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use crate::Config;
use common::{balance, AssetInfoProvider, Balance, PriceVariant};
use frame_support::pallet_prelude::*;
use frame_support::sp_runtime::traits::Zero;
use frame_support::traits::Time;
use frame_system::pallet_prelude::*;
use order_book::DataLayer;
use order_book::{MomentOf, OrderBook, OrderBookId};
use order_book::{OrderPrice, OrderVolume};
use sp_std::prelude::*;
#[derive(Encode, Decode, Clone, PartialEq, Eq, scale_info::TypeInfo)]
#[cfg_attr(feature = "std", derive(Debug))]
pub struct OrderBookFillSettings<Moment> {
pub best_bid_price: order_book::types::OrderPrice,
pub best_ask_price: order_book::types::OrderPrice,
pub lifespan: Option<Moment>,
}
pub fn create_multiple_empty_unchecked<T: Config>(
who: &T::AccountId,
order_book_ids: Vec<OrderBookId<T::AssetId, T::DEXId>>,
) -> Result<(), DispatchError> {
let to_create_ids: Vec<_> = order_book_ids
.into_iter()
.filter(|id| !<order_book::OrderBooks<T>>::contains_key(id))
.collect();
for order_book_id in &to_create_ids {
if !trading_pair::Pallet::<T>::is_trading_pair_enabled(
&order_book_id.dex_id,
&order_book_id.quote.into(),
&order_book_id.base.into(),
)? {
trading_pair::Pallet::<T>::register_pair(
order_book_id.dex_id,
order_book_id.quote.into(),
order_book_id.base.into(),
)?;
}
if <T as Config>::AssetInfoProvider::is_non_divisible(&order_book_id.base)
&& <T as Config>::AssetInfoProvider::total_balance(&order_book_id.base, &who)?
== Balance::zero()
{
assets::Pallet::<T>::mint_unchecked(&order_book_id.base, &who, 1)?;
}
order_book::Pallet::<T>::verify_create_orderbook_params(who, &order_book_id)?;
}
for order_book_id in to_create_ids {
order_book::Pallet::<T>::create_orderbook_unchecked(&order_book_id)?;
}
Ok(())
}
pub fn fill_multiple_empty_unchecked<T: Config>(
bids_owner: T::AccountId,
asks_owner: T::AccountId,
fill_settings: Vec<(
OrderBookId<T::AssetId, T::DEXId>,
OrderBookFillSettings<MomentOf<T>>,
)>,
) -> Result<(), DispatchError> {
let now = <T as order_book::Config>::Time::now();
let buy_orders_steps = [
(0, OrderVolume::divisible(balance!(168.5))),
(1, OrderVolume::divisible(balance!(95.2))),
(1, OrderVolume::divisible(balance!(44.7))),
(3, OrderVolume::divisible(balance!(56.4))),
(3, OrderVolume::divisible(balance!(89.9))),
(3, OrderVolume::divisible(balance!(115))),
];
let sell_orders_steps = [
(0, OrderVolume::divisible(balance!(176.3))),
(1, OrderVolume::divisible(balance!(85.4))),
(1, OrderVolume::divisible(balance!(93.2))),
(3, OrderVolume::divisible(balance!(36.6))),
(3, OrderVolume::divisible(balance!(205.5))),
(3, OrderVolume::divisible(balance!(13.7))),
];
let mut data = order_book::cache_data_layer::CacheDataLayer::<T>::new();
for (order_book_id, settings) in fill_settings {
fill_order_book(
&mut data,
order_book_id,
asks_owner.clone(),
bids_owner.clone(),
buy_orders_steps.into_iter(),
sell_orders_steps.into_iter(),
settings,
now,
)?;
}
data.commit();
Ok(())
}
fn fill_order_book<T: Config>(
data: &mut impl DataLayer<T>,
book_id: OrderBookId<T::AssetId, T::DEXId>,
asks_owner: T::AccountId,
bids_owner: T::AccountId,
buy_orders_steps: impl Iterator<Item = (u128, OrderVolume)>,
sell_orders_steps: impl Iterator<Item = (u128, OrderVolume)>,
settings: OrderBookFillSettings<MomentOf<T>>,
now: MomentOf<T>,
) -> Result<(), DispatchError> {
let current_block = frame_system::Pallet::<T>::block_number();
let lifespan = settings
.lifespan
.unwrap_or(<T as order_book::Config>::MAX_ORDER_LIFESPAN);
let mut order_book = <order_book::OrderBooks<T>>::get(book_id)
.ok_or(crate::Error::<T>::CannotFillUnknownOrderBook)?;
let buy_orders: Vec<_> = buy_orders_steps
.map(|(price_steps, base)| {
(
settings.best_bid_price
- OrderPrice::divisible(price_steps * (*order_book.tick_size.balance())),
order_book.align_amount(base + order_book.step_lot_size),
)
})
.collect();
let sell_orders: Vec<_> = sell_orders_steps
.map(|(price_steps, base)| {
(
settings.best_ask_price
+ OrderPrice::divisible(price_steps * (*order_book.tick_size.balance())),
order_book.align_amount(base + order_book.step_lot_size),
)
})
.collect();
let buy_quote_locked: Balance = buy_orders
.iter()
.map(|(quote, base)| *(*quote * (*base)).balance())
.sum();
let sell_base_locked: Balance = sell_orders.iter().map(|(_, base)| *base.balance()).sum();
assets::Pallet::<T>::mint_unchecked(&book_id.quote, &bids_owner, buy_quote_locked)?;
assets::Pallet::<T>::mint_unchecked(&book_id.base, &asks_owner, sell_base_locked)?;
place_multiple_orders(
data,
&mut order_book,
bids_owner.clone(),
PriceVariant::Buy,
buy_orders.into_iter(),
now,
lifespan,
current_block,
)?;
place_multiple_orders(
data,
&mut order_book,
asks_owner.clone(),
PriceVariant::Sell,
sell_orders.into_iter(),
now,
lifespan,
current_block,
)?;
<order_book::OrderBooks<T>>::set(book_id, Some(order_book));
Ok(())
}
fn place_multiple_orders<T: Config>(
data: &mut impl DataLayer<T>,
book: &mut OrderBook<T>,
owner: T::AccountId,
side: PriceVariant,
orders: impl Iterator<Item = (OrderPrice, OrderVolume)>,
time: MomentOf<T>,
lifespan: MomentOf<T>,
current_block: BlockNumberFor<T>,
) -> Result<(), DispatchError> {
for (price, amount) in orders {
let order_id = book.next_order_id();
let order = order_book::LimitOrder::<T>::new(
order_id,
owner.clone(),
side,
price,
amount,
time,
lifespan,
current_block,
);
book.place_limit_order(order, data)?;
}
Ok(())
}