ajust code for exchange

plugin/dapp/exchange/executor/README.md

@@ -28,3 +28,23 @@ QueryOrderList|根据用户地址和订单状态（ordered,completed,revoked)，
 4|价格相同按先进先出的原则进行撮合
 5|出于系统安全考虑，最大撮合深度为100单，单笔挂单最小为1e8,就是一个bty
 
+**表结构说明**
+
+表名|主键|索引|用途|说明
+ ---|---|---|---|---
+ depth|price|nil|动态记录市场深度|主键price是复合主键由{leftAsset}:{rightAsset}:{op}:{price}构成
+ order|orderID|market_order,addr_status|实时动态维护更新市场上的挂单|market_order是复合索引由{leftAsset}:{rightAsset}:{op}:{price}:{orderID},addr_status是复合索引由{addr}:{status}，当订单成交或者撤回时，该条订单记录和索引会从order表中自动删除
+ history|index|name,addr_status|实时记录某资产交易对下面最新完成的订单信息(revoked状态的交易也会记录)|name是复合索引由{leftAsset}:{rightAsset}构成, addr_status是复合索引由{addr}:{status}
+
+**表中相关参数说明**
+
+参数名|说明
+----|----
+leftAsset|交易对左边资产名称
+rightAsset|交易对右边资产名称
+op|买卖操作 1为买，2为卖
+status|挂单状态，0 ordered, 1 completed,2 revoked
+price|挂单价格，占位16 %016d,为了兼容不同架构的系统，这里设计为整型，由原有浮点型乘以1e8。 比如某交易对在中心化交易所上面是0.25，这里就变成25000000，price取值范围为1<=price<=1e16的整数
+orderID|单号，由系统自动生成，整型，占位22 %022d
+index|系统自动生成的index，占位22 %022d
+

plugin/dapp/exchange/executor/exchange.go

@@ -60,7 +60,7 @@ func (e *exchange) CheckTx(tx *types.Transaction, index int) error {
 		limitOrder := exchange.GetLimitOrder()
 		left := limitOrder.GetLeftAsset()
 		right := limitOrder.GetRightAsset()
-		price := Truncate(limitOrder.GetPrice())
+		price := limitOrder.GetPrice()
 		amount := limitOrder.GetAmount()
 		op := limitOrder.GetOp()
 		if !CheckExchangeAsset(left, right) {

plugin/dapp/exchange/executor/exchange_test.go

@@ -105,7 +105,7 @@ func TestExchange(t *testing.T) {
 	tx, err = types.FormatTx(cfg, et.ExchangeX, tx)
 	assert.Nil(t, err)
 	tx, err = signTx(tx, PrivKeyA)
-	t.Log(tx)
+	//t.Log(tx)
 	assert.Nil(t, err)
 	exec := newExchange()
 	e := exec.(*exchange)
@@ -317,7 +317,7 @@ func TestExchange(t *testing.T) {
 	//反向测试
 	// orderlimit  bty:CCNY 卖bty
 	tx, err = ety.Create("LimitOrder", &et.LimitOrder{LeftAsset: &et.Asset{Symbol: "bty", Execer: "coins"},
-		RightAsset: &et.Asset{Execer: "paracross", Symbol: "coins.bty"}, Price: 0.5, Amount: 10 * types.Coin, Op: et.OpSell})
+		RightAsset: &et.Asset{Execer: "paracross", Symbol: "coins.bty"}, Price: 50000000, Amount: 10 * types.Coin, Op: et.OpSell})
 	assert.Nil(t, err)
 	tx, err = types.FormatTx(cfg, et.ExchangeX, tx)
 	assert.Nil(t, err)
@@ -365,7 +365,7 @@ func TestExchange(t *testing.T) {
 	t.Log(reply)
 
 	tx, err = ety.Create("LimitOrder", &et.LimitOrder{LeftAsset: &et.Asset{Symbol: "bty", Execer: "coins"},
-		RightAsset: &et.Asset{Execer: "paracross", Symbol: "coins.bty"}, Price: 0.5, Amount: 10 * types.Coin, Op: et.OpSell})
+		RightAsset: &et.Asset{Execer: "paracross", Symbol: "coins.bty"}, Price: 50000000, Amount: 10 * types.Coin, Op: et.OpSell})
 	assert.Nil(t, err)
 	tx, err = types.FormatTx(cfg, et.ExchangeX, tx)
 	assert.Nil(t, err)
@@ -434,7 +434,7 @@ func TestExchange(t *testing.T) {
 	assert.Equal(t, orderID4, reply2.List[0].OrderID)
 
 	tx, err = ety.Create("LimitOrder", &et.LimitOrder{LeftAsset: &et.Asset{Symbol: "bty", Execer: "coins"},
-		RightAsset: &et.Asset{Execer: "paracross", Symbol: "coins.bty"}, Price: 0.5, Amount: 20 * types.Coin, Op: et.OpBuy})
+		RightAsset: &et.Asset{Execer: "paracross", Symbol: "coins.bty"}, Price: 50000000, Amount: 20 * types.Coin, Op: et.OpBuy})
 	assert.Nil(t, err)
 	tx, err = types.FormatTx(cfg, et.ExchangeX, tx)
 	assert.Nil(t, err)
@@ -504,7 +504,7 @@ func TestExchange(t *testing.T) {
 
 	// orderlimit  bty:CCNY ,先挂买单，然后低于市场价格卖出
 	tx, err = ety.Create("LimitOrder", &et.LimitOrder{LeftAsset: &et.Asset{Symbol: "bty", Execer: "coins"},
-		RightAsset: &et.Asset{Execer: "token", Symbol: "CCNY"}, Price: 4, Amount: 5 * types.Coin, Op: et.OpBuy})
+		RightAsset: &et.Asset{Execer: "token", Symbol: "CCNY"}, Price: 400000000, Amount: 5 * types.Coin, Op: et.OpBuy})
 	assert.Nil(t, err)
 	tx, err = types.FormatTx(cfg, et.ExchangeX, tx)
 	assert.Nil(t, err)
@@ -555,7 +555,7 @@ func TestExchange(t *testing.T) {
 	}
 
 	tx, err = ety.Create("LimitOrder", &et.LimitOrder{LeftAsset: &et.Asset{Symbol: "bty", Execer: "coins"},
-		RightAsset: &et.Asset{Execer: "token", Symbol: "CCNY"}, Price: 3, Amount: 10 * types.Coin, Op: et.OpSell})
+		RightAsset: &et.Asset{Execer: "token", Symbol: "CCNY"}, Price: 300000000, Amount: 10 * types.Coin, Op: et.OpSell})
 	assert.Nil(t, err)
 	tx, err = types.FormatTx(cfg, et.ExchangeX, tx)
 	assert.Nil(t, err)
@@ -638,7 +638,7 @@ func TestExchange(t *testing.T) {
 	// orderlimit  bty:CCNY ,先挂卖单，然后高于市场价格买入, 买家获利原则
 
 	tx, err = ety.Create("LimitOrder", &et.LimitOrder{LeftAsset: &et.Asset{Symbol: "bty", Execer: "coins"},
-		RightAsset: &et.Asset{Execer: "token", Symbol: "CCNY"}, Price: 4, Amount: 5 * types.Coin, Op: et.OpSell})
+		RightAsset: &et.Asset{Execer: "token", Symbol: "CCNY"}, Price: 400000000, Amount: 5 * types.Coin, Op: et.OpSell})
 	assert.Nil(t, err)
 	tx, err = types.FormatTx(cfg, et.ExchangeX, tx)
 	assert.Nil(t, err)
@@ -678,7 +678,7 @@ func TestExchange(t *testing.T) {
 	orderID8 := orderList.List[0].OrderID
 
 	tx, err = ety.Create("LimitOrder", &et.LimitOrder{LeftAsset: &et.Asset{Symbol: "bty", Execer: "coins"},
-		RightAsset: &et.Asset{Execer: "token", Symbol: "CCNY"}, Price: 5, Amount: 5 * types.Coin, Op: et.OpSell})
+		RightAsset: &et.Asset{Execer: "token", Symbol: "CCNY"}, Price: 500000000, Amount: 5 * types.Coin, Op: et.OpSell})
 	assert.Nil(t, err)
 	tx, err = types.FormatTx(cfg, et.ExchangeX, tx)
 	assert.Nil(t, err)
@@ -717,7 +717,7 @@ func TestExchange(t *testing.T) {
 	orderList = msg.(*et.OrderList)
 	orderID9 := orderList.List[0].OrderID
 	tx, err = ety.Create("LimitOrder", &et.LimitOrder{LeftAsset: &et.Asset{Symbol: "bty", Execer: "coins"},
-		RightAsset: &et.Asset{Execer: "token", Symbol: "CCNY"}, Price: 4.5, Amount: 15 * types.Coin, Op: et.OpBuy})
+		RightAsset: &et.Asset{Execer: "token", Symbol: "CCNY"}, Price: 450000000, Amount: 15 * types.Coin, Op: et.OpBuy})
 	assert.Nil(t, err)
 	tx, err = types.FormatTx(cfg, et.ExchangeX, tx)
 	assert.Nil(t, err)
@@ -812,22 +812,11 @@ func signTx(tx *types.Transaction, hexPrivKey string) (*types.Transaction, error
 	return tx, nil
 }
 
-func TestTruncate(t *testing.T) {
-	a := float64(1.00000212000000000001)
-	b := float64(0.34567)
-	c := float64(1234567)
-	t.Log(Truncate(a))
-	t.Log(Truncate(b))
-	t.Log(Truncate(c))
-	t.Log(float64(1.00000212000000000001))
-	t.Logf("%f", Truncate(float64(1e8)))
-	t.Log(Truncate(float64(1e-8)))
-}
-
 func TestCheckPrice(t *testing.T) {
-	t.Log(CheckPrice(Truncate(float64(1e8))))
-	t.Log(CheckPrice(Truncate(float64(1e-8))))
-	t.Log(CheckPrice(Truncate(float64(1e-9))))
+	t.Log(CheckPrice(1e8))
+	t.Log(CheckPrice(-1))
+	t.Log(CheckPrice(1e17))
+	t.Log(CheckPrice(0))
 }
 
 func TestRawMeta(t *testing.T) {
@@ -843,3 +832,9 @@ func TestKV(t *testing.T) {
 	a := &types.KeyValue{Key: []byte("1111111"), Value: nil}
 	t.Log(a.Key, a.Value)
 }
+
+func TestSafeMul(t *testing.T) {
+	t.Log(SafeMul(1e8, 1e7))
+	t.Log(SafeMul(1e10, 1e16))
+	t.Log(SafeMul(1e7, 1e6))
+}

plugin/dapp/exchange/executor/query.go

@@ -10,9 +10,6 @@ func (s *exchange) Query_QueryMarketDepth(in *et.QueryMarketDepth) (types.Messag
 	if !CheckCount(in.Count) {
 		return nil, et.ErrCount
 	}
-	if in.Count == 0 {
-		in.Count = 10
-	}
 	if !CheckExchangeAsset(in.LeftAsset, in.RightAsset) {
 		return nil, et.ErrAsset
 	}
@@ -28,7 +25,7 @@ func (s *exchange) Query_QueryHistoryOrderList(in *et.QueryHistoryOrderList) (ty
 	if !CheckExchangeAsset(in.LeftAsset, in.RightAsset) {
 		return nil, et.ErrAsset
 	}
-	if in.Count > 20 {
+	if !CheckCount(in.Count) {
 		return nil, et.ErrCount
 	}
 
@@ -62,5 +59,5 @@ func (s *exchange) Query_QueryOrderList(in *et.QueryOrderList) (types.Message, e
 	if in.Address == "" {
 		return nil, et.ErrAddr
 	}
-	return QueryOrderList(s.GetLocalDB(), s.GetStateDB(), in.Address, in.Status, in.Count, in.Direction, in.PrimaryKey)
+	return QueryOrderList(s.GetLocalDB(), in.Address, in.Status, in.Count, in.Direction, in.PrimaryKey)
 }

plugin/dapp/exchange/executor/tables.go

@@ -107,7 +107,7 @@ func (r *OrderRow) Get(key string) ([]byte, error) {
 	if key == "orderID" {
 		return []byte(fmt.Sprintf("%022d", r.OrderID)), nil
 	} else if key == "market_order" {
-		return []byte(fmt.Sprintf("%s:%s:%d:%016d", r.GetLimitOrder().LeftAsset.GetSymbol(), r.GetLimitOrder().RightAsset.GetSymbol(), r.GetLimitOrder().Op, int64(Truncate(r.GetLimitOrder().Price*float64(1e8))))), nil
+		return []byte(fmt.Sprintf("%s:%s:%d:%016d", r.GetLimitOrder().LeftAsset.GetSymbol(), r.GetLimitOrder().RightAsset.GetSymbol(), r.GetLimitOrder().Op, r.GetLimitOrder().Price)), nil
 	} else if key == "addr_status" {
 		return []byte(fmt.Sprintf("%s:%d", r.Addr, r.Status)), nil
 	}
@@ -175,7 +175,7 @@ func (m *MarketDepthRow) SetPayload(data types.Message) error {
 //Get 按照indexName 查询 indexValue
 func (m *MarketDepthRow) Get(key string) ([]byte, error) {
 	if key == "price" {
-		return []byte(fmt.Sprintf("%s:%s:%d:%016d", m.LeftAsset.GetSymbol(), m.RightAsset.GetSymbol(), m.Op, int64(Truncate(m.Price)*float64(1e8)))), nil
+		return []byte(fmt.Sprintf("%s:%s:%d:%016d", m.LeftAsset.GetSymbol(), m.RightAsset.GetSymbol(), m.Op, m.Price)), nil
 	}
 	return nil, types.ErrNotFound
 }

plugin/dapp/exchange/proto/exchange.proto

@@ -19,7 +19,7 @@ message LimitOrder {
     //交易对
     asset rightAsset  = 2;
     //价格
-    double price  = 3;
+    int64 price  = 3;
     //总量
     int64 amount = 4;
     //操作， 1为买，2为卖
@@ -60,16 +60,18 @@ message Order {
     int32 ty = 4;
     //已经成交的数量
     int64 executed = 5;
+    //成交均价
+    int64 AVG_price = 6;
     //余额
-    int64  balance = 6;
+    int64  balance = 7;
     //状态,0 挂单中ordered， 1 完成completed， 2撤回 revoked
-    int32 status = 7;
+    int32 status = 8;
     //用户地址
-    string addr = 8;
+    string addr = 9;
     //更新时间
-    int64 updateTime = 9;
+    int64 updateTime = 10;
     //索引
-    int64 index = 10;
+    int64 index = 11;
 }
 
 //查询接口
@@ -92,7 +94,7 @@ message MarketDepth {
     //资产2
     asset rightAsset = 2;
     //价格
-    double price  = 3;
+    int64 price  = 3;
     //总量
     int64 amount = 4;
     //操作， 1为买，2为卖

plugin/dapp/exchange/types/exchange.go

@@ -59,9 +59,9 @@ const (
 
 const (
 	//单次list还回条数
-	Count = int32(5)
+	Count = int32(10)
 	//系统最大撮合深度
-	MaxCount = 100
+	MaxMatchCount = 100
 )
 
 var (