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Commit 9868e5ed authored by harrylee's avatar harrylee Committed by vipwzw
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fix a bug for precision

parent faf9a573
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Inline Side-by-side
Showing with 81 additions and 79 deletions
plugin/dapp/exchange/executor/exchange_test.go
View file @ 9868e5ed
......@@ -463,14 +463,19 @@ func signTx(tx *types.Transaction, hexPrivKey string) (*types.Transaction, error
}
func TestTruncate(t *testing.T) {
a := float32(1.00000212000000000001)
b := float32(0.34567)
c := float32(1234)
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(0.25))
t.Log(CheckPrice(Truncate(float64(1e8))))
t.Log(CheckPrice(Truncate(float64(1e-8))))
t.Log(CheckPrice(Truncate(float64(1e-9))))
}
plugin/dapp/exchange/executor/exchangedb.go
View file @ 9868e5ed
......@@ -60,16 +60,16 @@ func (a *Action) OpSwap(op int32) int32 {
}
//计算实际花费
func (a *Action) calcActualCost(op int32, amount int64, price float32) int64 {
func (a *Action) calcActualCost(op int32, amount int64, price float64) int64 {
if op == et.OpBuy {
return int64(float32(amount) * Truncate(price))
return int64(float64(amount) * Truncate(price))
}
return amount
}
//price 精度允许范围小数点后面7位数,0<price<1e8
func CheckPrice(price float32) bool {
if (Truncate(price) >= 1e8) || (Truncate(price)*float32(1e8) <= 0) {
//price 精度允许范围小数点后面8位数,0<price<1e8
func CheckPrice(price float64) bool {
if (Truncate(price) >= 1e8) || (Truncate(price)*float64(1e8) < 1) {
return false
}
return true
......@@ -138,7 +138,7 @@ func (a *Action) LimitOrder(payload *et.LimitOrder) (*types.Receipt, error) {
}
//先检查账户余额
if payload.GetOp() == et.OpBuy {
amount := int64(float32(payload.GetAmount()) * Truncate(payload.GetPrice()))
amount := int64(float64(payload.GetAmount()) * Truncate(payload.GetPrice()))
rightAccount := rightAssetDB.LoadExecAccount(a.fromaddr, a.execaddr)
if rightAccount.Balance < amount {
elog.Error("LimitOrder.BalanceCheck", "addr", a.fromaddr, "execaddr", a.execaddr, "amount", amount, "err", et.ErrAssetBalance.Error())
......@@ -445,7 +445,7 @@ func findOrderByOrderID(statedb dbm.KV, orderID string) (*et.Order, error) {
return &order, nil
}
func findOrderIDListByPrice(localdb dbm.Lister, left, right *et.Asset, price float32, op, direction int32, index int64) ([]*et.OrderID, error) {
func findOrderIDListByPrice(localdb dbm.Lister, left, right *et.Asset, price float64, op, direction int32, index int64) ([]*et.OrderID, error) {
prefix := calcMarketDepthOrderPrefix(left, right, op, price)
key := calcMarketDepthOrderKey(left, right, op, price, index)
var values [][]byte
......@@ -490,7 +490,7 @@ func Direction(op int32) int32 {
}
//这里price当作索引来用，首次查询不需要填值
func QueryMarketDepth(localdb dbm.Lister, left, right *et.Asset, op int32, price float32, count int32) (types.Message, error) {
func QueryMarketDepth(localdb dbm.Lister, left, right *et.Asset, op int32, price float64, count int32) (types.Message, error) {
prefix := calcMarketDepthPrefix(left, right, op)
key := calcMarketDepthKey(left, right, op, price)
var values [][]byte
......@@ -592,6 +592,6 @@ func QueryOrderList(localdb dbm.Lister, statedb dbm.KV, addr string, status, cou
}
//截取小数点后7位
func Truncate(price float32) float32 {
return float32(math.Trunc(float64(1e8)*float64(price)) / float64(1e8))
func Truncate(price float64) float64 {
return math.Trunc(float64(1e8)*float64(price)) / float64(1e8)
}
plugin/dapp/exchange/executor/kv.go
View file @ 9868e5ed
......@@ -30,22 +30,22 @@ func calcMarketDepthPrefix(left, right *types.Asset, op int32) []byte {
}
//市场深度
func calcMarketDepthKey(left, right *types.Asset, op int32, price float32) []byte {
func calcMarketDepthKey(left, right *types.Asset, op int32, price float64) []byte {
// 设置精度为1e8
key := fmt.Sprintf("%s"+"depth-%s-%s-%d:%016d", KeyPrefixLocalDB, left.GetSymbol(), right.GetSymbol(), op, int64(Truncate(price)*float32(1e8)))
key := fmt.Sprintf("%s"+"depth-%s-%s-%d:%016d", KeyPrefixLocalDB, left.GetSymbol(), right.GetSymbol(), op, int64(Truncate(price)*float64(1e8)))
return []byte(key)
}
func calcMarketDepthOrderPrefix(left, right *types.Asset, op int32, price float32) []byte {
func calcMarketDepthOrderPrefix(left, right *types.Asset, op int32, price float64) []byte {
// 设置精度为1e8
key := fmt.Sprintf("%s"+"order-%s-%s-%d:%016d", KeyPrefixLocalDB, left.GetSymbol(), right.GetSymbol(), op, int64(Truncate(price)*float32(1e8)))
key := fmt.Sprintf("%s"+"order-%s-%s-%d:%016d", KeyPrefixLocalDB, left.GetSymbol(), right.GetSymbol(), op, int64(Truncate(price)*float64(1e8)))
return []byte(key)
}
// localdb中存储市场挂单ID
func calcMarketDepthOrderKey(left, right *types.Asset, op int32, price float32, index int64) []byte {
func calcMarketDepthOrderKey(left, right *types.Asset, op int32, price float64, index int64) []byte {
// 设置精度为1e8
key := fmt.Sprintf("%s"+"order-%s-%s-%d:%016d:%022d", KeyPrefixLocalDB, left.GetSymbol(), right.GetSymbol(), op, int64(Truncate(price)*float32(1e8)), index)
key := fmt.Sprintf("%s"+"order-%s-%s-%d:%016d:%022d", KeyPrefixLocalDB, left.GetSymbol(), right.GetSymbol(), op, int64(Truncate(price)*float64(1e8)), index)
return []byte(key)
}
......
plugin/dapp/exchange/proto/exchange.proto
View file @ 9868e5ed
......@@ -19,7 +19,7 @@ message LimitOrder {
//交易对
asset rightAsset = 2;
//价格
float price = 3;
double price = 3;
//总量
int64 amount = 4;
//操作， 1为买，2为卖
......@@ -74,7 +74,7 @@ message Order {
//挂单价
message OrderPrice {
float price = 1;
double price = 1;
int64 index = 2;
}
//单号
......@@ -91,7 +91,7 @@ message QueryMarketDepth {
//操作， 1为买，2为卖
int32 op = 3;
// 这里用价格作为索引值
float price = 4;
double price = 4;
//单页返回多少条记录，默认返回10条,为了系统安全最多单次只能返回20条
int32 count = 5;
}
......@@ -102,7 +102,7 @@ message MarketDepth {
//资产2
asset rightAsset = 2;
//价格
float price = 3;
double price = 3;
//总量
int64 amount = 4;
//操作， 1为买，2为卖
......
plugin/dapp/exchange/types/exchange.pb.go
View file @ 9868e5ed
......@@ -28,15 +28,12 @@ It has these top-level messages:
*/
package types
import (
fmt "fmt"
proto "github.com/golang/protobuf/proto"
math "math"
import proto "github.com/golang/protobuf/proto"
import fmt "fmt"
import math "math"
import (
context "golang.org/x/net/context"
grpc "google.golang.org/grpc"
)
......@@ -226,7 +223,7 @@ type LimitOrder struct {
// 交易对
RightAsset *Asset `protobuf:"bytes,2,opt,name=rightAsset" json:"rightAsset,omitempty"`
// 价格
Price float32 `protobuf:"fixed32,3,opt,name=price" json:"price,omitempty"`
Price float64 `protobuf:"fixed64,3,opt,name=price" json:"price,omitempty"`
// 总量
Amount int64 `protobuf:"varint,4,opt,name=amount" json:"amount,omitempty"`
// 操作， 1为买，2为卖
......@@ -252,7 +249,7 @@ func (m *LimitOrder) GetRightAsset() *Asset {
return nil
}
func (m *LimitOrder) GetPrice() float32 {
func (m *LimitOrder) GetPrice() float64 {
if m != nil {
return m.Price
}
......@@ -556,7 +553,7 @@ func _Order_OneofSizer(msg proto.Message) (n int) {
// 挂单价
type OrderPrice struct {
Price float32 `protobuf:"fixed32,1,opt,name=price" json:"price,omitempty"`
Price float64 `protobuf:"fixed64,1,opt,name=price" json:"price,omitempty"`
Index int64 `protobuf:"varint,2,opt,name=index" json:"index,omitempty"`
}
......@@ -565,7 +562,7 @@ func (m *OrderPrice) String() string { return proto.CompactTextString
func (*OrderPrice) ProtoMessage() {}
func (*OrderPrice) Descriptor() ([]byte, []int) { return fileDescriptor0, []int{7} }
func (m *OrderPrice) GetPrice() float32 {
func (m *OrderPrice) GetPrice() float64 {
if m != nil {
return m.Price
}
......@@ -613,7 +610,7 @@ type QueryMarketDepth struct {
// 操作， 1为买，2为卖
Op int32 `protobuf:"varint,3,opt,name=op" json:"op,omitempty"`
// 这里用价格作为索引值
Price float32 `protobuf:"fixed32,4,opt,name=price" json:"price,omitempty"`
Price float64 `protobuf:"fixed64,4,opt,name=price" json:"price,omitempty"`
// 单页返回多少条记录，默认返回10条,为了系统安全最多单次只能返回20条
Count int32 `protobuf:"varint,5,opt,name=count" json:"count,omitempty"`
}
......@@ -644,7 +641,7 @@ func (m *QueryMarketDepth) GetOp() int32 {
return 0
}
func (m *QueryMarketDepth) GetPrice() float32 {
func (m *QueryMarketDepth) GetPrice() float64 {
if m != nil {
return m.Price
}
......@@ -665,7 +662,7 @@ type MarketDepth struct {
// 资产2
RightAsset *Asset `protobuf:"bytes,2,opt,name=rightAsset" json:"rightAsset,omitempty"`
// 价格
Price float32 `protobuf:"fixed32,3,opt,name=price" json:"price,omitempty"`
Price float64 `protobuf:"fixed64,3,opt,name=price" json:"price,omitempty"`
// 总量
Amount int64 `protobuf:"varint,4,opt,name=amount" json:"amount,omitempty"`
// 操作， 1为买，2为卖
......@@ -691,7 +688,7 @@ func (m *MarketDepth) GetRightAsset() *Asset {
return nil
}
func (m *MarketDepth) GetPrice() float32 {
func (m *MarketDepth) GetPrice() float64 {
if m != nil {
return m.Price
}
......@@ -967,45 +964,45 @@ func init() { proto.RegisterFile("exchange.proto", fileDescriptor0) }
var fileDescriptor0 = []byte{
// 659 bytes of a gzipped FileDescriptorProto
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