The Rise of the Hubblenet #61
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* place and save order onchain * execute matched orders * changes based on PR comments
* Send a sample tx when a tx is received It goes into an infinite loop right now * add limit order processor * Add ABI parser * Remove hardcoded ABI * Order book (#1) * place and save order onchain * execute matched orders * changes based on PR comments * Make contarct call to OrderBook * add limit_order database layer to store and get limit_orders from sqlite database * Fix contract calls to OrderBook * Insert orders in sqlite database Read transactions and insert/update orders in database * Fix db tests * fix tests * check for price equality in GetLimitOrderByPositionTypeAndPrice method * return status in limit_orders in GetLimitOrder method * add test for updatelimit order status method * Add new run script * Review changes * Execute orders after block production * Store orders in memory and send tx at buildBlock * return if len of transaction input data is less than 4 fields * fix tests * change public methods to private and use them * add test for limit_order * add test for NewLimitOrderProcessor * minor refactoring Co-authored-by: vipul sharma <[email protected]> Co-authored-by: asquare <[email protected]>
* orderbook as genesis * reduce blocktime and clean tests * fix tests Co-authored-by: Atul Agarwal <[email protected]>
* add tests for memory_database * add GetOrdersByPriceAndPositionType method * remove execute test order and add logic for matching limit orders and making contract call * refactoring limit_order private methods * add OrderMatched event in orderbook contract and test event generation * log error is baseAssetQuantity is zero, add method for position type * break matching limit order loop if matching order is found * Use contract address instead of ABI for parseTx * Use ChainAcceptedEvent instead of NewHeadEvent * fix syntax error * refactor memory_database and remove matching logic from limit_order * add limit order matching engine and call it during buildblock * add purge local tx before running matching logic * minor fixes * check executeMatchedOrder tx status before deleting limit orders * delete pending executeMatchedOrders txs before running matching engine Co-authored-by: Shubham Goyal <[email protected]>
… limit_order dependencies in vm.go
…oreLimitOrderTransactions
* add filledBaseAssetQuantity in limit order * fix tests * add test for RunMatchingEngine * pull changes from hubble-v2 * remove sqlite database files * add LimitOrderDatabase interface and implement in inMemoryDatabase * deven|fdgod create LimitOrderTxProcessor interface * deven|fdgod add tests for limit_order and mocks for LimitOrderDatabase and LimitOrderTxProcessor * add tests for RunMatchingLogic in limit_order * fix previous tests * change memory_database to return object instead of pointer to limit_orders stored in memory_database * change matching logic to partial match limit orders with different BaseAssetQuantity * change ExecuteMatchedOrdersTx as per new contract * delete order if filledBaseAssetQuantity is equal to BaseAssetQuantity * update filledBaseAssetQuantity after parsing executeMatchedOrders * return LimitOrder instead of pointer in its memory_database * add test for GetOrder * return InMemoryDatabase from NewInMemoryDatabase and remove GetOrder function * remove GetOrder method from mocks * change salt to int64 * convert fillAmount to uint * add parsing logic for two orders in function input and output * pass orders with type Order to executeMatchedOrders tx * change logic of skipping already filled orders in RunMatchingEngine method in limit_order * refactor code
#13) * change price check in matching engine to match if longOrder price >= shortOrder price * more aggresive assertions * Add tests for getUnFilledBaseAssetQuantity * refactor TestGetUnfilledBaseAssetQuantity * refactor RunMatchingEngine in limit_order and add tests Co-authored-by: atvanguard <[email protected]>
* add genesis contracts * update orderbook.sol * update comments * precision
* funding skeleton * Handle events and add liquidation logic * Fix merge errors * minor fixes * Ignore orders matched during liquidation for matching * add tests for UpdateMargin, UpdatePosition, UpdateUnrealisedFunding method in memory_database * check for presence of positions for address in ResetUnrealisedFunding and add tests * fix tests * add lastPrice when db initialized and add tests * Liquidation and UnrealisedFunding fixes * Review changes * Use big.Int everywhere * add functions specified in LimitOrderTxProcessor interface * fix liquidations compare marginFraction logic * check if position nil in UpdateUnrealisedFunding and fix tests * Add missing file * Fetch all logs at once * Add missing file * fix: Change multiplication factor * purge liquidateAndExecuteOrder and settleFunding tx * Fix precision handling * refactor liquidations and add tests * Review fixes * fix tests * Fix incorrect amounts in runLiquidations * Fix errors after merge * fix tests * fix tests * add genesis contracts + mocked orderBook (#14) * add genesis contracts * update orderbook.sol * update comments * precision * Review fixes * Handle OrderCancelled * Pass notionalPosition in function * fix tests * Review fixes * Change IsFundingPaymentTime Co-authored-by: Shubham Goyal <[email protected]> Co-authored-by: fdgod <[email protected]>
expose api which return all database data
* move liquidations from database and change GetLiquidations into a standalone pure function, fix tests * move out contract events processor from limit_order_tx_processor and add tests
* Delete expired signed orders and virtual reserved margin * cache time.Now and Abs(baseAssetQ) when reserving margin * add SampleImpactPrice unit tests * Bugfixes from testing * Fix virtual reserved margin bug * Remove handling for short orders --------- Co-authored-by: atvanguard <[email protected]>
* remove order specific methods from jurorv2 * dynamically fetch signedOrderBookAddress * upgrade ts * set empty orderhash * misc * remove logs * misc * handle new trader
* Use gob encoding for gossiping orders instead of rlp * Fix snapshot loading * Fix nil VirtualReserved error * Allow gossiping to non validators
* cancel stale reduce only orders * review comments
* instantiate hState once * misc
* Update avalanchego version in local scripts * Update subnet config to allow gossiping to non-validators * Add more tests for jurorv2 precompile * Change versions for mainnet * jurorv2 activation time * rename deprecated apis --------- Co-authored-by: atvanguard <[email protected]>
* send oracle prices to evaluate availableMargin * deepcopy hState
* set signedOrderBook addy from precompile call * hardcode values for aylin
* Store makerbook and snapshot to file * Update default paths * Save snapshots only to the file * minor change * Fix log * Revert "Save snapshots only to the file" This reverts commit 77e92ea. * Save snapshot only to file * Fix log again * Load snapshot from file first * Return error when file path is not set * Review fixes * Review changes * tiny changes for more idiomatic code * use channels to queue messages to write to file * stop closing the channel within consumer logic when shutdown signal comes * fix ineffectual assignment lint error * fix order struct * Add missing Id set --------- Co-authored-by: wallydrag <[email protected]>
* allow grace period for market orders to be filled * dont remove IOC orders based on block number * remove KEEP_IF_MATCHEABLE orderStatus * trigger matching if possible when signed order is placed * add log * check bidsHead only if !isLongOrder * fix test
push docker images feature/oonodz-integration. Update variables
* 🐛 check available margin for correct trader * remove logs * add err logs
Sync upstream v0.6.2
* add support for custom oracle * add log, clean comment --------- Co-authored-by: atvanguard <[email protected]>
* Match orders in same block as they are placed * Add metrics * Changes for latest avalanche cli * Review fixes * Fix compile error
* handle settled markets * Get fresh hubble state (#191) * misc * fix settlement price slot --------- Co-authored-by: Shubham <[email protected]>
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For Illustration purpose - to review the diff with the original subnet-evm repo. Not meant to be merged.