Documentation
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Index ¶
- type EpochQueue
- func (eq *EpochQueue) Enqueue(note *msgjson.EpochOrderNote) error
- func (eq *EpochQueue) Exists(oid order.OrderID) bool
- func (eq *EpochQueue) GenerateMatchProof(preimages []order.Preimage, misses []order.OrderID) (msgjson.Bytes, msgjson.Bytes, error)
- func (eq *EpochQueue) Orders() (orders []*Order)
- func (eq *EpochQueue) Size() int
- type Order
- type OrderBook
- func (ob *OrderBook) BestNOrders(n int, side uint8) ([]*Order, bool, error)
- func (ob *OrderBook) Book(note *msgjson.BookOrderNote) error
- func (ob *OrderBook) Enqueue(note *msgjson.EpochOrderNote) error
- func (ob *OrderBook) MidGap() (uint64, error)
- func (ob *OrderBook) Orders() ([]*Order, []*Order, []*Order)
- func (ob *OrderBook) Reset(snapshot *msgjson.OrderBook) error
- func (ob *OrderBook) Sync(snapshot *msgjson.OrderBook) error
- func (ob *OrderBook) Unbook(note *msgjson.UnbookOrderNote) error
- func (ob *OrderBook) UpdateRemaining(note *msgjson.UpdateRemainingNote) error
- func (ob *OrderBook) ValidateMatchProof(note msgjson.MatchProofNote) error
- type RemoteOrderBook
Constants ¶
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Variables ¶
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Functions ¶
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Types ¶
type EpochQueue ¶
type EpochQueue struct {
// contains filtered or unexported fields
}
EpochQueue represents a client epoch queue.
func (*EpochQueue) Enqueue ¶
func (eq *EpochQueue) Enqueue(note *msgjson.EpochOrderNote) error
Enqueue appends the provided order note to the epoch queue.
func (*EpochQueue) Exists ¶
func (eq *EpochQueue) Exists(oid order.OrderID) bool
Exists checks if the provided order id is in the queue.
func (*EpochQueue) GenerateMatchProof ¶
func (eq *EpochQueue) GenerateMatchProof(preimages []order.Preimage, misses []order.OrderID) (msgjson.Bytes, msgjson.Bytes, error)
GenerateMatchProof calculates the sorting seed used in order matching as well as the commitment checksum from the provided epoch queue preimages and misses.
The epoch queue needs to be reset if there are preimage mismatches or non-existent orders for preimage errors.
func (*EpochQueue) Orders ¶
func (eq *EpochQueue) Orders() (orders []*Order)
Orders returns the epoch queue as a []*Order.
func (*EpochQueue) Size ¶
func (eq *EpochQueue) Size() int
Size returns the number of entries in the epoch queue.
type Order ¶
type Order struct {
OrderID order.OrderID
Side uint8
Quantity uint64
Rate uint64
Time uint64
// Epoch is only used in the epoch queue, otherwise it is ignored.
Epoch uint64
}
Order represents an ask or bid.
type OrderBook ¶
type OrderBook struct {
// contains filtered or unexported fields
}
OrderBook represents a client tracked order book.
func NewOrderBook ¶
NewOrderBook creates a new order book.
func (*OrderBook) BestNOrders ¶
BestNOrders returns the best n orders from the provided side.
func (*OrderBook) Book ¶
func (ob *OrderBook) Book(note *msgjson.BookOrderNote) error
Book adds a new order to the order book.
func (*OrderBook) Enqueue ¶
func (ob *OrderBook) Enqueue(note *msgjson.EpochOrderNote) error
Enqueue appends the provided order note to the corresponding epoch's queue.
func (*OrderBook) MidGap ¶
MidGap returns the mid-gap price for the market. If one market side is empty the bets rate from the other side will be used. If both sides are empty, an error will be returned.
func (*OrderBook) Orders ¶
Orders is the full order book, as slices of sorted buys and sells, and unsorted epoch orders in the current epoch.
func (*OrderBook) Reset ¶
Reset forcibly updates a client tracked order book with an order book snapshot. This resets the sequence. TODO: eliminate this and half of the mutexes!
func (*OrderBook) Sync ¶
Sync updates a client tracked order book with an order book snapshot. It is an error if the the OrderBook is already synced.
func (*OrderBook) Unbook ¶
func (ob *OrderBook) Unbook(note *msgjson.UnbookOrderNote) error
Unbook removes an order from the order book.
func (*OrderBook) UpdateRemaining ¶
func (ob *OrderBook) UpdateRemaining(note *msgjson.UpdateRemainingNote) error
UpdateRemaining updates the remaining quantity of a booked order.
func (*OrderBook) ValidateMatchProof ¶
func (ob *OrderBook) ValidateMatchProof(note msgjson.MatchProofNote) error
ValidateMatchProof ensures the match proof data provided is correct by comparing it to a locally generated proof from the same epoch queue.
type RemoteOrderBook ¶
type RemoteOrderBook interface {
// Sync instantiates a client tracked order book with the
// current order book snapshot.
Sync(*msgjson.OrderBook)
// Book adds a new order to the order book.
Book(*msgjson.BookOrderNote)
// Unbook removes an order from the order book.
Unbook(*msgjson.UnbookOrderNote) error
}
RemoteOrderBook defines the functions a client tracked order book must implement.
Source Files