dappbundle/exchangemarket/src/coupling.js

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
}