def setUp(self):
order_id = OrderId(TraderId(b'3' * 20), OrderNumber(1))
self.ask_order = Order(
order_id, AssetPair(AssetAmount(5, 'BTC'), AssetAmount(6, 'EUR')),
Timeout(3600), Timestamp.now(), True)
self.bid_order = Order(
order_id, AssetPair(AssetAmount(5, 'BTC'), AssetAmount(6, 'EUR')),
Timeout(3600), Timestamp.now(), False)
self.queue = MatchPriorityQueue(self.ask_order)
def __init__(self, community, order):
super(MatchCache, self).__init__(community.request_cache, "match", int(order.order_id.order_number))
self.community = community
self.order = order
self.matches = {}
self.schedule_propose = None
self.schedule_task = None
self.schedule_task_done = False
self.outstanding_requests = []
self.received_responses_ids = set()
self.queue = MatchPriorityQueue(self.order)
def test_priority(self):
"""
Test the priority mechanism of the queue
"""
order_id = OrderId(TraderId(b'1' * 20), OrderNumber(1))
self.queue.insert(1, Price(1, 1, 'DUM1', 'DUM2'), order_id)
self.queue.insert(0, Price(1, 1, 'DUM1', 'DUM2'), order_id)
self.queue.insert(2, Price(1, 1, 'DUM1', 'DUM2'), order_id)
item1 = self.queue.delete()
item2 = self.queue.delete()
item3 = self.queue.delete()
self.assertEqual(item1[0], 0)
self.assertEqual(item2[0], 1)
self.assertEqual(item3[0], 2)
# Same retries, different prices
self.queue.insert(1, Price(1, 1, 'DUM1', 'DUM2'), order_id)
self.queue.insert(1, Price(1, 2, 'DUM1', 'DUM2'), order_id)
self.queue.insert(1, Price(1, 3, 'DUM1', 'DUM2'), order_id)
item1 = self.queue.delete()
item2 = self.queue.delete()
item3 = self.queue.delete()
self.assertEqual(item1[1], Price(1, 1, 'DUM1', 'DUM2'))
self.assertEqual(item2[1], Price(1, 2, 'DUM1', 'DUM2'))
self.assertEqual(item3[1], Price(1, 3, 'DUM1', 'DUM2'))
# Test with bid order
self.queue = MatchPriorityQueue(self.bid_order)
self.queue.insert(1, Price(1, 1, 'DUM1', 'DUM2'), order_id)
self.queue.insert(1, Price(1, 2, 'DUM1', 'DUM2'), order_id)
self.queue.insert(1, Price(1, 3, 'DUM1', 'DUM2'), order_id)
item1 = self.queue.delete()
item2 = self.queue.delete()
item3 = self.queue.delete()
self.assertEqual(item1[1], Price(1, 3, 'DUM1', 'DUM2'))
self.assertEqual(item2[1], Price(1, 2, 'DUM1', 'DUM2'))
self.assertEqual(item3[1], Price(1, 1, 'DUM1', 'DUM2'))
def test_priority(bid_order, queue):
"""
Test the priority mechanism of the queue
"""
order_id = OrderId(TraderId(b'1' * 20), OrderNumber(1))
other_order_id = OrderId(TraderId(b'2' * 20), OrderNumber(1))
queue.insert(1, Price(1, 1, 'DUM1', 'DUM2'), order_id, other_order_id)
queue.insert(0, Price(1, 1, 'DUM1', 'DUM2'), order_id, other_order_id)
queue.insert(2, Price(1, 1, 'DUM1', 'DUM2'), order_id, other_order_id)
item1 = queue.delete()
item2 = queue.delete()
item3 = queue.delete()
assert item1[0] == 0
assert item2[0] == 1
assert item3[0] == 2
# Same retries, different prices
queue.insert(1, Price(1, 1, 'DUM1', 'DUM2'), order_id, other_order_id)
queue.insert(1, Price(1, 2, 'DUM1', 'DUM2'), order_id, other_order_id)
queue.insert(1, Price(1, 3, 'DUM1', 'DUM2'), order_id, other_order_id)
item1 = queue.delete()
item2 = queue.delete()
item3 = queue.delete()
assert item1[1] == Price(1, 1, 'DUM1', 'DUM2')
assert item2[1] == Price(1, 2, 'DUM1', 'DUM2')
assert item3[1] == Price(1, 3, 'DUM1', 'DUM2')
# Test with bid order
queue = MatchPriorityQueue(bid_order)
queue.insert(1, Price(1, 1, 'DUM1', 'DUM2'), order_id, other_order_id)
queue.insert(1, Price(1, 2, 'DUM1', 'DUM2'), order_id, other_order_id)
queue.insert(1, Price(1, 3, 'DUM1', 'DUM2'), order_id, other_order_id)
item1 = queue.delete()
item2 = queue.delete()
item3 = queue.delete()
assert item1[1] == Price(1, 3, 'DUM1', 'DUM2')
assert item2[1] == Price(1, 2, 'DUM1', 'DUM2')
assert item3[1] == Price(1, 1, 'DUM1', 'DUM2')
def queue(ask_order):
return MatchPriorityQueue(ask_order)
class MatchCache(NumberCache):
"""
This cache keeps track of incoming match messages for a specific order.
"""
def __init__(self, community, order):
super(MatchCache, self).__init__(community.request_cache, "match", int(order.order_id.order_number))
self.community = community
self.order = order
self.matches = {}
self.schedule_propose = None
self.schedule_task = None
self.schedule_task_done = False
self.outstanding_requests = []
self.received_responses_ids = set()
self.queue = MatchPriorityQueue(self.order)
@property
def timeout_delay(self):
return 7200.0
def on_timeout(self):
pass
def add_match(self, match_payload):
"""
Add a match to the queue.
"""
if self.order.status != "open":
self._logger.info("Ignoring match payload, order %s not open anymore", self.order.order_id)
return
other_order_id = OrderId(match_payload.trader_id, match_payload.order_number)
if other_order_id not in self.matches:
self.matches[other_order_id] = []
# We do not want to add the match twice
exists = False
for match_payload in self.matches[other_order_id]:
match_order_id = OrderId(match_payload.trader_id, match_payload.order_number)
if match_order_id == other_order_id:
exists = True
break
if not exists:
self.matches[other_order_id].append(match_payload)
if not self.queue.contains_order(other_order_id) and not self.has_outstanding_request_with_order_id(
other_order_id):
self._logger.debug("Adding match payload with own order id %s and other id %s to queue",
self.order.order_id, other_order_id)
self.queue.insert(0, match_payload.assets.price, other_order_id, match_payload.assets.first.amount)
if not self.schedule_task:
# Schedule a timer
self._logger.info("Scheduling batch match of order %s" % str(self.order.order_id))
self.schedule_task = call_later(self.community.settings.match_window,
self.start_process_matches, ignore_errors=True)
elif self.schedule_task_done and not self.outstanding_requests:
# If we are currently not processing anything and the schedule task is done, process the matches
self.process_match()
def start_process_matches(self):
"""
Start processing the batch of matches.
"""
self.schedule_task_done = True
self._logger.info("Processing incoming matches for order %s", self.order.order_id)
# It could be that the order has already been completed while waiting - we should let the matchmaker know
if self.order.status != "open":
self._logger.info("Order %s is already fulfilled - notifying matchmakers", self.order.order_id)
for _, matches in self.matches.items():
for match_payload in matches:
# Send a declined trade back
other_order_id = OrderId(match_payload.trader_id, match_payload.order_number)
self.community.send_decline_match_message(self.order, other_order_id,
match_payload.matchmaker_trader_id,
DeclineMatchReason.ORDER_COMPLETED)
self.matches = {}
return
self.process_match()
def process_match(self):
"""
Process the first eligible match. First, we sort the list based on price.
"""
items_processed = 0
while self.order.available_quantity > 0 and not self.queue.is_empty():
item = self.queue.delete()
retries, price, other_order_id, other_quantity = item
self.outstanding_requests.append(item)
if retries == 0:
propose_quantity = min(self.order.available_quantity, other_quantity)
self.order.reserve_quantity_for_tick(other_order_id, propose_quantity)
self.community.order_manager.order_repository.update(self.order)
ensure_future(self.community.accept_match_and_propose(self.order, other_order_id, price, other_quantity,
propose_quantity=propose_quantity,
should_reserve=False))
else:
task_id = "%s-%s" % (self.order.order_id, other_order_id)
if not self.community.is_pending_task_active(task_id):
delay = random.uniform(1, 2)
self.community.register_task(task_id, self.community.accept_match_and_propose, self.order,
other_order_id, price, other_quantity, delay=delay)
items_processed += 1
if items_processed == self.community.settings.match_process_batch_size: # Limit the number of outgoing items when processing
break
self._logger.debug("Processed %d items in this batch", items_processed)
def received_decline_trade(self, other_order_id, decline_reason):
"""
The counterparty refused to trade - update the cache accordingly.
"""
self.received_responses_ids.add(other_order_id)
if decline_reason == DeclinedTradeReason.ORDER_COMPLETED and other_order_id in self.matches:
# Let the matchmakers know that the order is complete
for match_payload in self.matches[other_order_id]:
self.community.send_decline_match_message(self.order,
other_order_id,
match_payload.matchmaker_trader_id,
DeclineMatchReason.OTHER_ORDER_COMPLETED)
elif decline_reason == DeclinedTradeReason.ORDER_CANCELLED and other_order_id in self.matches:
# Let the matchmakers know that the order is cancelled
for match_payload in self.matches[other_order_id]:
self.community.send_decline_match_message(self.order,
other_order_id,
match_payload.matchmaker_trader_id,
DeclineMatchReason.OTHER_ORDER_CANCELLED)
elif decline_reason == DeclinedTradeReason.ADDRESS_LOOKUP_FAIL and other_order_id in self.matches:
# Let the matchmakers know that the address resolution failed
for match_payload in self.matches[other_order_id]:
self.community.send_decline_match_message(self.order,
other_order_id,
match_payload.matchmaker_trader_id,
DeclineMatchReason.OTHER)
elif decline_reason in [DeclinedTradeReason.ORDER_RESERVED, DeclinedTradeReason.ALREADY_TRADING] and \
self.has_outstanding_request_with_order_id(other_order_id):
# Add it to the queue again
outstanding_request = self.get_outstanding_request_with_order_id(other_order_id)
self._logger.debug("Adding entry (%d, %s, %s, %d) to matching queue again", *outstanding_request)
self.queue.insert(outstanding_request[0] + 1, outstanding_request[1], outstanding_request[2], outstanding_request[3])
elif decline_reason == DeclinedTradeReason.NO_AVAILABLE_QUANTITY and \
self.has_outstanding_request_with_order_id(other_order_id):
# Re-add the item to the queue, with the same priority
outstanding_request = self.get_outstanding_request_with_order_id(other_order_id)
self.queue.insert(outstanding_request[0], outstanding_request[1], outstanding_request[2], outstanding_request[3])
self.remove_outstanding_requests_with_order_id(other_order_id)
if self.order.status == "open":
self.process_match()
def has_outstanding_request_with_order_id(self, order_id):
for _, _, item_order_id, _ in self.outstanding_requests:
if order_id == order_id:
return True
return False
def get_outstanding_request_with_order_id(self, order_id):
for item in self.outstanding_requests:
_, _, item_order_id, _ = item
if order_id == order_id:
return item
return None
def remove_outstanding_requests_with_order_id(self, order_id):
# Remove outstanding request entries with this order id
to_remove = []
for item in self.outstanding_requests:
_, _, item_order_id, _ = item
if item_order_id == order_id:
to_remove.append(item)
for item in to_remove:
self.outstanding_requests.remove(item)
def remove_order(self, order_id):
"""
Remove all entries from the queue that match the passed order id.
"""
to_remove = []
for item in self.queue.queue:
if item[2] == order_id:
to_remove.append(item)
for item in to_remove:
self.queue.queue.remove(item)
def did_trade(self, transaction, block):
"""
We just performed a trade with a counterparty.
"""
other_order_id = transaction.partner_order_id
self.remove_outstanding_requests_with_order_id(other_order_id)
if other_order_id not in self.matches:
return
self.received_responses_ids.add(other_order_id)
for match_payload in self.matches[other_order_id]:
self._logger.info("Sending transaction completed (order %s) to matchmaker %s", transaction.order_id,
match_payload.matchmaker_trader_id.as_hex())
linked_block = self.community.trustchain.persistence.get_linked(block) or block
global_time = self.community.claim_global_time()
dist = GlobalTimeDistributionPayload(global_time)
payload = HalfBlockPairPayload.from_half_blocks(block, linked_block)
packet = self.community._ez_pack(self.community._prefix, MSG_MATCH_DONE, [dist, payload], False)
self.community.endpoint.send(self.community.lookup_ip(match_payload.matchmaker_trader_id), packet)
if self.order.status == "open":
self.process_match()
class TestMatchQueue(unittest.TestCase):
"""
This class contains tests for the MatchingPriorityQueue object.
"""
def setUp(self):
order_id = OrderId(TraderId(b'3' * 20), OrderNumber(1))
self.ask_order = Order(
order_id, AssetPair(AssetAmount(5, 'BTC'), AssetAmount(6, 'EUR')),
Timeout(3600), Timestamp.now(), True)
self.bid_order = Order(
order_id, AssetPair(AssetAmount(5, 'BTC'), AssetAmount(6, 'EUR')),
Timeout(3600), Timestamp.now(), False)
self.queue = MatchPriorityQueue(self.ask_order)
def test_priority(self):
"""
Test the priority mechanism of the queue
"""
order_id = OrderId(TraderId(b'1' * 20), OrderNumber(1))
self.queue.insert(1, Price(1, 1, 'DUM1', 'DUM2'), order_id)
self.queue.insert(0, Price(1, 1, 'DUM1', 'DUM2'), order_id)
self.queue.insert(2, Price(1, 1, 'DUM1', 'DUM2'), order_id)
item1 = self.queue.delete()
item2 = self.queue.delete()
item3 = self.queue.delete()
self.assertEqual(item1[0], 0)
self.assertEqual(item2[0], 1)
self.assertEqual(item3[0], 2)
# Same retries, different prices
self.queue.insert(1, Price(1, 1, 'DUM1', 'DUM2'), order_id)
self.queue.insert(1, Price(1, 2, 'DUM1', 'DUM2'), order_id)
self.queue.insert(1, Price(1, 3, 'DUM1', 'DUM2'), order_id)
item1 = self.queue.delete()
item2 = self.queue.delete()
item3 = self.queue.delete()
self.assertEqual(item1[1], Price(1, 1, 'DUM1', 'DUM2'))
self.assertEqual(item2[1], Price(1, 2, 'DUM1', 'DUM2'))
self.assertEqual(item3[1], Price(1, 3, 'DUM1', 'DUM2'))
# Test with bid order
self.queue = MatchPriorityQueue(self.bid_order)
self.queue.insert(1, Price(1, 1, 'DUM1', 'DUM2'), order_id)
self.queue.insert(1, Price(1, 2, 'DUM1', 'DUM2'), order_id)
self.queue.insert(1, Price(1, 3, 'DUM1', 'DUM2'), order_id)
item1 = self.queue.delete()
item2 = self.queue.delete()
item3 = self.queue.delete()
self.assertEqual(item1[1], Price(1, 3, 'DUM1', 'DUM2'))
self.assertEqual(item2[1], Price(1, 2, 'DUM1', 'DUM2'))
self.assertEqual(item3[1], Price(1, 1, 'DUM1', 'DUM2'))