Exemple #1
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:  # 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'], tx1['block_index']))   # 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 = tx0['tx_hash'] + tx1['tx_hash']
        if not block_index:
            block_index = max(tx0['block_index'], tx1['block_index'])
        if tx1_status != 'open': break

        logging.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 = ? ''', (tx0['tx_hash'] + tx1['tx_hash'], ))
        if list(cursor):
            logging.debug('Skipping: previous match')
            continue
        cursor.execute('''SELECT * FROM order_matches
                          WHERE id = ? ''', (tx1['tx_hash'] + tx0['tx_hash'], ))
        if list(cursor):
            logging.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:
                logging.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:
                    logging.debug('Skipping: negative get quantity remaining')
                    continue

            if block_index >= 294000 or config.TESTNET:  # Protocol change.
                if tx0['fee_required_remaining'] < 0:
                    logging.debug('Skipping: negative tx0 fee required remaining')
                    continue
                if tx0['fee_provided_remaining'] < 0:
                    logging.debug('Skipping: negative tx0 fee provided remaining')
                    continue
                if tx1_fee_provided_remaining < 0:
                    logging.debug('Skipping: negative tx1 fee provided remaining')
                    continue
                if tx1_fee_required_remaining < 0:
                    logging.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'], block_index)
        tx1_price = util.price(tx1['get_quantity'], tx1['give_quantity'], block_index)
        tx1_inverse_price = util.price(tx1['give_quantity'], tx1['get_quantity'], block_index)

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

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

            if not forward_quantity:
                logging.debug('Skipping: zero forward quantity.')
                continue
            if block_index >= 286500 or config.TESTNET:    # Protocol change.
                if not backward_quantity:
                    logging.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):
                    logging.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'], block_index))
                    else:
                        fee = int(tx1['fee_required_remaining'] * util.price(forward_quantity, tx1_get_remaining, block_index))

                    logging.debug('Tx0 fee provided remaining: {}; required fee: {}'.format(tx0_fee_provided_remaining / config.UNIT, fee / config.UNIT))
                    if tx0_fee_provided_remaining < fee:
                        logging.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'], block_index))
                    else:
                        fee = int(tx0['fee_required_remaining'] * util.price(backward_quantity, tx0_get_remaining, block_index))

                    logging.debug('Tx1 fee provided remaining: {}; required fee: {}'.format(tx1_fee_provided_remaining / config.UNIT, fee / config.UNIT))
                    if tx1_fee_provided_remaining < fee:
                        logging.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, tx['block_index'], tx1['source'], tx1['get_asset'],
                                    forward_quantity, action='order match', event=order_match_id)
                util.credit(db, tx['block_index'], 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, block_index, 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)
            util.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, block_index, 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)
            util.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': 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
Exemple #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:  # 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'], tx1['block_index']))   # Sort by price first.

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

        logging.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']:
            logging.debug('Skipping: bet types disagree.')
            continue

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

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

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

        # Deadlines must agree exactly.
        if tx0['deadline'] != tx1['deadline']:
            logging.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'], tx1['block_index'])
        tx0_inverse_odds = util.price(tx0['counterwager_quantity'], tx0['wager_quantity'], tx1['block_index'])
        tx1_odds = util.price(tx1['wager_quantity'], tx1['counterwager_quantity'], tx1['block_index'])

        if tx['block_index'] < 286000: tx0_inverse_odds = util.price(1, tx0_odds, tx1['block_index']) # Protocol change.

        logging.debug('Tx0 Inverse Odds: {}; Tx1 Odds: {}'.format(float(tx0_inverse_odds), float(tx1_odds)))
        if tx0_inverse_odds > tx1_odds:
            logging.debug('Skipping: price mismatch.')
        else:
            logging.debug('Potential forward quantities: {}, {}'.format(tx0_wager_remaining, int(util.price(tx1_wager_remaining, tx1_odds, tx1['block_index']))))
            forward_quantity = int(min(tx0_wager_remaining, int(util.price(tx1_wager_remaining, tx1_odds, tx1['block_index']))))
            logging.debug('Forward Quantity: {}'.format(forward_quantity))
            backward_quantity = round(forward_quantity / tx0_odds)
            logging.debug('Backward Quantity: {}'.format(backward_quantity))

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

            bet_match_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, tx1['block_index'], 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)
            util.message(db, tx1['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['block_index'], 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)
            util.message(db, tx1['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': 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
Exemple #3
0
def parse (db, tx, message):
    order_parse_cursor = db.cursor()

    # Unpack message.
    try:
        if len(message) != LENGTH:
            raise exceptions.UnpackError
        give_id, give_quantity, get_id, get_quantity, expiration, fee_required = struct.unpack(FORMAT, message)
        give_asset = util.get_asset_name(give_id, tx['block_index'])
        get_asset = util.get_asset_name(get_id, tx['block_index'])
        status = 'open'
    except (exceptions.UnpackError, exceptions.AssetNameError, struct.error) as e:
        give_asset, give_quantity, get_asset, get_quantity, expiration, fee_required = 0, 0, 0, 0, 0, 0
        status = 'invalid: could not unpack'

    price = 0
    if status == 'open':
        try:
            price = util.price(get_quantity, give_quantity, tx['block_index'])
        except ZeroDivisionError:
            price = 0

        # Overorder
        order_parse_cursor.execute('''SELECT * FROM balances \
                                      WHERE (address = ? AND asset = ?)''', (tx['source'], give_asset))
        balances = list(order_parse_cursor)
        if give_asset != config.BTC:
            if not balances:
                give_quantity = 0
            else:
                balance = balances[0]['quantity']
                if balance < give_quantity:
                    give_quantity = balance
                    get_quantity = int(price * give_quantity)

        problems = validate(db, tx['source'], give_asset, give_quantity, get_asset, get_quantity, expiration, fee_required, tx['block_index'])
        if problems: status = 'invalid: ' + '; '.join(problems)

    # Debit give quantity. (Escrow.)
    if status == 'open':
        if give_asset != config.BTC:  # No need (or way) to debit BTC.
            util.debit(db, tx['block_index'], tx['source'], give_asset, give_quantity, action='open order', event=tx['tx_hash'])

    # 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'],
        'give_asset': give_asset,
        'give_quantity': give_quantity,
        'give_remaining': give_quantity,
        'get_asset': get_asset,
        'get_quantity': get_quantity,
        'get_remaining': get_quantity,
        'expiration': expiration,
        'expire_index': tx['block_index'] + expiration,
        'fee_required': fee_required,
        'fee_required_remaining': fee_required,
        'fee_provided': tx['fee'],
        'fee_provided_remaining': tx['fee'],
        'status': status,
    }
    sql='insert into orders values(:tx_index, :tx_hash, :block_index, :source, :give_asset, :give_quantity, :give_remaining, :get_asset, :get_quantity, :get_remaining, :expiration, :expire_index, :fee_required, :fee_required_remaining, :fee_provided, :fee_provided_remaining, :status)'
    order_parse_cursor.execute(sql, bindings)

    # Match.
    if status == 'open' and tx['block_index'] != config.MEMPOOL_BLOCK_INDEX:
        match(db, tx)

    order_parse_cursor.close()
Exemple #4
0
def parse (db, tx, message):
    bet_parse_cursor = db.cursor()

    # Unpack message.
    try:
        if len(message) != LENGTH:
            raise exceptions.UnpackError
        (bet_type, deadline, wager_quantity,
         counterwager_quantity, target_value, leverage,
         expiration) = struct.unpack(FORMAT, message)
        status = 'open'
    except (exceptions.UnpackError, struct.error):
        (bet_type, deadline, wager_quantity,
         counterwager_quantity, target_value, leverage,
         expiration, fee_fraction_int) = 0, 0, 0, 0, 0, 0, 0, 0
        status = 'invalid: could not unpack'

    odds, fee_fraction = 0, 0
    feed_address = tx['destination']
    if status == 'open':
        try:
            odds = util.price(wager_quantity, counterwager_quantity, tx['block_index'])
        except ZeroDivisionError:
            odds = 0

        fee_fraction = get_fee_fraction(db, feed_address)

        # Overbet
        bet_parse_cursor.execute('''SELECT * FROM balances \
                                    WHERE (address = ? AND asset = ?)''', (tx['source'], config.XCP))
        balances = list(bet_parse_cursor)
        if not balances:
            wager_quantity = 0
        else:
            balance = balances[0]['quantity']
            if balance < wager_quantity:
                wager_quantity = balance
                counterwager_quantity = int(util.price(wager_quantity, odds, tx['block_index']))

        problems, leverage = validate(db, tx['source'], feed_address, bet_type, deadline, wager_quantity,
                            counterwager_quantity, target_value, leverage, expiration, tx['block_index'])
        if problems: status = 'invalid: ' + '; '.join(problems)

    # Debit quantity wagered. (Escrow.)
    if status == 'open':
        util.debit(db, tx['block_index'], tx['source'], config.XCP, wager_quantity, action='bet', event=tx['tx_hash'])

    # 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'],
        'feed_address': feed_address,
        'bet_type': bet_type,
        'deadline': deadline,
        'wager_quantity': wager_quantity,
        'wager_remaining': wager_quantity,
        'counterwager_quantity': counterwager_quantity,
        'counterwager_remaining': counterwager_quantity,
        'target_value': target_value,
        'leverage': leverage,
        'expiration': expiration,
        'expire_index': tx['block_index'] + expiration,
        'fee_fraction_int': fee_fraction * 1e8,
        'status': status,
    }
    sql='insert into bets values(:tx_index, :tx_hash, :block_index, :source, :feed_address, :bet_type, :deadline, :wager_quantity, :wager_remaining, :counterwager_quantity, :counterwager_remaining, :target_value, :leverage, :expiration, :expire_index, :fee_fraction_int, :status)'
    bet_parse_cursor.execute(sql, bindings)

    # Match.
    if status == 'open' and tx['block_index'] != config.MEMPOOL_BLOCK_INDEX:
        match(db, tx)

    bet_parse_cursor.close()
Exemple #5
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'], tx1['block_index'])
               )  # Sort by price first.

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

        logging.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']:
            logging.debug('Skipping: bet types disagree.')
            continue

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

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

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

        # Deadlines must agree exactly.
        if tx0['deadline'] != tx1['deadline']:
            logging.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'], tx1['block_index'])
        tx0_inverse_odds = util.price(tx0['counterwager_quantity'],
                                      tx0['wager_quantity'],
                                      tx1['block_index'])
        tx1_odds = util.price(tx1['wager_quantity'],
                              tx1['counterwager_quantity'], tx1['block_index'])

        if tx['block_index'] < 286000:
            tx0_inverse_odds = util.price(
                1, tx0_odds, tx1['block_index'])  # Protocol change.

        logging.debug('Tx0 Inverse Odds: {}; Tx1 Odds: {}'.format(
            float(tx0_inverse_odds), float(tx1_odds)))
        if tx0_inverse_odds > tx1_odds:
            logging.debug('Skipping: price mismatch.')
        else:
            logging.debug('Potential forward quantities: {}, {}'.format(
                tx0_wager_remaining,
                int(
                    util.price(tx1_wager_remaining, tx1_odds,
                               tx1['block_index']))))
            forward_quantity = int(
                min(
                    tx0_wager_remaining,
                    int(
                        util.price(tx1_wager_remaining, tx1_odds,
                                   tx1['block_index']))))
            logging.debug('Forward Quantity: {}'.format(forward_quantity))
            backward_quantity = round(forward_quantity / tx0_odds)
            logging.debug('Backward Quantity: {}'.format(backward_quantity))

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

            bet_match_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,
                            tx1['block_index'],
                            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)
            util.message(db, tx1['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['block_index'],
                                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)
            util.message(db, tx1['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': 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
Exemple #6
0
def parse(db, tx, message):
    bet_parse_cursor = db.cursor()

    # Unpack message.
    try:
        if len(message) != LENGTH:
            raise exceptions.UnpackError
        (bet_type, deadline, wager_quantity, counterwager_quantity,
         target_value, leverage, expiration) = struct.unpack(FORMAT, message)
        status = 'open'
    except (exceptions.UnpackError, struct.error):
        (bet_type, deadline, wager_quantity, counterwager_quantity,
         target_value, leverage, expiration,
         fee_fraction_int) = 0, 0, 0, 0, 0, 0, 0, 0
        status = 'invalid: could not unpack'

    odds, fee_fraction = 0, 0
    feed_address = tx['destination']
    if status == 'open':
        try:
            odds = util.price(wager_quantity, counterwager_quantity,
                              tx['block_index'])
        except ZeroDivisionError:
            odds = 0

        fee_fraction = get_fee_fraction(db, feed_address)

        # Overbet
        bet_parse_cursor.execute(
            '''SELECT * FROM balances \
                                    WHERE (address = ? AND asset = ?)''',
            (tx['source'], config.XCP))
        balances = list(bet_parse_cursor)
        if not balances:
            wager_quantity = 0
        else:
            balance = balances[0]['quantity']
            if balance < wager_quantity:
                wager_quantity = balance
                counterwager_quantity = int(
                    util.price(wager_quantity, odds, tx['block_index']))

        problems, leverage = validate(db, tx['source'], feed_address, bet_type,
                                      deadline, wager_quantity,
                                      counterwager_quantity, target_value,
                                      leverage, expiration, tx['block_index'])
        if problems: status = 'invalid: ' + '; '.join(problems)

    # Debit quantity wagered. (Escrow.)
    if status == 'open':
        util.debit(db,
                   tx['block_index'],
                   tx['source'],
                   config.XCP,
                   wager_quantity,
                   action='bet',
                   event=tx['tx_hash'])

    # 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'],
        'feed_address': feed_address,
        'bet_type': bet_type,
        'deadline': deadline,
        'wager_quantity': wager_quantity,
        'wager_remaining': wager_quantity,
        'counterwager_quantity': counterwager_quantity,
        'counterwager_remaining': counterwager_quantity,
        'target_value': target_value,
        'leverage': leverage,
        'expiration': expiration,
        'expire_index': tx['block_index'] + expiration,
        'fee_fraction_int': fee_fraction * 1e8,
        'status': status,
    }
    sql = 'insert into bets values(:tx_index, :tx_hash, :block_index, :source, :feed_address, :bet_type, :deadline, :wager_quantity, :wager_remaining, :counterwager_quantity, :counterwager_remaining, :target_value, :leverage, :expiration, :expire_index, :fee_fraction_int, :status)'
    bet_parse_cursor.execute(sql, bindings)

    # Match.
    if status == 'open' and tx['block_index'] != config.MEMPOOL_BLOCK_INDEX:
        match(db, tx)

    bet_parse_cursor.close()
Exemple #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:  # 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'], tx1['block_index']))   # 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'], block_index)
        tx1_price = util.price(tx1['get_quantity'], tx1['give_quantity'], block_index)
        tx1_inverse_price = util.price(tx1['give_quantity'], tx1['get_quantity'], block_index)

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

        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, block_index))))
            forward_quantity = int(min(tx0_give_remaining, int(util.price(tx1_give_remaining, tx0_price, block_index))))
            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'], block_index))
                    else:
                        fee = int(tx1['fee_required_remaining'] * util.price(forward_quantity, tx1_get_remaining, block_index))

                    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'], block_index))
                    else:
                        fee = int(tx0['fee_required_remaining'] * util.price(backward_quantity, tx0_get_remaining, block_index))

                    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, tx['block_index'], tx1['source'], tx1['get_asset'],
                                    forward_quantity, action='order match', event=order_match_id)
                util.credit(db, tx['block_index'], 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, block_index, 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, block_index, 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
Exemple #8
0
def parse (db, tx, message):
    order_parse_cursor = db.cursor()

    # Unpack message.
    try:
        if len(message) != LENGTH:
            raise exceptions.UnpackError
        give_id, give_quantity, get_id, get_quantity, expiration, fee_required = struct.unpack(FORMAT, message)
        give_asset = util.get_asset_name(db, give_id, tx['block_index'])
        get_asset = util.get_asset_name(db, get_id, tx['block_index'])
        status = 'open'
    except (exceptions.UnpackError, exceptions.AssetNameError, struct.error) as e:
        give_asset, give_quantity, get_asset, get_quantity, expiration, fee_required = 0, 0, 0, 0, 0, 0
        status = 'invalid: could not unpack'

    price = 0
    if status == 'open':
        try:
            price = util.price(get_quantity, give_quantity, tx['block_index'])
        except ZeroDivisionError:
            price = 0

        # Overorder
        order_parse_cursor.execute('''SELECT * FROM balances \
                                      WHERE (address = ? AND asset = ?)''', (tx['source'], give_asset))
        balances = list(order_parse_cursor)
        if give_asset != config.BTC:
            if not balances:
                give_quantity = 0
            else:
                balance = balances[0]['quantity']
                if balance < give_quantity:
                    give_quantity = balance
                    get_quantity = int(price * give_quantity)

        problems = validate(db, tx['source'], give_asset, give_quantity, get_asset, get_quantity, expiration, fee_required, tx['block_index'])
        if problems: status = 'invalid: ' + '; '.join(problems)

    # Debit give quantity. (Escrow.)
    if status == 'open':
        if give_asset != config.BTC:  # No need (or way) to debit BTC.
            util.debit(db, tx['block_index'], tx['source'], give_asset, give_quantity, action='open order', event=tx['tx_hash'])

    # 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'],
        'give_asset': give_asset,
        'give_quantity': give_quantity,
        'give_remaining': give_quantity,
        'get_asset': get_asset,
        'get_quantity': get_quantity,
        'get_remaining': get_quantity,
        'expiration': expiration,
        'expire_index': tx['block_index'] + expiration,
        'fee_required': fee_required,
        'fee_required_remaining': fee_required,
        'fee_provided': tx['fee'],
        'fee_provided_remaining': tx['fee'],
        'status': status,
    }
    sql='insert into orders values(:tx_index, :tx_hash, :block_index, :source, :give_asset, :give_quantity, :give_remaining, :get_asset, :get_quantity, :get_remaining, :expiration, :expire_index, :fee_required, :fee_required_remaining, :fee_provided, :fee_provided_remaining, :status)'
    order_parse_cursor.execute(sql, bindings)

    # Match.
    if status == 'open' and tx['block_index'] != config.MEMPOOL_BLOCK_INDEX:
        match(db, tx)

    order_parse_cursor.close()