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.SHP, 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.SHP, 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
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 SCH, and so cannot be ‘filled’).
if tx0["give_asset"] == config.SCH or tx0["get_asset"] == config.SCH: # 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_shell_quantity = 0.001 * config.UNIT # 0.001 SCH
if (forward_asset == config.SCH and forward_quantity <= min_shell_quantity) or (
backward_asset == config.SCH and backward_quantity <= min_shell_quantity
):
logger.debug("Skipping: below minimum {} quantity".format(config.SCH))
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.SCH:
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.SCH:
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.SCH:
if tx0_fee_provided_remaining < tx1["fee_required"]:
continue
elif tx1["give_asset"] == config.SCH:
if tx1_fee_provided_remaining < tx0["fee_required"]:
continue
if config.SCH 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 SatoshiChains, 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.SCH and tx0["get_asset"] != config.SCH:
# 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.SCH and tx1["get_asset"] != config.SCH:
# 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 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)
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.SHP),
)
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))
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["source"], config.SHP, 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()
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)
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.SCH:
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.SCH: # No need (or way) to debit SCH.
util.debit(db, 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()
