Struct order_book::OrderBook

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pub struct OrderBook<T>where
    T: Config,{
    pub order_book_id: OrderBookId<AssetIdOf<T>, T::DEXId>,
    pub status: OrderBookStatus,
    pub last_order_id: T::OrderId,
    pub tick_size: OrderPrice,
    pub step_lot_size: OrderVolume,
    pub min_lot_size: OrderVolume,
    pub max_lot_size: OrderVolume,
}

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§order_book_id: OrderBookId<AssetIdOf<T>, T::DEXId>§status: OrderBookStatus§last_order_id: T::OrderId§tick_size: OrderPrice§step_lot_size: OrderVolume§min_lot_size: OrderVolume§max_lot_size: OrderVolume

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impl<T: Config + Sized> OrderBook<T>

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pub fn new( order_book_id: OrderBookId<AssetIdOf<T>, T::DEXId>, tick_size: OrderPrice, step_lot_size: OrderVolume, min_lot_size: OrderVolume, max_lot_size: OrderVolume ) -> Self

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pub fn default(order_book_id: OrderBookId<AssetIdOf<T>, T::DEXId>) -> Self

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pub fn default_indivisible( order_book_id: OrderBookId<AssetIdOf<T>, T::DEXId> ) -> Self

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pub fn next_order_id(&mut self) -> T::OrderId

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pub fn place_limit_order( &self, limit_order: LimitOrder<T>, data: &mut impl DataLayer<T> ) -> Result<(), DispatchError>

Tries to place the limit order and returns market input & deal input amounts. In some cases if the limit order crosses the spread, part or all of the amount could be converted into a market order and as a result, the deal input is not empty.

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pub fn cancel_limit_order( &self, limit_order: LimitOrder<T>, data: &mut impl DataLayer<T> ) -> Result<(), DispatchError>

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pub fn cancel_all_limit_orders( &self, data: &mut impl DataLayer<T> ) -> Result<usize, DispatchError>

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pub fn execute_market_order( &self, market_order: MarketOrder<T>, data: &mut impl DataLayer<T> ) -> Result<(OrderAmount, OrderAmount), DispatchError>

Executes market order and returns input & output amounts

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pub fn align_limit_orders( &self, data: &mut impl DataLayer<T> ) -> Result<(), DispatchError>

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pub fn calculate_market_order_impact( &self, market_order: MarketOrder<T>, data: &mut impl DataLayer<T> ) -> Result<MarketChange<T::AccountId, T::AssetId, T::DEXId, T::OrderId, LimitOrder<T>>, DispatchError>

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pub fn calculate_limit_order_impact( &self, limit_order: LimitOrder<T> ) -> Result<MarketChange<T::AccountId, T::AssetId, T::DEXId, T::OrderId, LimitOrder<T>>, DispatchError>

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pub fn calculate_cancelation_limit_order_impact( &self, limit_order: LimitOrder<T>, ignore_unschedule_error: bool ) -> Result<MarketChange<T::AccountId, T::AssetId, T::DEXId, T::OrderId, LimitOrder<T>>, DispatchError>

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pub fn calculate_cancelation_of_all_limit_orders_impact( &self, data: &mut impl DataLayer<T> ) -> Result<MarketChange<T::AccountId, T::AssetId, T::DEXId, T::OrderId, LimitOrder<T>>, DispatchError>

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pub fn calculate_align_limit_orders_impact( &self, data: &mut impl DataLayer<T> ) -> Result<MarketChange<T::AccountId, T::AssetId, T::DEXId, T::OrderId, LimitOrder<T>>, DispatchError>

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pub fn calculate_deal( &self, input_asset_id: &AssetIdOf<T>, output_asset_id: &AssetIdOf<T>, amount: QuoteAmount<Balance>, data: &mut impl DataLayer<T> ) -> Result<DealInfo<AssetIdOf<T>>, DispatchError>

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pub fn sum_market<'a>( &self, market_data: impl Iterator<Item = (&'a OrderPrice, &'a OrderVolume)>, depth_limit: Option<OrderAmount> ) -> Result<(OrderAmount, OrderAmount), DispatchError>

Summarizes and returns base and quote volumes of market depth. If depth_limit is defined, it counts the maximum possible base and quote volumes under the limit, Otherwise returns the sum of whole market depth.

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pub fn apply_market_change( &self, market_change: MarketChange<T::AccountId, T::AssetId, T::DEXId, T::OrderId, LimitOrder<T>>, data: &mut impl DataLayer<T> ) -> Result<(), DispatchError>

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pub fn get_direction( &self, input_asset_id: &AssetIdOf<T>, output_asset_id: &AssetIdOf<T> ) -> Result<PriceVariant, DispatchError>

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pub fn align_amount(&self, amount: OrderVolume) -> OrderVolume

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pub fn best_bid( &self, data: &mut impl DataLayer<T> ) -> Option<(OrderPrice, OrderVolume)>

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pub fn best_ask( &self, data: &mut impl DataLayer<T> ) -> Option<(OrderPrice, OrderVolume)>

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pub fn cross_spread<'a>( &self, limit_order: LimitOrder<T>, data: &mut impl DataLayer<T> ) -> Result<MarketChange<T::AccountId, T::AssetId, T::DEXId, T::OrderId, LimitOrder<T>>, DispatchError>

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pub fn calculate_market_depth_to_price<'a>( side: PriceVariant, price: OrderPrice, amount: OrderVolume, market_data: impl Iterator<Item = (&'a OrderPrice, &'a OrderVolume)> ) -> (OrderVolume, OrderVolume)

Calculates and returns the sum of limit orders up to the price or until the amount is reached and remaining amount if it is greater than the market volume.

Trait Implementations§

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impl<T> Clone for OrderBook<T>where T: Config + Clone, T::DEXId: Clone, T::OrderId: Clone,

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fn clone(&self) -> OrderBook<T>

Returns a copy of the value. Read more
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fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more
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impl<T> Debug for OrderBook<T>where T: Config + Debug, T::DEXId: Debug, T::OrderId: Debug,

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fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter. Read more
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impl<T> Decode for OrderBook<T>where T: Config, OrderBookId<AssetIdOf<T>, T::DEXId>: Decode, T::OrderId: Decode,

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fn decode<__CodecInputEdqy: Input>( __codec_input_edqy: &mut __CodecInputEdqy ) -> Result<Self, Error>

Attempt to deserialise the value from input.
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Attempt to deserialize the value from input into a pre-allocated piece of memory. Read more
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fn skip<I>(input: &mut I) -> Result<(), Error>where I: Input,

Attempt to skip the encoded value from input. Read more
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fn encoded_fixed_size() -> Option<usize>

Returns the fixed encoded size of the type. Read more
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impl<T> Encode for OrderBook<T>where T: Config, OrderBookId<AssetIdOf<T>, T::DEXId>: Encode, T::OrderId: Encode,

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fn size_hint(&self) -> usize

If possible give a hint of expected size of the encoding. Read more
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Convert self to a slice and append it to the destination.
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Convert self to an owned vector.
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Convert self to a slice and then invoke the given closure with it.
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fn encoded_size(&self) -> usize

Calculates the encoded size. Read more
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impl<T> MaxEncodedLen for OrderBook<T>where T: Config, OrderBookId<AssetIdOf<T>, T::DEXId>: MaxEncodedLen, T::OrderId: MaxEncodedLen,

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fn max_encoded_len() -> usize

Upper bound, in bytes, of the maximum encoded size of this item.
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impl<T> PartialEq<OrderBook<T>> for OrderBook<T>where T: Config + PartialEq, T::DEXId: PartialEq, T::OrderId: PartialEq,

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fn eq(&self, other: &OrderBook<T>) -> bool

This method tests for self and other values to be equal, and is used by ==.
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fn ne(&self, other: &Rhs) -> bool

This method tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.
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impl<T> TypeInfo for OrderBook<T>where T: Config + 'static, OrderBookId<AssetIdOf<T>, T::DEXId>: TypeInfo + 'static, T::OrderId: TypeInfo + 'static,

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type Identity = OrderBook<T>

The type identifying for which type info is provided. Read more
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fn type_info() -> Type

Returns the static type identifier for Self.
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impl<T> EncodeLike<OrderBook<T>> for OrderBook<T>where T: Config, OrderBookId<AssetIdOf<T>, T::DEXId>: Encode, T::OrderId: Encode,

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impl<T> Eq for OrderBook<T>where T: Config + Eq, T::DEXId: Eq, T::OrderId: Eq,

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impl<T> StructuralEq for OrderBook<T>where T: Config,

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impl<T> StructuralPartialEq for OrderBook<T>where T: Config,

Auto Trait Implementations§

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impl<T> RefUnwindSafe for OrderBook<T>where <T as Config>::AssetId: RefUnwindSafe, <T as Config>::DEXId: RefUnwindSafe, <T as Config>::OrderId: RefUnwindSafe,

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impl<T> Send for OrderBook<T>where <T as Config>::DEXId: Send,

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impl<T> Sync for OrderBook<T>where <T as Config>::DEXId: Sync,

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impl<T> Unpin for OrderBook<T>where <T as Config>::AssetId: Unpin, <T as Config>::DEXId: Unpin, <T as Config>::OrderId: Unpin,

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impl<T> UnwindSafe for OrderBook<T>where <T as Config>::AssetId: UnwindSafe, <T as Config>::DEXId: UnwindSafe, <T as Config>::OrderId: UnwindSafe,

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impl<T> MaybeRefUnwindSafe for Twhere T: RefUnwindSafe,

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impl<T> Member for Twhere T: Send + Sync + Debug + Eq + PartialEq<T> + Clone + 'static,

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impl<T> Parameter for Twhere T: Codec + EncodeLike<T> + Clone + Eq + Debug + TypeInfo,

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impl<T> StaticTypeInfo for Twhere T: TypeInfo + 'static,