Example #1
0
def parse (db, tx, message):
    cursor = db.cursor()

    # Unpack message.
    try:
        if len(message) != LENGTH:
            raise exceptions.UnpackError
        tx0_hash_bytes, tx1_hash_bytes = struct.unpack(FORMAT, message)
        tx0_hash, tx1_hash = binascii.hexlify(tx0_hash_bytes).decode('utf-8'), binascii.hexlify(tx1_hash_bytes).decode('utf-8')
        order_match_id = util.make_id(tx0_hash, tx1_hash)
        status = 'valid'
    except (exceptions.UnpackError, struct.error) as e:
        tx0_hash, tx1_hash, order_match_id = None, None, None
        status = 'invalid: could not unpack'

    if status == 'valid':
        destination, btc_quantity, escrowed_asset, escrowed_quantity, order_match, problems = validate(db, tx['source'], order_match_id, tx['block_index'])
        if problems:
            order_match = None
            status = 'invalid: ' + '; '.join(problems)

    if status == 'valid':
        # BTC must be paid all at once.
        if tx['btc_amount'] >= btc_quantity:

            # Credit source address for the currency that he bought with the bitcoins.
            util.credit(db, tx['source'], escrowed_asset, escrowed_quantity, action='btcpay', event=tx['tx_hash'])
            status = 'valid'

            # Update order match.
            bindings = {
                'status': 'completed',
                'order_match_id': order_match_id
            }
            sql='update order_matches set status = :status where id = :order_match_id'
            cursor.execute(sql, bindings)
            log.message(db, tx['block_index'], 'update', 'order_matches', bindings)

    # Add parsed transaction to message-type–specific table.
    bindings = {
        'tx_index': tx['tx_index'],
        'tx_hash': tx['tx_hash'],
        'block_index': tx['block_index'],
        'source': tx['source'],
        'destination': tx['destination'],
        'btc_amount': tx['btc_amount'],
        'order_match_id': order_match_id,
        'status': status,
    }
    if "integer overflow" not in status:
        sql = 'insert into btcpays values(:tx_index, :tx_hash, :block_index, :source, :destination, :btc_amount, :order_match_id, :status)'
        cursor.execute(sql, bindings)
    else:
        logger.warn("Not storing [btcpay] tx [%s]: %s" % (tx['tx_hash'], status))
        logger.debug("Bindings: %s" % (json.dumps(bindings), ))


    cursor.close()
Example #2
0
def match(db, tx):

    cursor = db.cursor()

    # Get bet in question.
    bets = list(
        cursor.execute(
            '''SELECT * FROM bets\
                                  WHERE (tx_index = ? AND status = ?)''',
            (tx['tx_index'], 'open')))
    if not bets:
        cursor.close()
        return
    else:
        assert len(bets) == 1
    tx1 = bets[0]

    # Get counterbet_type.
    if tx1['bet_type'] % 2: counterbet_type = tx1['bet_type'] - 1
    else: counterbet_type = tx1['bet_type'] + 1

    feed_address = tx1['feed_address']

    cursor.execute(
        '''SELECT * FROM bets\
                             WHERE (feed_address=? AND status=? AND bet_type=?)''',
        (tx1['feed_address'], 'open', counterbet_type))
    tx1_wager_remaining = tx1['wager_remaining']
    tx1_counterwager_remaining = tx1['counterwager_remaining']
    bet_matches = cursor.fetchall()
    if tx['block_index'] > 284500 or config.TESTNET or config.REGTEST:  # Protocol change.
        sorted(bet_matches,
               key=lambda x: x['tx_index'])  # Sort by tx index second.
        sorted(bet_matches,
               key=lambda x: util.price(x['wager_quantity'], x[
                   'counterwager_quantity']))  # Sort by price first.

    tx1_status = tx1['status']
    for tx0 in bet_matches:
        if tx1_status != 'open': break

        logger.debug('Considering: ' + tx0['tx_hash'])
        tx0_wager_remaining = tx0['wager_remaining']
        tx0_counterwager_remaining = tx0['counterwager_remaining']

        # Bet types must be opposite.
        if counterbet_type != tx0['bet_type']:
            logger.debug('Skipping: bet types disagree.')
            continue

        # Leverages must agree exactly
        if tx0['leverage'] != tx1['leverage']:
            logger.debug('Skipping: leverages disagree.')
            continue

        # Target values must agree exactly.
        if tx0['target_value'] != tx1['target_value']:
            logger.debug('Skipping: target values disagree.')
            continue

        # Fee fractions must agree exactly.
        if tx0['fee_fraction_int'] != tx1['fee_fraction_int']:
            logger.debug('Skipping: fee fractions disagree.')
            continue

        # Deadlines must agree exactly.
        if tx0['deadline'] != tx1['deadline']:
            logger.debug('Skipping: deadlines disagree.')
            continue

        # If the odds agree, make the trade. The found order sets the odds,
        # and they trade as much as they can.
        tx0_odds = util.price(tx0['wager_quantity'],
                              tx0['counterwager_quantity'])
        tx0_inverse_odds = util.price(tx0['counterwager_quantity'],
                                      tx0['wager_quantity'])
        tx1_odds = util.price(tx1['wager_quantity'],
                              tx1['counterwager_quantity'])

        if tx['block_index'] < 286000:
            tx0_inverse_odds = util.price(1, tx0_odds)  # Protocol change.

        logger.debug('Tx0 Inverse Odds: {}; Tx1 Odds: {}'.format(
            float(tx0_inverse_odds), float(tx1_odds)))
        if tx0_inverse_odds > tx1_odds:
            logger.debug('Skipping: price mismatch.')
        else:
            logger.debug('Potential forward quantities: {}, {}'.format(
                tx0_wager_remaining,
                int(util.price(tx1_wager_remaining, tx1_odds))))
            forward_quantity = int(
                min(tx0_wager_remaining,
                    int(util.price(tx1_wager_remaining, tx1_odds))))
            logger.debug('Forward Quantity: {}'.format(forward_quantity))
            backward_quantity = round(forward_quantity / tx0_odds)
            logger.debug('Backward Quantity: {}'.format(backward_quantity))

            if not forward_quantity:
                logger.debug('Skipping: zero forward quantity.')
                continue
            if tx1['block_index'] >= 286500 or config.TESTNET or config.REGTEST:  # Protocol change.
                if not backward_quantity:
                    logger.debug('Skipping: zero backward quantity.')
                    continue

            bet_match_id = util.make_id(tx0['tx_hash'], tx1['tx_hash'])

            # Debit the order.
            # Counterwager remainings may be negative.
            tx0_wager_remaining = tx0_wager_remaining - forward_quantity
            tx0_counterwager_remaining = tx0_counterwager_remaining - backward_quantity
            tx1_wager_remaining = tx1_wager_remaining - backward_quantity
            tx1_counterwager_remaining = tx1_counterwager_remaining - forward_quantity

            # tx0
            tx0_status = 'open'
            if tx0_wager_remaining <= 0 or tx0_counterwager_remaining <= 0:
                # Fill order, and recredit give_remaining.
                tx0_status = 'filled'
                util.credit(db,
                            tx0['source'],
                            config.XCP,
                            tx0_wager_remaining,
                            event=tx1['tx_hash'],
                            action='filled')
            bindings = {
                'wager_remaining': tx0_wager_remaining,
                'counterwager_remaining': tx0_counterwager_remaining,
                'status': tx0_status,
                'tx_hash': tx0['tx_hash']
            }
            sql = 'update bets set wager_remaining = :wager_remaining, counterwager_remaining = :counterwager_remaining, status = :status where tx_hash = :tx_hash'
            cursor.execute(sql, bindings)
            log.message(db, tx['block_index'], 'update', 'bets', bindings)

            if tx1['block_index'] >= 292000 or config.TESTNET or config.REGTEST:  # Protocol change
                if tx1_wager_remaining <= 0 or tx1_counterwager_remaining <= 0:
                    # Fill order, and recredit give_remaining.
                    tx1_status = 'filled'
                    util.credit(db,
                                tx1['source'],
                                config.XCP,
                                tx1_wager_remaining,
                                event=tx1['tx_hash'],
                                action='filled')
            # tx1
            bindings = {
                'wager_remaining': tx1_wager_remaining,
                'counterwager_remaining': tx1_counterwager_remaining,
                'status': tx1_status,
                'tx_hash': tx1['tx_hash']
            }
            sql = 'update bets set wager_remaining = :wager_remaining, counterwager_remaining = :counterwager_remaining, status = :status where tx_hash = :tx_hash'
            cursor.execute(sql, bindings)
            log.message(db, tx['block_index'], 'update', 'bets', bindings)

            # Get last value of feed.
            broadcasts = list(
                cursor.execute(
                    '''SELECT * FROM broadcasts WHERE (status = ? AND source = ?) ORDER BY tx_index ASC''',
                    ('valid', feed_address)))
            initial_value = broadcasts[-1]['value']

            # Record bet fulfillment.
            bindings = {
                'id': util.make_id(tx0['tx_hash'], tx['tx_hash']),
                'tx0_index': tx0['tx_index'],
                'tx0_hash': tx0['tx_hash'],
                'tx0_address': tx0['source'],
                'tx1_index': tx1['tx_index'],
                'tx1_hash': tx1['tx_hash'],
                'tx1_address': tx1['source'],
                'tx0_bet_type': tx0['bet_type'],
                'tx1_bet_type': tx1['bet_type'],
                'feed_address': tx1['feed_address'],
                'initial_value': initial_value,
                'deadline': tx1['deadline'],
                'target_value': tx1['target_value'],
                'leverage': tx1['leverage'],
                'forward_quantity': forward_quantity,
                'backward_quantity': backward_quantity,
                'tx0_block_index': tx0['block_index'],
                'tx1_block_index': tx1['block_index'],
                'block_index': max(tx0['block_index'], tx1['block_index']),
                'tx0_expiration': tx0['expiration'],
                'tx1_expiration': tx1['expiration'],
                'match_expire_index': min(tx0['expire_index'],
                                          tx1['expire_index']),
                'fee_fraction_int': tx1['fee_fraction_int'],
                'status': 'pending',
            }
            sql = 'insert into bet_matches values(:id, :tx0_index, :tx0_hash, :tx0_address, :tx1_index, :tx1_hash, :tx1_address, :tx0_bet_type, :tx1_bet_type, :feed_address, :initial_value, :deadline, :target_value, :leverage, :forward_quantity, :backward_quantity, :tx0_block_index, :tx1_block_index, :block_index, :tx0_expiration, :tx1_expiration, :match_expire_index, :fee_fraction_int, :status)'
            cursor.execute(sql, bindings)

    cursor.close()
    return
Example #3
0
def parse (db, tx, message):
    cursor = db.cursor()

    # Unpack message.
    try:
        if len(message) - LENGTH <= 52:
            curr_format = FORMAT + '{}p'.format(len(message) - LENGTH)
        else:
            curr_format = FORMAT + '{}s'.format(len(message) - LENGTH)
        timestamp, value, fee_fraction_int, text = struct.unpack(curr_format, message)

        try:
            text = text.decode('utf-8')
        except UnicodeDecodeError:
            text = ''
        status = 'valid'
    except (struct.error) as e:
        timestamp, value, fee_fraction_int, text = 0, None, 0, None
        status = 'invalid: could not unpack'

    if status == 'valid':
        # For SQLite3
        timestamp = min(timestamp, config.MAX_INT)
        value = min(value, config.MAX_INT)

        problems = validate(db, tx['source'], timestamp, value, fee_fraction_int, text, tx['block_index'])
        if problems: status = 'invalid: ' + '; '.join(problems)

    # Lock?
    lock = False
    if text and text.lower() == 'lock':
        lock = True
        timestamp, value, fee_fraction_int, text = 0, None, None, None
    else:
        lock = False

    # Add parsed transaction to message-type–specific table.
    bindings = {
        'tx_index': tx['tx_index'],
        'tx_hash': tx['tx_hash'],
        'block_index': tx['block_index'],
        'source': tx['source'],
        'timestamp': timestamp,
        'value': value,
        'fee_fraction_int': fee_fraction_int,
        'text': text,
        'locked': lock,
        'status': status,
    }
    sql='insert into broadcasts values(:tx_index, :tx_hash, :block_index, :source, :timestamp, :value, :fee_fraction_int, :text, :locked, :status)'
    cursor.execute(sql, bindings)

    # Negative values (default to ignore).
    if value == None or value < 0:
        # Cancel Open Bets?
        if value == -2:
            cursor.execute('''SELECT * FROM bets \
                              WHERE (status = ? AND feed_address = ?)''',
                           ('open', tx['source']))
            for i in list(cursor):
                bet.cancel_bet(db, i, 'dropped', tx['block_index'])
        # Cancel Pending Bet Matches?
        if value == -3:
            cursor.execute('''SELECT * FROM bet_matches \
                              WHERE (status = ? AND feed_address = ?)''',
                           ('pending', tx['source']))
            for bet_match in list(cursor):
                bet.cancel_bet_match(db, bet_match, 'dropped', tx['block_index'])
        cursor.close()
        return

    # Handle bet matches that use this feed.
    cursor.execute('''SELECT * FROM bet_matches \
                      WHERE (status=? AND feed_address=?)
                      ORDER BY tx1_index ASC, tx0_index ASC''',
                   ('pending', tx['source']))
    for bet_match in cursor.fetchall():
        if util.enabled('max_fee_fraction'):
            if status != 'valid':
                break

        broadcast_bet_match_cursor = db.cursor()
        bet_match_id = util.make_id(bet_match['tx0_hash'], bet_match['tx1_hash'])
        bet_match_status = None

        # Calculate total funds held in escrow and total fee to be paid if
        # the bet match is settled. Escrow less fee is amount to be paid back
        # to betters.
        total_escrow = bet_match['forward_quantity'] + bet_match['backward_quantity']
        fee_fraction = fee_fraction_int / config.UNIT
        fee = int(fee_fraction * total_escrow)              # Truncate.
        escrow_less_fee = total_escrow - fee

        # Get known bet match type IDs.
        cfd_type_id = util.BET_TYPE_ID['BullCFD'] + util.BET_TYPE_ID['BearCFD']
        equal_type_id = util.BET_TYPE_ID['Equal'] + util.BET_TYPE_ID['NotEqual']

        # Get the bet match type ID of this bet match.
        bet_match_type_id = bet_match['tx0_bet_type'] + bet_match['tx1_bet_type']

        # Contract for difference, with determinate settlement date.
        if bet_match_type_id == cfd_type_id:

            # Recognise tx0, tx1 as the bull, bear (in the right direction).
            if bet_match['tx0_bet_type'] < bet_match['tx1_bet_type']:
                bull_address = bet_match['tx0_address']
                bear_address = bet_match['tx1_address']
                bull_escrow = bet_match['forward_quantity']
                bear_escrow = bet_match['backward_quantity']
            else:
                bull_address = bet_match['tx1_address']
                bear_address = bet_match['tx0_address']
                bull_escrow = bet_match['backward_quantity']
                bear_escrow = bet_match['forward_quantity']

            leverage = Fraction(bet_match['leverage'], 5040)
            initial_value = bet_match['initial_value']

            bear_credit = bear_escrow - (value - initial_value) * leverage * config.UNIT
            bull_credit = escrow_less_fee - bear_credit
            bear_credit = round(bear_credit)
            bull_credit = round(bull_credit)

            # Liquidate, as necessary.
            if bull_credit >= escrow_less_fee or bull_credit <= 0:
                if bull_credit >= escrow_less_fee:
                    bull_credit = escrow_less_fee
                    bear_credit = 0
                    bet_match_status = 'settled: liquidated for bull'
                    util.credit(db, bull_address, config.XCP, bull_credit, action='bet {}'.format(bet_match_status), event=tx['tx_hash'])
                elif bull_credit <= 0:
                    bull_credit = 0
                    bear_credit = escrow_less_fee
                    bet_match_status = 'settled: liquidated for bear'
                    util.credit(db, bear_address, config.XCP, bear_credit, action='bet {}'.format(bet_match_status), event=tx['tx_hash'])

                # Pay fee to feed.
                util.credit(db, bet_match['feed_address'], config.XCP, fee, action='feed fee', event=tx['tx_hash'])

                # For logging purposes.
                bindings = {
                    'bet_match_id': bet_match_id,
                    'bet_match_type_id': bet_match_type_id,
                    'block_index': tx['block_index'],
                    'settled': False,
                    'bull_credit': bull_credit,
                    'bear_credit': bear_credit,
                    'winner': None,
                    'escrow_less_fee': None,
                    'fee': fee
                }
                sql='insert into bet_match_resolutions values(:bet_match_id, :bet_match_type_id, :block_index, :settled, :bull_credit, :bear_credit, :winner, :escrow_less_fee, :fee)'
                cursor.execute(sql, bindings)

            # Settle (if not liquidated).
            elif timestamp >= bet_match['deadline']:
                bet_match_status = 'settled'

                util.credit(db, bull_address, config.XCP, bull_credit, action='bet {}'.format(bet_match_status), event=tx['tx_hash'])
                util.credit(db, bear_address, config.XCP, bear_credit, action='bet {}'.format(bet_match_status), event=tx['tx_hash'])

                # Pay fee to feed.
                util.credit(db, bet_match['feed_address'], config.XCP, fee, action='feed fee', event=tx['tx_hash'])

                # For logging purposes.
                bindings = {
                    'bet_match_id': bet_match_id,
                    'bet_match_type_id': bet_match_type_id,
                    'block_index': tx['block_index'],
                    'settled': True,
                    'bull_credit': bull_credit,
                    'bear_credit': bear_credit,
                    'winner': None,
                    'escrow_less_fee': None,
                    'fee': fee
                }
                sql='insert into bet_match_resolutions values(:bet_match_id, :bet_match_type_id, :block_index, :settled, :bull_credit, :bear_credit, :winner, :escrow_less_fee, :fee)'
                cursor.execute(sql, bindings)

        # Equal[/NotEqual] bet.
        elif bet_match_type_id == equal_type_id and timestamp >= bet_match['deadline']:

            # Recognise tx0, tx1 as the bull, bear (in the right direction).
            if bet_match['tx0_bet_type'] < bet_match['tx1_bet_type']:
                equal_address = bet_match['tx0_address']
                notequal_address = bet_match['tx1_address']
            else:
                equal_address = bet_match['tx1_address']
                notequal_address = bet_match['tx0_address']

            # Decide who won, and credit appropriately.
            if value == bet_match['target_value']:
                winner = 'Equal'
                bet_match_status = 'settled: for equal'
                util.credit(db, equal_address, config.XCP, escrow_less_fee, action='bet {}'.format(bet_match_status), event=tx['tx_hash'])
            else:
                winner = 'NotEqual'
                bet_match_status = 'settled: for notequal'
                util.credit(db, notequal_address, config.XCP, escrow_less_fee, action='bet {}'.format(bet_match_status), event=tx['tx_hash'])

            # Pay fee to feed.
            util.credit(db, bet_match['feed_address'], config.XCP, fee, action='feed fee', event=tx['tx_hash'])

            # For logging purposes.
            bindings = {
                'bet_match_id': bet_match_id,
                'bet_match_type_id': bet_match_type_id,
                'block_index': tx['block_index'],
                'settled': None,
                'bull_credit': None,
                'bear_credit': None,
                'winner': winner,
                'escrow_less_fee': escrow_less_fee,
                'fee': fee
            }
            sql='insert into bet_match_resolutions values(:bet_match_id, :bet_match_type_id, :block_index, :settled, :bull_credit, :bear_credit, :winner, :escrow_less_fee, :fee)'
            cursor.execute(sql, bindings)

        # Update the bet match’s status.
        if bet_match_status:
            bindings = {
                'status': bet_match_status,
                'bet_match_id': util.make_id(bet_match['tx0_hash'], bet_match['tx1_hash'])
            }
            sql='update bet_matches set status = :status where id = :bet_match_id'
            cursor.execute(sql, bindings)
            log.message(db, tx['block_index'], 'update', 'bet_matches', bindings)

        broadcast_bet_match_cursor.close()

    cursor.close()
def match (db, tx, block_index=None):

    cursor = db.cursor()

    # Get order in question.
    orders = list(cursor.execute('''SELECT * FROM orders\
                                    WHERE (tx_index = ? AND status = ?)''', (tx['tx_index'], 'open')))
    if not orders:
        cursor.close()
        return
    else:
        assert len(orders) == 1
    tx1 = orders[0]

    cursor.execute('''SELECT * FROM orders \
                      WHERE (give_asset=? AND get_asset=? AND status=? AND tx_hash != ?)''',
                   (tx1['get_asset'], tx1['give_asset'], 'open', tx1['tx_hash']))

    tx1_give_remaining = tx1['give_remaining']
    tx1_get_remaining = tx1['get_remaining']

    order_matches = cursor.fetchall()
    if tx['block_index'] > 284500 or config.TESTNET:  # Protocol change.
        order_matches = sorted(order_matches, key=lambda x: x['tx_index'])                              # Sort by tx index second.
        order_matches = sorted(order_matches, key=lambda x: util.price(x['get_quantity'], x['give_quantity']))   # Sort by price first.

    # Get fee remaining.
    tx1_fee_required_remaining = tx1['fee_required_remaining']
    tx1_fee_provided_remaining = tx1['fee_provided_remaining']

    tx1_status = tx1['status']
    for tx0 in order_matches:
        order_match_id = util.make_id(tx0['tx_hash'], tx1['tx_hash'])
        if not block_index:
            block_index = max(tx0['block_index'], tx1['block_index'])
        if tx1_status != 'open': break

        logger.debug('Considering: ' + tx0['tx_hash'])
        tx0_give_remaining = tx0['give_remaining']
        tx0_get_remaining = tx0['get_remaining']

        # Ignore previous matches. (Both directions, just to be sure.)
        cursor.execute('''SELECT * FROM order_matches
                          WHERE id = ? ''', (util.make_id(tx0['tx_hash'], tx1['tx_hash']), ))
        if list(cursor):
            logger.debug('Skipping: previous match')
            continue
        cursor.execute('''SELECT * FROM order_matches
                          WHERE id = ? ''', (util.make_id(tx1['tx_hash'], tx0['tx_hash']), ))
        if list(cursor):
            logger.debug('Skipping: previous match')
            continue

        # Get fee provided remaining.
        tx0_fee_required_remaining = tx0['fee_required_remaining']
        tx0_fee_provided_remaining = tx0['fee_provided_remaining']

        # Make sure that that both orders still have funds remaining (if order involves BTC, and so cannot be ‘filled’).
        if tx0['give_asset'] == config.BTC or tx0['get_asset'] == config.BTC: # Gratuitous
            if tx0_give_remaining <= 0 or tx1_give_remaining <= 0:
                logger.debug('Skipping: negative give quantity remaining')
                continue
            if block_index >= 292000 and block_index <= 310500 and not config.TESTNET:  # Protocol changes
                if tx0_get_remaining <= 0 or tx1_get_remaining <= 0:
                    logger.debug('Skipping: negative get quantity remaining')
                    continue

            if block_index >= 294000 or config.TESTNET:  # Protocol change.
                if tx0['fee_required_remaining'] < 0:
                    logger.debug('Skipping: negative tx0 fee required remaining')
                    continue
                if tx0['fee_provided_remaining'] < 0:
                    logger.debug('Skipping: negative tx0 fee provided remaining')
                    continue
                if tx1_fee_provided_remaining < 0:
                    logger.debug('Skipping: negative tx1 fee provided remaining')
                    continue
                if tx1_fee_required_remaining < 0:
                    logger.debug('Skipping: negative tx1 fee required remaining')
                    continue

        # If the prices agree, make the trade. The found order sets the price,
        # and they trade as much as they can.
        tx0_price = util.price(tx0['get_quantity'], tx0['give_quantity'])
        tx1_price = util.price(tx1['get_quantity'], tx1['give_quantity'])
        tx1_inverse_price = util.price(tx1['give_quantity'], tx1['get_quantity'])

        # Protocol change.
        if tx['block_index'] < 286000: tx1_inverse_price = util.price(1, tx1_price)

        logger.debug('Tx0 Price: {}; Tx1 Inverse Price: {}'.format(float(tx0_price), float(tx1_inverse_price)))
        if tx0_price > tx1_inverse_price:
            logger.debug('Skipping: price mismatch.')
        else:
            logger.debug('Potential forward quantities: {}, {}'.format(tx0_give_remaining, int(util.price(tx1_give_remaining, tx0_price))))
            forward_quantity = int(min(tx0_give_remaining, int(util.price(tx1_give_remaining, tx0_price))))
            logger.debug('Forward Quantity: {}'.format(forward_quantity))
            backward_quantity = round(forward_quantity * tx0_price)
            logger.debug('Backward Quantity: {}'.format(backward_quantity))

            if not forward_quantity:
                logger.debug('Skipping: zero forward quantity.')
                continue
            if block_index >= 286500 or config.TESTNET:    # Protocol change.
                if not backward_quantity:
                    logger.debug('Skipping: zero backward quantity.')
                    continue

            forward_asset, backward_asset = tx1['get_asset'], tx1['give_asset']

            if block_index >= 313900 or config.TESTNET: # Protocol change.
                min_btc_quantity = 0.001 * config.UNIT  # 0.001 BTC
                if (forward_asset == config.BTC and forward_quantity <= min_btc_quantity) or (backward_asset == config.BTC and backward_quantity <= min_btc_quantity):
                    logger.debug('Skipping: below minimum {} quantity'.format(config.BTC))
                    continue

            # Check and update fee remainings.
            fee = 0
            if block_index >= 286500 or config.TESTNET: # Protocol change. Deduct fee_required from provided_remaining, etc., if possible (else don’t match).
                if tx1['get_asset'] == config.BTC:

                    if block_index >= 310500 or config.TESTNET:     # Protocol change.
                        fee = int(tx1['fee_required'] * util.price(backward_quantity, tx1['give_quantity']))
                    else:
                        fee = int(tx1['fee_required_remaining'] * util.price(forward_quantity, tx1_get_remaining))

                    logger.debug('Tx0 fee provided remaining: {}; required fee: {}'.format(tx0_fee_provided_remaining / config.UNIT, fee / config.UNIT))
                    if tx0_fee_provided_remaining < fee:
                        logger.debug('Skipping: tx0 fee provided remaining is too low.')
                        continue
                    else:
                        tx0_fee_provided_remaining -= fee
                        if block_index >= 287800 or config.TESTNET:  # Protocol change.
                            tx1_fee_required_remaining -= fee

                elif tx1['give_asset'] == config.BTC:

                    if block_index >= 310500 or config.TESTNET:      # Protocol change.
                        fee = int(tx0['fee_required'] * util.price(backward_quantity, tx0['give_quantity']))
                    else:
                        fee = int(tx0['fee_required_remaining'] * util.price(backward_quantity, tx0_get_remaining))

                    logger.debug('Tx1 fee provided remaining: {}; required fee: {}'.format(tx1_fee_provided_remaining / config.UNIT, fee / config.UNIT))
                    if tx1_fee_provided_remaining < fee:
                        logger.debug('Skipping: tx1 fee provided remaining is too low.')
                        continue
                    else:
                        tx1_fee_provided_remaining -= fee
                        if block_index >= 287800 or config.TESTNET:  # Protocol change.
                            tx0_fee_required_remaining -= fee

            else:   # Don’t deduct.
                if tx1['get_asset'] == config.BTC:
                    if tx0_fee_provided_remaining < tx1['fee_required']: continue
                elif tx1['give_asset'] == config.BTC:
                    if tx1_fee_provided_remaining < tx0['fee_required']: continue

            if config.BTC in (tx1['give_asset'], tx1['get_asset']):
                status = 'pending'
            else:
                status = 'completed'
                # Credit.
                util.credit(db, tx1['source'], tx1['get_asset'],
                                    forward_quantity, action='order match', event=order_match_id)
                util.credit(db, tx0['source'], tx0['get_asset'],
                                    backward_quantity, action='order match', event=order_match_id)

            # Debit the order, even if it involves giving bitcoins, and so one
            # can't debit the sending account.
            # Get remainings may be negative.
            tx0_give_remaining -= forward_quantity
            tx0_get_remaining -= backward_quantity
            tx1_give_remaining -= backward_quantity
            tx1_get_remaining -= forward_quantity

            # Update give_remaining, get_remaining.
            # tx0
            tx0_status = 'open'
            if tx0_give_remaining <= 0 or (tx0_get_remaining <= 0 and (block_index >= 292000 or config.TESTNET)):    # Protocol change
                if tx0['give_asset'] != config.BTC and tx0['get_asset'] != config.BTC:
                    # Fill order, and recredit give_remaining.
                    tx0_status = 'filled'
                    util.credit(db, tx0['source'], tx0['give_asset'], tx0_give_remaining, event=tx1['tx_hash'], action='filled')
            bindings = {
                'give_remaining': tx0_give_remaining,
                'get_remaining': tx0_get_remaining,
                'fee_required_remaining': tx0_fee_required_remaining,
                'fee_provided_remaining': tx0_fee_provided_remaining,
                'status': tx0_status,
                'tx_hash': tx0['tx_hash']
            }
            sql='update orders set give_remaining = :give_remaining, get_remaining = :get_remaining, fee_required_remaining = :fee_required_remaining, fee_provided_remaining = :fee_provided_remaining, status = :status where tx_hash = :tx_hash'
            cursor.execute(sql, bindings)
            log.message(db, block_index, 'update', 'orders', bindings)
            # tx1
            if tx1_give_remaining <= 0 or (tx1_get_remaining <= 0 and (block_index >= 292000 or config.TESTNET)):    # Protocol change
                if tx1['give_asset'] != config.BTC and tx1['get_asset'] != config.BTC:
                    # Fill order, and recredit give_remaining.
                    tx1_status = 'filled'
                    util.credit(db, tx1['source'], tx1['give_asset'], tx1_give_remaining, event=tx0['tx_hash'], action='filled')
            bindings = {
                'give_remaining': tx1_give_remaining,
                'get_remaining': tx1_get_remaining,
                'fee_required_remaining': tx1_fee_required_remaining,
                'fee_provided_remaining': tx1_fee_provided_remaining,
                'status': tx1_status,
                'tx_hash': tx1['tx_hash']
            }
            sql='update orders set give_remaining = :give_remaining, get_remaining = :get_remaining, fee_required_remaining = :fee_required_remaining, fee_provided_remaining = :fee_provided_remaining, status = :status where tx_hash = :tx_hash'
            cursor.execute(sql, bindings)
            log.message(db, block_index, 'update', 'orders', bindings)

            # Calculate when the match will expire.
            if block_index >= 308000 or config.TESTNET:      # Protocol change.
                match_expire_index = block_index + 20
            elif block_index >= 286500 or config.TESTNET:    # Protocol change.
                match_expire_index = block_index + 10
            else:
                match_expire_index = min(tx0['expire_index'], tx1['expire_index'])

            # Record order match.
            bindings = {
                'id': util.make_id(tx0['tx_hash'], tx['tx_hash']),
                'tx0_index': tx0['tx_index'],
                'tx0_hash': tx0['tx_hash'],
                'tx0_address': tx0['source'],
                'tx1_index': tx1['tx_index'],
                'tx1_hash': tx1['tx_hash'],
                'tx1_address': tx1['source'],
                'forward_asset': forward_asset,
                'forward_quantity': forward_quantity,
                'backward_asset': backward_asset,
                'backward_quantity': backward_quantity,
                'tx0_block_index': tx0['block_index'],
                'tx1_block_index': tx1['block_index'],
                'block_index': block_index,
                'tx0_expiration': tx0['expiration'],
                'tx1_expiration': tx1['expiration'],
                'match_expire_index': match_expire_index,
                'fee_paid': fee,
                'status': status,
            }
            sql='insert into order_matches values(:id, :tx0_index, :tx0_hash, :tx0_address, :tx1_index, :tx1_hash, :tx1_address, :forward_asset, :forward_quantity, :backward_asset, :backward_quantity, :tx0_block_index, :tx1_block_index, :block_index, :tx0_expiration, :tx1_expiration, :match_expire_index, :fee_paid, :status)'
            cursor.execute(sql, bindings)

            if tx1_status == 'filled':
                break

    cursor.close()
    return
def cancel_order_match (db, order_match, status, block_index):
    '''The only cancelling is an expiration.
    '''

    cursor = db.cursor()

    # Skip order matches just expired as a penalty. (Not very efficient.)
    if not (block_index >= 314250 or config.TESTNET):   # Protocol change.
        order_matches = list(cursor.execute('''SELECT * FROM order_matches \
                                               WHERE (id = ? AND status = ?)''',
                                            (order_match['id'], 'expired')))
        if order_matches:
            cursor.close()
            return

    # Update status of order match.
    bindings = {
        'status': status,
        'order_match_id': order_match['id']
    }
    sql='update order_matches set status = :status where id = :order_match_id'
    cursor.execute(sql, bindings)
    log.message(db, block_index, 'update', 'order_matches', bindings)

    order_match_id = util.make_id(order_match['tx0_hash'], order_match['tx1_hash'])

    # If tx0 is dead, credit address directly; if not, replenish give remaining, get remaining, and fee required remaining.
    orders = list(cursor.execute('''SELECT * FROM orders \
                                    WHERE tx_index = ?''',
                                 (order_match['tx0_index'],)))
    assert len(orders) == 1
    tx0_order = orders[0]
    if tx0_order['status'] in ('expired', 'cancelled'):
        tx0_order_status = tx0_order['status']
        if order_match['forward_asset'] != config.BTC:
            util.credit(db, order_match['tx0_address'],
                        order_match['forward_asset'],
                        order_match['forward_quantity'], action='order {}'.format(tx0_order_status), event=order_match['id'])
    else:
        tx0_give_remaining = tx0_order['give_remaining'] + order_match['forward_quantity']
        tx0_get_remaining = tx0_order['get_remaining'] + order_match['backward_quantity']
        if tx0_order['get_asset'] == config.BTC and (block_index >= 297000 or config.TESTNET):    # Protocol change.
            tx0_fee_required_remaining = tx0_order['fee_required_remaining'] + order_match['fee_paid']
        else:
            tx0_fee_required_remaining = tx0_order['fee_required_remaining']
        tx0_order_status = tx0_order['status']
        bindings = {
            'give_remaining': tx0_give_remaining,
            'get_remaining': tx0_get_remaining,
            'status': tx0_order_status,
            'fee_required_remaining': tx0_fee_required_remaining,
            'tx_hash': order_match['tx0_hash']
        }
        sql='update orders set give_remaining = :give_remaining, get_remaining = :get_remaining, fee_required_remaining = :fee_required_remaining where tx_hash = :tx_hash'
        cursor.execute(sql, bindings)
        log.message(db, block_index, 'update', 'orders', bindings)

    # If tx1 is dead, credit address directly; if not, replenish give remaining, get remaining, and fee required remaining.
    orders = list(cursor.execute('''SELECT * FROM orders \
                                    WHERE tx_index = ?''',
                                 (order_match['tx1_index'],)))
    assert len(orders) == 1
    tx1_order = orders[0]
    if tx1_order['status'] in ('expired', 'cancelled'):
        tx1_order_status = tx1_order['status']
        if order_match['backward_asset'] != config.BTC:
            util.credit(db, order_match['tx1_address'],
                        order_match['backward_asset'],
                        order_match['backward_quantity'], action='order {}'.format(tx1_order_status), event=order_match['id'])
    else:
        tx1_give_remaining = tx1_order['give_remaining'] + order_match['backward_quantity']
        tx1_get_remaining = tx1_order['get_remaining'] + order_match['forward_quantity']
        if tx1_order['get_asset'] == config.BTC and (block_index >= 297000 or config.TESTNET):    # Protocol change.
            tx1_fee_required_remaining = tx1_order['fee_required_remaining'] + order_match['fee_paid']
        else:
            tx1_fee_required_remaining = tx1_order['fee_required_remaining']
        tx1_order_status = tx1_order['status']
        bindings = {
            'give_remaining': tx1_give_remaining,
            'get_remaining': tx1_get_remaining,
            'status': tx1_order_status,
            'fee_required_remaining': tx1_fee_required_remaining,
            'tx_hash': order_match['tx1_hash']
        }
        sql='update orders set give_remaining = :give_remaining, get_remaining = :get_remaining, fee_required_remaining = :fee_required_remaining where tx_hash = :tx_hash'
        cursor.execute(sql, bindings)
        log.message(db, block_index, 'update', 'orders', bindings)

    if block_index < 286500:    # Protocol change.
        # Sanity check: one of the two must have expired.
        tx0_order_time_left = tx0_order['expire_index'] - block_index
        tx1_order_time_left = tx1_order['expire_index'] - block_index
        assert tx0_order_time_left or tx1_order_time_left

    # Penalize tardiness.
    if block_index >= 313900 or config.TESTNET:  # Protocol change.
        if tx0_order['status'] == 'expired' and order_match['forward_asset'] == config.BTC:
            exact_penalty(db, order_match['tx0_address'], block_index, order_match['id'])
        if tx1_order['status'] == 'expired' and order_match['backward_asset'] == config.BTC:
            exact_penalty(db, order_match['tx1_address'], block_index, order_match['id'])

    # Re‐match.
    if block_index >= 310000 or config.TESTNET: # Protocol change.
        if not (block_index >= 315000 or config.TESTNET):   # Protocol change.
            cursor.execute('''SELECT * FROM transactions\
                              WHERE tx_hash = ?''', (tx0_order['tx_hash'],))
            match(db, list(cursor)[0], block_index)
            cursor.execute('''SELECT * FROM transactions\
                              WHERE tx_hash = ?''', (tx1_order['tx_hash'],))
            match(db, list(cursor)[0], block_index)

    if status == 'expired':
        # Record order match expiration.
        bindings = {
            'order_match_id': order_match['id'],
            'tx0_address': order_match['tx0_address'],
            'tx1_address': order_match['tx1_address'],
            'block_index': block_index
        }
        sql='insert into order_match_expirations values(:order_match_id, :tx0_address, :tx1_address, :block_index)'
        cursor.execute(sql, bindings)

    cursor.close()
def parse(db, tx, message):
    cursor = db.cursor()

    # Unpack message.
    try:
        if util.enabled("broadcast_pack_text"):
            timestamp, value, fee_fraction_int, rawtext = struct.unpack(
                FORMAT + "{}s".format(len(message) - LENGTH), message
            )
            textlen = VarIntSerializer.deserialize(rawtext)
            text = rawtext[-textlen:]

            assert len(text) == textlen
        else:
            if len(message) - LENGTH <= 52:
                curr_format = FORMAT + "{}p".format(len(message) - LENGTH)
            else:
                curr_format = FORMAT + "{}s".format(len(message) - LENGTH)

            timestamp, value, fee_fraction_int, text = struct.unpack(curr_format, message)

        try:
            text = text.decode("utf-8")
        except UnicodeDecodeError:
            text = ""
        status = "valid"
    except (struct.error) as e:
        timestamp, value, fee_fraction_int, text = 0, None, 0, None
        status = "invalid: could not unpack"

    if status == "valid":
        # For SQLite3
        timestamp = min(timestamp, config.MAX_INT)
        value = min(value, config.MAX_INT)

        problems = validate(db, tx["source"], timestamp, value, fee_fraction_int, text, tx["block_index"])
        if problems:
            status = "invalid: " + "; ".join(problems)

    # Lock?
    lock = False
    if text and text.lower() == "lock":
        lock = True
        timestamp, value, fee_fraction_int, text = 0, None, None, None
    else:
        lock = False

    # Add parsed transaction to message-type–specific table.
    bindings = {
        "tx_index": tx["tx_index"],
        "tx_hash": tx["tx_hash"],
        "block_index": tx["block_index"],
        "source": tx["source"],
        "timestamp": timestamp,
        "value": value,
        "fee_fraction_int": fee_fraction_int,
        "text": text,
        "locked": lock,
        "status": status,
    }
    if "integer overflow" not in status:
        sql = "insert into broadcasts values(:tx_index, :tx_hash, :block_index, :source, :timestamp, :value, :fee_fraction_int, :text, :locked, :status)"
        cursor.execute(sql, bindings)
    else:
        logger.warn("Not storing [broadcast] tx [%s]: %s" % (tx["tx_hash"], status))
        logger.debug("Bindings: %s" % (json.dumps(bindings),))

    # stop processing if broadcast is invalid for any reason
    if util.enabled("broadcast_invalid_check") and status != "valid":
        return

    # Negative values (default to ignore).
    if value is None or value < 0:
        # Cancel Open Bets?
        if value == -2:
            cursor.execute(
                """SELECT * FROM bets \
                              WHERE (status = ? AND feed_address = ?)""",
                ("open", tx["source"]),
            )
            for i in list(cursor):
                bet.cancel_bet(db, i, "dropped", tx["block_index"])
        # Cancel Pending Bet Matches?
        if value == -3:
            cursor.execute(
                """SELECT * FROM bet_matches \
                              WHERE (status = ? AND feed_address = ?)""",
                ("pending", tx["source"]),
            )
            for bet_match in list(cursor):
                bet.cancel_bet_match(db, bet_match, "dropped", tx["block_index"])
        cursor.close()
        return

    # stop processing if broadcast is invalid for any reason
    # @TODO: remove this check once broadcast_invalid_check has been activated
    if util.enabled("max_fee_fraction") and status != "valid":
        return

    # Handle bet matches that use this feed.
    cursor.execute(
        """SELECT * FROM bet_matches \
                      WHERE (status=? AND feed_address=?)
                      ORDER BY tx1_index ASC, tx0_index ASC""",
        ("pending", tx["source"]),
    )
    for bet_match in cursor.fetchall():
        broadcast_bet_match_cursor = db.cursor()
        bet_match_id = util.make_id(bet_match["tx0_hash"], bet_match["tx1_hash"])
        bet_match_status = None

        # Calculate total funds held in escrow and total fee to be paid if
        # the bet match is settled. Escrow less fee is amount to be paid back
        # to betters.
        total_escrow = bet_match["forward_quantity"] + bet_match["backward_quantity"]
        fee_fraction = fee_fraction_int / config.UNIT
        fee = int(fee_fraction * total_escrow)  # Truncate.
        escrow_less_fee = total_escrow - fee

        # Get known bet match type IDs.
        cfd_type_id = util.BET_TYPE_ID["BullCFD"] + util.BET_TYPE_ID["BearCFD"]
        equal_type_id = util.BET_TYPE_ID["Equal"] + util.BET_TYPE_ID["NotEqual"]

        # Get the bet match type ID of this bet match.
        bet_match_type_id = bet_match["tx0_bet_type"] + bet_match["tx1_bet_type"]

        # Contract for difference, with determinate settlement date.
        if bet_match_type_id == cfd_type_id:

            # Recognise tx0, tx1 as the bull, bear (in the right direction).
            if bet_match["tx0_bet_type"] < bet_match["tx1_bet_type"]:
                bull_address = bet_match["tx0_address"]
                bear_address = bet_match["tx1_address"]
                bull_escrow = bet_match["forward_quantity"]
                bear_escrow = bet_match["backward_quantity"]
            else:
                bull_address = bet_match["tx1_address"]
                bear_address = bet_match["tx0_address"]
                bull_escrow = bet_match["backward_quantity"]
                bear_escrow = bet_match["forward_quantity"]

            leverage = Fraction(bet_match["leverage"], 5040)
            initial_value = bet_match["initial_value"]

            bear_credit = bear_escrow - (value - initial_value) * leverage * config.UNIT
            bull_credit = escrow_less_fee - bear_credit
            bear_credit = round(bear_credit)
            bull_credit = round(bull_credit)

            # Liquidate, as necessary.
            if bull_credit >= escrow_less_fee or bull_credit <= 0:
                if bull_credit >= escrow_less_fee:
                    bull_credit = escrow_less_fee
                    bear_credit = 0
                    bet_match_status = "settled: liquidated for bull"
                    util.credit(
                        db,
                        bull_address,
                        config.XCP,
                        bull_credit,
                        action="bet {}".format(bet_match_status),
                        event=tx["tx_hash"],
                    )
                elif bull_credit <= 0:
                    bull_credit = 0
                    bear_credit = escrow_less_fee
                    bet_match_status = "settled: liquidated for bear"
                    util.credit(
                        db,
                        bear_address,
                        config.XCP,
                        bear_credit,
                        action="bet {}".format(bet_match_status),
                        event=tx["tx_hash"],
                    )

                # Pay fee to feed.
                util.credit(db, bet_match["feed_address"], config.XCP, fee, action="feed fee", event=tx["tx_hash"])

                # For logging purposes.
                bindings = {
                    "bet_match_id": bet_match_id,
                    "bet_match_type_id": bet_match_type_id,
                    "block_index": tx["block_index"],
                    "settled": False,
                    "bull_credit": bull_credit,
                    "bear_credit": bear_credit,
                    "winner": None,
                    "escrow_less_fee": None,
                    "fee": fee,
                }
                sql = "insert into bet_match_resolutions values(:bet_match_id, :bet_match_type_id, :block_index, :settled, :bull_credit, :bear_credit, :winner, :escrow_less_fee, :fee)"
                cursor.execute(sql, bindings)

            # Settle (if not liquidated).
            elif timestamp >= bet_match["deadline"]:
                bet_match_status = "settled"

                util.credit(
                    db,
                    bull_address,
                    config.XCP,
                    bull_credit,
                    action="bet {}".format(bet_match_status),
                    event=tx["tx_hash"],
                )
                util.credit(
                    db,
                    bear_address,
                    config.XCP,
                    bear_credit,
                    action="bet {}".format(bet_match_status),
                    event=tx["tx_hash"],
                )

                # Pay fee to feed.
                util.credit(db, bet_match["feed_address"], config.XCP, fee, action="feed fee", event=tx["tx_hash"])

                # For logging purposes.
                bindings = {
                    "bet_match_id": bet_match_id,
                    "bet_match_type_id": bet_match_type_id,
                    "block_index": tx["block_index"],
                    "settled": True,
                    "bull_credit": bull_credit,
                    "bear_credit": bear_credit,
                    "winner": None,
                    "escrow_less_fee": None,
                    "fee": fee,
                }
                sql = "insert into bet_match_resolutions values(:bet_match_id, :bet_match_type_id, :block_index, :settled, :bull_credit, :bear_credit, :winner, :escrow_less_fee, :fee)"
                cursor.execute(sql, bindings)

        # Equal[/NotEqual] bet.
        elif bet_match_type_id == equal_type_id and timestamp >= bet_match["deadline"]:

            # Recognise tx0, tx1 as the bull, bear (in the right direction).
            if bet_match["tx0_bet_type"] < bet_match["tx1_bet_type"]:
                equal_address = bet_match["tx0_address"]
                notequal_address = bet_match["tx1_address"]
            else:
                equal_address = bet_match["tx1_address"]
                notequal_address = bet_match["tx0_address"]

            # Decide who won, and credit appropriately.
            if value == bet_match["target_value"]:
                winner = "Equal"
                bet_match_status = "settled: for equal"
                util.credit(
                    db,
                    equal_address,
                    config.XCP,
                    escrow_less_fee,
                    action="bet {}".format(bet_match_status),
                    event=tx["tx_hash"],
                )
            else:
                winner = "NotEqual"
                bet_match_status = "settled: for notequal"
                util.credit(
                    db,
                    notequal_address,
                    config.XCP,
                    escrow_less_fee,
                    action="bet {}".format(bet_match_status),
                    event=tx["tx_hash"],
                )

            # Pay fee to feed.
            util.credit(db, bet_match["feed_address"], config.XCP, fee, action="feed fee", event=tx["tx_hash"])

            # For logging purposes.
            bindings = {
                "bet_match_id": bet_match_id,
                "bet_match_type_id": bet_match_type_id,
                "block_index": tx["block_index"],
                "settled": None,
                "bull_credit": None,
                "bear_credit": None,
                "winner": winner,
                "escrow_less_fee": escrow_less_fee,
                "fee": fee,
            }
            sql = "insert into bet_match_resolutions values(:bet_match_id, :bet_match_type_id, :block_index, :settled, :bull_credit, :bear_credit, :winner, :escrow_less_fee, :fee)"
            cursor.execute(sql, bindings)

        # Update the bet match’s status.
        if bet_match_status:
            bindings = {
                "status": bet_match_status,
                "bet_match_id": util.make_id(bet_match["tx0_hash"], bet_match["tx1_hash"]),
            }
            sql = "update bet_matches set status = :status where id = :bet_match_id"
            cursor.execute(sql, bindings)
            log.message(db, tx["block_index"], "update", "bet_matches", bindings)

        broadcast_bet_match_cursor.close()

    cursor.close()
Example #7
0
def match(db, tx, block_index=None):

    cursor = db.cursor()

    # Get order in question.
    orders = list(
        cursor.execute(
            '''SELECT * FROM orders\
                                    WHERE (tx_index = ? AND status = ?)''',
            (tx['tx_index'], 'open')))
    if not orders:
        cursor.close()
        return
    else:
        assert len(orders) == 1
    tx1 = orders[0]

    cursor.execute(
        '''SELECT * FROM orders \
                      WHERE (give_asset=? AND get_asset=? AND status=? AND tx_hash != ?)''',
        (tx1['get_asset'], tx1['give_asset'], 'open', tx1['tx_hash']))

    tx1_give_remaining = tx1['give_remaining']
    tx1_get_remaining = tx1['get_remaining']

    order_matches = cursor.fetchall()
    if tx['block_index'] > 284500 or config.TESTNET or config.REGTEST:  # Protocol change.
        order_matches = sorted(
            order_matches,
            key=lambda x: x['tx_index'])  # Sort by tx index second.
        order_matches = sorted(
            order_matches,
            key=lambda x: util.price(x['get_quantity'], x['give_quantity']
                                     ))  # Sort by price first.

    # Get fee remaining.
    tx1_fee_required_remaining = tx1['fee_required_remaining']
    tx1_fee_provided_remaining = tx1['fee_provided_remaining']

    tx1_status = tx1['status']
    for tx0 in order_matches:
        order_match_id = util.make_id(tx0['tx_hash'], tx1['tx_hash'])
        if not block_index:
            block_index = max(tx0['block_index'], tx1['block_index'])
        if tx1_status != 'open': break

        logger.debug('Considering: ' + tx0['tx_hash'])
        tx0_give_remaining = tx0['give_remaining']
        tx0_get_remaining = tx0['get_remaining']

        # Ignore previous matches. (Both directions, just to be sure.)
        cursor.execute(
            '''SELECT * FROM order_matches
                          WHERE id = ? ''',
            (util.make_id(tx0['tx_hash'], tx1['tx_hash']), ))
        if list(cursor):
            logger.debug('Skipping: previous match')
            continue
        cursor.execute(
            '''SELECT * FROM order_matches
                          WHERE id = ? ''',
            (util.make_id(tx1['tx_hash'], tx0['tx_hash']), ))
        if list(cursor):
            logger.debug('Skipping: previous match')
            continue

        # Get fee provided remaining.
        tx0_fee_required_remaining = tx0['fee_required_remaining']
        tx0_fee_provided_remaining = tx0['fee_provided_remaining']

        # Make sure that that both orders still have funds remaining (if order involves BTC, and so cannot be ‘filled’).
        if tx0['give_asset'] == config.BTC or tx0[
                'get_asset'] == config.BTC:  # Gratuitous
            if tx0_give_remaining <= 0 or tx1_give_remaining <= 0:
                logger.debug('Skipping: negative give quantity remaining')
                continue
            if block_index >= 292000 and block_index <= 310500 and not config.TESTNET or config.REGTEST:  # Protocol changes
                if tx0_get_remaining <= 0 or tx1_get_remaining <= 0:
                    logger.debug('Skipping: negative get quantity remaining')
                    continue

            if block_index >= 294000 or config.TESTNET or config.REGTEST:  # Protocol change.
                if tx0['fee_required_remaining'] < 0:
                    logger.debug(
                        'Skipping: negative tx0 fee required remaining')
                    continue
                if tx0['fee_provided_remaining'] < 0:
                    logger.debug(
                        'Skipping: negative tx0 fee provided remaining')
                    continue
                if tx1_fee_provided_remaining < 0:
                    logger.debug(
                        'Skipping: negative tx1 fee provided remaining')
                    continue
                if tx1_fee_required_remaining < 0:
                    logger.debug(
                        'Skipping: negative tx1 fee required remaining')
                    continue

        # If the prices agree, make the trade. The found order sets the price,
        # and they trade as much as they can.
        tx0_price = util.price(tx0['get_quantity'], tx0['give_quantity'])
        tx1_price = util.price(tx1['get_quantity'], tx1['give_quantity'])
        tx1_inverse_price = util.price(tx1['give_quantity'],
                                       tx1['get_quantity'])

        # Protocol change.
        if tx['block_index'] < 286000:
            tx1_inverse_price = util.price(1, tx1_price)

        logger.debug('Tx0 Price: {}; Tx1 Inverse Price: {}'.format(
            float(tx0_price), float(tx1_inverse_price)))
        if tx0_price > tx1_inverse_price:
            logger.debug('Skipping: price mismatch.')
        else:
            logger.debug('Potential forward quantities: {}, {}'.format(
                tx0_give_remaining,
                int(util.price(tx1_give_remaining, tx0_price))))
            forward_quantity = int(
                min(tx0_give_remaining,
                    int(util.price(tx1_give_remaining, tx0_price))))
            logger.debug('Forward Quantity: {}'.format(forward_quantity))
            backward_quantity = round(forward_quantity * tx0_price)
            logger.debug('Backward Quantity: {}'.format(backward_quantity))

            if not forward_quantity:
                logger.debug('Skipping: zero forward quantity.')
                continue
            if block_index >= 286500 or config.TESTNET or config.REGTEST:  # Protocol change.
                if not backward_quantity:
                    logger.debug('Skipping: zero backward quantity.')
                    continue

            forward_asset, backward_asset = tx1['get_asset'], tx1['give_asset']

            if block_index >= 313900 or config.TESTNET or config.REGTEST:  # Protocol change.
                min_btc_quantity = 0.001 * config.UNIT  # 0.001 BTC
                if (forward_asset == config.BTC
                        and forward_quantity <= min_btc_quantity) or (
                            backward_asset == config.BTC
                            and backward_quantity <= min_btc_quantity):
                    logger.debug('Skipping: below minimum {} quantity'.format(
                        config.BTC))
                    continue

            # Check and update fee remainings.
            fee = 0
            if block_index >= 286500 or config.TESTNET or config.REGTEST:  # Protocol change. Deduct fee_required from provided_remaining, etc., if possible (else don’t match).
                if tx1['get_asset'] == config.BTC:

                    if block_index >= 310500 or config.TESTNET or config.REGTEST:  # Protocol change.
                        fee = int(tx1['fee_required'] * util.price(
                            backward_quantity, tx1['give_quantity']))
                    else:
                        fee = int(
                            tx1['fee_required_remaining'] *
                            util.price(forward_quantity, tx1_get_remaining))

                    logger.debug(
                        'Tx0 fee provided remaining: {}; required fee: {}'.
                        format(tx0_fee_provided_remaining / config.UNIT,
                               fee / config.UNIT))
                    if tx0_fee_provided_remaining < fee:
                        logger.debug(
                            'Skipping: tx0 fee provided remaining is too low.')
                        continue
                    else:
                        tx0_fee_provided_remaining -= fee
                        if block_index >= 287800 or config.TESTNET or config.REGTEST:  # Protocol change.
                            tx1_fee_required_remaining -= fee

                elif tx1['give_asset'] == config.BTC:

                    if block_index >= 310500 or config.TESTNET or config.REGTEST:  # Protocol change.
                        fee = int(tx0['fee_required'] * util.price(
                            backward_quantity, tx0['give_quantity']))
                    else:
                        fee = int(
                            tx0['fee_required_remaining'] *
                            util.price(backward_quantity, tx0_get_remaining))

                    logger.debug(
                        'Tx1 fee provided remaining: {}; required fee: {}'.
                        format(tx1_fee_provided_remaining / config.UNIT,
                               fee / config.UNIT))
                    if tx1_fee_provided_remaining < fee:
                        logger.debug(
                            'Skipping: tx1 fee provided remaining is too low.')
                        continue
                    else:
                        tx1_fee_provided_remaining -= fee
                        if block_index >= 287800 or config.TESTNET or config.REGTEST:  # Protocol change.
                            tx0_fee_required_remaining -= fee

            else:  # Don’t deduct.
                if tx1['get_asset'] == config.BTC:
                    if tx0_fee_provided_remaining < tx1['fee_required']:
                        continue
                elif tx1['give_asset'] == config.BTC:
                    if tx1_fee_provided_remaining < tx0['fee_required']:
                        continue

            if config.BTC in (tx1['give_asset'], tx1['get_asset']):
                status = 'pending'
            else:
                status = 'completed'
                # Credit.
                util.credit(db,
                            tx1['source'],
                            tx1['get_asset'],
                            forward_quantity,
                            action='order match',
                            event=order_match_id)
                util.credit(db,
                            tx0['source'],
                            tx0['get_asset'],
                            backward_quantity,
                            action='order match',
                            event=order_match_id)

            # Debit the order, even if it involves giving bitcoins, and so one
            # can't debit the sending account.
            # Get remainings may be negative.
            tx0_give_remaining -= forward_quantity
            tx0_get_remaining -= backward_quantity
            tx1_give_remaining -= backward_quantity
            tx1_get_remaining -= forward_quantity

            # Update give_remaining, get_remaining.
            # tx0
            tx0_status = 'open'
            if tx0_give_remaining <= 0 or (
                    tx0_get_remaining <= 0 and
                (block_index >= 292000 or config.TESTNET
                 or config.REGTEST)):  # Protocol change
                if tx0['give_asset'] != config.BTC and tx0[
                        'get_asset'] != config.BTC:
                    # Fill order, and recredit give_remaining.
                    tx0_status = 'filled'
                    util.credit(db,
                                tx0['source'],
                                tx0['give_asset'],
                                tx0_give_remaining,
                                event=tx1['tx_hash'],
                                action='filled')
            bindings = {
                'give_remaining': tx0_give_remaining,
                'get_remaining': tx0_get_remaining,
                'fee_required_remaining': tx0_fee_required_remaining,
                'fee_provided_remaining': tx0_fee_provided_remaining,
                'status': tx0_status,
                'tx_hash': tx0['tx_hash']
            }
            sql = 'update orders set give_remaining = :give_remaining, get_remaining = :get_remaining, fee_required_remaining = :fee_required_remaining, fee_provided_remaining = :fee_provided_remaining, status = :status where tx_hash = :tx_hash'
            cursor.execute(sql, bindings)
            log.message(db, block_index, 'update', 'orders', bindings)
            # tx1
            if tx1_give_remaining <= 0 or (
                    tx1_get_remaining <= 0 and
                (block_index >= 292000 or config.TESTNET
                 or config.REGTEST)):  # Protocol change
                if tx1['give_asset'] != config.BTC and tx1[
                        'get_asset'] != config.BTC:
                    # Fill order, and recredit give_remaining.
                    tx1_status = 'filled'
                    util.credit(db,
                                tx1['source'],
                                tx1['give_asset'],
                                tx1_give_remaining,
                                event=tx0['tx_hash'],
                                action='filled')
            bindings = {
                'give_remaining': tx1_give_remaining,
                'get_remaining': tx1_get_remaining,
                'fee_required_remaining': tx1_fee_required_remaining,
                'fee_provided_remaining': tx1_fee_provided_remaining,
                'status': tx1_status,
                'tx_hash': tx1['tx_hash']
            }
            sql = 'update orders set give_remaining = :give_remaining, get_remaining = :get_remaining, fee_required_remaining = :fee_required_remaining, fee_provided_remaining = :fee_provided_remaining, status = :status where tx_hash = :tx_hash'
            cursor.execute(sql, bindings)
            log.message(db, block_index, 'update', 'orders', bindings)

            # Calculate when the match will expire.
            if block_index >= 308000 or config.TESTNET or config.REGTEST:  # Protocol change.
                match_expire_index = block_index + 20
            elif block_index >= 286500 or config.TESTNET or config.REGTEST:  # Protocol change.
                match_expire_index = block_index + 10
            else:
                match_expire_index = min(tx0['expire_index'],
                                         tx1['expire_index'])

            # Record order match.
            bindings = {
                'id': util.make_id(tx0['tx_hash'], tx['tx_hash']),
                'tx0_index': tx0['tx_index'],
                'tx0_hash': tx0['tx_hash'],
                'tx0_address': tx0['source'],
                'tx1_index': tx1['tx_index'],
                'tx1_hash': tx1['tx_hash'],
                'tx1_address': tx1['source'],
                'forward_asset': forward_asset,
                'forward_quantity': forward_quantity,
                'backward_asset': backward_asset,
                'backward_quantity': backward_quantity,
                'tx0_block_index': tx0['block_index'],
                'tx1_block_index': tx1['block_index'],
                'block_index': block_index,
                'tx0_expiration': tx0['expiration'],
                'tx1_expiration': tx1['expiration'],
                'match_expire_index': match_expire_index,
                'fee_paid': fee,
                'status': status,
            }
            sql = 'insert into order_matches values(:id, :tx0_index, :tx0_hash, :tx0_address, :tx1_index, :tx1_hash, :tx1_address, :forward_asset, :forward_quantity, :backward_asset, :backward_quantity, :tx0_block_index, :tx1_block_index, :block_index, :tx0_expiration, :tx1_expiration, :match_expire_index, :fee_paid, :status)'
            cursor.execute(sql, bindings)

            if tx1_status == 'filled':
                break

    cursor.close()
    return
Example #8
0
def cancel_order_match(db, order_match, status, block_index):
    '''The only cancelling is an expiration.
    '''

    cursor = db.cursor()

    # Skip order matches just expired as a penalty. (Not very efficient.)
    if not (block_index >= 314250 or config.TESTNET
            or config.REGTEST):  # Protocol change.
        order_matches = list(
            cursor.execute(
                '''SELECT * FROM order_matches \
                                               WHERE (id = ? AND status = ?)''',
                (order_match['id'], 'expired')))
        if order_matches:
            cursor.close()
            return

    # Update status of order match.
    bindings = {'status': status, 'order_match_id': order_match['id']}
    sql = 'update order_matches set status = :status where id = :order_match_id'
    cursor.execute(sql, bindings)
    log.message(db, block_index, 'update', 'order_matches', bindings)

    order_match_id = util.make_id(order_match['tx0_hash'],
                                  order_match['tx1_hash'])

    # If tx0 is dead, credit address directly; if not, replenish give remaining, get remaining, and fee required remaining.
    orders = list(
        cursor.execute(
            '''SELECT * FROM orders \
                                    WHERE tx_index = ?''',
            (order_match['tx0_index'], )))
    assert len(orders) == 1
    tx0_order = orders[0]
    if tx0_order['status'] in ('expired', 'cancelled'):
        tx0_order_status = tx0_order['status']
        if order_match['forward_asset'] != config.BTC:
            util.credit(db,
                        order_match['tx0_address'],
                        order_match['forward_asset'],
                        order_match['forward_quantity'],
                        action='order {}'.format(tx0_order_status),
                        event=order_match['id'])
    else:
        tx0_give_remaining = tx0_order['give_remaining'] + order_match[
            'forward_quantity']
        tx0_get_remaining = tx0_order['get_remaining'] + order_match[
            'backward_quantity']
        if tx0_order['get_asset'] == config.BTC and (
                block_index >= 297000 or config.TESTNET
                or config.REGTEST):  # Protocol change.
            tx0_fee_required_remaining = tx0_order[
                'fee_required_remaining'] + order_match['fee_paid']
        else:
            tx0_fee_required_remaining = tx0_order['fee_required_remaining']
        tx0_order_status = tx0_order['status']
        bindings = {
            'give_remaining': tx0_give_remaining,
            'get_remaining': tx0_get_remaining,
            'status': tx0_order_status,
            'fee_required_remaining': tx0_fee_required_remaining,
            'tx_hash': order_match['tx0_hash']
        }
        sql = 'update orders set give_remaining = :give_remaining, get_remaining = :get_remaining, fee_required_remaining = :fee_required_remaining where tx_hash = :tx_hash'
        cursor.execute(sql, bindings)
        log.message(db, block_index, 'update', 'orders', bindings)

    # If tx1 is dead, credit address directly; if not, replenish give remaining, get remaining, and fee required remaining.
    orders = list(
        cursor.execute(
            '''SELECT * FROM orders \
                                    WHERE tx_index = ?''',
            (order_match['tx1_index'], )))
    assert len(orders) == 1
    tx1_order = orders[0]
    if tx1_order['status'] in ('expired', 'cancelled'):
        tx1_order_status = tx1_order['status']
        if order_match['backward_asset'] != config.BTC:
            util.credit(db,
                        order_match['tx1_address'],
                        order_match['backward_asset'],
                        order_match['backward_quantity'],
                        action='order {}'.format(tx1_order_status),
                        event=order_match['id'])
    else:
        tx1_give_remaining = tx1_order['give_remaining'] + order_match[
            'backward_quantity']
        tx1_get_remaining = tx1_order['get_remaining'] + order_match[
            'forward_quantity']
        if tx1_order['get_asset'] == config.BTC and (
                block_index >= 297000 or config.TESTNET
                or config.REGTEST):  # Protocol change.
            tx1_fee_required_remaining = tx1_order[
                'fee_required_remaining'] + order_match['fee_paid']
        else:
            tx1_fee_required_remaining = tx1_order['fee_required_remaining']
        tx1_order_status = tx1_order['status']
        bindings = {
            'give_remaining': tx1_give_remaining,
            'get_remaining': tx1_get_remaining,
            'status': tx1_order_status,
            'fee_required_remaining': tx1_fee_required_remaining,
            'tx_hash': order_match['tx1_hash']
        }
        sql = 'update orders set give_remaining = :give_remaining, get_remaining = :get_remaining, fee_required_remaining = :fee_required_remaining where tx_hash = :tx_hash'
        cursor.execute(sql, bindings)
        log.message(db, block_index, 'update', 'orders', bindings)

    if block_index < 286500:  # Protocol change.
        # Sanity check: one of the two must have expired.
        tx0_order_time_left = tx0_order['expire_index'] - block_index
        tx1_order_time_left = tx1_order['expire_index'] - block_index
        assert tx0_order_time_left or tx1_order_time_left

    # Penalize tardiness.
    if block_index >= 313900 or config.TESTNET or config.REGTEST:  # Protocol change.
        if tx0_order['status'] == 'expired' and order_match[
                'forward_asset'] == config.BTC:
            exact_penalty(db, order_match['tx0_address'], block_index,
                          order_match['id'])
        if tx1_order['status'] == 'expired' and order_match[
                'backward_asset'] == config.BTC:
            exact_penalty(db, order_match['tx1_address'], block_index,
                          order_match['id'])

    # Re‐match.
    if block_index >= 310000 or config.TESTNET or config.REGTEST:  # Protocol change.
        if not (block_index >= 315000 or config.TESTNET
                or config.REGTEST):  # Protocol change.
            cursor.execute(
                '''SELECT * FROM transactions\
                              WHERE tx_hash = ?''', (tx0_order['tx_hash'], ))
            match(db, list(cursor)[0], block_index)
            cursor.execute(
                '''SELECT * FROM transactions\
                              WHERE tx_hash = ?''', (tx1_order['tx_hash'], ))
            match(db, list(cursor)[0], block_index)

    if status == 'expired':
        # Record order match expiration.
        bindings = {
            'order_match_id': order_match['id'],
            'tx0_address': order_match['tx0_address'],
            'tx1_address': order_match['tx1_address'],
            'block_index': block_index
        }
        sql = 'insert into order_match_expirations values(:order_match_id, :tx0_address, :tx1_address, :block_index)'
        cursor.execute(sql, bindings)

    cursor.close()
Example #9
0
def parse(db, tx, message):
    cursor = db.cursor()

    # Unpack message.
    try:
        if len(message) != LENGTH:
            raise exceptions.UnpackError
        tx0_hash_bytes, tx1_hash_bytes = struct.unpack(FORMAT, message)
        tx0_hash, tx1_hash = binascii.hexlify(tx0_hash_bytes).decode(
            'utf-8'), binascii.hexlify(tx1_hash_bytes).decode('utf-8')
        order_match_id = util.make_id(tx0_hash, tx1_hash)
        status = 'valid'
    except (exceptions.UnpackError, struct.error):
        tx0_hash, tx1_hash, order_match_id = None, None, None
        status = 'invalid: could not unpack'

    if status == 'valid':
        _, btc_quantity, escrowed_asset, escrowed_quantity, _, problems = validate(
            db, tx['source'], order_match_id, tx['block_index'])
        if problems:
            status = 'invalid: ' + '; '.join(problems)

    if status == 'valid':
        # BTC must be paid all at once.
        if tx['btc_amount'] >= btc_quantity:

            # Credit source address for the currency that he bought with the bitcoins.
            util.credit(db,
                        tx['source'],
                        escrowed_asset,
                        escrowed_quantity,
                        action='btcpay',
                        event=tx['tx_hash'])
            status = 'valid'

            # Update order match.
            bindings = {
                'status': 'completed',
                'order_match_id': order_match_id
            }
            sql = 'update order_matches set status = :status where id = :order_match_id'
            cursor.execute(sql, bindings)
            log.message(db, tx['block_index'], 'update', 'order_matches',
                        bindings)

            # Update give and get order status as filled if order_match is completed
            if util.enabled('btc_order_filled'):
                bindings = {
                    'status': 'pending',
                    'tx0_hash': tx0_hash,
                    'tx1_hash': tx1_hash
                }
                sql = 'select * from order_matches where status = :status and ((tx0_hash in (:tx0_hash, :tx1_hash)) or ((tx1_hash in (:tx0_hash, :tx1_hash))))'
                cursor.execute(sql, bindings)
                order_matches = cursor.fetchall()
                if len(order_matches) == 0:
                    # mark both btc get and give orders as filled when order_match is completed and give or get remaining = 0
                    bindings = {
                        'status': 'filled',
                        'tx0_hash': tx0_hash,
                        'tx1_hash': tx1_hash
                    }
                    sql = 'update orders set status = :status where ((tx_hash in (:tx0_hash, :tx1_hash)) and ((give_remaining = 0) or (get_remaining = 0)))'
                    cursor.execute(sql, bindings)
                else:
                    # always mark btc get order as filled when order_match is completed and give or get remaining = 0
                    bindings = {
                        'status': 'filled',
                        'source': tx['destination'],
                        'tx0_hash': tx0_hash,
                        'tx1_hash': tx1_hash
                    }
                    sql = 'update orders set status = :status where ((tx_hash in (:tx0_hash, :tx1_hash)) and ((give_remaining = 0) or (get_remaining = 0)) and (source = :source))'
                    cursor.execute(sql, bindings)

    # Add parsed transaction to message-type–specific table.
    bindings = {
        'tx_index': tx['tx_index'],
        'tx_hash': tx['tx_hash'],
        'block_index': tx['block_index'],
        'source': tx['source'],
        'destination': tx['destination'],
        'btc_amount': tx['btc_amount'],
        'order_match_id': order_match_id,
        'status': status,
    }
    if "integer overflow" not in status:
        sql = 'insert into btcpays values(:tx_index, :tx_hash, :block_index, :source, :destination, :btc_amount, :order_match_id, :status)'
        cursor.execute(sql, bindings)
    else:
        logger.warn("Not storing [btcpay] tx [%s]: %s" %
                    (tx['tx_hash'], status))
        logger.debug("Bindings: %s" % (json.dumps(bindings), ))
Example #10
0
def parse(db, tx, message):
    cursor = db.cursor()

    # Unpack message.
    try:
        if len(message) - LENGTH <= 52:
            curr_format = FORMAT + '{}p'.format(len(message) - LENGTH)
        else:
            curr_format = FORMAT + '{}s'.format(len(message) - LENGTH)
        timestamp, value, fee_fraction_int, text = struct.unpack(
            curr_format, message)

        try:
            text = text.decode('utf-8')
        except UnicodeDecodeError:
            text = ''
        status = 'valid'
    except (struct.error) as e:
        timestamp, value, fee_fraction_int, text = 0, None, 0, None
        status = 'invalid: could not unpack'

    if status == 'valid':
        # For SQLite3
        timestamp = min(timestamp, config.MAX_INT)
        value = min(value, config.MAX_INT)

        problems = validate(db, tx['source'], timestamp, value,
                            fee_fraction_int, text, tx['block_index'])
        if problems: status = 'invalid: ' + '; '.join(problems)

    # Lock?
    lock = False
    if text and text.lower() == 'lock':
        lock = True
        timestamp, value, fee_fraction_int, text = 0, None, None, None
    else:
        lock = False

    # Add parsed transaction to message-type–specific table.
    bindings = {
        'tx_index': tx['tx_index'],
        'tx_hash': tx['tx_hash'],
        'block_index': tx['block_index'],
        'source': tx['source'],
        'timestamp': timestamp,
        'value': value,
        'fee_fraction_int': fee_fraction_int,
        'text': text,
        'locked': lock,
        'status': status,
    }
    sql = 'insert into broadcasts values(:tx_index, :tx_hash, :block_index, :source, :timestamp, :value, :fee_fraction_int, :text, :locked, :status)'
    cursor.execute(sql, bindings)

    # Negative values (default to ignore).
    if value == None or value < 0:
        # Cancel Open Bets?
        if value == -2:
            cursor.execute(
                '''SELECT * FROM bets \
                              WHERE (status = ? AND feed_address = ?)''',
                ('open', tx['source']))
            for i in list(cursor):
                bet.cancel_bet(db, i, 'dropped', tx['block_index'])
        # Cancel Pending Bet Matches?
        if value == -3:
            cursor.execute(
                '''SELECT * FROM bet_matches \
                              WHERE (status = ? AND feed_address = ?)''',
                ('pending', tx['source']))
            for bet_match in list(cursor):
                bet.cancel_bet_match(db, bet_match, 'dropped',
                                     tx['block_index'])
        cursor.close()
        return

    # Handle bet matches that use this feed.
    cursor.execute(
        '''SELECT * FROM bet_matches \
                      WHERE (status=? AND feed_address=?)
                      ORDER BY tx1_index ASC, tx0_index ASC''',
        ('pending', tx['source']))
    for bet_match in cursor.fetchall():
        broadcast_bet_match_cursor = db.cursor()
        bet_match_id = util.make_id(bet_match['tx0_hash'],
                                    bet_match['tx1_hash'])
        bet_match_status = None

        # Calculate total funds held in escrow and total fee to be paid if
        # the bet match is settled. Escrow less fee is amount to be paid back
        # to betters.
        total_escrow = bet_match['forward_quantity'] + bet_match[
            'backward_quantity']
        fee_fraction = fee_fraction_int / config.UNIT
        fee = int(fee_fraction * total_escrow)  # Truncate.
        escrow_less_fee = total_escrow - fee

        # Get known bet match type IDs.
        cfd_type_id = util.BET_TYPE_ID['BullCFD'] + util.BET_TYPE_ID['BearCFD']
        equal_type_id = util.BET_TYPE_ID['Equal'] + util.BET_TYPE_ID['NotEqual']

        # Get the bet match type ID of this bet match.
        bet_match_type_id = bet_match['tx0_bet_type'] + bet_match[
            'tx1_bet_type']

        # Contract for difference, with determinate settlement date.
        if bet_match_type_id == cfd_type_id:

            # Recognise tx0, tx1 as the bull, bear (in the right direction).
            if bet_match['tx0_bet_type'] < bet_match['tx1_bet_type']:
                bull_address = bet_match['tx0_address']
                bear_address = bet_match['tx1_address']
                bull_escrow = bet_match['forward_quantity']
                bear_escrow = bet_match['backward_quantity']
            else:
                bull_address = bet_match['tx1_address']
                bear_address = bet_match['tx0_address']
                bull_escrow = bet_match['backward_quantity']
                bear_escrow = bet_match['forward_quantity']

            leverage = Fraction(bet_match['leverage'], 5040)
            initial_value = bet_match['initial_value']

            bear_credit = bear_escrow - (
                value - initial_value) * leverage * config.UNIT
            bull_credit = escrow_less_fee - bear_credit
            bear_credit = round(bear_credit)
            bull_credit = round(bull_credit)

            # Liquidate, as necessary.
            if bull_credit >= escrow_less_fee or bull_credit <= 0:
                if bull_credit >= escrow_less_fee:
                    bull_credit = escrow_less_fee
                    bear_credit = 0
                    bet_match_status = 'settled: liquidated for bull'
                    util.credit(db,
                                bull_address,
                                config.XCP,
                                bull_credit,
                                action='bet {}'.format(bet_match_status),
                                event=tx['tx_hash'])
                elif bull_credit <= 0:
                    bull_credit = 0
                    bear_credit = escrow_less_fee
                    bet_match_status = 'settled: liquidated for bear'
                    util.credit(db,
                                bear_address,
                                config.XCP,
                                bear_credit,
                                action='bet {}'.format(bet_match_status),
                                event=tx['tx_hash'])

                # Pay fee to feed.
                util.credit(db,
                            bet_match['feed_address'],
                            config.XCP,
                            fee,
                            action='feed fee',
                            event=tx['tx_hash'])

                # For logging purposes.
                bindings = {
                    'bet_match_id': bet_match_id,
                    'bet_match_type_id': bet_match_type_id,
                    'block_index': tx['block_index'],
                    'settled': False,
                    'bull_credit': bull_credit,
                    'bear_credit': bear_credit,
                    'winner': None,
                    'escrow_less_fee': None,
                    'fee': fee
                }
                sql = 'insert into bet_match_resolutions values(:bet_match_id, :bet_match_type_id, :block_index, :settled, :bull_credit, :bear_credit, :winner, :escrow_less_fee, :fee)'
                cursor.execute(sql, bindings)

            # Settle (if not liquidated).
            elif timestamp >= bet_match['deadline']:
                bet_match_status = 'settled'

                util.credit(db,
                            bull_address,
                            config.XCP,
                            bull_credit,
                            action='bet {}'.format(bet_match_status),
                            event=tx['tx_hash'])
                util.credit(db,
                            bear_address,
                            config.XCP,
                            bear_credit,
                            action='bet {}'.format(bet_match_status),
                            event=tx['tx_hash'])

                # Pay fee to feed.
                util.credit(db,
                            bet_match['feed_address'],
                            config.XCP,
                            fee,
                            action='feed fee',
                            event=tx['tx_hash'])

                # For logging purposes.
                bindings = {
                    'bet_match_id': bet_match_id,
                    'bet_match_type_id': bet_match_type_id,
                    'block_index': tx['block_index'],
                    'settled': True,
                    'bull_credit': bull_credit,
                    'bear_credit': bear_credit,
                    'winner': None,
                    'escrow_less_fee': None,
                    'fee': fee
                }
                sql = 'insert into bet_match_resolutions values(:bet_match_id, :bet_match_type_id, :block_index, :settled, :bull_credit, :bear_credit, :winner, :escrow_less_fee, :fee)'
                cursor.execute(sql, bindings)

        # Equal[/NotEqual] bet.
        elif bet_match_type_id == equal_type_id and timestamp >= bet_match[
                'deadline']:

            # Recognise tx0, tx1 as the bull, bear (in the right direction).
            if bet_match['tx0_bet_type'] < bet_match['tx1_bet_type']:
                equal_address = bet_match['tx0_address']
                notequal_address = bet_match['tx1_address']
            else:
                equal_address = bet_match['tx1_address']
                notequal_address = bet_match['tx0_address']

            # Decide who won, and credit appropriately.
            if value == bet_match['target_value']:
                winner = 'Equal'
                bet_match_status = 'settled: for equal'
                util.credit(db,
                            equal_address,
                            config.XCP,
                            escrow_less_fee,
                            action='bet {}'.format(bet_match_status),
                            event=tx['tx_hash'])
            else:
                winner = 'NotEqual'
                bet_match_status = 'settled: for notequal'
                util.credit(db,
                            notequal_address,
                            config.XCP,
                            escrow_less_fee,
                            action='bet {}'.format(bet_match_status),
                            event=tx['tx_hash'])

            # Pay fee to feed.
            util.credit(db,
                        bet_match['feed_address'],
                        config.XCP,
                        fee,
                        action='feed fee',
                        event=tx['tx_hash'])

            # For logging purposes.
            bindings = {
                'bet_match_id': bet_match_id,
                'bet_match_type_id': bet_match_type_id,
                'block_index': tx['block_index'],
                'settled': None,
                'bull_credit': None,
                'bear_credit': None,
                'winner': winner,
                'escrow_less_fee': escrow_less_fee,
                'fee': fee
            }
            sql = 'insert into bet_match_resolutions values(:bet_match_id, :bet_match_type_id, :block_index, :settled, :bull_credit, :bear_credit, :winner, :escrow_less_fee, :fee)'
            cursor.execute(sql, bindings)

        # Update the bet match’s status.
        if bet_match_status:
            bindings = {
                'status':
                bet_match_status,
                'bet_match_id':
                util.make_id(bet_match['tx0_hash'], bet_match['tx1_hash'])
            }
            sql = 'update bet_matches set status = :status where id = :bet_match_id'
            cursor.execute(sql, bindings)
            log.message(db, tx['block_index'], 'update', 'bet_matches',
                        bindings)

        broadcast_bet_match_cursor.close()

    cursor.close()
Example #11
0
def parse(db, tx, message):
    cursor = db.cursor()

    # Unpack message.
    try:
        if len(message) != LENGTH:
            raise exceptions.UnpackError
        move, random, tx0_hash_bytes, tx1_hash_bytes = struct.unpack(
            FORMAT, message)
        tx0_hash, tx1_hash = binascii.hexlify(tx0_hash_bytes).decode(
            'utf-8'), binascii.hexlify(tx1_hash_bytes).decode('utf-8')
        rps_match_id = util.make_id(tx0_hash, tx1_hash)
        random = binascii.hexlify(random).decode('utf-8')
        status = 'valid'
    except (exceptions.UnpackError, struct.error) as e:
        move, random, tx0_hash, tx1_hash, rps_match_id = None, None, None, None, None
        status = 'invalid: could not unpack'

    if status == 'valid':
        txn, rps_match, problems = validate(db, tx['source'], move, random,
                                            rps_match_id)
        if problems:
            rps_match = None
            status = 'invalid: ' + '; '.join(problems)

    # Add parsed transaction to message-type–specific table.
    rpsresolves_bindings = {
        'tx_index': tx['tx_index'],
        'tx_hash': tx['tx_hash'],
        'block_index': tx['block_index'],
        'source': tx['source'],
        'move': move,
        'random': random,
        'rps_match_id': rps_match_id,
        'status': status
    }

    if status == 'valid':
        rps_match_status = 'concluded'

        if rps_match['status'] == 'pending':
            rps_match_status = 'resolved and pending' if txn == 0 else 'pending and resolved'

        if rps_match_status == 'concluded':
            counter_txn = 0 if txn == 1 else 1
            counter_source = rps_match['tx{}_address'.format(counter_txn)]
            sql = '''SELECT * FROM rpsresolves WHERE rps_match_id = ? AND source = ? AND status = ?'''
            counter_games = list(
                cursor.execute(sql, (rps_match_id, counter_source, 'valid')))
            assert len(counter_games) == 1
            counter_game = counter_games[0]

            winner = resolve_game(db, rpsresolves_bindings, counter_game)

            if winner == 0:
                rps_match_status = 'concluded: tie'
            elif winner == counter_game['tx_index']:
                rps_match_status = 'concluded: {} player wins'.format(
                    'first' if counter_txn == 0 else 'second')
            else:
                rps_match_status = 'concluded: {} player wins'.format(
                    'first' if txn == 0 else 'second')

        rps.update_rps_match_status(db, rps_match, rps_match_status,
                                    tx['block_index'])

    sql = '''INSERT INTO rpsresolves VALUES (:tx_index, :tx_hash, :block_index, :source, :move, :random, :rps_match_id, :status)'''
    cursor.execute(sql, rpsresolves_bindings)

    cursor.close()
def parse (db, tx, message):
    cursor = db.cursor()

    # Unpack message.
    try:
        if len(message) != LENGTH:
            raise exceptions.UnpackError
        move, random, tx0_hash_bytes, tx1_hash_bytes = struct.unpack(FORMAT, message)
        tx0_hash, tx1_hash = binascii.hexlify(tx0_hash_bytes).decode('utf-8'), binascii.hexlify(tx1_hash_bytes).decode('utf-8')
        rps_match_id = util.make_id(tx0_hash, tx1_hash)
        random = binascii.hexlify(random).decode('utf-8')
        status = 'valid'
    except (exceptions.UnpackError, struct.error) as e:
        move, random, tx0_hash, tx1_hash, rps_match_id = None, None, None, None, None
        status = 'invalid: could not unpack'

    if status == 'valid':
        txn, rps_match, problems = validate(db, tx['source'], move, random, rps_match_id)
        if problems:
            rps_match = None
            status = 'invalid: ' + '; '.join(problems)

    # Add parsed transaction to message-type–specific table.
    rpsresolves_bindings = {
        'tx_index': tx['tx_index'],
        'tx_hash': tx['tx_hash'],
        'block_index': tx['block_index'],
        'source': tx['source'],
        'move': move,
        'random': random,
        'rps_match_id': rps_match_id,
        'status': status
    }

    if status == 'valid':
        rps_match_status = 'concluded'

        if rps_match['status'] == 'pending':
            rps_match_status = 'resolved and pending' if txn==0 else 'pending and resolved'

        if rps_match_status == 'concluded':
            counter_txn = 0 if txn == 1 else 1
            counter_source = rps_match['tx{}_address'.format(counter_txn)]
            sql = '''SELECT * FROM rpsresolves WHERE rps_match_id = ? AND source = ? AND status = ?'''
            counter_games = list(cursor.execute(sql, (rps_match_id, counter_source, 'valid')))
            assert len(counter_games) == 1
            counter_game = counter_games[0]

            winner = resolve_game(db, rpsresolves_bindings, counter_game)

            if winner == 0:
                rps_match_status = 'concluded: tie'
            elif winner == counter_game['tx_index']:
                rps_match_status = 'concluded: {} player wins'.format('first' if counter_txn == 0 else 'second')
            else:
                rps_match_status = 'concluded: {} player wins'.format('first' if txn == 0 else 'second')

        rps.update_rps_match_status(db, rps_match, rps_match_status, tx['block_index'])

    sql = '''INSERT INTO rpsresolves VALUES (:tx_index, :tx_hash, :block_index, :source, :move, :random, :rps_match_id, :status)'''
    cursor.execute(sql, rpsresolves_bindings)

    cursor.close()
Example #13
0
def match (db, tx):

    cursor = db.cursor()

    # Get bet in question.
    bets = list(cursor.execute('''SELECT * FROM bets\
                                  WHERE (tx_index = ? AND status = ?)''', (tx['tx_index'], 'open')))
    if not bets:
        cursor.close()
        return
    else:
        assert len(bets) == 1
    tx1 = bets[0]

    # Get counterbet_type.
    if tx1['bet_type'] % 2: counterbet_type = tx1['bet_type'] - 1
    else: counterbet_type = tx1['bet_type'] + 1

    feed_address = tx1['feed_address']

    cursor.execute('''SELECT * FROM bets\
                             WHERE (feed_address=? AND status=? AND bet_type=?)''',
                             (tx1['feed_address'], 'open', counterbet_type))
    tx1_wager_remaining = tx1['wager_remaining']
    tx1_counterwager_remaining = tx1['counterwager_remaining']
    bet_matches = cursor.fetchall()
    if tx['block_index'] > 284500 or config.TESTNET:  # Protocol change.
        sorted(bet_matches, key=lambda x: x['tx_index'])                                        # Sort by tx index second.
        sorted(bet_matches, key=lambda x: util.price(x['wager_quantity'], x['counterwager_quantity']))   # Sort by price first.

    tx1_status = tx1['status']
    for tx0 in bet_matches:
        if tx1_status != 'open': break

        logger.debug('Considering: ' + tx0['tx_hash'])
        tx0_wager_remaining = tx0['wager_remaining']
        tx0_counterwager_remaining = tx0['counterwager_remaining']

        # Bet types must be opposite.
        if counterbet_type != tx0['bet_type']:
            logger.debug('Skipping: bet types disagree.')
            continue

        # Leverages must agree exactly
        if tx0['leverage'] != tx1['leverage']:
            logger.debug('Skipping: leverages disagree.')
            continue

        # Target values must agree exactly.
        if tx0['target_value'] != tx1['target_value']:
            logger.debug('Skipping: target values disagree.')
            continue

        # Fee fractions must agree exactly.
        if tx0['fee_fraction_int'] != tx1['fee_fraction_int']:
            logger.debug('Skipping: fee fractions disagree.')
            continue

        # Deadlines must agree exactly.
        if tx0['deadline'] != tx1['deadline']:
            logger.debug('Skipping: deadlines disagree.')
            continue

        # If the odds agree, make the trade. The found order sets the odds,
        # and they trade as much as they can.
        tx0_odds = util.price(tx0['wager_quantity'], tx0['counterwager_quantity'])
        tx0_inverse_odds = util.price(tx0['counterwager_quantity'], tx0['wager_quantity'])
        tx1_odds = util.price(tx1['wager_quantity'], tx1['counterwager_quantity'])

        if tx['block_index'] < 286000: tx0_inverse_odds = util.price(1, tx0_odds) # Protocol change.

        logger.debug('Tx0 Inverse Odds: {}; Tx1 Odds: {}'.format(float(tx0_inverse_odds), float(tx1_odds)))
        if tx0_inverse_odds > tx1_odds:
            logger.debug('Skipping: price mismatch.')
        else:
            logger.debug('Potential forward quantities: {}, {}'.format(tx0_wager_remaining, int(util.price(tx1_wager_remaining, tx1_odds))))
            forward_quantity = int(min(tx0_wager_remaining, int(util.price(tx1_wager_remaining, tx1_odds))))
            logger.debug('Forward Quantity: {}'.format(forward_quantity))
            backward_quantity = round(forward_quantity / tx0_odds)
            logger.debug('Backward Quantity: {}'.format(backward_quantity))

            if not forward_quantity:
                logger.debug('Skipping: zero forward quantity.')
                continue
            if tx1['block_index'] >= 286500 or config.TESTNET:    # Protocol change.
                if not backward_quantity:
                    logger.debug('Skipping: zero backward quantity.')
                    continue

            bet_match_id = util.make_id(tx0['tx_hash'], tx1['tx_hash'])

            # Debit the order.
            # Counterwager remainings may be negative.
            tx0_wager_remaining = tx0_wager_remaining - forward_quantity
            tx0_counterwager_remaining = tx0_counterwager_remaining - backward_quantity
            tx1_wager_remaining = tx1_wager_remaining - backward_quantity
            tx1_counterwager_remaining = tx1_counterwager_remaining - forward_quantity

            # tx0
            tx0_status = 'open'
            if tx0_wager_remaining <= 0 or tx0_counterwager_remaining <= 0:
                # Fill order, and recredit give_remaining.
                tx0_status = 'filled'
                util.credit(db, tx0['source'], config.XCP, tx0_wager_remaining, event=tx1['tx_hash'], action='filled')
            bindings = {
                'wager_remaining': tx0_wager_remaining,
                'counterwager_remaining': tx0_counterwager_remaining,
                'status': tx0_status,
                'tx_hash': tx0['tx_hash']
            }
            sql='update bets set wager_remaining = :wager_remaining, counterwager_remaining = :counterwager_remaining, status = :status where tx_hash = :tx_hash'
            cursor.execute(sql, bindings)
            log.message(db, tx['block_index'], 'update', 'bets', bindings)

            if tx1['block_index'] >= 292000 or config.TESTNET:  # Protocol change
                if tx1_wager_remaining <= 0 or tx1_counterwager_remaining <= 0:
                    # Fill order, and recredit give_remaining.
                    tx1_status = 'filled'
                    util.credit(db, tx1['source'], config.XCP, tx1_wager_remaining, event=tx1['tx_hash'], action='filled')
            # tx1
            bindings = {
                'wager_remaining': tx1_wager_remaining,
                'counterwager_remaining': tx1_counterwager_remaining,
                'status': tx1_status,
                'tx_hash': tx1['tx_hash']
            }
            sql='update bets set wager_remaining = :wager_remaining, counterwager_remaining = :counterwager_remaining, status = :status where tx_hash = :tx_hash'
            cursor.execute(sql, bindings)
            log.message(db, tx['block_index'], 'update', 'bets', bindings)

            # Get last value of feed.
            broadcasts = list(cursor.execute('''SELECT * FROM broadcasts WHERE (status = ? AND source = ?) ORDER BY tx_index ASC''', ('valid', feed_address)))
            initial_value = broadcasts[-1]['value']

            # Record bet fulfillment.
            bindings = {
                'id': util.make_id(tx0['tx_hash'], tx['tx_hash']),
                'tx0_index': tx0['tx_index'],
                'tx0_hash': tx0['tx_hash'],
                'tx0_address': tx0['source'],
                'tx1_index': tx1['tx_index'],
                'tx1_hash': tx1['tx_hash'],
                'tx1_address': tx1['source'],
                'tx0_bet_type': tx0['bet_type'],
                'tx1_bet_type': tx1['bet_type'],
                'feed_address': tx1['feed_address'],
                'initial_value': initial_value,
                'deadline': tx1['deadline'],
                'target_value': tx1['target_value'],
                'leverage': tx1['leverage'],
                'forward_quantity': forward_quantity,
                'backward_quantity': backward_quantity,
                'tx0_block_index': tx0['block_index'],
                'tx1_block_index': tx1['block_index'],
                'block_index': max(tx0['block_index'], tx1['block_index']),
                'tx0_expiration': tx0['expiration'],
                'tx1_expiration': tx1['expiration'],
                'match_expire_index': min(tx0['expire_index'], tx1['expire_index']),
                'fee_fraction_int': tx1['fee_fraction_int'],
                'status': 'pending',
            }
            sql='insert into bet_matches values(:id, :tx0_index, :tx0_hash, :tx0_address, :tx1_index, :tx1_hash, :tx1_address, :tx0_bet_type, :tx1_bet_type, :feed_address, :initial_value, :deadline, :target_value, :leverage, :forward_quantity, :backward_quantity, :tx0_block_index, :tx1_block_index, :block_index, :tx0_expiration, :tx1_expiration, :match_expire_index, :fee_fraction_int, :status)'
            cursor.execute(sql, bindings)

    cursor.close()
    return
Example #14
0
def match (db, tx, block_index):
    cursor = db.cursor()

    # Get rps in question.
    rps = list(cursor.execute('''SELECT * FROM rps WHERE tx_index = ? AND status = ?''', (tx['tx_index'], 'open')))
    if not rps:
        cursor.close()
        return
    else:
        assert len(rps) == 1
    tx1 = rps[0]
    possible_moves = tx1['possible_moves']
    wager = tx1['wager']
    tx1_status = 'open'

    # Get rps match
    bindings = (possible_moves, 'open', wager, tx1['source'])
    # dont match twice same RPS
    already_matched = []
    old_rps_matches = cursor.execute('''SELECT * FROM rps_matches WHERE tx0_hash = ? OR tx1_hash = ?''', (tx1['tx_hash'], tx1['tx_hash']))
    for old_rps_match in old_rps_matches:
        counter_tx_hash = old_rps_match['tx1_hash'] if tx1['tx_hash'] == old_rps_match['tx0_hash'] else old_rps_match['tx0_hash']
        already_matched.append(counter_tx_hash)
    already_matched_cond = ''
    if already_matched:
        already_matched_cond = '''AND tx_hash NOT IN ({})'''.format(','.join(['?' for e in range(0, len(already_matched))]))
        bindings += tuple(already_matched)

    sql = '''SELECT * FROM rps WHERE (possible_moves = ? AND status = ? AND wager = ? AND source != ? {}) ORDER BY tx_index LIMIT 1'''.format(already_matched_cond)
    rps_matches = list(cursor.execute(sql, bindings))

    if rps_matches:
        tx0 = rps_matches[0]

        # update status
        for txn in [tx0, tx1]:
            bindings = {
                'status': 'matched',
                'tx_index': txn['tx_index']
            }
            cursor.execute('''UPDATE rps SET status = :status WHERE tx_index = :tx_index''', bindings)
            log.message(db, block_index, 'update', 'rps', bindings)

        bindings = {
            'id': util.make_id(tx0['tx_hash'], tx1['tx_hash']),
            'tx0_index': tx0['tx_index'],
            'tx0_hash': tx0['tx_hash'],
            'tx0_address': tx0['source'],
            'tx1_index': tx1['tx_index'],
            'tx1_hash': tx1['tx_hash'],
            'tx1_address': tx1['source'],
            'tx0_move_random_hash': tx0['move_random_hash'],
            'tx1_move_random_hash': tx1['move_random_hash'],
            'wager': wager,
            'possible_moves': possible_moves,
            'tx0_block_index': tx0['block_index'],
            'tx1_block_index': tx1['block_index'],
            'block_index': block_index,
            'tx0_expiration': tx0['expiration'],
            'tx1_expiration': tx1['expiration'],
            'match_expire_index': block_index + 20,
            'status': 'pending'
        }
        sql = '''INSERT INTO rps_matches VALUES (:id, :tx0_index, :tx0_hash, :tx0_address, :tx1_index, :tx1_hash, :tx1_address,
                                                 :tx0_move_random_hash, :tx1_move_random_hash, :wager, :possible_moves,
                                                 :tx0_block_index, :tx1_block_index, :block_index, :tx0_expiration, :tx1_expiration,
                                                 :match_expire_index, :status)'''
        cursor.execute(sql, bindings)

    cursor.close()
Example #15
0
def match (db, tx, block_index):
    cursor = db.cursor()

    # Get rps in question.
    rps = list(cursor.execute('''SELECT * FROM rps WHERE tx_index = ? AND status = ?''', (tx['tx_index'], 'open')))
    if not rps:
        cursor.close()
        return
    else:
        assert len(rps) == 1
    tx1 = rps[0]
    possible_moves = tx1['possible_moves']
    wager = tx1['wager']
    tx1_status = 'open'

    # Get rps match
    bindings = (possible_moves, 'open', wager, tx1['source'])
    # dont match twice same RPS
    already_matched = []
    old_rps_matches = cursor.execute('''SELECT * FROM rps_matches WHERE tx0_hash = ? OR tx1_hash = ?''', (tx1['tx_hash'], tx1['tx_hash']))
    for old_rps_match in old_rps_matches:
        counter_tx_hash = old_rps_match['tx1_hash'] if tx1['tx_hash'] == old_rps_match['tx0_hash'] else old_rps_match['tx0_hash']
        already_matched.append(counter_tx_hash)
    already_matched_cond = ''
    if already_matched:
        already_matched_cond = '''AND tx_hash NOT IN ({})'''.format(','.join(['?' for e in range(0, len(already_matched))]))
        bindings += tuple(already_matched)

    sql = '''SELECT * FROM rps WHERE (possible_moves = ? AND status = ? AND wager = ? AND source != ? {}) ORDER BY tx_index LIMIT 1'''.format(already_matched_cond)
    rps_matches = list(cursor.execute(sql, bindings))

    if rps_matches:
        tx0 = rps_matches[0]

        # update status
        for txn in [tx0, tx1]:
            bindings = {
                'status': 'matched',
                'tx_index': txn['tx_index']
            }
            cursor.execute('''UPDATE rps SET status = :status WHERE tx_index = :tx_index''', bindings)
            log.message(db, block_index, 'update', 'rps', bindings)

        bindings = {
            'id': util.make_id(tx0['tx_hash'], tx1['tx_hash']),
            'tx0_index': tx0['tx_index'],
            'tx0_hash': tx0['tx_hash'],
            'tx0_address': tx0['source'],
            'tx1_index': tx1['tx_index'],
            'tx1_hash': tx1['tx_hash'],
            'tx1_address': tx1['source'],
            'tx0_move_random_hash': tx0['move_random_hash'],
            'tx1_move_random_hash': tx1['move_random_hash'],
            'wager': wager,
            'possible_moves': possible_moves,
            'tx0_block_index': tx0['block_index'],
            'tx1_block_index': tx1['block_index'],
            'block_index': block_index,
            'tx0_expiration': tx0['expiration'],
            'tx1_expiration': tx1['expiration'],
            'match_expire_index': block_index + 20,
            'status': 'pending'
        }
        sql = '''INSERT INTO rps_matches VALUES (:id, :tx0_index, :tx0_hash, :tx0_address, :tx1_index, :tx1_hash, :tx1_address,
                                                 :tx0_move_random_hash, :tx1_move_random_hash, :wager, :possible_moves,
                                                 :tx0_block_index, :tx1_block_index, :block_index, :tx0_expiration, :tx1_expiration,
                                                 :match_expire_index, :status)'''
        cursor.execute(sql, bindings)

    cursor.close()
Example #16
0
def parse(db, tx, message):
    cursor = db.cursor()

    # Unpack message.
    status = 'valid'  # might be invalidate later.
    try:
        if util.enabled('broadcast_pack_text', tx['block_index']):
            timestamp, value, fee_fraction_int, rawtext = struct.unpack(
                FORMAT + '{}s'.format(len(message) - LENGTH), message)
            textlen = VarIntSerializer.deserialize(rawtext)
            if textlen == 0:
                text = b''
            else:
                text = rawtext[-textlen:]
                if len(text) != textlen:
                    status = 'invalid: text length mismatch'
        else:
            if len(message) - LENGTH <= 52:
                curr_format = FORMAT + '{}p'.format(len(message) - LENGTH)
            else:
                curr_format = FORMAT + '{}s'.format(len(message) - LENGTH)

            timestamp, value, fee_fraction_int, text = struct.unpack(
                curr_format, message)

        try:
            text = text.decode('utf-8')
        except UnicodeDecodeError:
            text = ''
    except (struct.error):
        timestamp, value, fee_fraction_int, text = 0, None, 0, None
        status = 'invalid: could not unpack'

    if status == 'valid':
        # For SQLite3
        timestamp = min(timestamp, config.MAX_INT)
        value = min(value, config.MAX_INT)

        problems = validate(db, tx['source'], timestamp, value,
                            fee_fraction_int, text, tx['block_index'])
        if problems: status = 'invalid: ' + '; '.join(problems)

    # Lock?
    lock = False
    if text and text.lower() == 'lock':
        lock = True
        timestamp, value, fee_fraction_int, text = 0, None, None, None
    else:
        lock = False

    # Add parsed transaction to message-type–specific table.
    bindings = {
        'tx_index': tx['tx_index'],
        'tx_hash': tx['tx_hash'],
        'block_index': tx['block_index'],
        'source': tx['source'],
        'timestamp': timestamp,
        'value': value,
        'fee_fraction_int': fee_fraction_int,
        'text': text,
        'locked': lock,
        'status': status,
    }
    if "integer overflow" not in status:
        sql = 'insert into broadcasts values(:tx_index, :tx_hash, :block_index, :source, :timestamp, :value, :fee_fraction_int, :text, :locked, :status)'
        cursor.execute(sql, bindings)
    else:
        logger.warn("Not storing [broadcast] tx [%s]: %s" %
                    (tx['tx_hash'], status))
        logger.debug("Bindings: %s" % (json.dumps(bindings), ))

    # stop processing if broadcast is invalid for any reason
    if util.enabled('broadcast_invalid_check') and status != 'valid':
        return

    # Options? Should not fail to parse due to above checks.
    if util.enabled('options_require_memo') and text and text.lower(
    ).startswith('options'):
        options = util.parse_options_from_string(text)
        if options is not False:
            op_bindings = {
                'block_index': tx['block_index'],
                'address': tx['source'],
                'options': options
            }
            sql = 'insert or replace into addresses(address, options, block_index) values(:address, :options, :block_index)'
            cursor = db.cursor()
            cursor.execute(sql, op_bindings)

    # Negative values (default to ignore).
    if value is None or value < 0:
        # Cancel Open Bets?
        if value == -2:
            cursor.execute(
                '''SELECT * FROM bets \
                              WHERE (status = ? AND feed_address = ?)''',
                ('open', tx['source']))
            for i in list(cursor):
                bet.cancel_bet(db, i, 'dropped', tx['block_index'])
        # Cancel Pending Bet Matches?
        if value == -3:
            cursor.execute(
                '''SELECT * FROM bet_matches \
                              WHERE (status = ? AND feed_address = ?)''',
                ('pending', tx['source']))
            for bet_match in list(cursor):
                bet.cancel_bet_match(db, bet_match, 'dropped',
                                     tx['block_index'])
        return

    # stop processing if broadcast is invalid for any reason
    # @TODO: remove this check once broadcast_invalid_check has been activated
    if util.enabled('max_fee_fraction') and status != 'valid':
        return

    # Handle bet matches that use this feed.
    cursor.execute(
        '''SELECT * FROM bet_matches \
                      WHERE (status=? AND feed_address=?)
                      ORDER BY tx1_index ASC, tx0_index ASC''',
        ('pending', tx['source']))
    for bet_match in cursor.fetchall():
        broadcast_bet_match_cursor = db.cursor()
        bet_match_id = util.make_id(bet_match['tx0_hash'],
                                    bet_match['tx1_hash'])
        bet_match_status = None

        # Calculate total funds held in escrow and total fee to be paid if
        # the bet match is settled. Escrow less fee is amount to be paid back
        # to betters.
        total_escrow = bet_match['forward_quantity'] + bet_match[
            'backward_quantity']

        if util.enabled('inmutable_fee_fraction'):
            fee_fraction = bet_match['fee_fraction_int']
        else:
            fee_fraction = fee_fraction_int

        fee = int(fee_fraction * total_escrow / config.UNIT)  # Truncate.
        escrow_less_fee = total_escrow - fee

        # Get known bet match type IDs.
        cfd_type_id = util.BET_TYPE_ID['BullCFD'] + util.BET_TYPE_ID['BearCFD']
        equal_type_id = util.BET_TYPE_ID['Equal'] + util.BET_TYPE_ID['NotEqual']

        # Get the bet match type ID of this bet match.
        bet_match_type_id = bet_match['tx0_bet_type'] + bet_match[
            'tx1_bet_type']

        # Contract for difference, with determinate settlement date.
        if bet_match_type_id == cfd_type_id:

            # Recognise tx0, tx1 as the bull, bear (in the right direction).
            if bet_match['tx0_bet_type'] < bet_match['tx1_bet_type']:
                bull_address = bet_match['tx0_address']
                bear_address = bet_match['tx1_address']
                bear_escrow = bet_match['backward_quantity']
            else:
                bull_address = bet_match['tx1_address']
                bear_address = bet_match['tx0_address']
                bear_escrow = bet_match['forward_quantity']

            leverage = Fraction(bet_match['leverage'], 5040)
            initial_value = bet_match['initial_value']

            bear_credit = bear_escrow - (
                value - initial_value) * leverage * config.UNIT
            bull_credit = escrow_less_fee - bear_credit
            bear_credit = round(bear_credit)
            bull_credit = round(bull_credit)

            # Liquidate, as necessary.
            if bull_credit >= escrow_less_fee or bull_credit <= 0:
                if bull_credit >= escrow_less_fee:
                    bull_credit = escrow_less_fee
                    bear_credit = 0
                    bet_match_status = 'settled: liquidated for bull'
                    util.credit(db,
                                bull_address,
                                config.XCP,
                                bull_credit,
                                action='bet {}'.format(bet_match_status),
                                event=tx['tx_hash'])
                elif bull_credit <= 0:
                    bull_credit = 0
                    bear_credit = escrow_less_fee
                    bet_match_status = 'settled: liquidated for bear'
                    util.credit(db,
                                bear_address,
                                config.XCP,
                                bear_credit,
                                action='bet {}'.format(bet_match_status),
                                event=tx['tx_hash'])

                # Pay fee to feed.
                util.credit(db,
                            bet_match['feed_address'],
                            config.XCP,
                            fee,
                            action='feed fee',
                            event=tx['tx_hash'])

                # For logging purposes.
                bindings = {
                    'bet_match_id': bet_match_id,
                    'bet_match_type_id': bet_match_type_id,
                    'block_index': tx['block_index'],
                    'settled': False,
                    'bull_credit': bull_credit,
                    'bear_credit': bear_credit,
                    'winner': None,
                    'escrow_less_fee': None,
                    'fee': fee
                }
                sql = 'insert into bet_match_resolutions values(:bet_match_id, :bet_match_type_id, :block_index, :settled, :bull_credit, :bear_credit, :winner, :escrow_less_fee, :fee)'
                cursor.execute(sql, bindings)

            # Settle (if not liquidated).
            elif timestamp >= bet_match['deadline']:
                bet_match_status = 'settled'

                util.credit(db,
                            bull_address,
                            config.XCP,
                            bull_credit,
                            action='bet {}'.format(bet_match_status),
                            event=tx['tx_hash'])
                util.credit(db,
                            bear_address,
                            config.XCP,
                            bear_credit,
                            action='bet {}'.format(bet_match_status),
                            event=tx['tx_hash'])

                # Pay fee to feed.
                util.credit(db,
                            bet_match['feed_address'],
                            config.XCP,
                            fee,
                            action='feed fee',
                            event=tx['tx_hash'])

                # For logging purposes.
                bindings = {
                    'bet_match_id': bet_match_id,
                    'bet_match_type_id': bet_match_type_id,
                    'block_index': tx['block_index'],
                    'settled': True,
                    'bull_credit': bull_credit,
                    'bear_credit': bear_credit,
                    'winner': None,
                    'escrow_less_fee': None,
                    'fee': fee
                }
                sql = 'insert into bet_match_resolutions values(:bet_match_id, :bet_match_type_id, :block_index, :settled, :bull_credit, :bear_credit, :winner, :escrow_less_fee, :fee)'
                cursor.execute(sql, bindings)

        # Equal[/NotEqual] bet.
        elif bet_match_type_id == equal_type_id and timestamp >= bet_match[
                'deadline']:

            # Recognise tx0, tx1 as the bull, bear (in the right direction).
            if bet_match['tx0_bet_type'] < bet_match['tx1_bet_type']:
                equal_address = bet_match['tx0_address']
                notequal_address = bet_match['tx1_address']
            else:
                equal_address = bet_match['tx1_address']
                notequal_address = bet_match['tx0_address']

            # Decide who won, and credit appropriately.
            if value == bet_match['target_value']:
                winner = 'Equal'
                bet_match_status = 'settled: for equal'
                util.credit(db,
                            equal_address,
                            config.XCP,
                            escrow_less_fee,
                            action='bet {}'.format(bet_match_status),
                            event=tx['tx_hash'])
            else:
                winner = 'NotEqual'
                bet_match_status = 'settled: for notequal'
                util.credit(db,
                            notequal_address,
                            config.XCP,
                            escrow_less_fee,
                            action='bet {}'.format(bet_match_status),
                            event=tx['tx_hash'])

            # Pay fee to feed.
            util.credit(db,
                        bet_match['feed_address'],
                        config.XCP,
                        fee,
                        action='feed fee',
                        event=tx['tx_hash'])

            # For logging purposes.
            bindings = {
                'bet_match_id': bet_match_id,
                'bet_match_type_id': bet_match_type_id,
                'block_index': tx['block_index'],
                'settled': None,
                'bull_credit': None,
                'bear_credit': None,
                'winner': winner,
                'escrow_less_fee': escrow_less_fee,
                'fee': fee
            }
            sql = 'insert into bet_match_resolutions values(:bet_match_id, :bet_match_type_id, :block_index, :settled, :bull_credit, :bear_credit, :winner, :escrow_less_fee, :fee)'
            cursor.execute(sql, bindings)

        # Update the bet match’s status.
        if bet_match_status:
            bindings = {
                'status':
                bet_match_status,
                'bet_match_id':
                util.make_id(bet_match['tx0_hash'], bet_match['tx1_hash'])
            }
            sql = 'update bet_matches set status = :status where id = :bet_match_id'
            cursor.execute(sql, bindings)
            log.message(db, tx['block_index'], 'update', 'bet_matches',
                        bindings)