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Feat/spread for submit order (#30)
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@lehieuhust
lehieuhust authored Jan 3, 2024
1 parent c844489 commit 1010ae7
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Showing 9 changed files with 1,765 additions and 537 deletions.
198 changes: 58 additions & 140 deletions contracts/oraiswap_limit_order/src/contract.rs
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Original file line number Diff line number Diff line change
Expand Up @@ -8,12 +8,13 @@ use cosmwasm_std::{
use oraiswap::error::ContractError;

use crate::order::{
cancel_order, execute_matching_orders, query_last_order_id, query_order, query_orderbook,
query_orderbook_is_matchable, query_orderbooks, query_orders, remove_pair, submit_order,
cancel_order, execute_matching_orders, get_paid_and_quote_assets, query_last_order_id,
query_order, query_orderbook, query_orderbook_is_matchable, query_orderbooks, query_orders,
remove_pair, submit_order,
};
use crate::orderbook::OrderBook;
use crate::state::{
init_last_order_id, read_config, read_orderbook, store_config, store_orderbook,
init_last_order_id, read_config, read_orderbook, store_config, store_orderbook, validate_admin,
};
use crate::tick::{query_tick, query_ticks_with_end};

Expand Down Expand Up @@ -95,6 +96,24 @@ pub fn execute(
spread,
min_quote_coin_amount,
),
ExecuteMsg::UpdateOrderbookPair {
asset_infos,
spread,
} => {
validate_admin(
deps.api,
read_config(deps.storage)?.admin,
info.sender.as_str(),
)?;
let pair_key = pair_key(&[
asset_infos[0].to_raw(deps.api)?,
asset_infos[1].to_raw(deps.api)?,
]);
let mut orderbook_pair = read_orderbook(deps.storage, &pair_key)?;
orderbook_pair.spread = spread;
store_orderbook(deps.storage, &pair_key, &orderbook_pair)?;
Ok(Response::new().add_attributes(vec![("action", "update_orderbook_data")]))
}
ExecuteMsg::SubmitOrder { direction, assets } => {
let pair_key = pair_key(&[
assets[0].to_raw(deps.api)?.info,
Expand All @@ -106,29 +125,15 @@ pub fn execute(
// for execute order, it is direct match(user has known it is buy or sell) so no order is needed
// Buy: wanting ask asset(orai) => paid offer asset(usdt)
// Sell: paid ask asset(orai) => wating offer asset(usdt)
let paid_asset: &Asset;
let quote_asset: &Asset;

if orderbook_pair.base_coin_info.to_normal(deps.api)? == assets[0].info {
paid_asset = match direction {
OrderDirection::Buy => &assets[1],
OrderDirection::Sell => &assets[0],
};
quote_asset = &assets[1];
} else {
paid_asset = match direction {
OrderDirection::Buy => &assets[0],
OrderDirection::Sell => &assets[1],
};
quote_asset = &assets[0];
}
let (paid_assets, quote_asset) =
get_paid_and_quote_assets(deps.api, &orderbook_pair, assets, direction)?;

// if paid asset is cw20, we check it in Cw20HookMessage
if !paid_asset.is_native_token() {
if !paid_assets[0].is_native_token() {
return Err(ContractError::MustProvideNativeToken {});
}

paid_asset.assert_sent_native_token_balance(&info)?;
paid_assets[0].assert_sent_native_token_balance(&info)?;

// require minimum amount for quote asset
if quote_asset.amount.lt(&orderbook_pair.min_quote_coin_amount) {
Expand All @@ -139,41 +144,14 @@ pub fn execute(
}

// then submit order
if orderbook_pair.base_coin_info.to_normal(deps.api)? == assets[0].info {
match direction {
OrderDirection::Buy => submit_order(
deps,
info.sender,
&pair_key,
direction,
[assets[1].clone(), assets[0].clone()],
),
OrderDirection::Sell => submit_order(
deps,
info.sender,
&pair_key,
direction,
[assets[0].clone(), assets[1].clone()],
),
}
} else {
match direction {
OrderDirection::Buy => submit_order(
deps,
info.sender,
&pair_key,
direction,
[assets[0].clone(), assets[1].clone()],
),
OrderDirection::Sell => submit_order(
deps,
info.sender,
&pair_key,
direction,
[assets[1].clone(), assets[0].clone()],
),
}
}
submit_order(
deps,
&orderbook_pair,
info.sender,
&pair_key,
direction,
paid_assets,
)
}
ExecuteMsg::CancelOrder {
order_id,
Expand All @@ -192,12 +170,7 @@ pub fn execute_update_admin(
admin: Addr,
) -> Result<Response, ContractError> {
let mut contract_info = read_config(deps.storage)?;
let sender_addr = deps.api.addr_canonicalize(info.sender.as_str())?;

// check authorized
if contract_info.admin.ne(&sender_addr) {
return Err(ContractError::Unauthorized {});
}
validate_admin(deps.api, contract_info.admin, info.sender.as_str())?;

// update new admin
contract_info.admin = deps.api.addr_canonicalize(admin.as_str())?;
Expand Down Expand Up @@ -299,25 +272,10 @@ pub fn receive_cw20(
assets[1].to_raw(deps.api)?.info,
]);
let orderbook_pair = read_orderbook(deps.storage, &pair_key)?;
let (paid_assets, quote_asset) =
get_paid_and_quote_assets(deps.api, &orderbook_pair, assets, direction)?;

let paid_asset: &Asset;
let quote_asset: &Asset;

if orderbook_pair.base_coin_info.to_normal(deps.api)? == assets[0].info {
paid_asset = match direction {
OrderDirection::Buy => &assets[1],
OrderDirection::Sell => &assets[0],
};
quote_asset = &assets[1];
} else {
paid_asset = match direction {
OrderDirection::Buy => &assets[0],
OrderDirection::Sell => &assets[1],
};
quote_asset = &assets[0];
}

if paid_asset.amount != provided_asset.amount {
if paid_assets[0].amount != provided_asset.amount {
return Err(ContractError::AssetMismatch {});
}

Expand All @@ -329,41 +287,15 @@ pub fn receive_cw20(
});
}

if orderbook_pair.base_coin_info.to_normal(deps.api)? == assets[0].info {
match direction {
OrderDirection::Buy => submit_order(
deps,
sender,
&pair_key,
direction,
[assets[1].clone(), assets[0].clone()],
),
OrderDirection::Sell => submit_order(
deps,
sender,
&pair_key,
direction,
[assets[0].clone(), assets[1].clone()],
),
}
} else {
match direction {
OrderDirection::Buy => submit_order(
deps,
sender,
&pair_key,
direction,
[assets[0].clone(), assets[1].clone()],
),
OrderDirection::Sell => submit_order(
deps,
sender,
&pair_key,
direction,
[assets[1].clone(), assets[0].clone()],
),
}
}
// then submit order
submit_order(
deps,
&orderbook_pair,
sender,
&pair_key,
direction,
paid_assets,
)
}
Err(_) => Err(ContractError::InvalidCw20HookMessage {}),
}
Expand Down Expand Up @@ -435,39 +367,25 @@ pub fn query(deps: Deps, _env: Env, msg: QueryMsg) -> StdResult<Binary> {
QueryMsg::OrderBookMatchable { asset_infos } => {
to_binary(&query_orderbook_is_matchable(deps, asset_infos)?)
}
// TODO: add test cases
QueryMsg::MidPrice { asset_infos } => {
let pair_key = pair_key(&[
asset_infos[0].to_raw(deps.api)?,
asset_infos[1].to_raw(deps.api)?,
]);
let best_buy = query_ticks_with_end(
deps.storage,
&pair_key,
OrderDirection::Buy,
None,
None,
Some(1),
Some(2),
)?;
let best_sell = query_ticks_with_end(
deps.storage,
&pair_key,
OrderDirection::Sell,
None,
None,
Some(1),
Some(1),
)?;
let best_buy_price = if best_buy.ticks.len() == 0 {
Decimal::zero()
let orderbook_pair = read_orderbook(deps.storage, &pair_key)?;
let (highest_buy_price, buy_found, _) =
orderbook_pair.highest_price(deps.storage, OrderDirection::Buy);
let (lowest_sell_price, sell_found, _) =
orderbook_pair.lowest_price(deps.storage, OrderDirection::Sell);
let best_buy_price = if buy_found {
highest_buy_price
} else {
best_buy.ticks[0].price
};
let best_sell_price = if best_sell.ticks.len() == 0 {
Decimal::zero()
};
let best_sell_price = if sell_found {
lowest_sell_price
} else {
best_sell.ticks[0].price
Decimal::zero()
};
let mid_price = best_buy_price
.checked_add(best_sell_price)
Expand Down
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