252 lines
11 KiB
JavaScript
252 lines
11 KiB
JavaScript
'use strict';
|
|
|
|
const price = require("./price");
|
|
const DB = require("./database");
|
|
|
|
const {
|
|
WAIT_TIME,
|
|
TRADE_HASH_PREFIX
|
|
} = require("./_constants")["market"];
|
|
|
|
const updateBalance = {};
|
|
updateBalance.consume = (floID, token, amount) => ["UPDATE UserBalance SET quantity=quantity-? WHERE floID=? AND token=?", [amount, floID, token]];
|
|
updateBalance.add = (floID, token, amount) => ["INSERT INTO UserBalance (floID, token, quantity) VALUE (?) ON DUPLICATE KEY UPDATE quantity=quantity+?", [[floID, token, amount], amount]];
|
|
|
|
const couplingInstance = {},
|
|
couplingTimeout = {};
|
|
|
|
function stopAllInstance() {
|
|
for (let asset in couplingTimeout) {
|
|
if (couplingTimeout[asset])
|
|
clearTimeout(couplingTimeout[asset]);
|
|
delete couplingInstance[asset];
|
|
delete couplingTimeout[asset];
|
|
}
|
|
}
|
|
|
|
function startCouplingForAsset(asset, updatePrice = false) {
|
|
if (couplingInstance[asset] === true) { //if coupling is already running for asset
|
|
if (updatePrice) { //wait until current instance is over
|
|
if (couplingTimeout[asset]) clearTimeout(couplingTimeout[asset]);
|
|
couplingTimeout[asset] = setTimeout(() => startCouplingForAsset(asset, true), WAIT_TIME);
|
|
}
|
|
return;
|
|
}
|
|
price.getRates(asset, updatePrice).then(cur_rate => {
|
|
cur_rate = global.toStandardDecimal(cur_rate);
|
|
couplingInstance[asset] = true; //set instance as running
|
|
recursiveCoupling(asset, cur_rate, updatePrice);
|
|
}).catch(error => console.error(error));
|
|
}
|
|
|
|
function getBestPair(asset, cur_rate) {
|
|
return new Promise((resolve, reject) => {
|
|
Promise.allSettled([getBestBuyer(asset, cur_rate), getBestSeller(asset, cur_rate)]).then(results => {
|
|
if (results[0].status === "fulfilled" && results[1].status === "fulfilled")
|
|
resolve({
|
|
buy: results[0].value,
|
|
sell: results[1].value,
|
|
})
|
|
else
|
|
reject({
|
|
buy: results[0].reason,
|
|
sell: results[1].reason
|
|
})
|
|
}).catch(error => reject(error))
|
|
})
|
|
}
|
|
|
|
const getBestSeller = (asset, cur_rate) => new Promise((resolve, reject) => {
|
|
DB.query("SELECT SellOrder.id, SellOrder.floID, SellOrder.quantity, SellChips.id AS chip_id, SellChips.quantity AS chip_quantity FROM SellOrder" +
|
|
" INNER JOIN UserBalance ON UserBalance.floID = SellOrder.floID AND UserBalance.token = SellOrder.asset" +
|
|
" INNER JOIN SellChips ON SellChips.floID = SellOrder.floID AND SellChips.asset = SellOrder.asset AND SellChips.base <= ?" +
|
|
" LEFT JOIN UserTag ON UserTag.floID = SellOrder.floID" +
|
|
" LEFT JOIN TagList ON TagList.tag = UserTag.tag" +
|
|
" WHERE UserBalance.quantity >= SellOrder.quantity AND SellOrder.asset = ? AND SellOrder.minPrice <= ?" +
|
|
" ORDER BY TagList.sellPriority DESC, SellChips.locktime ASC, SellOrder.time_placed ASC" +
|
|
" LIMIT 1", [cur_rate, asset, cur_rate]
|
|
).then(result => {
|
|
if (result.length)
|
|
resolve(result[0]);
|
|
else
|
|
reject(null);
|
|
}).catch(error => reject(error))
|
|
});
|
|
|
|
const getBestBuyer = (asset, cur_rate) => new Promise((resolve, reject) => {
|
|
DB.query("SELECT BuyOrder.id, BuyOrder.floID, BuyOrder.quantity FROM BuyOrder" +
|
|
" INNER JOIN UserBalance ON UserBalance.floID = BuyOrder.floID AND UserBalance.token = ?" +
|
|
" LEFT JOIN UserTag ON UserTag.floID = BuyOrder.floID" +
|
|
" LEFT JOIN TagList ON TagList.tag = UserTag.tag" +
|
|
" WHERE UserBalance.quantity >= BuyOrder.maxPrice * BuyOrder.quantity AND BuyOrder.asset = ? AND BuyOrder.maxPrice >= ?" +
|
|
" ORDER BY TagList.buyPriority DESC, BuyOrder.time_placed ASC" +
|
|
" LIMIT 1", [floGlobals.currency, asset, cur_rate]
|
|
).then(result => {
|
|
if (result.length)
|
|
resolve(result[0]);
|
|
else
|
|
reject(null);
|
|
}).catch(error => reject(error))
|
|
});
|
|
|
|
function recursiveCoupling(asset, cur_rate, flag = false) {
|
|
processCoupling(asset, cur_rate).then(result => {
|
|
console.log(result);
|
|
if (couplingInstance[asset] === true)
|
|
recursiveCoupling(asset, cur_rate, true);
|
|
}).catch(error => {
|
|
//noBuy = error[0], noSell = error[1], reason = error[2]
|
|
price.noOrder(asset, error[0], error[1]);
|
|
error[3] ? console.debug(error[2]) : console.error(error[2]);
|
|
//set timeout for next coupling (if not order placement occurs)
|
|
if (flag) {
|
|
price.updateLastTime(asset);
|
|
if (couplingInstance[asset] === true && flag) {
|
|
//if price was updated and/or trade happened, reset timer
|
|
if (couplingTimeout[asset]) clearTimeout(couplingTimeout[asset]);
|
|
couplingTimeout[asset] = setTimeout(() => startCouplingForAsset(asset, true), price.MIN_TIME);
|
|
}
|
|
}
|
|
delete couplingInstance[asset];
|
|
})
|
|
}
|
|
|
|
function processCoupling(asset, cur_rate) {
|
|
return new Promise((resolve, reject) => {
|
|
getBestPair(asset, cur_rate).then(best => {
|
|
//console.debug("Sell:", best.sell);
|
|
//console.debug("Buy:", best.buy);
|
|
let quantity = Math.min(best.buy.quantity, best.sell.quantity, best.sell.chip_quantity);
|
|
let txQueries = processOrders(best.sell, best.buy, asset, cur_rate, quantity);
|
|
//begin audit
|
|
beginAudit(best.sell.floID, best.buy.floID, asset, cur_rate, quantity).then(audit => {
|
|
//process txn query in SQL
|
|
DB.transaction(txQueries).then(_ => {
|
|
audit.end();
|
|
resolve(`Transaction was successful! BuyOrder:${best.buy.id}| SellOrder:${best.sell.id}`)
|
|
}).catch(error => reject([null, null, error]));
|
|
}).catch(error => reject([null, null, error]));
|
|
}).catch(error => {
|
|
let noBuy, noSell;
|
|
if (error.buy === undefined)
|
|
noBuy = false;
|
|
else if (error.buy === null)
|
|
noBuy = true;
|
|
else {
|
|
console.error(error.buy);
|
|
noBuy = null;
|
|
}
|
|
if (error.sell === undefined)
|
|
noSell = false;
|
|
else if (error.sell === null)
|
|
noSell = true;
|
|
else {
|
|
console.error(error.sell);
|
|
noSell = null;
|
|
}
|
|
reject([noBuy, noSell, `No valid ${noSell ? 'sellOrders' : ''} | ${noBuy ? 'buyOrders' : ''} for Asset: ${asset}`, true]);
|
|
});
|
|
})
|
|
}
|
|
|
|
function processOrders(seller_best, buyer_best, asset, cur_rate, quantity) {
|
|
let txQueries = [];
|
|
if (quantity > buyer_best.quantity || quantity > seller_best.quantity)
|
|
throw Error("Tx quantity cannot be more than order quantity");
|
|
|
|
//Process Buy Order
|
|
if (quantity == buyer_best.quantity)
|
|
txQueries.push(["DELETE FROM BuyOrder WHERE id=?", [buyer_best.id]]);
|
|
else
|
|
txQueries.push(["UPDATE BuyOrder SET quantity=quantity-? WHERE id=?", [quantity, buyer_best.id]]);
|
|
|
|
//Process Sell Order
|
|
if (quantity == seller_best.quantity)
|
|
txQueries.push(["DELETE FROM SellOrder WHERE id=?", [seller_best.id]]);
|
|
else
|
|
txQueries.push(["UPDATE SellOrder SET quantity=quantity-? WHERE id=?", [quantity, seller_best.id]]);
|
|
|
|
//Process Sell Chip
|
|
if (quantity == seller_best.chip_quantity)
|
|
txQueries.push(["DELETE FROM SellChips WHERE id=?", [seller_best.chip_id]]);
|
|
else
|
|
txQueries.push(["UPDATE SellChips SET quantity=quantity-? WHERE id=?", [quantity, seller_best.chip_id]]);
|
|
|
|
//Update cash/asset balance for seller and buyer
|
|
let totalAmount = cur_rate * quantity;
|
|
txQueries.push(updateBalance.add(seller_best.floID, floGlobals.currency, totalAmount));
|
|
txQueries.push(updateBalance.consume(buyer_best.floID, floGlobals.currency, totalAmount));
|
|
txQueries.push(updateBalance.consume(seller_best.floID, asset, quantity));
|
|
txQueries.push(updateBalance.add(buyer_best.floID, asset, quantity));
|
|
|
|
//Add SellChips to Buyer
|
|
txQueries.push(["INSERT INTO SellChips(floID, asset, base, quantity) VALUES (?)", [[buyer_best.floID, asset, cur_rate, quantity]]])
|
|
|
|
//Record transaction
|
|
let time = Date.now();
|
|
let hash = TRADE_HASH_PREFIX + Crypto.SHA256(JSON.stringify({
|
|
seller: seller_best.floID,
|
|
buyer: buyer_best.floID,
|
|
asset: asset,
|
|
quantity: quantity,
|
|
unitValue: cur_rate,
|
|
tx_time: time,
|
|
}));
|
|
txQueries.push([
|
|
"INSERT INTO TradeTransactions (seller, buyer, asset, quantity, unitValue, tx_time, txid) VALUES (?)",
|
|
[[seller_best.floID, buyer_best.floID, asset, quantity, cur_rate, new Date(time), hash]]
|
|
]);
|
|
|
|
return txQueries;
|
|
}
|
|
|
|
function beginAudit(sellerID, buyerID, asset, unit_price, quantity) {
|
|
return new Promise((resolve, reject) => {
|
|
auditBalance(sellerID, buyerID, asset).then(old_bal => resolve({
|
|
end: () => endAudit(sellerID, buyerID, asset, old_bal, unit_price, quantity)
|
|
})).catch(error => reject(error))
|
|
})
|
|
}
|
|
|
|
function endAudit(sellerID, buyerID, asset, old_bal, unit_price, quantity) {
|
|
auditBalance(sellerID, buyerID, asset).then(new_bal => {
|
|
DB.query("INSERT INTO AuditTrade (asset, quantity, unit_price, total_cost," +
|
|
" sellerID, seller_old_cash, seller_old_asset, seller_new_cash, seller_new_asset," +
|
|
" buyerID, buyer_old_cash, buyer_old_asset, buyer_new_cash, buyer_new_asset)" +
|
|
" Value (?)", [[
|
|
asset, quantity, unit_price, quantity * unit_price,
|
|
sellerID, old_bal[sellerID].cash, old_bal[sellerID].asset, new_bal[sellerID].cash, new_bal[sellerID].asset,
|
|
buyerID, old_bal[buyerID].cash, old_bal[buyerID].asset, new_bal[buyerID].cash, new_bal[buyerID].asset,
|
|
]]).then(_ => null).catch(error => console.error(error))
|
|
}).catch(error => console.error(error));
|
|
}
|
|
|
|
function auditBalance(sellerID, buyerID, asset) {
|
|
return new Promise((resolve, reject) => {
|
|
let balance = {
|
|
[sellerID]: {
|
|
cash: 0,
|
|
asset: 0
|
|
},
|
|
[buyerID]: {
|
|
cash: 0,
|
|
asset: 0
|
|
}
|
|
};
|
|
DB.query("SELECT floID, quantity, token FROM UserBalance WHERE floID IN (?) AND token IN (?)", [[sellerID, buyerID], [floGlobals.currency, asset]]).then(result => {
|
|
for (let i in result) {
|
|
if (result[i].token === floGlobals.currency)
|
|
balance[result[i].floID].cash = result[i].quantity;
|
|
else if (result[i].token === asset)
|
|
balance[result[i].floID].asset = result[i].quantity;
|
|
}
|
|
resolve(balance);
|
|
}).catch(error => reject(error))
|
|
})
|
|
}
|
|
|
|
module.exports = {
|
|
initiate: startCouplingForAsset,
|
|
stopAll: stopAllInstance,
|
|
updateBalance
|
|
} |