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delphi.market
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Update matchmaking

This commit is contained in:
ekzyis 2023-12-03 02:03:48 +01:00
parent 0be35c5cf5
commit ce95a2111b
3 changed files with 40 additions and 11 deletions
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47
db/market.go
View File

@ -116,12 +116,12 @@ func (db *DB) CreateOrder(tx *sql.Tx, ctx context.Context, order *Order) error {
func (db *DB) FetchOrder(tx *sql.Tx, ctx context.Context, orderId string, order *Order) error {
query := "" +
"SELECT o.id, o.share_id, o.pubkey, o.side, o.quantity, o.price, o.created_at, o.deleted_at, s.description, s.market_id, i.confirmed_at, o.invoice_id, COALESCE(i.msats_received, 0) " +
"SELECT o.id, o.share_id, o.pubkey, o.side, o.quantity, o.price, o.created_at, o.deleted_at, o.order_id, s.description, s.market_id, i.confirmed_at, o.invoice_id, COALESCE(i.msats_received, 0) " +
"FROM orders o " +
"LEFT JOIN invoices i ON o.invoice_id = i.id " +
"JOIN shares s ON o.share_id = s.id " +
"WHERE o.id = $1"
return tx.QueryRowContext(ctx, query, orderId).Scan(&order.Id, &order.ShareId, &order.Pubkey, &order.Side, &order.Quantity, &order.Price, &order.CreatedAt, &order.DeletedAt, &order.Share.Description, &order.MarketId, &order.Invoice.ConfirmedAt, &order.InvoiceId, &order.Invoice.MsatsReceived)
return tx.QueryRowContext(ctx, query, orderId).Scan(&order.Id, &order.ShareId, &order.Pubkey, &order.Side, &order.Quantity, &order.Price, &order.CreatedAt, &order.DeletedAt, &order.OrderId, &order.Share.Description, &order.MarketId, &order.Invoice.ConfirmedAt, &order.InvoiceId, &order.Invoice.MsatsReceived)
}
func (db *DB) FetchUserOrders(pubkey string, orders *[]Order) error {
@ -153,7 +153,7 @@ func (db *DB) FetchMarketOrders(marketId int64, orders *[]Order) error {
"FROM orders o " +
"JOIN shares s ON o.share_id = s.id " +
"LEFT JOIN invoices i ON o.invoice_id = i.id " +
"WHERE s.market_id = $1 AND ( (o.side = 'BUY' AND i.confirmed_at IS NOT NULL) OR o.side = 'SELL' ) AND o.deleted_at IS NULL " +
"WHERE s.market_id = $1 AND o.deleted_at IS NULL " +
"ORDER BY o.created_at DESC"
rows, err := db.Query(query, marketId)
if err != nil {
@ -194,6 +194,16 @@ func (db *DB) RunMatchmaking(orderId string) {
tx.Rollback()
return
}
if o2.OrderId.Valid {
log.Printf("assertion failed: order %s matched order %s but order_id already set to %s\n", o1.Id, o2.Id, o2.OrderId.String)
tx.Rollback()
return
}
if o1.Id == o2.Id {
log.Printf("assertion failed: order %s matched itself", o1.Id)
tx.Rollback()
return
}
if _, err = tx.ExecContext(ctx, "UPDATE orders SET order_id = $1 WHERE id = $2", o1.Id, o2.Id); err != nil {
log.Println(err)
tx.Rollback()
@ -210,14 +220,33 @@ func (db *DB) RunMatchmaking(orderId string) {
func (db *DB) FindOrderMatches(tx *sql.Tx, ctx context.Context, o1 *Order, o2 *Order) error {
query := "" +
"SELECT o.id FROM orders o " +
"SELECT o.id, o.order_id FROM orders o " +
"JOIN shares s ON s.id = o.share_id " +
"JOIN invoices i ON i.id = o.invoice_id " +
"WHERE i.confirmed_at IS NOT NULL " +
"AND o.order_id IS NULL AND o.pubkey <> $1 AND o.quantity = $2 AND s.market_id = $3 AND " +
"( (o.share_id <> $4 AND o.side = $5::ORDER_SIDE AND o.price = (100 - $6)) OR (o.share_id = $4 AND o.side <> $5::ORDER_SIDE AND o.price = $6)) " +
"LEFT JOIN invoices i ON i.id = o.invoice_id " +
// only match orders which are not soft deleted
"WHERE o.deleted_at IS NULL " +
// only match orders which are not already settled
"AND o.order_id IS NULL " +
// only match orders from other users
"AND o.pubkey <> $1 " +
// orders must always be for same market and have same quantity
"AND o.quantity = $2 AND s.market_id = $3 " +
// BUY orders must have been confirmed by paying the invoice
"AND CASE WHEN o.side = 'BUY' THEN i.confirmed_at IS NOT NULL ELSE 1=1 END " +
"AND (" +
// -- BUY orders match if they are for different shares and the sum of their prices equal 100
// -- example: BUY 5 YES @ 60 <> BUY 5 NO @ 40
" ( $5 = 'BUY' AND o.side = 'BUY' AND o.price = (100-$6) AND o.share_id <> $4 ) " +
// -- BUY orders match SELL orders if they are for the same share and have same price
// -- example: BUY 5 YES @ 60 <> SELL 5 YES @ 60
" OR ( $5 = 'BUY' AND o.side = 'SELL' AND o.price = $6 AND o.share_id = $4 ) " +
// -- SELL orders match BUY orders if they are for the same share and have same price
// -- example: SELL 5 YES @ 60 <> BUY 5 YES @ 60
" OR ( $5 = 'SELL' AND o.side = 'BUY' AND o.price = $6 AND o.share_id = $4 ) " +
") " +
// match oldest order first
"ORDER BY o.created_at ASC LIMIT 1"
return tx.QueryRowContext(ctx, query, o1.Pubkey, o1.Quantity, o1.Share.MarketId, o1.ShareId, o1.Side, o1.Price).Scan(&o2.Id)
return tx.QueryRowContext(ctx, query, o1.Pubkey, o1.Quantity, o1.Share.MarketId, o1.ShareId, o1.Side, o1.Price).Scan(&o2.Id, &o2.OrderId)
}
// [

2
db/types.go
View File

@ -64,6 +64,6 @@ type (
Price int64 `json:"price"`
InvoiceId null.String
Invoice
OrderId UUID
OrderId null.String
}
)

2
server/router/handler/market.go
View File

@ -272,7 +272,7 @@ func HandleDeleteOrder(sc context.ServerContext) echo.HandlerFunc {
return echo.NewHTTPError(http.StatusForbidden)
}
if o.OrderId != "" {
if o.OrderId.Valid {
// order already settled
tx.Rollback()
return echo.NewHTTPError(http.StatusBadRequest)