Struct order_book::OrderBook

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,
}

Fields

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

Implementations

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

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

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

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

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

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.

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

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

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

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

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>

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

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>

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>

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>

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>

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.

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>

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

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

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

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

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>

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

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

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

Returns a copy of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

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

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

Formats the value using the given formatter.

impl<T> Decode for OrderBook<T>where T: Config, OrderBookId<AssetIdOf<T>, T::DEXId>: Decode, T::OrderId: Decode,

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

Attempt to deserialise the value from input.

fn decode_into<I>( input: &mut I, dst: &mut MaybeUninit<Self> ) -> Result<DecodeFinished, Error>where I: Input,

Attempt to deserialize the value from input into a pre-allocated piece of memory.

fn skip<I>(input: &mut I) -> Result<(), Error>where I: Input,

Attempt to skip the encoded value from input.

fn encoded_fixed_size() -> Option<usize>

Returns the fixed encoded size of the type.

impl<T> Encode for OrderBook<T>where T: Config, OrderBookId<AssetIdOf<T>, T::DEXId>: Encode, T::OrderId: Encode,

fn size_hint(&self) -> usize

If possible give a hint of expected size of the encoding.

fn encode_to<__CodecOutputEdqy: Output + ?Sized>( &self, __codec_dest_edqy: &mut __CodecOutputEdqy )

Convert self to a slice and append it to the destination.

fn encode(&self) -> Vec<u8, Global>

Convert self to an owned vector.

fn using_encoded<R, F>(&self, f: F) -> Rwhere F: FnOnce(&[u8]) -> R,

Convert self to a slice and then invoke the given closure with it.

fn encoded_size(&self) -> usize

Calculates the encoded size.

impl<T> MaxEncodedLen for OrderBook<T>where T: Config, OrderBookId<AssetIdOf<T>, T::DEXId>: MaxEncodedLen, T::OrderId: MaxEncodedLen,

fn max_encoded_len() -> usize

Upper bound, in bytes, of the maximum encoded size of this item.

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

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

This method tests for self and other values to be equal, and is used by ==.

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.

impl<T> TypeInfo for OrderBook<T>where T: Config + 'static, OrderBookId<AssetIdOf<T>, T::DEXId>: TypeInfo + 'static, T::OrderId: TypeInfo + 'static,

type Identity = OrderBook<T>

The type identifying for which type info is provided.

fn type_info() -> Type

Returns the static type identifier for Self.

impl<T> EncodeLike<OrderBook<T>> for OrderBook<T>where T: Config, OrderBookId<AssetIdOf<T>, T::DEXId>: Encode, T::OrderId: Encode,

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

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

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