotNil(t, err)
+}

x/dex/keeper/order_count.go

@@ -0,0 +1,56 @@
+package keeper
+
+import (
+	"encoding/binary"
+	"fmt"
+
+	"github.com/cosmos/cosmos-sdk/store/prefix"
+	sdk "github.com/cosmos/cosmos-sdk/types"
+	"github.com/sei-protocol/sei-chain/x/dex/types"
+)
+
+func (k Keeper) SetOrderCount(ctx sdk.Context, contractAddr string, priceDenom string, assetDenom string, direction types.PositionDirection, price sdk.Dec, count uint64) error {
+	store := prefix.NewStore(
+		ctx.KVStore(k.storeKey),
+		types.OrderCountPrefix(contractAddr, priceDenom, assetDenom, direction == types.PositionDirection_LONG),
+	)
+	key, err := price.Marshal()
+	if err != nil {
+		return err
+	}
+	value := make([]byte, 8)
+	binary.BigEndian.PutUint64(value, count)
+	store.Set(key, value)
+	return nil
+}
+
+func (k Keeper) GetOrderCountState(ctx sdk.Context, contractAddr string, priceDenom string, assetDenom string, direction types.PositionDirection, price sdk.Dec) uint64 {
+	store := prefix.NewStore(
+		ctx.KVStore(k.storeKey),
+		types.OrderCountPrefix(contractAddr, priceDenom, assetDenom, direction == types.PositionDirection_LONG),
+	)
+	key, err := price.Marshal()
+	if err != nil {
+		ctx.Logger().Error(fmt.Sprintf("error marshal provided price %s due to %s", price.String(), err))
+		return 0
+	}
+	value := store.Get(key)
+	if value == nil {
+		return 0
+	}
+	return binary.BigEndian.Uint64(value)
+}
+
+func (k Keeper) DecreaseOrderCount(ctx sdk.Context, contractAddr string, priceDenom string, assetDenom string, direction types.PositionDirection, price sdk.Dec, count uint64) error {
+	oldCount := k.GetOrderCountState(ctx, contractAddr, priceDenom, assetDenom, direction, price)
+	newCount := uint64(0)
+	if oldCount > count {
+		newCount = oldCount - count
+	}
+	return k.SetOrderCount(ctx, contractAddr, priceDenom, assetDenom, direction, price, newCount)
+}
+
+func (k Keeper) IncreaseOrderCount(ctx sdk.Context, contractAddr string, priceDenom string, assetDenom string, direction types.PositionDirection, price sdk.Dec, count uint64) error {
+	oldCount := k.GetOrderCountState(ctx, contractAddr, priceDenom, assetDenom, direction, price)
+	return k.SetOrderCount(ctx, contractAddr, priceDenom, assetDenom, direction, price, oldCount+count)
+}