Show order book + focus on binary market

This commit is contained in:
ekzyis 2023-09-09 22:52:51 +02:00
parent 8eecf1a981
commit 76309c4153
13 changed files with 173 additions and 404 deletions

View File

@ -31,10 +31,6 @@ CREATE TABLE orders(
pubkey TEXT NOT NULL REFERENCES users(pubkey),
side ORDER_SIDE NOT NULL,
quantity BIGINT NOT NULL,
price BIGINT NOT NULL
);
CREATE TABLE trades(
id UUID PRIMARY KEY DEFAULT uuid_generate_v4(),
order_id_1 UUID NOT NULL REFERENCES orders(id),
order_id_2 UUID NOT NULL REFERENCES orders(id)
price BIGINT NOT NULL,
order_id UUID REFERENCES orders(id)
);

View File

@ -1,83 +0,0 @@
<!DOCTYPE html>
<html>
<head>
<title>delphi.market</title>
<link rel="icon" type="image/x-icon" href="/favicon.ico" />
<link rel="apple-touch-icon" sizes="180x180" href="/apple-touch-icon.png" />
<link rel="icon" type="image/png" sizes="32x32" href="/favicon-32x32.png" />
<link rel="icon" type="image/png" sizes="16x16" href="/favicon-16x16.png" />
<link rel="manifest" href="/site.webmanifest" />
<link rel="stylesheet" href="/index.css" />
<link rel="stylesheet" href="/market.css" />
<meta name="viewport" content="width=device-width, initial-scale=1" />
<meta name="theme-color" content="#091833" />
{{ if eq .ENV "development" }}
<script defer src="/hotreload.js"></script>
{{ end }}
</head>
<body>
<header class="flex flex-row text-center justify-center pt-1">
<nav>
<a href="/">home</a>
{{ if .session }}
<form action='/logout' method='post'>
<button type='submit'>logout</button>
</form>
{{ else }} <a href="/login">login</a> {{ end }}
</nav>
</header>
<div class="container flex flex-column text-center">
<code>
<strong>
<pre>
_ _
_ __ ___ __ _ _ __| | _____| |_
| '_ ` _ \ / _` | '__| |/ / _ \ __|
| | | | | | (_| | | | < __/ |_
|_| |_| |_|\__,_|_| |_|\_\___|\__|</pre>
</strong>
</code>
<div class="font-mono mb-1">{{.Description}}</div>
<div class="flex justify-start mb-1">
<a class="mx-1 selected" href="/market/{{.Id}}">Orders</a>
<a class="mx-1" href="/market/{{.Id}}/trade">Trade</a>
</div>
<div class="flex flex-row justify-center mb-1">
{{ range .Shares }}
<a class="mx-1 {{ if eq $.ShareId .Id }}selected{{end}}"
href="/market/{{$.Id}}/{{.Id}}">{{.Description}}</a>
{{ end }}
</div>
<table>
<tr>
<th class="align-left">Quantity</th>
<th class="align-right">Price</th>
<th class="align-left">Price</th>
<th class="align-right">Quantity</th>
</tr>
{{ range .OrderBook }}
<tr>
<td style="width: auto" class="align-left">{{.BuyQuantity}}</td>
<td style="width: 50%">
<div class="flex">
<span style="width: {{ sub 100 .BuyQuantity}}%"></span>
<span style="width: {{.BuyQuantity}}%" class="align-right yes">{{.BuyPrice}}</span>
</div>
</td>
<td style="width: 50%">
<div class="flex">
<span style="width: {{.SellQuantity}}%" class="align-left no">{{.SellPrice}}</span>
<span style="width: {{ sub 100 .SellQuantity}}%"></span>
</div>
</td>
<td style="width: auto" class="align-right">{{.SellQuantity}}</td>
</tr>
{{ end }}
</table>
</div>
</body>
<script src="/order.js"></script>
</html>

View File

@ -1,89 +0,0 @@
<!DOCTYPE html>
<html>
<head>
<title>delphi.market</title>
<link rel="icon" type="image/x-icon" href="/favicon.ico" />
<link rel="apple-touch-icon" sizes="180x180" href="/apple-touch-icon.png" />
<link rel="icon" type="image/png" sizes="32x32" href="/favicon-32x32.png" />
<link rel="icon" type="image/png" sizes="16x16" href="/favicon-16x16.png" />
<link rel="manifest" href="/site.webmanifest" />
<link rel="stylesheet" href="/index.css" />
<link rel="stylesheet" href="/market.css" />
<meta name="viewport" content="width=device-width, initial-scale=1" />
<meta name="theme-color" content="#091833" />
{{ if eq .ENV "development" }}
<script defer src="/hotreload.js"></script>
{{ end }}
</head>
<body>
<header class="flex flex-row text-center justify-center pt-1">
<nav>
<a href="/">home</a>
{{ if .session }}
<form action='/logout' method='post'>
<button type='submit'>logout</button>
</form>
{{ else }} <a href="/login">login</a> {{ end }}
</nav>
</header>
<div class="container flex flex-column text-center">
<code>
<strong>
<pre>
_ _
_ __ ___ __ _ _ __| | _____| |_
| '_ ` _ \ / _` | '__| |/ / _ \ __|
| | | | | | (_| | | | < __/ |_
|_| |_| |_|\__,_|_| |_|\_\___|\__|</pre>
</strong>
</code>
<div class="font-mono mb-1">{{.Description}}</div>
<div class="flex justify-start mb-1">
<a class="mx-1" href="/market/{{.Id}}">Orders</a>
<a class="mx-1 selected" href="/market/{{.Id}}/trade">Trade</a>
</div>
<div class="flex flex-row justify-center mb-1">
{{ range .Shares }} {{ if eq .Description "YES" }}
<button id="yes-order" class="order-button sx-1 yes">YES</button>
{{ else }}
<button id="no-order" class="order-button sx-1 no">NO</button>
{{ end }}
{{ end }}
</div>
{{ range .Shares }} {{ if eq .Description "YES" }}
<form id="yes-form" class="order-form" hidden action="/api/market/order" method="post">
<button id="yes-buy" type="button" class="order-button yes w-100p selected">BUY</button>
<button id="yes-sell" type="button" class="order-button no w-100p">SELL</button>
<input id="market-id" hidden name="market_id" value="{{$.Id}}" />
<input id="yes-share" hidden name="share_id" value="{{.Id}}" />
<input id="yes-side" hidden name="side" value="BUY" />
<label>shares</label>
<input id="yes-quantity" type="number" name="quantity" placeholder="quantity" />
<label>price [sats]</label>
<input id="yes-cost" type="number" name="cost" disabled />
<label id="yes-submit-label">BUY YES shares</label>
<button type="submit">SUBMIT</button>
</form>
{{ else }}
<form id="no-form" class="order-form" hidden action="/api/market/order" method="post">
<button id="no-buy" type="button" class="order-button yes w-100p selected">BUY</button>
<button id="no-sell" type="button" class="order-button no w-100p">SELL</button>
<input id="market-id" hidden name="market_id" value="{{$.Id}}" />
<input id="no-share" hidden name="share_id" value="{{.Id}}" />
<input id="no-side" hidden name="side" value="BUY" />
<label>shares</label>
<input id="no-quantity" type="number" name="quantity" placeholder="quantity" />
<label>price [sats]</label>
<input id="no-cost" type="number" name="cost" disabled />
<label id="no-submit-label">BUY NO shares</label>
<button type="submit">SUBMIT</button>
</form>
{{ end }}
{{ end }}
</div>
</body>
<script src="/trade.js"></script>
</html>

118
pages/market.html Normal file
View File

@ -0,0 +1,118 @@
<!DOCTYPE html>
<html>
<head>
<title>delphi.market</title>
<link rel="icon" type="image/x-icon" href="/favicon.ico" />
<link rel="apple-touch-icon" sizes="180x180" href="/apple-touch-icon.png" />
<link rel="icon" type="image/png" sizes="32x32" href="/favicon-32x32.png" />
<link rel="icon" type="image/png" sizes="16x16" href="/favicon-16x16.png" />
<link rel="manifest" href="/site.webmanifest" />
<link rel="stylesheet" href="/index.css" />
<link rel="stylesheet" href="/market.css" />
<meta name="viewport" content="width=device-width, initial-scale=1" />
<meta name="theme-color" content="#091833" />
{{ if eq .ENV "development" }}
<script defer src="/hotreload.js"></script>
{{ end }}
</head>
<body>
<header class="flex flex-row text-center justify-center pt-1">
<nav>
<a href="/">home</a>
{{ if .session }}
<form action='/logout' method='post'>
<button type='submit'>logout</button>
</form>
{{ else }} <a href="/login">login</a> {{ end }}
</nav>
</header>
<div class="container flex flex-column text-center">
<code>
<strong>
<pre>
_ _
_ __ ___ __ _ _ __| | _____| |_
| '_ ` _ \ / _` | '__| |/ / _ \ __|
| | | | | | (_| | | | < __/ |_
|_| |_| |_|\__,_|_| |_|\_\___|\__|</pre>
</strong>
</code>
<div class="font-mono mb-1">{{.Description}}</div>
<div class="font-mono mb-1"><strong>Order Book</strong></div>
<table class="mb-1">
<tr>
<th class="align-left">BUY YES</th>
<th class="align-center">SELL</th>
<th class="align-right">BUY NO</th>
</tr>
{{ range .Orders }}
<tr>
{{ if and (eq .ShareId $.YesShare.Id) (eq .Side "BUY") }}
<td>
<div class="flex yes">
<span class="align-left">YES</span>
<span style="width: 100%" class="align-right">{{.Quantity}} @ {{.Price}}</span>
</div>
</td>
{{ else }}
<td></td>
{{ end }}
{{ if and (eq .ShareId $.YesShare.Id) (eq .Side "SELL") }}
<td>
<div class="flex no" style="width: 100%">
<span class="align-left">YES</span>
<span style="width: 100%" class="align-right">{{.Quantity}} @ {{.Price}}</span>
</div>
</td>
{{ else }}
<td></td>
{{ end }}
{{ if and (eq .ShareId $.NoShare.Id) (eq .Side "SELL") }}
<td>
<div class="flex no">
<span class="align-left">NO</span>
<span style="width: 100%" class="align-right">{{.Quantity}} @ {{.Price}}</span>
</div>
</td>
{{ else }}
<td></td>
{{ end }}
{{ if and (eq .ShareId $.NoShare.Id) (eq .Side "BUY") }}
<td>
<div class="flex yes">
<span class="align-left">NO</span>
<span style="width: 100%" class="align-right">{{.Quantity}} @ {{.Price}}</span>
</div>
</td>
{{ else }}
<td></td>
{{ end }}
</tr>
{{ end }}
</table>
<hr />
<div class="font-mono mb-1"><strong>Order Form</strong></div>
<form id="form" class="order-form" hidden action="/api/market/{{$.Id}}/order" method="post">
<button id="buy" type="button" class="order-button yes w-100p selected">BUY</button>
<button id="sell" type="button" class="order-button no w-100p">SELL</button>
<input id="market-id" hidden name="market_id" value="{{$.Id}}" />
<input id="side" hidden name="side" value="BUY" />
<label>share</label>
<select name="share_id">
<option value="{{.YesShare.Id}}">YES</option>
<option value="{{.NoShare.Id}}">NO</option>
</select>
<label>quantity</label>
<input id="quantity" type="number" name="quantity" placeholder="quantity" />
<label>price [sats]</label>
<input id="price" type="number" name="price" placeholder="price"/>
<label id="submit-label"></label>
<button type="submit">SUBMIT</button>
</form>
</div>
</body>
<script src="/order.js"></script>
</html>

View File

@ -131,6 +131,12 @@ ul {
.mb-1 {
margin-bottom: 1em;
}
.mb-s {
margin-bottom: 0.2em;
}
.mr-s {
margin-right: 0.2em;
}
.pt-1 {
padding-top: 1em;
}

View File

@ -6,7 +6,7 @@
}
.order-form {
display: none;
display: grid;
grid-template-columns: 1fr 1fr;
grid-template-rows: 1fr 1fr;
}

View File

@ -1,11 +1,11 @@
.align-left {
text-align: left;
}
}
.align-center {
.align-center {
text-align: center;
}
}
.align-right {
.align-right {
text-align: right;
}
}

View File

@ -0,0 +1,16 @@
const marketId = document.querySelector("#market-id").value
const buyBtn = document.querySelector("#buy")
const sellBtn = document.querySelector("#sell")
const sideInput = document.querySelector("#side")
buyBtn.onclick = function (e) {
buyBtn.classList.add("selected")
sellBtn.classList.remove("selected")
sideInput.setAttribute("value", "BUY")
}
sellBtn.onclick = function(e) {
buyBtn.classList.remove("selected")
sellBtn.classList.add("selected")
sideInput.setAttribute("value", 'SELL')
}

View File

@ -1,131 +0,0 @@
const marketId = document.querySelector("#market-id").value
const yesShareId = document.querySelector("#yes-share").value
const noShareId = document.querySelector("#no-share").value
const yesOrderBtn = document.querySelector("#yes-order")
const yesForm = document.querySelector("#yes-form")
const yesBuyBtn = document.querySelector("#yes-buy")
const yesSellBtn = document.querySelector("#yes-sell")
const yesSideInput = document.querySelector("#yes-side")
const yesQuantityInput = document.querySelector("#yes-quantity")
const yesCostDisplay = document.querySelector("#yes-cost")
const yesCostLabel = document.querySelector("#yes-cost-label")
const yesSubmitLabel = document.querySelector("#yes-submit-label")
const noOrderBtn = document.querySelector("#no-order")
const noForm = document.querySelector("#no-form")
const noBuyBtn = document.querySelector("#no-buy")
const noSellBtn = document.querySelector("#no-sell")
const noSideInput = document.querySelector("#no-side")
const noQuantityInput = document.querySelector("#no-quantity")
const noCostDisplay = document.querySelector("#no-cost")
const noCostLabel = document.querySelector("#no-cost-label")
const noSubmitLabel = document.querySelector("#no-submit-label")
function resetInputs() {
yesQuantityInput.value = undefined
yesCostDisplay.value = undefined
noQuantityInput.value = undefined
noCostDisplay.value = undefined
}
function toggleYesForm() {
resetInputs()
if (yesOrderBtn.classList.contains("selected")) {
yesOrderBtn.classList.remove("selected")
yesForm.style.display = "none"
}
else {
yesOrderBtn.classList.add("selected")
yesForm.style.display = "grid"
}
noOrderBtn.classList.remove("selected")
noForm.style.display = "none"
}
yesOrderBtn.onclick = toggleYesForm
toggleYesForm()
function toggleNoForm() {
resetInputs()
if (noOrderBtn.classList.contains("selected")) {
noOrderBtn.classList.remove("selected")
noForm.style.display = "none"
} else {
noOrderBtn.classList.add("selected")
noForm.style.display = "grid"
}
yesOrderBtn.classList.remove("selected")
yesForm.style.display = "none"
}
noOrderBtn.onclick = toggleNoForm
function showBuyForm() {
resetInputs()
yesBuyBtn.classList.add("selected")
yesSellBtn.classList.remove("selected")
yesSubmitLabel.textContent = 'BUY YES shares'
yesSideInput.value = "BUY"
noBuyBtn.classList.add("selected")
noSellBtn.classList.remove("selected")
noSubmitLabel.textContent = 'BUY NO shares'
noSideInput.value = "BUY"
}
function showSellForm() {
resetInputs()
yesBuyBtn.classList.remove("selected")
yesSellBtn.classList.add("selected")
yesSubmitLabel.textContent = 'SELL NO shares'
yesSideInput.value = "SELL"
noBuyBtn.classList.remove("selected")
noSellBtn.classList.add("selected")
noSubmitLabel.textContent = 'SELL YES shares'
noSideInput.value = "SELL"
}
yesBuyBtn.onclick = showBuyForm
yesSellBtn.onclick = showSellForm
noBuyBtn.onclick = showBuyForm
noSellBtn.onclick = showSellForm
function debounce(ms) {
let debounceTimeout = null
return function (fn, ...args) {
return function (e) {
if (debounceTimeout) {
clearTimeout(debounceTimeout)
}
debounceTimeout = setTimeout(() => {
fn(...args)(e)
debounceTimeout = null
}, ms)
}
}
}
function updatePrice(marketId, shareId) {
return async function (e) {
const quantity = parseInt(e.target.value, 10)
const body = {
share_id: shareId,
quantity,
side: yesSideInput.value
}
const rBody = await fetch(`/api/market/${marketId}/cost`, {
method: "POST",
headers: {
"Content-type": "application/json"
},
body: JSON.stringify(body)
})
.then(r => r.json())
.catch((err) => {
console.error(err);
return null
})
if (!rBody) return null;
yesCostDisplay.value = parseFloat(Math.abs(rBody.cost)).toFixed(3)
}
}
// yesQuantityInput.oninput = debounce(250)(updatePrice, marketId, yesShareId)
// noQuantityInput.onchange = debounce(250)(updatePrice, marketId, noShareId)

View File

@ -28,7 +28,7 @@ type LnAuthResponse struct {
}
type Session struct {
pubkey string
Pubkey string
}
func lnAuth() (*LnAuth, error) {

View File

@ -68,50 +68,19 @@ func (db *DB) FetchShares(marketId int, shares *[]Share) error {
return nil
}
func (db *DB) FetchOrderBook(shareId string, orderBook *[]OrderBookEntry) error {
func (db *DB) FetchOrders(marketId int, orders *[]Order) error {
rows, err := db.Query(""+
"SELECT share_id, side, price, SUM(quantity)"+
"FROM orders WHERE share_id = $1"+
"GROUP BY (share_id, side, price)"+
"ORDER BY share_id DESC, side DESC, price DESC", shareId)
"SELECT id, share_id, pubkey, side, quantity, price, order_id FROM orders "+
"WHERE share_id = ANY(SELECT id FROM shares WHERE market_id = $1) "+
"ORDER BY price DESC", marketId)
if err != nil {
return err
}
defer rows.Close()
buyOrders := []Order{}
sellOrders := []Order{}
for rows.Next() {
var order Order
rows.Scan(&order.ShareId, &order.Side, &order.Price, &order.Quantity)
if order.Side == "BUY" {
buyOrders = append(buyOrders, Order{Price: order.Price, Quantity: order.Quantity})
} else {
sellOrders = append(sellOrders, Order{Price: order.Price, Quantity: order.Quantity})
}
}
buySum := 0
sellSum := 0
for i := 0; i < Max(len(buyOrders), len(sellOrders)); i++ {
buyPrice, buyQuantity, sellQuantity, sellPrice := 0, 0, 0, 0
if i < len(buyOrders) {
buyPrice = buyOrders[i].Price
buyQuantity = buySum + buyOrders[i].Quantity
}
if i < len(sellOrders) {
sellPrice = sellOrders[i].Price
sellQuantity = sellSum + sellOrders[i].Quantity
}
buySum += buyQuantity
sellSum += sellQuantity
*orderBook = append(
*orderBook,
OrderBookEntry{
BuyQuantity: buyQuantity,
BuyPrice: buyPrice,
SellPrice: sellPrice,
SellQuantity: sellQuantity,
},
)
rows.Scan(&order.Id, &order.ShareId, &order.Pubkey, &order.Side, &order.Quantity, &order.Price, &order.OrderId)
*orders = append(*orders, order)
}
return nil
}

View File

@ -2,7 +2,7 @@ package main
import (
"database/sql"
"fmt"
"log"
"math"
"net/http"
"strconv"
@ -23,23 +23,13 @@ type Share struct {
}
type Order struct {
Session
Id string
ShareId string
Side string
Price int
Quantity int
}
type OrderBookEntry struct {
BuyQuantity int
BuyPrice int
SellPrice int
SellQuantity int
}
type MarketDataRequest struct {
ShareId string `json:"share_id"`
OrderSide string `json:"side"`
Quantity int `json:"quantity"`
OrderId string
}
func costFunction(b float64, q1 float64, q2 float64) float64 {
@ -57,37 +47,16 @@ func BinaryLMSR(invariant int, funding int, q1 int, q2 int, dq1 int) float64 {
return costFunction(b, fq1+fdq1, fq2) - costFunction(b, fq1, fq2)
}
func trades(c echo.Context) error {
marketId, err := strconv.ParseInt(c.Param("id"), 10, 64)
if err != nil {
return echo.NewHTTPError(http.StatusBadRequest, "Bad Request")
}
var market Market
if err = db.FetchMarket(int(marketId), &market); err == sql.ErrNoRows {
return echo.NewHTTPError(http.StatusNotFound, "Not Found")
} else if err != nil {
return err
}
var shares []Share
if err = db.FetchShares(market.Id, &shares); err != nil {
return err
}
data := map[string]any{
"session": c.Get("session"),
"ENV": ENV,
"Id": market.Id,
"Description": market.Description,
"Shares": shares,
}
return c.Render(http.StatusOK, "bmarket_trade.html", data)
func order(c echo.Context) error {
// TODO: implement POST /market/:id/order
return echo.NewHTTPError(http.StatusMethodNotAllowed, "Method Not Allowed")
}
func orders(c echo.Context) error {
func market(c echo.Context) error {
marketId, err := strconv.ParseInt(c.Param("id"), 10, 64)
if err != nil {
return echo.NewHTTPError(http.StatusBadRequest, "Bad Request")
}
shareId := c.Param("sid")
var market Market
if err = db.FetchMarket(int(marketId), &market); err == sql.ErrNoRows {
@ -100,11 +69,8 @@ func orders(c echo.Context) error {
if err = db.FetchShares(market.Id, &shares); err != nil {
return err
}
if shareId == "" {
c.Redirect(http.StatusTemporaryRedirect, fmt.Sprintf("/market/%d/%s", market.Id, shares[0].Id))
}
var orderBook []OrderBookEntry
if err = db.FetchOrderBook(shareId, &orderBook); err != nil {
var orders []Order
if err = db.FetchOrders(market.Id, &orders); err != nil {
return err
}
data := map[string]any{
@ -112,9 +78,11 @@ func orders(c echo.Context) error {
"ENV": ENV,
"Id": market.Id,
"Description": market.Description,
"ShareId": shareId,
"Shares": shares,
"OrderBook": orderBook,
// shares are sorted by description in descending order
// that's how we know that YES must be the first share
"YesShare": shares[0],
"NoShare": shares[1],
"Orders": orders,
}
return c.Render(http.StatusOK, "bmarket_order.html", data)
return c.Render(http.StatusOK, "market.html", data)
}

View File

@ -63,9 +63,8 @@ func main() {
e.GET("/api/login", verifyLogin)
e.GET("/api/session", checkSession)
e.POST("/logout", logout)
e.GET("/market/:id", sessionGuard(orders))
e.GET("/market/:id/:sid", sessionGuard(orders))
e.GET("/market/:id/trade", sessionGuard(trades))
e.GET("/market/:id", sessionGuard(market))
e.POST("/market/:id/order", sessionGuard(order))
e.Use(middleware.LoggerWithConfig(middleware.LoggerConfig{
Format: "${time_custom} ${method} ${uri} ${status}\n",
CustomTimeFormat: "2006-01-02 15:04:05.00000-0700",